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Copula based models for serial dependence
(Universidade Federal do Rio de JaneiroBrasilInstituto COPPEAD de AdministraçãoUFRJ, 2019)
Separation of particles in time-dependent focusing billiards
(Elsevier B.V., 2010-12-01)
We consider a family of stadium-like billiards with time-dependent boundaries. Two different cases of time dependence are studied: (i) the fixed boundary approximation and (ii) the exact model which takes into account the ...
Separation of particles in time-dependent focusing billiards
(Elsevier B.V., 2010-12-01)
We consider a family of stadium-like billiards with time-dependent boundaries. Two different cases of time dependence are studied: (i) the fixed boundary approximation and (ii) the exact model which takes into account the ...
A time dependent Bayesian nonparametric model for air quality analysis
(Elsevier, 2016)
Air quality monitoring is based on pollutants concentration levels, typically recorded in
metropolitan areas. These exhibit spatial and temporal dependence as well as seasonality
trends, and their analysis demands flexible ...
Copula-based measures of dependence structure in assets returns
(ELSEVIER, 2008-06-01)
Copula modeling has become an increasingly popular tool in finance to model assets returns dependency. In essence, copulas enable us to extract the dependence structure from the joint distribution function of a set of ...
Coordinate and time-dependent diffusion dynamics in protein folding
(Academic Press Inc. Elsevier B.V., 2010-09-01)
We developed both analytical and simulation methods to explore the diffusion dynamics in protein folding. We found the diffusion as a quantitative measure of escape from local traps along the protein folding funnel with ...
Coordinate and time-dependent diffusion dynamics in protein folding
(Academic Press Inc. Elsevier B.V., 2010-09-01)
We developed both analytical and simulation methods to explore the diffusion dynamics in protein folding. We found the diffusion as a quantitative measure of escape from local traps along the protein folding funnel with ...
Information-theoretical analysis of the statistical dependencies among three variables: Applications to written language
(American Physical Society, 2015-08)
We develop the information-theoretical concepts required to study the statistical dependencies among three variables. Some of such dependencies are pure triple interactions, in the sense that they cannot be explained in ...
Separation of particles in time-dependent focusing billiards
(Elsevier B.V., 2014)