Edit Profile (opens in new tab) Morettin, Pedro Alberto Compute Distance To: Compute Author ID: morettin.pedro-alberto Published as: Morettin, Pedro A.; Morettin, P. A.; Morettin, Pedro Alberto; Morettin, Pedro more...less Documents Indexed: 71 Publications since 1973, including 3 Books 1 Contribution as Editor Reviewing Activity: 262 Reviews Biographic References: 1 Publication Co-Authors: 42 Co-Authors with 57 Joint Publications 585 Co-Co-Authors all top 5 Co-Authors 15 single-authored 14 Toloi, Clélia M. C. 9 Chiann, Chang 7 Porto, Rogério F. 6 Mentz, Raul Pedro 6 Sato, João Ricardo 4 Aubin, Elisete C. Q. 4 Latif, Sumaia A. 4 Sáfadi, Thelma 3 Alencar, Airlane Pereira 3 Salcedo, Gladys E. 3 Taddeo, Marcelo M. 2 Amaro, Edson jun. 2 Brammer, Michael John 2 de Miranda, José Carlos Simon 2 Lagos, Bernardo M. 2 Montoril, Michel Helcias 2 Pino, Francisco A. 2 Vidakovic, Brani 2 Zandonade, Eliana 1 Arantes, Paula R. 1 Ariñho, Miguel A. 1 Barroso, Lúcia Pereira 1 Bolfarine, Heleno 1 Bortoluzzo, Adriana B. 1 Brillinger, David R. 1 Chou-Chen, Shu Wei 1 Cordeiro, Gauss Moutinho 1 Costafreda, Sergi 1 da Fonseca, Eder Lucio 1 De A. Moura, Maria Sílvia 1 Fujita, André 1 Galea, Manuel 1 Gomes, Amanda S. 1 Gómez, Luz M. 1 Hokama, Julio 1 Irizarry, Rafael A. 1 Medina, Francyelle L. 1 Miranda, Janaina Mourão 1 Norberg, Ragnar 1 Pinheiro, Aluísio S. 1 Samejima, Kim 1 Sampaio, J. M. all top 5 Serials 6 Brazilian Journal of Probability and Statistics 4 Journal of Time Series Analysis 4 Computational Statistics and Data Analysis 3 Annals of the Institute of Statistical Mathematics 3 Boletim da Sociedade Brasileira de Matemática 3 Statistics & Probability Letters 3 Estadística 3 Journal of Statistical Computation and Simulation 3 Current Development in Theory and Applications of Wavelets 2 International Statistical Review 2 REBRAPE 2 Communications in Statistics. Simulation and Computation 2 Communications in Statistics. Theory and Methods 2 Journal of Nonparametric Statistics 2 Applied Stochastic Models in Business and Industry 2 Advances and Applications in Statistics 2 International Journal of Wavelets, Multiresolution and Information Processing 2 Journal of Time Series Econometrics 1 Biological Cybernetics 1 IEEE Transactions on Information Theory 1 Anais da Academia Brasileira de Ciências 1 Journal of Applied Probability 1 Sankhyā. Series B. Methodological 1 Statistics 1 SIAM Review 1 Stochastic Processes and their Applications 1 Resenhas do Instituto do Matemática e Estatística da Universidade de São Paulo 1 Differential Equations and Dynamical Systems 1 Studies in Nonlinear Dynamics and Econometrics 1 Journal of Applied Statistics 1 Statistical Inference for Stochastic Processes 1 Bulletin of the International Statistical Institute 1 Monografías del Instituto de Matemática y Ciencias Afines 1 São Paulo Journal of Mathematical Sciences 1 Journal of Probability and Statistics 1 Sankhyā. Series B 1 Chilean Journal of Statistics 1 SpringerBriefs in Mathematics all top 5 Fields 66 Statistics (62-XX) 23 Harmonic analysis on Euclidean spaces (42-XX) 14 Numerical analysis (65-XX) 13 Probability theory and stochastic processes (60-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Systems theory; control (93-XX) 2 Information and communication theory, circuits (94-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 45 Publications have been cited 169 times in 122 Documents Cited by ▼ Year ▼ Walsh spectral analysis. Zbl 0471.62094Morettin, Pedro A. 15 1981 Walsh-function analysis of a certain class of time series. Zbl 0284.60030Morettin, P. A. 12 1974 Wavelet based time-varying vector autoregressive modelling. Zbl 1330.62346Sato, João R.; Morettin, Pedro A.; Arantes, Paula R.; Amaro, Edson jun. 10 2007 Improvement of the likelihood ratio test statistic in ARMA models. Zbl 1051.62079Lagos, Bernardo M.; Morettin, Pedro A. 10 2004 A wavelet analysis for time series. Zbl 0922.62094Chiann, Chang; Morettin, Pedro A. 10 1998 Estimation of time varying linear systems. Zbl 0967.62073Chiann, Chang; Morettin, Pedro A. 9 1999 Time-domain estimation of time-varying linear systems. Zbl 1061.62125Chiann, Chang; Morettin, Pedro A. 6 2005 Bayesian analysis of threshold autoregressive moving average models. Zbl 0978.62085Sáfadi, Thelma; Morettin, Pedro A. 6 2000 Wavelet regression with correlated errors on a piecewise Hölder class. Zbl 1256.62019Porto, Rogério F.; Morettin, Pedro A.; Aubin, Elisete C. Q. 6 2008 Some corrections of the score test statistic for Gaussian ARMA models. Zbl 1298.62154Lagos, Bernardo M.; Morettin, Pedro A.; Barroso, Lúcia P. 5 2010 Limit theorems for stationary and dyadic-stationary processes. Zbl 0349.60030Morettin, Pedro A. 5 1974 Wavelet shrinkage for regression models with random design and correlated errors. Zbl 1360.62191Porto, Rogério; Morettin, Pedro; Percival, Donald; Aubin, Elisete 5 2016 Wavelets in functional data analysis. Zbl 1383.62004Morettin, Pedro A.; Pinheiro, Aluísio; Vidakovic, Brani 5 2017 A Bayesian analysis of autoregressive models with random normal coefficients. Zbl 1054.62023Sáfadi, Thelma; Morettin, Pedro A. 4 2003 A note on a central limit theorem for dependent random variables. Zbl 0349.60020Morettin, P. A. 4 1973 Comparing non-stationary and irregularly spaced time series. Zbl 1255.62281Salcedo, Gladys E.; Porto, Rogério F.; Morettin, Pedro A. 4 2012 Homogeneous random processes on locally compact Abelian groups. Zbl 0431.60009Morettin, P. A. 3 1980 Comparing time-varying autoregressive structures of locally stationary processes. Zbl 1135.62074Salcedo, Gladys E.; Sato, João R.; Morettin, Pedro A.; Toloi, Clélia M. 3 2008 Estimation of the intensity of non-homogeneous point processes via wavelets. Zbl 1230.62114de Miranda, José Carlos Simon; Morettin, Pedro A. 3 2011 Spline estimation of functional coefficient regression models for time series with correlated errors. Zbl 1396.62066Montoril, Michel H.; Morettin, Pedro A.; Chiann, Chang 3 2014 Spectral analysis for amplitude-modulated time series. Zbl 0787.62097Toloi, Clélia M. C.; Morettin, Pedro A. 3 1993 Modelling and forecasting linear combinations of time series. Zbl 0636.62089Pino, Francisco A.; Morettin, Pedro A.; Mentz, Raúl P. 3 1987 The Levinson algorithm and its applications in time series analysis. Zbl 0562.62076Morettin, Pedro A. 3 1984 Wavelet estimation of copulas for time series. Zbl 1266.91078Morettin, Pedro A.; Toloi, Clelia M. C.; Chiann, Chang; de Miranda, José C. S. 3 2011 Regression with autocorrelated errors using design-adapted Haar wavelets. Zbl 1266.62069Porto, Rogério F.; Morettin, Pedro A.; Aubin, Elisete C. Q. 