Ph.D. Students


Clelia M.C. Toloi (1988). Spectral Analysis of Amplitude Modulated Time Series.

Francisco A. Pino (1988). L1 Estimation of ARMA Models.

Marli M. C. Neves (1990). Regression Models with Stationary Errors.

Thelma Safadi (1997). Bayesian Analyses of Some Nonlinear Time Series Models.

Chang Chiann (1997). A Wavelet Analysis for Time Series.

Eliana Zandonade (1999). Wavelets and State Space Models.

Bernardo M. Lagos Alvarez (2000). Improvement of Test Statistics in ARMA Models.

Julio Hokama (2001). Regression Models with Errors in Variables.

Jose Carlos S. de Miranda (2003). Estimation of the Intensity of Point Processes via Wavelets.

Maria Silvia A. Moura (2005). Transfer function models with time-varying coefficients.

Airlane P. de Alencar (2006). State Space Models with Markovian Switching and Time-varying Transition Probabilities.

Adriana Bruscato (2006). Conditional Duration Models with Time-varying Coefficients.

Juan Carlos Ruilova (2007). Heterogeneous ARCH Models and Applications to the Analysis of High Frequency Data.

Joao Ricardo Sato (2007). Dynamic Vector Autoregressive Models and Applications in fMRI.

Sumaia Abdel Latif (2008). Measures of Local Dependence for Time Series.

Gladys E. Salcedo Echeverry (2008). Comparison of Nonstationary Time Series.

José Euclides de Melo Ferraz (2008). Estimation of SCD Models Through ECF.

Marcelo Magalhães Tadeo (2008). Use of Mixtures of Gaussian Distributions in Semiparametric Models.

Rogério de Faria Porto (2008). Nonparametric Regression with Correlated Errors via Wavelets.

Ivan R. Enriquez Guzman (2010). Stochastic Volatility Models with Scale Mixture of Normals Errors.

Jhames M. Sampaio (2012). Indirect Estimation of R-GARCH Models


Master Students


Nazira Gait (1975)

Elisabete Correa Leme (1975)

Heleno Bolfarine (1976)

Marli M. Costa Neves (1977)

Adhemar Sanches (1977)

Fontinele Andrade da Silva (1975)

Ibere Guimaraes Aguiar (1979)

Victor Mirshawka (1979)

Lucia Pereira da Silva (1979)

Mariane Streibel (1980)

Clelia M.C. Toloi (1980)

Francisco A. Pino (1980)

Maximo M. Mesa (1982)

Amilton B. Ara (1982)

Silvio Aguiar (1982)

Maria A. Gouvêa (1982)

Jacira G. C. Rocha (1983)

Marco Correa (1997)

Daniela M. Sauerbrom (1996)

Sandro M. Manteiga (2002)

Joao A. Domenici (2002)

Joao Ricardo Sato (2004)

Alberto F. Berti (2005)

Marcello D.S. Paixao (2005)

Andrei B. Goncalves (2005)

Joao Pedro de Senna (2007)

Hugo V. Gegembauer (2010).

Tadeu Augusto Ferreira (2011)

Roberto Lobarinhas (2012)