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Helton Saulo
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2020 – today
- 2024
- [j13]Melquisadec Oliveira
, Felipe Sousa Quintino
On the Stress-Strength Reliability of Transmuted GEV Random Variables with Applications to Financial Assets Selection. Entropy 26(6): 441 (2024) - 2023
- [j12]Helton Saulo
Bivariate symmetric Heckman models and their characterization. J. Multivar. Anal. 193: 105097 (2023) - [j11]Helton Saulo, Narayanaswamy Balakrishnan, Roberto Vila:
On a quantile autoregressive conditional duration model. Math. Comput. Simul. 203: 425-448 (2023) - [j10]Víctor Leiva
Bootstrap control charts for quantiles based on log-symmetric distributions with applications to the monitoring of reliability data. Qual. Reliab. Eng. Int. 39(1): 1-24 (2023) - 2021
- [j9]Helton Saulo
Modeling Mortality Based on Pollution and Temperature Using a New Birnbaum-Saunders Autoregressive Moving Average Structure with Regressors and Related-Sensors Data. Sensors 21(19): 6518 (2021)
2010 – 2019
- 2019
- [j8]Helton Saulo
Some simple estimators for the two-parameter gamma distribution. Commun. Stat. Simul. Comput. 48(8): 2425-2437 (2019) - [j7]Welder B. Oliveira, Sávio S. T. de Oliveira, Vagner J. do Sacramento Rodrigues, Helton Saulo, Kleber Vieira Cardoso:
Spatial operations on uncertain positional data. J. Inf. Data Manag. 10(3): 185-205 (2019) - 2017
- [j6]N. Balakrishnan, Helton Saulo
On moment-type estimators for a class of log-symmetric distributions. Comput. Stat. 32(4): 1339-1355 (2017) - [j5]Víctor Leiva
A methodology based on the Birnbaum-Saunders distribution for reliability analysis applied to nano-materials. Reliab. Eng. Syst. Saf. 157: 192-201 (2017) - 2016
- [j4]Jeremias Leão
Constrained test in linear models with multivariate power exponential distribution. Comput. Stat. 31(4): 1569-1592 (2016) - 2015
- [c1]Welder B. Oliveira, Helton Saulo, Sávio Salvarino Teles de Oliveira, Vagner J. do Sacramento Rodrigues, Kleber Vieira Cardoso:
A Method for Location Recommendation via Skyline Query Tolerant to Noisy Geo-referenced Data. GEOINFO 2015: 186-197 - 2014
- [j3]Víctor Leiva
A family of autoregressive conditional duration models applied to financial data. Comput. Stat. Data Anal. 79: 175-191 (2014) - 2013
- [j2]Helton Saulo
Fiscal and monetary policy interactions: a game theory approach. Ann. Oper. Res. 206(1): 341-366 (2013) - [j1]Carolina Marchant
Generalized Birnbaum-Saunders kernel density estimators and an analysis of financial data. Comput. Stat. Data Anal. 63: 1-15 (2013)
Coauthor Index
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