3 2012 A note on a central limit theorem for stationary processes. Zbl 0531.60027Morettin, Pedro A. 2 1983 Wavelets in statistics. Zbl 1092.62527Morettin, Pedro A. 2 1997 Automatic methods for generating seismic intensity maps. Zbl 1008.62112Brillinger, David R.; Chiann, Chang; Irizarry, Rafael A.; Morettin, Pedro A. 2 2001 Estimation of the Walsh spectrum. Zbl 0326.42005Morettin, P. A. 2 1976 The consistency of the \(L_ 1\)-norm estimates in ARMA models. Zbl 0788.62081Pino, Francisco A.; Morettin, Pedro A. 2 1993 Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models. Zbl 1457.62277Sampaio, J. M.; Morettin, P. A. 2 2015 Spectral estimation for time series with amplitude modulated observations: A review. Zbl 0715.62178Toloi, Clélia M. C.; Morettin, Pedro A. 1 1989 Nonparametric estimation of Sibuya’s measure of local dependence for time series. Zbl 1274.62246Latif, Sumaia A.; Morettin, Pedro A. 1 2011 Transfer function models with time-varying coefficients. Zbl 1246.62184De A. Moura, Maria Sílvia; Morettin, Pedro A.; Toloi, Clélia M. C.; Chiann, Chang 1 2012 Estimation of functional-coefficient autoregressive models by wavelet methods. Zbl 1148.62077Morettin, Pedro A.; Chiann, Chang 1 2007 DWT-CEM: an algorithm for scale-temporal clustering in fMRI. Zbl 1125.92040Sato, João Ricardo; Fujita, André; Amaro, Edson; Miranda, Janaina Mourão; Morettin, Pedro Alberto; Brammer, Michal John 1 2007 Residual variance estimation in moving average models. Zbl 0955.62624Mentz, Raul P.; Morettin, Pedro A.; Toloi, Clélia M. C. 1 1997 Curve of correlation for time series. Zbl 1347.62195Latif, Sumaia A.; Morettin, Pedro A. 1 2016 Transformed symmetric generalized autoregressive moving average models. Zbl 1408.62147Gomes, Amanda S.; Morettin, Pedro A.; Cordeiro, Gauss M.; Taddeo, Marcelo M. 1 2018 Estimation of the spectrum and of the covariance function of a dyadic- stationary series. Zbl 0415.62072Morettin, P. A. 1 1978 On residual variance estimation in autoregressive models. Zbl 1126.62361Mentz, Raul P.; Morettin, Pedro A.; Toloi, Clélia M. C. 1 1998 A Bayesian analysis of asymmetric time series. Zbl 0917.62025Sáfadi, Thelma; Morettin, Pedro A. 1 1998 From Fourier to wavelet analysis of time series. Zbl 0900.62471Morettin, Pedro A. 1 1996 Analysis of single-index models with scale mixture of normals errors by using Bayesian P-splines. Zbl 1449.62091Taddeo, Marcelo M.; Morettin, Pedro A. 1 2017 Nonparametric regression with warped wavelets and strong mixing processes. Zbl 07447214Gómez, Luz M.; Porto, Rogério F.; Morettin, Pedro A. 1 2021 Nonparametric regression with warped wavelets and strong mixing processes. Zbl 07447214Gómez, Luz M.; Porto, Rogério F.; Morettin, Pedro A. 1 2021 Transformed symmetric generalized autoregressive moving average models. Zbl 1408.62147Gomes, Amanda S.; Morettin, Pedro A.; Cordeiro, Gauss M.; Taddeo, Marcelo M. 1 2018 Wavelets in functional data analysis. Zbl 1383.62004Morettin, Pedro A.; Pinheiro, Aluísio; Vidakovic, Brani 5 2017 Analysis of single-index models with scale mixture of normals errors by using Bayesian P-splines. Zbl 1449.62091Taddeo, Marcelo M.; Morettin, Pedro A. 1 2017 Wavelet shrinkage for regression models with random design and correlated errors. Zbl 1360.62191Porto, Rogério; Morettin, Pedro; Percival, Donald; Aubin, Elisete 