Maria Eduarda Silva

Universidade do Porto - Departamento de Matematica Aplicada

Rua das Taipas 135

4050 600 Porto

Portugal

SCHOLARLY PAPERS

2

DOWNLOADS

19

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (2)

1.

Difference Equations for the Higher Order Moments and Cumulants of the Inar(P) Model

Number of pages: 20 Posted: 07 Jan 2005
Maria Eduarda Silva and Vera Lucia Oliveira
Universidade do Porto - Departamento de Matematica Aplicada and Universidade do Porto
Downloads 16 (772,956)
Citation 1

Abstract:

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INAR models, moments, cumulants, Yule-Walker equations, estimation, frequency domain, Whittle's criterion

2.

Bayesian Outlier Detection in Non‐Gaussian Autoregressive Time Series

Journal of Time Series Analysis, Vol. 40, Issue 5, pp. 631-648, 2019
Number of pages: 18 Posted: 29 May 2020
Maria Eduarda Silva, Isabel Pereira and Brendan McCabe
Universidade do Porto - Departamento de Matematica Aplicada, affiliation not provided to SSRN and University of Liverpool - Management School (ULMS)
Downloads 3 (911,649)

Abstract:

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Convolution closed infinitely divisible models, additive outliers, Bayesian framework, MCMC, time series of counts, state space models