Gonçalves, E.; Martins, C. M.; Mendes-Lopes, N. The Taylor property in bilinear models. (English) Zbl 1369.62227 REVSTAT 13, No. 3, 207-226 (2015). MSC: 62M10 PDFBibTeX XMLCite \textit{E. Gonçalves} et al., REVSTAT 13, No. 3, 207--226 (2015; Zbl 1369.62227) Full Text: arXiv Link
Gonçalves, Esmeralda; Leite, Joana; Mendes-Lopes, Nazaré The ARL of modified Shewhart control charts for conditionally heteroskedastic models. (English) Zbl 1256.62077 Stat. Pap. 54, No. 1, 1-19 (2013). MSC: 62P30 62M10 65C60 PDFBibTeX XMLCite \textit{E. Gonçalves} et al., Stat. Pap. 54, No. 1, 1--19 (2013; Zbl 1256.62077) Full Text: DOI Link
Gonçalves, E.; Leite, J.; Mendes-Lopes, N. On the probabilistic structure of power threshold generalized ARCH stochastic processes. (English) Zbl 1282.62127 Stat. Probab. Lett. 82, No. 8, 1597-1609 (2012). MSC: 62G20 62M10 PDFBibTeX XMLCite \textit{E. Gonçalves} et al., Stat. Probab. Lett. 82, No. 8, 1597--1609 (2012; Zbl 1282.62127) Full Text: DOI
Gonçalves, Esmeralda; Mendes Lopes, Nazaré Some statistical results on autoregressive conditionally heteroscedastic models. (English) Zbl 0942.62113 J. Stat. Plann. Inference 68, No. 1, 193-202 (1998). MSC: 62M20 62G20 62M10 62F03 PDFBibTeX XMLCite \textit{E. Gonçalves} and \textit{N. Mendes Lopes}, J. Stat. Plann. Inference 68, No. 1, 193--202 (1998; Zbl 0942.62113) Full Text: DOI
Gonçalves, E.; Mendes Lopes, N. The generalized threshold ARCH model: Wide sense stationarity and asymptotic normality of the temporal aggregate. (English) Zbl 0804.62080 Publ. Inst. Stat. Univ. Paris 38, No. 2, 19-35 (1994). Reviewer: G.Wittwer (Dresden) MSC: 62M10 62G20 60F05 PDFBibTeX XMLCite \textit{E. Gonçalves} and \textit{N. Mendes Lopes}, Publ. Inst. Stat. Univ. Paris 38, No. 2, 19--35 (1994; Zbl 0804.62080)
Gonçalves, Esmeralda; Mendes Lopes, Nazaré The GARCH and TARCH models – Strong stationarity, weak stationarity, ergodicity and limit behaviour of the temporal aggregation. (Portuguese. English summary) Zbl 0806.62068 Port. Math. 50, No. 4, 447-465 (1993). MSC: 62M10 62G20 PDFBibTeX XMLCite \textit{E. Gonçalves} and \textit{N. Mendes Lopes}, Port. Math. 50, No. 4, 447--465 (1993; Zbl 0806.62068)