Pseudo-fractional ARMA modelling using a double Levinson recursion

IET Control Theory & Applications, Vol. 1, Nº 1

New insights into pseudo-fractional ARMA modelling

Proceedings of the International Conference on Computational Cybernetics, Vienna University of Technology, August 30 - September 1, 2004

Comparative analysis of time-frequency methods estimating the time-varying microstructure of sleep EEG spindles

Proceedings of the Information Technology Applications in Biomedicine, Ioannina - Epirus, Greece, October 26-28, 2006

Fitting the yield curve

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

The fitting of the German yield curve: A dynamic approach using latent, macroeconomic and stock market variables

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Parameter estimation in the presence of auxiliary information

Dissertação para obtenção do Grau de Doutora em Estatística e Gestão de Risco, Especialidade em Estatística