5 2016 Curve of correlation for time series. Zbl 1347.62195Latif, Sumaia A.; Morettin, Pedro A. 1 2016 Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models. Zbl 1457.62277Sampaio, J. M.; Morettin, P. A. 2 2015 Spline estimation of functional coefficient regression models for time series with correlated errors. Zbl 1396.62066Montoril, Michel H.; Morettin, Pedro A.; Chiann, Chang 3 2014 Comparing non-stationary and irregularly spaced time series. Zbl 1255.62281Salcedo, Gladys E.; Porto, Rogério F.; Morettin, Pedro A. 4 2012 Regression with autocorrelated errors using design-adapted Haar wavelets. Zbl 1266.62069Porto, Rogério F.; Morettin, Pedro A.; Aubin, Elisete C. Q. 3 2012 Transfer function models with time-varying coefficients. Zbl 1246.62184De A. Moura, Maria Sílvia; Morettin, Pedro A.; Toloi, Clélia M. C.; Chiann, Chang 1 2012 Estimation of the intensity of non-homogeneous point processes via wavelets. Zbl 1230.62114de Miranda, José Carlos Simon; Morettin, Pedro A. 3 2011 Wavelet estimation of copulas for time series. Zbl 1266.91078Morettin, Pedro A.; Toloi, Clelia M. C.; Chiann, Chang; de Miranda, José C. S. 3 2011 Nonparametric estimation of Sibuya’s measure of local dependence for time series. Zbl 1274.62246Latif, Sumaia A.; Morettin, Pedro A. 1 2011 Some corrections of the score test statistic for Gaussian ARMA models. Zbl 1298.62154Lagos, Bernardo M.; Morettin, Pedro A.; Barroso, Lúcia P. 5 2010 Wavelet regression with correlated errors on a piecewise Hölder class. Zbl 1256.62019Porto, Rogério F.; Morettin, Pedro A.; Aubin, Elisete C. Q. 6 2008 Comparing time-varying autoregressive structures of locally stationary processes. Zbl 1135.62074Salcedo, Gladys E.; Sato, João R.; Morettin, Pedro A.; Toloi, Clélia M. 3 2008 Wavelet based time-varying vector autoregressive modelling. Zbl 1330.62346Sato, João R.; Morettin, Pedro A.; Arantes, Paula R.; Amaro, Edson jun. 10 2007 Estimation of functional-coefficient autoregressive models by wavelet methods. Zbl 1148.62077Morettin, Pedro A.; Chiann, Chang 1 2007 DWT-CEM: an algorithm for scale-temporal clustering in fMRI. Zbl 1125.92040Sato, João Ricardo; Fujita, André; Amaro, Edson; Miranda, Janaina Mourão; Morettin, Pedro Alberto; Brammer, Michal John 1 2007 Time-domain estimation of time-varying linear systems. Zbl 1061.62125Chiann, Chang; Morettin, Pedro A. 6 2005 Improvement of the likelihood ratio test statistic in ARMA models. Zbl 1051.62079Lagos, Bernardo M.; Morettin, Pedro A. 10 2004 A Bayesian analysis of autoregressive models with random normal coefficients. Zbl 1054.62023Sáfadi, Thelma; Morettin, Pedro A. 4 2003 Automatic methods for generating seismic intensity maps. Zbl 1008.62112Brillinger, David R.; Chiann, Chang; Irizarry, Rafael A.; Morettin, Pedro A. 2 2001 Bayesian analysis of threshold autoregressive moving average models. Zbl 0978.62085Sáfadi, Thelma; Morettin, Pedro A. 6 2000 Estimation of time varying linear systems. Zbl 0967.62073Chiann, Chang; Morettin, Pedro A. 9 1999 A wavelet analysis for time series. Zbl 0922.62094Chiann, Chang; Morettin, Pedro A. 10 1998 On residual variance estimation in autoregressive models. Zbl 1126.62361Mentz, Raul P.; Morettin, Pedro A.; Toloi, Clélia M. C. 1 1998 A Bayesian analysis of asymmetric time series. Zbl 