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Works (3)

Moment‐based estimation for the multivariate COGARCH(1,1) process

Scandinavian Journal of Statistics
2022-06 | Journal article
DOI: 10.1111/sjos.12531
Contributors: Thiago do Rêgo Sousa; Robert Stelzer
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Indirect inference for time series using the empirical characteristic function and control variates

Journal of Time Series Analysis
2021-09 | Journal article
DOI: 10.1111/jtsa.12582
Contributors: Richard A. Davis; Thiago do Rêgo Sousa; Claudia Klüppelberg
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LGPD: Levantamento de Técnicas Criptográficas e de Anonimização para Proteção de Bases de Dados

2020-10-13 | Conference paper
DOI: 10.5753/sbseg.2020.19227
Contributors: Thiago R. Sousa; Murilo Coutinho; Lilian Coutinho; Robson Albuquerque
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