Locally stationary processes with stable and tempered stable innovations

Analysis of the current oscillations observed at Ilha Grande Bay (RJ)

An empirical analysis of Brazilian and American risk and return time series

Estimation of stochastic conditional duration models by means of the empirical characteristic...

Time varying cointegration model: approach using wavelets

Transformations in time series models

Nonparametric regression with stationary mixing processes

Local dependence measures for time series

Black-Litterman and ortogonal GARCH models for a portfolio of bonds issued by the...

Directed wavelet covariance for locally stationary processes