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Scopus Author ID: 7801673150
ResearcherID: AFA-5027-2022

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Brazil

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Employment (2)

Universidade Federal do Espírito Santo: Vitoria, ES, BR

(Environmental Engineering ( Post-Graduation Program))
Employment
Source: Self-asserted source
Valderio Anselmo Reisen

Centrale Supélec-Université Paris-Sud, France: paris, FR

2017-03-01 to present | Associate professor (Laboratoire des Signaux et Systems (L2S), CNRS-)
Employment
Source: Self-asserted source
Valderio Anselmo Reisen

Education and qualifications (1)

Univesity of Manchester : Manchester, GB

1989 to 1993 | PhD (Mathematics)
Education
Source: Self-asserted source
Valderio Anselmo Reisen

Works (50 of 68)

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Page 1 of 2

A robust M-estimator for Gaussian ARMA time series based on the Whittle approximation

Applied Mathematical Modelling
2025-01 | Journal article
DOI: 10.1016/j.apm.2024.115712
Contributors: Valdério Anselmo Reisen; Céline Lévy-Leduc; Carlo Corrêa Solci
Source: check_circle
Crossref

Robust estimate for count time series using GLARMA models: An application to environmental and epidemiological data

Applied Mathematical Modelling
2025-01 | Journal article
DOI: 10.1016/j.apm.2024.115658
Contributors: Ana Julia Alves Camara; Valderio Anselmo Reisen; Pascal Bondon
Source: check_circle
Crossref

Expectile and M-quantile regression for panel data

Statistics and Computing
2024 | Journal article
DOI: 10.1007/S11222-024-10396-7
WOSUID: WOS:001185557100001
Contributors: Danilevicz, Ian Meneghel; Reisen, Valderio Anselmo; Bondon, Pascal
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Existence of a Periodic and Seasonal INAR Process

Journal of Time Series Analysis
2024-11 | Journal article
DOI: 10.1111/jtsa.12746
Contributors: Márton Ispány; Pascal Bondon; Valdério Anselmo Reisen; Paulo Roberto Prezotti Filho
Source: check_circle
Crossref

A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method

Statistical Papers
2024-07 | Journal article
DOI: 10.1007/s00362-023-01504-2
Contributors: Valdério Anselmo Reisen; Céline Lévy-Leduc; Edson Zambon Monte; Pascal Bondon
Source: check_circle
Crossref

M-Quantile Estimation for GARCH Models

Computational Economics
2024-06 | Journal article
DOI: 10.1007/s10614-023-10398-z
Contributors: Patrick F. Patrocinio; Valderio A. Reisen; Pascal Bondon; Edson Z. Monte; Ian M. Danilevicz
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Crossref

Impact of the program life in traffic and new zero-tolerance drinking and driving law on the prevalence of driving after alcohol abuse in Brazilian capitals: An interrupted time series analysis

Plos One
2023 | Journal article
DOI: 10.1371/JOURNAL.PONE.0288288
WOSUID: WOS:001099217100005
Contributors: Guimaraes, Rafael Alves; de Morais Neto, Otaliba Libanio; dos Santos, Taciana Mirella Batista; Mandacaru, Polyana Maria Pimenta; Machado, Elaine Leandro; Caiaffa, Waleska Teixeira; Filho, Paulo Roberto Prezotti; de Aquino, erika Carvalho; Reisen, Valderio Anselmo
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Robust local bootstrap for weakly stationary time series in the presence of additive outliers

Stochastic Environmental Research and Risk Assessment
2023 | Journal article
DOI: 10.1007/S00477-023-02430-3
WOSUID: WOS:000971750000001
Contributors: Solci, Carlo Correa; Reisen, Valderio Anselmo; Rodrigues, Paulo Canas
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A spectral approach to estimate the autocovariance function

Journal of Statistical Planning and Inference
2022 | Journal article
DOI: 10.1016/J.JSPI.2022.05.005
WOSUID: WOS:000876941400003
Contributors: Levy-Leduc, Celine; Bondon, Pascal; Reisen, Valderio
Source: check_circle
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Heteroscedastic Process: A M-quantile Approach

