Ian Meneghel Danilevicz, Pascal Bondon, Valderio A. Reisen, Faradiba Sarquis. A longitudinal study of the influence of air pollutants on children. A robust multivariate approach, 2023-10-30. (https://centralesupelec.hal.science/hal-04216462)
Valdério Anselmo Reisen, Céline Lévy-Leduc, Edson Zambon Monte, Pascal Bondon. A dimension reduction factor approach for multivariate time series with long-memory. A robust alternative method, 2023-10-03. (https://agroparistech.hal.science/hal-04225878)
Milena Machado, Jane Meri Santos, Valdério Anselmo Reisen, Antônio Fernando Pego E Silva, Neyval Costa Reis Junior, Pascal Bondon, Ilias Mavroidis, Paulo Roberto Prezotti Filho, Severine Frere, Ana Teresa Lima. Parameters influencing population annoyance pertaining to air pollution, 2022-12. (https://centralesupelec.hal.science/hal-03810393)
Milena Machado, Jane Meri Santos, Séverine Frère, Phillipe Chagnon, Valdério Reisen, Pascal Bondon, Márton Ispány, Ilias Mavroidis, Neyval Costa Reis. Deconstruction of annoyance due to air pollution by multiple correspondence analysis, 2021-09. (https://centralesupelec.hal.science/hal-03209912)
Kélian This, Laurent Le Brusquet, Adrien Frigerio, Sébastien Colas, Pascal Bondon. Baseline removal in spectrometry gamma by observation of local minima, 2021-06-30. (https://centralesupelec.hal.science/hal-03519883)
Paulo Prezotti, Valdério Reisen, Pascal Bondon, Márton Ispány, Milena Machado, Faradiba Sarquis. A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases, 2021-03. (https://centralesupelec.hal.science/hal-03185700)
Alessandro José Queiroz Sarnaglia, Valdério Anselmo Reisen, Pascal Bondon, Céline Lévy-Leduc. M-regression spectral estimator for periodic ARMA models. An empirical investigation, 2021. (https://centralesupelec.hal.science/hal-03185742)
Ana Julia A. Camara, Glaura Franco, Valderio Reisen, Pascal Bondon. Generalized additive model for count time series: An application to quantify the impact of air pollutants on human health, 2021. (https://centralesupelec.hal.science/hal-03437160)
Milena Machado, Valdério Reisen, Jane Meri Santos, Neyval Costa Reis Júnior, Séverine Frère, Pascal Bondon, Márton Ispány, Higor Cotta. Use of multivariate time series techniques to estimate the impact of particulate matter on the perceived annoyance, 2020-02-01. (https://centralesupelec.hal.science/hal-02501972)
Carlo Correa Solci, Valdério A. Reisen, Alessandro Jose Queiroz Sarnaglia, Pascal Bondon. Empirical study of robust estimation methods for PAR models with application to the air quality area, 2020. (https://centralesupelec.hal.science/hal-01886198)
Bartolomeu Zamprogno, Valdério Reisen, Pascal Bondon, Higor Cotta, Neyval Costa Reis Júnior. Principal component analysis with autocorrelated data, 2020. (https://centralesupelec.hal.science/hal-02560885)
Higor Cotta, Valdério Reisen, Pascal Bondon, Paulo Prezotti. Identification of redundant air quality monitoring stations using robust principal component analysis, 2020. (https://centralesupelec.hal.science/hal-02626255)
Valdério Anselmo Reisen, Adriano Marcio Sgrancio, Céline Lévy-Leduc, Edson Zambon Monte, Higor Henrique Aranda Cotta, Pascal Bondon, Flávio Augusto Ziegelmann. Robust factor modelling for high-dimensional time series: An application to air pollution data, 2019-04. (https://agroparistech.hal.science/hal-02902032)
Juliana B. de Souza, Valderio A. Reisen, Glaura C. Franco, Marton Ispany, Pascal Bondon, Jane Meri Santos. Generalized additive model with principal component analysis: An application to time series of respiratory disease and air pollution data, 2018-02. (https://centralesupelec.hal.science/hal-01599112)
Valderio A. Reisen, Edson Zambon Monte, Glaura C. Franco, Adriano M. Sgrancio, Fabio A. Fajardo Molinares, Pascal Bondon, Flavio A. Ziegelmann, Bovas Abraham. Robust Estimation of Fractional Seasonal Processes: Modeling and Forecasting Daily Average SO2 Concentrations, 2018. (https://centralesupelec.hal.science/hal-01617641)
Igor V. M. Souza, Valderio A. Reisen, Glaura C. Franco, Pascal Bondon. The Estimation and Testing of the Cointegration Order Based on the Frequency Domain, 2018. (https://centralesupelec.hal.science/hal-01578357)
Pierre Haessig, Bernard Multon, H. Ben Ahmed, Stéphane Lascaud, Pascal Bondon. Energy storage sizing for wind power: impact of the autocorrelation of day-ahead forecast errors, 2015-01. (https://hal.science/hal-00863901)
