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We analyze finite sample properties of the quasi-maximum likelihood estimators of longmemory stochastic volatility models. The estimates are done in the time domain using autoregressive and moving average in the state space representation. The results are compared with usual estimators of the long-memory parameter.

- Oswaldo Marçal Júnior, Luiz Koodi Hotta, R M Patucci, Carmen Moreno Glasser, Luiz Claudio Dias
- Revista do Instituto de Medicina Tropical de São…
- 1993

Risk factors for Schistosoma mansoni infection were identified using a 1:1 matched case-control design. The work was conducted in the municipality of Pedro de Toledo, São Paulo State, Brazil, an area where the snail host is Biomphalaria tenagophila. Information on water contact patterns, knowledge, attitudes and practices (kap), socioeconomic and sanitary… (More)

- Oswaldo Marçal Júnior, R M Patucci, Luiz Claudio Dias, Luiz Koodi Hotta, A. Etzel
- Revista do Instituto de Medicina Tropical de São…
- 1991

This work was undertaken in the municipality of Pedro de Toledo (São Paulo State, Brazil) in 1987, to clarify aspects related to the transmission levels of Schistosoma mansoni in a human population where the snail host is Biomphalaria tenagophila. Since 1980 a control programme has been undertaken in this municipality. Urban and rural populations (4,719… (More)

In this article we propose a statistical model to adjust, interpolate and forecast the term structure of interest rates. This model is based on extensions for the term structure model of interest rates proposed by [Diebold & Li, 2006], through a Bayesian estimation using Markov Chain Monte Carlo. The proposed extensions involve the use of a more flexible… (More)

- U Kawazoe, Luiz Augusto Magalhães, Luiz Koodi Hotta, Luiz Takaku
- Revista de saúde pública
- 1980

- Luiz Claudio Dias, Oswaldo Marçal Júnior, Carmen Moreno Glasser, Hermínia Yohko Kanamura, Luiz Koodi Hotta
- Memórias do Instituto Oswaldo Cruz
- 1992

The schistosomiasis is transmitted by Biomphalaria tenagophila in our study area (Pedro de Toledo, São Paulo, Brazil). From 1980 to 1990 epidemiological surveys in a population of 4,000 inhabitants, has shown that: prevalences by Kato-Katz (KKT), immunofluorescence (FT) and intradermal (IDT) techniques were 22.8%, 55.5% and 51.8%, respectively; intensity of… (More)

- Carlos Trucíos, Luiz Koodi Hotta
- Mathematics and Computers in Simulation
- 2016

- André L P Ribeiro, Luiz Koodi Hotta
- PloS one
- 2016

Knowledge of contagion among economies is a relevant issue in economics. The canonical model of contagion is an alternative in this case. Given the existence of endogenous variables in the model, instrumental variables can be used to decrease the bias of the OLS estimator. In the presence of heteroskedastic disturbances this paper proposes the use of… (More)

In the mixture distribution model (for continuous and discrete cases) the density function, f̃ (t) is given by a linear combination of k density functions, fi(t), i= 1, · · · ,k, with non-negative weights pi which must sum to 1.0. We propose a generalization of the mixture model where the weights are not restricted to being constant. The specification of… (More)

- Márcio Poletti Laurini, Luiz Koodi Hotta
- Mathematics and Computers in Simulation
- 2013

In this article we discuss the estimation of continuous time interest rate models driven by fractional Brownian motion (fBm) using iscretely sampled data. In the presence of a fractional Brownian motion, usual estimation methods for continuous time models re not appropriate since in general fBm is neither a semimartingale nor a Markov process. In this… (More)

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