User profiles for A. Alexandre Trindade

Alexandre Trindade

Associate Professor, Egas Moniz School of Health & Science
Verified email at egasmoniz.edu.pt
Cited by 2405

Least absolute deviation estimation for all-pass time series models

FJ Breidt, RA Davis, AA Trindade - The Annals of Statistics, 2001 - projecteuclid.org
An autoregressive moving average model in which all of the roots of the autoregressive
polynomial are reciprocals of roots of the moving average polynomial and vice versa is called an …

Financial prediction with constrained tail risk

AA Trindade, S Uryasev, A Shapiro… - Journal of Banking & …, 2007 - Elsevier
A new class of asymmetric loss functions derived from the least absolute deviations or least
squares loss with a constraint on the mean of one tail of the residual error distribution, is …

[BOOK][B] State-space methods for time series analysis: theory, applications and software

…, A Garcia-Hiernaux, M Jerez, S Sotoca, AA Trindade - 2018 - taylorfrancis.com
The state-space approach provides a formal framework where any result or procedure
developed for a basic model can be seamlessly applied to a standard formulation written in state-…

[PDF][PDF] A interpretação da espirometria na prática pneumológica: até onde podemos avançar com o uso dos seus parâmetros

AM Trindade, TLF Sousa, ALP Albuquerque - pulmão RJ, 2015 - sopterj.com.br
A espirometria ainda é a ferramenta diagnóstica mais utilizada na avaliação funcional
respiratória. É um exame de ampla aplicabilidade e reprodutibilidade na grande maioria dos …

Time series models with asymmetric Laplace innovations

AA Trindade, Y Zhu, B Andrews - Journal of Statistical Computation …, 2010 - Taylor & Francis
We propose autoregressive moving average (ARMA) and generalized autoregressive
conditional heteroscedastic (GARCH) models driven by asymmetric Laplace (AL) noise. The AL …

Modified Burg algorithms for multivariate subset autoregression

PJ Brockwell, R Dahlhaus, AA Trindade - Statistica Sinica, 2005 - JSTOR
Lattice algorithms for estimating the parameters of a multivariate autoregression are generalized
to deal with subset models in which some of the coefficient matrices are constrained to …

Processo de revisão pelos pares: por que são rejeitados os manuscritos submetidos a um periódico científico?

I Job, AM Mattos, AAA Trindade - Movimento, Porto Alegre. Vol. 15, n …, 2009 - lume.ufrgs.br
Quando os pesquisadores enviam os resultados de suas investigações para publicação, têm
sua produção intelectual avaliada pelos membros da comunidade científica. O processo, …

Dosage-sensitive requirement for mouse Dll4 in artery development

…, M Hirashima, R Benedito, A Trindade… - Genes & …, 2004 - genesdev.cshlp.org
Involvement of the Notch signaling pathway in vascular development has been demonstrated
by both gain- and loss-of-function mutations in humans, mice, and zebrafish. In zebrafish, …

The Hodrick-Prescott Filter: A special case of penalized spline smoothing

RL Paige, AA Trindade - 2010 - projecteuclid.org
We prove that the Hodrick-Prescott Filter (HPF), a commonly used method for smoothing
econometric time series, is a special case of a linear penalized spline model with knots placed …

Recyclable stereoselective catalysts

AF Trindade, PMP Gois, CAM Afonso - Chemical reviews, 2009 - ACS Publications
Asymmetric catalysis constitutes one of the most important subjects in chemistry originating
thousands of published works every year. But still, the application of such methodologies in …