Kélian This, Laurent Le Brusquet, Adrien Frigerio, Sébastien Colas, Pascal Bondon. Contribution to continuum estimation in gamma spectrum by observation of local minima, 2020-10-08. (https://centralesupelec.hal.science/hal-02985542)
Milena Machado, Viviani Santana, Valderio A. Reisen, Jane Meri Santos, Pascal Bondon. Multivariate analysis on perceived annoyance caused by air pollution and their determinants, 2020-03-13. (https://centralesupelec.hal.science/hal-02985464)
Igor V. M. Souza, Valderio A. Reisen, Pascal Bondon, G.C. Franco. A robust estimation and testing of the cointegration order based on the frequency domain, 2019-12-14. (https://centralesupelec.hal.science/hal-02358658)
Higor Cotta, Valderio A. Reisen, Pascal Bondon. A robust method for estimating the number of factors in an approximate factor model, 2019-09-25. (https://centralesupelec.hal.science/hal-02358699)
Milena Machado, Valderio A. Reisen, Pascal Bondon. Time series models and principal component analysis techniques to estimate the impact of particulate matter on health and quality of life, 2019-05-28. (https://centralesupelec.hal.science/hal-02359500)
Higor Cotta, Valderio A. Reisen, Pascal Bondon, Céline Lévy-Leduc. A robust alternative to the sample autocovariance and autocorrelation functions, 2019-05-28. (https://centralesupelec.hal.science/hal-02358679)
Valderio A. Reisen, Igor V. M. Souza, G.C. Franco, Pascal Bondon. The estimation and testing of the fractional cointegration order based on the frequency domain : A robust approach, 2018-12-14. (https://centralesupelec.hal.science/hal-02003755)
Pascal Bondon, Paulo Prezotti, Valderio Reisen, Marton Ispany, Faradiba Sarquis Serpa. A model for count time series with periodic two orders autoregressive structure, 2018-12-14. (https://centralesupelec.hal.science/hal-02003709)
Higor Cotta, Valderio A. Reisen, Pascal Bondon, Céline Lévy-Leduc. A robust alternative for the estimation of autocovariance from the frequency domain for multivariate processes, 2018-09-19. (https://centralesupelec.hal.science/hal-01886240)
Aymeric Thibault, Pascal Bondon. Forecasting Intraday Risk Measures using Multiplicative Component GARCH Model and Multimodal Distributions, 2017-09-18. (https://centralesupelec.hal.science/hal-01578470)
Higor Cotta, Valderio A. Reisen, Pascal Bondon, Wolfgang Stummer. Robust estimation of covariance and correlation functions of a stationary multivariate process, 2017-09-18. (https://centralesupelec.hal.science/hal-01578459)
Marton Ispany, Juliana B. de Souza, Valderio A. Reisen, Glaura C. Franco, Pascal Bondon, Jane M. Santos. An application of the GAM-PCA-VAR model to respiratory disease and air pollution data, 2017-09-18. (https://centralesupelec.hal.science/hal-01578442)
Wajih Ben Abdallah, Jean-Philippe Ovarlez, Pascal Bondon. Radar Detection Schemes for Joint Temporal and Spatial Correlated Clutter Using Vector ARMA Models, 2017-08-28. (https://centralesupelec.hal.science/hal-01578366)
Aymeric Thibault, Pascal Bondon. A Multimodal Asymmetric Exponential Power Distribution: Application to risk measurement for financial high-frequency data, 2017-08-28. (https://centralesupelec.hal.science/hal-01578369)
Aymeric Thibault, Pascal Bondon. Backtesting Expected Shortfall with a skewed exponential power distribution in electricity markets, 2016-08-29. (https://centralesupelec.hal.science/hal-01578831)
Alessandro Jose Queiroz Sarnaglia, Valderio Anselmo Reisen, Pascal Bondon, Céline Lévy-Leduc. A robust estimation approach for fitting a PARMA model to real data, 2016-06-26. (https://agroparistech.hal.science/hal-01560258)
Gloria M. Viégas, Arthur G. de Castro, Eustaquio V. de Castro, Fernanda Becalli, Germana Dias, Ivanise M. Rizzatti, Julia Pimentel, Marcella Porto, Marisa Lyra, Pascal Bondon, Rodrigo L. de Oliveira, Umberto Pereira, Valdério Reisen. Les Petits Se Demandent, 2020. (https://centralesupelec.hal.science/hal-03088038)
Chapitre d'ouvrage - 2 documents
Valdério Reisen, Céline Lévy-Leduc, Higor Cotta, Pascal Bondon, Márton Ispány, Paulo Prezotti. An Overview of Robust Spectral Estimators, 2020. (https://centralesupelec.hal.science/hal-02360657)
Marton Ispany, Valderio A. Reisen, Glaura C. Franco, Pascal Bondon, Higor Cotta, Paulo Prezotti, Faraiba Sarquis Serpa. On generalized additive models with dependent time series covariates, 2018-10-04. (https://centralesupelec.hal.science/hal-01886225)
Autre publication - 1 document
Higor Cotta, Valderio Reisen, Pascal Bondon, Céline Lévy-Leduc. tsqn: Applications of the Qn Estimator to Time Series (Univariate and Multivariate), 2017-03-29. (https://centralesupelec.hal.science/hal-01578823)