0917.62025Sáfadi, Thelma; Morettin, Pedro A. 1 1998 Wavelets in statistics. Zbl 1092.62527Morettin, Pedro A. 2 1997 Residual variance estimation in moving average models. Zbl 0955.62624Mentz, Raul P.; Morettin, Pedro A.; Toloi, Clélia M. C. 1 1997 From Fourier to wavelet analysis of time series. Zbl 0900.62471Morettin, Pedro A. 1 1996 Spectral analysis for amplitude-modulated time series. Zbl 0787.62097Toloi, Clélia M. C.; Morettin, Pedro A. 3 1993 The consistency of the \(L_ 1\)-norm estimates in ARMA models. Zbl 0788.62081Pino, Francisco A.; Morettin, Pedro A. 2 1993 Spectral estimation for time series with amplitude modulated observations: A review. Zbl 0715.62178Toloi, Clélia M. C.; Morettin, Pedro A. 1 1989 Modelling and forecasting linear combinations of time series. Zbl 0636.62089Pino, Francisco A.; Morettin, Pedro A.; Mentz, Raúl P. 3 1987 The Levinson algorithm and its applications in time series analysis. Zbl 0562.62076Morettin, Pedro A. 3 1984 A note on a central limit theorem for stationary processes. Zbl 0531.60027Morettin, Pedro A. 2 1983 Walsh spectral analysis. Zbl 0471.62094Morettin, Pedro A. 15 1981 Homogeneous random processes on locally compact Abelian groups. Zbl 0431.60009Morettin, P. A. 3 1980 Estimation of the spectrum and of the covariance function of a dyadic- stationary series. Zbl 0415.62072Morettin, P. A. 1 1978 Estimation of the Walsh spectrum. Zbl 0326.42005Morettin, P. A. 2 1976 Walsh-function analysis of a certain class of time series. Zbl 0284.60030Morettin, P. A. 12 1974 Limit theorems for stationary and dyadic-stationary processes. Zbl 0349.60030Morettin, Pedro A. 5 1974 A note on a central limit theorem for dependent random variables. Zbl 0349.60020Morettin, P. A. 4 1973 all cited Publications top 5 cited Publications all top 5 Cited by 199 Authors 21 Morettin, Pedro Alberto 5 Chiann, Chang 5 Lemonte, Artur José 5 Porto, Rogério F. 4 Stoffer, David S. 4 Toloi, Clélia M. C. 3 Cordeiro, Gauss Moutinho 3 Endow, Yasushi 3 Ferrari, Silvia Lopes de Paula 3 Kadi, Amina 3 Liu, Jinshan 3 Pan, Jiazhu 3 Preuß, Philip 3 Salcedo, Gladys E. 3 Vetter, Mathias 3 Xia, Qiang 2 Barroso, Lúcia Pereira 2 Brillinger, David R. 2 Dette, Holger 2 Krishnaiah, Paruchuri Rama 2 Lagos, Bernardo M. 2 Li, YuShu 2 Mitra, Sharmishtha 2 Mondal, Debashis 2 Montoril, Michel Helcias 2 Peña, Daniel 2 Percival, Donald B. 2 Pinheiro, Aluísio S. 2 Popiński, Waldemar 2 Shukur, Ghazi 2 Vargas, Tiago M. 1 Abaurrea, Jesús 1 Agiwal, Varun 1 Albeverio, Sergio A. 1 Alves, Mariane B. 1 Amaro, Edson jun. 1 Aneiros-Pérez, Germán 1 Antoniou, Ioannis E. 1 Arantes, Paula R. 1 Asín, Jesús 1 Aubin, Elisete C. Q. 1 Babak, Shahbaba 1 Bai, Zhi-Dong 1 Bajalinov, Erik B. 1 Bhattacharya, Sourabh 1 Blanke, Delphine 1 Borisov, Andrei V. 1 Bosov, Alexey V. 1 Bosq, Denis 1 Botter, Denise A. 1 Brairi, Houssem 1 Brockwell, Peter J. 1 Butzer, Paul Leo 1 Canepa, Alessandra 1 Cataño, Duván Humberto 1 Cavalcanti, Alexsandro B. 1 Cebrián, Ana C. 1 Chang, Woojin 1 Chaudhuri, Probal 1 Chen, Dirong 1 Cheng, Kun 1 Chou-Chen, Shu Wei 1 Cohen, Edward A. K. 1 Dahlhaus, Rainer 1 Dai, Shuangshuang 1 De A. Moura, Maria Sílvia 1 De Gooijer, Jan G. 1 de Melo, Eduardo Fraga L. 1 Dhawan, Atam P. 1 Diao, Liqun 1 Dielman, Terry E. 1 Duleba, Szabolcs 1 Dunn, David C. 1 Engels, Wolfgang 1 Feng, Zhenghui 1 Ferreira, Adenice Gomes