2022-07-12 | Preprint
DOI: 10.21203/rs.3.rs-1848078/v1
Contributors: Patrick Ferreira Patrocinio; Valderio A. Reisen; Pascal Bondon; Edson Z. Monte; Ian M. Danilevicz
Source: check_circle
Crossref

Deconstruction of annoyance due to air pollution by multiple correspondence analyses

Environmental Science and Pollution Research
2021 | Journal article
DOI: 10.1007/S11356-021-13958-8
WOSUID: WOS:000643190500015
Contributors: Machado, Milena; Santos, Jane Meri; Frere, Severine; Chagnon, Phillipe; Reisen, Valderio Anselmo; Bondon, Pascal; Ispany, Marton; Mavroidis, Ilias; Reis Jr, Neyval Costa
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GENERALIZED ADDITIVE MODEL FOR COUNT TIME SERIES: AN APPLICATION TO QUANTIFY THE IMPACT OF AIR POLLUTANTS ON HUMAN HEALTH

Pesquisa Operacional
2021 | Journal article
DOI: 10.1590/0101-7438.2021.041.00241120
Contributors: Ana Julia A. Camara; Glaura C. Franco; Valderio A. Reisen; Pascal Bondon
Source: check_circle
Crossref

A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases

Applied Mathematical Modelling
2021-08 | Journal article
DOI: 10.1016/j.apm.2021.03.025
Contributors: Paulo Roberto Prezotti Filho; Valderio Anselmo Reisen; Pascal Bondon; Márton Ispány; Milena Machado Melo; Faradiba Sarquis Serpa
Source: check_circle
Crossref

M-regression spectral estimator for periodic ARMA models. An empirical investigation

Stochastic Environmental Research and Risk Assessment
2021-03-03 | Journal article
DOI: 10.1007/s00477-020-01958-y
Contributors: Alessandro José Queiroz Sarnaglia; Valdério Anselmo Reisen; Pascal Bondon; Céline Lévy-Leduc
Source: check_circle
Crossref

Association between the incidence of acute respiratory diseases in children and ambient concentrations of SO2, PM10 and chemical elements in fine particles

Environmental Research
2020 | Journal article
DOI: 10.1016/J.ENVRES.2020.109619
WOSUID: WOS:000564662200009
Contributors: Nascimento, Antonio Paula; Santos, Jane Meri; Mill, Jose Geraldo; de Almeida Albuquerque, Taciana Toledo; Reis Junior, Neyval Costa; Reisen, Valderio Anselmo; Pagel, Erica Coelho
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Empirical study of robust estimation methods for PAR models with application to the air quality area

Communications in Statistics - Theory and Methods
2020 | Journal article
DOI: 10.1080/03610926.2018.1533970
WOSUID: WOS:000499984200012
Contributors: Solci, Carlo Correa; Reisen, Valderio Anselmo; Queiroz Sarnaglia, Alessandro Jose; Bondon, Pascal
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Principal component analysis with autocorrelated data

Journal of Statistical Computation and Simulation
2020 | Journal article
DOI: 10.1080/00949655.2020.1764556
WOSUID: WOS:000534955000001
Contributors: Zamprogno, Bartolomeu; Reisen, Valderio A.; Bondon, Pascal; Aranda Cotta, Higor H.; Reis Jr, Neyval C.
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Identification of Redundant Air Quality Monitoring Stations using Robust Principal Component Analysis

Environmental Modeling & Assessment
2020-08-22 | Journal article
DOI: 10.1007/s10666-020-09717-7
Contributors: Higor Henrique Aranda Cotta; Valdério Anselmo Reisen; Pascal Bondon; Paulo Roberto Prezotti Filho
Source: check_circle
Crossref

Use of multivariate time series techniques to estimate the impact of particulate matter on the perceived annoyance

Atmospheric Environment
2020-02 | Journal article
DOI: 10.1016/j.atmosenv.2019.117080
Contributors: Milena Machado; Valdério Anselmo Reisen; Jane Meri Santos; Neyval Costa Reis Junior; Severine Frère; Pascal Bondon; Márton Ispány; Higor Henrique Aranda Cotta
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Crossref