de Oliveira 1 Ferreira, Marco A. R. 1 Fiecas, Mark 1 Flor, Michael A. 1 Fonseca, Rodney Vasconcelos 1 Fortin, Norbert J. 1 Foutz, Robert V. 1 Fujita, André 1 Gai, Yujie 1 Gallegati, Marco 1 Gamerman, Dani 1 Girardin, Valerie 1 Glendinning, Richard H. 1 Godfrey, Leslie George 1 Godtliebsen, Fred 1 Gómez, Luz M. 1 Goryainov, A. V. 1 Goryainova, E. R. 1 Granados-Garcia, Guilllermo 1 Guàrdia-Olmos, Joan 1 Guerrero, Victor M. 1 Gustafson, Karl Edwin 1 He, Zongda 1 Horová, Ivana 1 Hotta, Luiz Koodi ...and 99 more Authors all top 5 Cited in 57 Serials 12 Computational Statistics and Data Analysis 9 Communications in Statistics. Theory and Methods 7 Annals of the Institute of Statistical Mathematics 7 Journal of Time Series Analysis 6 Journal of Statistical Computation and Simulation 4 Journal of Multivariate Analysis 4 Stochastic Processes and their Applications 4 Journal of Nonparametric Statistics 3 Brazilian Journal of Probability and Statistics 3 International Journal of Wavelets, Multiresolution and Information Processing 3 Electronic Journal of Statistics 2 Scandinavian Journal of Statistics 2 Boletim da Sociedade Brasileira de Matemática 2 Journal of the American Statistical Association 2 Journal of Statistical Planning and Inference 2 Statistical Science 2 Journal of Economic Dynamics & Control 2 Computational Statistics 2 Applied Mathematical Modelling 2 Automation and Remote Control 2 Communications in Statistics. Simulation and Computation 2 Bernoulli 2 Journal of Applied Statistics 2 Statistical Methodology 2 Sankhyā. Series B 1 Computers and Fluids 1 Computers & Mathematics with Applications 1 Chaos, Solitons and Fractals 1 Applied Mathematics and Computation 1 Journal of Econometrics 1 Kybernetika 1 Mathematics and Computers in Simulation 1 Osaka Journal of Mathematics 1 Statistica 1 Tôhoku Mathematical Journal. Second Series 1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 1 Cybernetics and Systems 1 Statistics & Probability Letters 1 Circuits, Systems, and Signal Processing 1 Stochastic Analysis and Applications 1 Econometric Reviews 1 Pattern Recognition 1 Computers and Mathematics with Applications. Part B 1 Test 1 Applicationes Mathematicae 1 Differential Equations and Dynamical Systems 1 CEJOR. Central European Journal of Operations Research 1 Econometric Theory 1 Advances and Applications in Statistics 1 Statistical Modelling 1 Journal of Statistical Theory and Practice 1 The Annals of Applied Statistics 1 São Paulo Journal of Mathematical Sciences 1 Advances in Decision Sciences 1 Journal of Probability and Statistics 1 Sankhyā. Series A 1 Japanese Journal of Statistics and Data Science all top 5 Cited in 17 Fields 105 Statistics (62-XX) 25 Numerical analysis (65-XX) 24 Probability theory and stochastic processes (60-XX) 16 Harmonic analysis on Euclidean spaces (42-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Biology and other natural sciences (92-XX) 3 Computer science (68-XX) 3 Systems theory; control (93-XX) 2 Information and communication theory, circuits (94-XX) 1 History and biography (01-XX) 1 Real functions (26-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Sequences, series, summability (40-XX) 1 Abstract harmonic analysis (43-XX) 1 Fluid mechanics (76-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year