Análise espaço-temporal do efeito da poluição do ar na saúde de crianças

Cadernos de Saúde Pública
2019 | Journal article
DOI: 10.1590/0102-311x00145418
Contributors: Emerson Pedreira Matos; Valdério Anselmo Reisen; Faradiba Sarquis Serpa; Paulo Roberto Prezotti Filho; Maria de Fátima Silva Leite
Source: check_circle
Crossref

Robust factor modelling for high-dimensional time series: An application to air pollution data

Applied Mathematics and Computation
2019 | Journal article
DOI: 10.1016/j.amc.2018.09.062
EID:

2-s2.0-85056828382
Contributors: Reisen, V.A.; Sgrancio, A.M.; Lévy-Leduc, C.; Bondon, P.; Monte, E.Z.; Aranda Cotta, H.H.; Ziegelmann, F.A.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier
grade
Preferred source (of 2)‎

A new methodology to derive settleable particulate matter guidelines to assist policy-makers on reducing public nuisance

Atmospheric Environment
2018 | Journal article
DOI: 10.1016/j.atmosenv.2018.02.032
EID:

2-s2.0-85044605123
Contributors: Machado, M.; Santos, J.M.; Reisen, V.A.; Reis, N.C.; Mavroidis, I.; Lima, A.T.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier
grade
Preferred source (of 2)‎

Generalized additive models with principal component analysis: an application to time series of respiratory disease and air pollution data

Journal of the Royal Statistical Society. Series C: Applied Statistics
2018 | Journal article
DOI: 10.1111/rssc.12239
EID:

2-s2.0-85040639536
Contributors: de Souza, J.B.; Reisen, V.A.; Franco, G.C.; Ispány, M.; Bondon, P.; Santos, J.M.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Inhalable particulate matter concentration forecast, in the greater Vitória region, es, Brazil, using the sarimax model,Previsão da concentração de material particulado inalável, na região da grande Vitória, es, Brasil, utilizando o modelo sarimax

Engenharia Sanitaria e Ambiental
2018 | Journal article
DOI: 10.1590/S1413-41522018168758
EID:

2-s2.0-85047090826
Contributors: Pinto, W.P.; Reisen, V.A.; Monte, E.Z.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

M-periodogram for the analysis of long-range-dependent time series

Statistics
2018 | Journal article
DOI: 10.1080/02331888.2018.1427751
EID:

2-s2.0-85041230770
Contributors: Fajardo, F.A.; Reisen, V.A.; Lévy-Leduc, C.; Taqqu, M.S.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Robust estimation of fractional seasonal processes: Modeling and forecasting daily average SO<inf>2</inf> concentrations

Mathematics and Computers in Simulation
2018 | Journal article
DOI: 10.1016/j.matcom.2017.10.004
EID:

2-s2.0-85034791222
Contributors: Reisen, V.A.; Monte, E.Z.; da Conceição Franco, G.; Sgrancio, A.M.; Molinares, F.A.F.; Bondon, P.; Ziegelmann, F.A.; Abraham, B.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier
grade
Preferred source (of 2)‎

The Estimation and Testing of the Cointegration Order Based on the Frequency Domain

Journal of Business and Economic Statistics
2018 | Journal article
DOI: 10.1080/07350015.2016.1251442
EID:

2-s2.0-85020703931
Contributors: Souza, I.V.M.; Reisen, V.A.; Franco, G.D.C.; Bondon, P.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

An M-estimator for the long-memory parameter

Journal of Statistical Planning and Inference
2017 | Journal article
DOI: 10.1016/j.jspi.2017.02.008
EID:

2-s2.0-85015397770
Contributors: Reisen, V.A.; Lévy-Leduc, C.; Taqqu, M.S.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Association between the concentration of fine particles in the atmosphere and acute respiratory diseases in children

Revista de Saude Publica
2017 | Journal article
DOI: 10.1590/S1518-8787.2017051006523
EID:

2-s2.0-85012971932
Contributors: Nascimento, A.P.; Santos, J.M.; Mill, J.G.; de Souza, J.B.; Júnior, N.C.R.; Reisen, V.A.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

EVALUATION OF ANXIETY AND DEPRESSIVE SYMPTOMS BEFORE PERFORMING SEXUAL REASSIGNMENT SURGERY IN TRANSSEXUAL INDIVIDUALS WITH GENDER DYSPHORIA - A PROSPECTIVE STUDY

The Journal of Sexual Medicine (JSM)
2017 | Journal article
WOSUID: WOS:000424025600022
Contributors: Spizzirri, G.; Benatti, E. T.; Farinas, M.; Torres, R. R. A.; Maziero, C. S.; Pereira, K.; Reisen, V. A.; Abdo, C.
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Interrelationships between the ozone and nitrogen dioxide concentrations in the region of Grande Vitória, Espírito Santo, Brazil,Inter-relações entre as concentrações de ozônio e de dióxido de nitrogênio na região da Grande Vitória, Espírito Santo, Brasil

Engenharia Sanitaria e Ambiental
2017 | Journal article
DOI: 10.1590/S1413-41522017140796
EID:

2-s2.0-85027680805
Contributors: Monte, E.Z.; Albuquerque, T.T.A.; Reisen, V.A.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Robust Dickey–Fuller tests based on ranks for time series with additive outliers

Metrika
2017 | Journal article
DOI: 10.1007/s00184-016-0594-8
EID:

2-s2.0-84986317325
Contributors: Reisen, V.A.; Lévy-Leduc, C.; Bourguignon, M.; Boistard, H.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

A Poisson INAR(1) process with a seasonal structure

Journal of Statistical Computation and Simulation
2016 | Journal article
DOI: 10.1080/00949655.2015.1015127
EID:

2-s2.0-84943815601
Contributors: Bourguignon, M.; L.P. Vasconcellos, K.; Reisen, V.A.; Ispány, M.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

A robust estimation approach for fitting a PARMA model to real data

IEEE Workshop on Statistical Signal Processing Proceedings
2016 | Conference paper
DOI: 10.1109/SSP.2016.7551740
EID:

2-s2.0-84987895178
Contributors: Sarnaglia, A.J.Q.; Reisen, V.A.; Bondou, P.; Levy-Leduc, C.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Impacts of meteorological variables on air quality in the region of Grande Vitória, Espírito Santo, Brazil,Impactos das Variáveis Meteorológicas na Qualidade do Ar da Região da Grande Vitória, Espírito Santo, Brasil

Revista Brasileira de Meteorologia
2016 | Journal article
DOI: 10.1590/0102-7786312314b20150100
EID:

2-s2.0-85010711699
Contributors: Monte, E.Z.; De Almeida Albuquerque, T.T.; Reisen, V.A.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Ozone concentration forecast in the Region of Grande Vitória, Espírito Santo, Brazil, using the armax-garch model,Previsão da concentração de ozônio na Região da Grande Vitória, Espírito Santo, Brasil, utilizando o modelo armax-garch

Revista Brasileira de Meteorologia
2015 | Journal article
DOI: 10.1590/0102-/10.1590/0102-778620140060
EID:

2-s2.0-84942115415
Contributors: Monte, E.Z.; Albuquerque, T.T.A.; Reisen, V.A.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Periodic ARMA models: Application to particulate matter concentrations

2015 23rd European Signal Processing Conference, EUSIPCO 2015
2015 | Conference paper
DOI: 10.1109/EUSIPCO.2015.7362771
EID:

2-s2.0-84963966396
Contributors: Sarnaglia, A.J.Q.; Reisen, V.A.; Bondon, P.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model

Mathematics and Computers in Simulation
2014 | Journal article
DOI: 10.1016/j.matcom.2013.11.001
EID:

2-s2.0-84889681918
Contributors: Reisen, V.A.; Zamprogno, B.; Palma, W.; Arteche, J.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Modeling and forecasting daily average PM<inf>10</inf> concentrations by a seasonal long-memory model with volatility

Environmental Modelling and Software
2014 | Journal article
DOI: 10.1016/j.envsoft.2013.09.027
EID:

2-s2.0-84887825224
Contributors: Reisen, V.A.; Sarnaglia, A.J.Q.; Reis, N.C.; Lévy-Leduc, C.; Santos, J.M.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier
grade
Preferred source (of 2)‎

Principal components and generalized linear modeling in the correlation between hospital admissions and air pollution

Revista de Saude Publica
2014 | Journal article
DOI: 10.1590/S0034-8910.2014048005078
EID:

2-s2.0-84905923820
Contributors: de Souza, J.B.; Reisen, V.A.; Santos, J.M.; Franco, G.C.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Bootstrap tests for fractional integration and cointegration: A comparison study

Mathematics and Computers in Simulation
2013 | Journal article
DOI: 10.1016/j.matcom.2012.11.011
EID:

2-s2.0-84874687899
Contributors: Franco, G.C.; Reisen, V.A.; Alves, F.A.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Modeling and forecasting daily average PM$_{10}$ concentrations by a seasonal ARFIMA model with volatility

ArXiv
2012 | Journal article
WOSUID: PPRN:49615433
Contributors: Reisen, V.A.; Q Sarnaglia, A.J.; Reis Jr, N.C.; Lévy-Leduc, C.; Santos, J.M.
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Robust estimation in time series with long and short memory properties

Annales Mathematicae et Informaticae
2012 | Journal article
EID:

2-s2.0-84864084887
Contributors: Reisen, V.A.; Molinares, F.F.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Asymptotic properties of u-processes under long-range dependence

Annals of Statistics
2011 | Journal article
DOI: 10.1214/10-AOS867
EID:

2-s2.0-79958015345
Contributors: Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M.S.; Reisen, V.A.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Large sample behaviour of some well-known robust estimators under long-range dependence

Statistics
2011 | Journal article
DOI: 10.1080/02331888.2011.539442
EID:

2-s2.0-79551698828
Contributors: Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M.S.; Reisen, V.A.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Robust estimation in time series with long and short memory properties

ArXiv
2011 | Journal article
WOSUID: PPRN:22516690
Contributors: A. Reisen, Valderio; A. Fajardo, Fabio
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Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes

Journal of Time Series Analysis
2011 | Journal article
DOI: 10.1111/j.1467-9892.2010.00688.x
EID:

2-s2.0-79551704616
Contributors: Lévy-Leduc, C.; Boistard, H.; Moulines, E.; Taqqu, M.S.; Reisen, V.A.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Asymptotic properties of U-processes under long-range dependence

ArXiv
2010 | Journal article
WOSUID: PPRN:49369225
Contributors: Lévy-Leduc, Céline; Boistard, Hélène; Moulines, Eric; Taqqu, Murad S.; Reisen, Valderio A.
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On the properties of the periodogram of a stationary long-memory process over different epochs with applications

Journal of Time Series Analysis
2010 | Journal article
DOI: 10.1111/j.1467-9892.2009.00637.x
EID:

2-s2.0-72949100503
Contributors: Reisen, V.A.; Moulines, E.; Soulier, P.; Franco, G.C.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier

Robust estimation of periodic autoregressive processes in the presence of additive outliers

Journal of Multivariate Analysis
2010 | Journal article
DOI: 10.1016/j.jmva.2010.05.006
EID:

2-s2.0-77955050529
Contributors: Sarnaglia, A.J.Q.; Reisen, V.A.; Lévy-Leduc, C.
Source: Self-asserted source
Valderio Anselmo Reisen via Scopus - Elsevier
Items per page:
Page 1 of 2

Peer review (12 reviews for 9 publications/grants)

Review activity for Communications in statistics. (2)
Review activity for Communications in statistics. (1)
Review activity for Computational statistics. (1)
Review activity for Empirical economics. (1)
Review activity for IEEE transactions on information theory / (1)
Review activity for Journal of applied statistics. (1)
Review activity for Statistical computation and simulation. (3)
Review activity for Statistics. (1)
Review activity for Stochastic environmental research and risk assessment. (1)
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