Nuno Crato - Author Profile

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Crato, Nuno

Author ID:	crato.nuno
Published as:	Crato, Nuno; Crato, N.
External Links:	MGP · ORCID · Wikidata · GND · IdRef

Documents Indexed:	21 Publications since 1994, including 1 Book
	1 Contribution as Editor
Co-Authors:	18 Co-Authors with 18 Joint Publications
	380 Co-Co-Authors

all top 5

Co-Authors

4	single-authored
4	Caiado, Jorge
4	de Lima, Pedro J. F.
3	Gomes, Carla P.
3	Peña, Daniel
2	Kautz, Henry A.
2	Linhares, Raquel Romes
2	Lopes, Sílvia R. C.
2	Selman, Bart
1	Barreiros, João
1	Behrends, Ehrhard
1	Breidt, F. Jay
1	Carvalho, Alda
1	Diniz, Ana
1	Poncela, Pilar
1	Ray, Bonnie K.
1	Rodrigues, José Francisco
1	Rothman, Philip
1	Taylor, Howard M. III

all top 5

Serials

3	Communications in Statistics. Simulation and Computation
2	Economics Letters
2	Journal of Statistical Computation and Simulation
2	Computational Statistics and Data Analysis
1	Journal of Econometrics
1	Journal of Statistical Planning and Inference
1	Portugaliae Mathematica
1	Computers & Operations Research
1	Journal of Automated Reasoning
1	Statistical Papers
1	Journal of Applied Statistics
1	Bollettino della Unione Matematica Italiana. Serie VIII. Sezione A. La Matematica nella Società e nella Cultura
1	Advances in Data Analysis and Classification. ADAC

all top 5

Fields

16	Statistics (62-XX)
3	Computer science (68-XX)
3	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2	General and overarching topics; collections (00-XX)
2	History and biography (01-XX)
1	Dynamical systems and ergodic theory (37-XX)
1	Numerical analysis (65-XX)
1	Operations research, mathematical programming (90-XX)
1	Biology and other natural sciences (92-XX)
1	Information and communication theory, circuits (94-XX)
1	Mathematics education (97-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

16 Publications have been cited 372 times in 320 Documents	Cited by ▼	Year ▼
The detection and estimation of long memory in stochastic volatility. Zbl 0905.62116 Breidt, F. Jay; Crato, Nuno; de Lima, Pedro	145	1998
A periodogram-based metric for time series classification. Zbl 1445.62222 Caiado, Jorge; Crato, Nuno; Peña, Daniel	75	2006
Heavy-tailed phenomena in satisfiability and constraint satisfaction problems. Zbl 0967.68145 Gomes, Carla P.; Selman, Bart; Crato, Nuno; Kautz, Henry	65	2000
Comparison of times series with unequal length in the frequency domain. Zbl 1161.37348 Caiado, Jorge; Crato, Nuno; Peña, Daniel	28	2009
Long-range dependence in the conditional variance of stock returns. Zbl 0800.62791 Crato, Nuno; de Lima, Pedro J. F.	24	1994
Fractional integration analysis of long-run behavior for US macroeconomic time series. Zbl 0800.90232 Crato, Nuno; Rothman, Philip	11	1994
Semi-parametric smoothing estimators for long-memory processes with added noise. Zbl 1009.62075 Crato, Nuno; Ray, Bonnie K.	6	2002
Stationary persistent time series misspecified as nonstationary arima. Zbl 0858.62085 Crato, Nuno; Taylor, Howard M.	4	1996
Some results on the spectral analysis of nonstationary time series. Zbl 0851.62061 Crato, Nuno	3	1996
Statistical properties of detrended fluctuation analysis. Zbl 1432.62295 Crato, N.; Linhares, R. R.; Lopes, S. R. C.	2	2010
A fragmented-periodogram approach for clustering big data time series. Zbl 1474.62214 Caiado, Jorge; Crato, Nuno; Poncela, Pilar	2	2020
Tests for comparing time series of unequal lengths. Zbl 1431.62357 Caiado, Jorge; Crato, Nuno; Peña, Daniel	2	2012
\(\alpha\)-stable laws for noncoding regions in DNA sequences. Zbl 1511.62324 Crato, N.; Linhares, R. R.; Lopes, Silvia R. C.	2	2011
Figuring it out. Entertaining encounters with everyday math. Zbl 1219.00007 Crato, Nuno	1	2010
A generative power-law search tree model. Zbl 1179.90173 Carvalho, Alda; Crato, Nuno; Gomes, Carla	1	2009
Heavy-tailed phenomena and satisfiability and constraint satisfaction problems. Zbl 0979.68049 Gomes, Carla P.; Selman, Bart; Crato, Nuno; Kautz, Henry	1	2000
A fragmented-periodogram approach for clustering big data time series. Zbl 1474.62214 Caiado, Jorge; Crato, Nuno; Poncela, Pilar	2	2020
Tests for comparing time series of unequal lengths. Zbl 1431.62357 Caiado, Jorge; Crato, Nuno; Peña, Daniel	2	2012
\(\alpha\)-stable laws for noncoding regions in DNA sequences. Zbl 1511.62324 Crato, N.; Linhares, R. R.; Lopes, Silvia R. C.	2	2011
Statistical properties of detrended fluctuation analysis. Zbl 1432.62295 Crato, N.; Linhares, R. R.; Lopes, S. R. C.	2	2010
Figuring it out. Entertaining encounters with everyday math. Zbl 1219.00007 Crato, Nuno	1	2010
Comparison of times series with unequal length in the frequency domain. Zbl 1161.37348 Caiado, Jorge; Crato, Nuno; Peña, Daniel	28	2009
A generative power-law search tree model. Zbl 1179.90173 Carvalho, Alda; Crato, Nuno; Gomes, Carla	1	2009
A periodogram-based metric for time series classification. Zbl 1445.62222 Caiado, Jorge; Crato, Nuno; Peña, Daniel	75	2006
Semi-parametric smoothing estimators for long-memory processes with added noise. Zbl 1009.62075 Crato, Nuno; Ray, Bonnie K.	6	2002
Heavy-tailed phenomena in satisfiability and constraint satisfaction problems. Zbl 0967.68145 Gomes, Carla P.; Selman, Bart; Crato, Nuno; Kautz, Henry	65	2000
Heavy-tailed phenomena and satisfiability and constraint satisfaction problems. Zbl 0979.68049 Gomes, Carla P.; Selman, Bart; Crato, Nuno; Kautz, Henry	1	2000
The detection and estimation of long memory in stochastic volatility. Zbl 0905.62116 Breidt, F. Jay; Crato, Nuno; de Lima, Pedro	145	1998
Stationary persistent time series misspecified as nonstationary arima. Zbl 0858.62085 Crato, Nuno; Taylor, Howard M.	4	1996
Some results on the spectral analysis of nonstationary time series. Zbl 0851.62061 Crato, Nuno	3	1996
Long-range dependence in the conditional variance of stock returns. Zbl 0800.62791 Crato, Nuno; de Lima, Pedro J. F.	24	1994
Fractional integration analysis of long-run behavior for US macroeconomic time series. Zbl 0800.90232 Crato, Nuno; Rothman, Philip	11	1994

all cited Publications top 5 cited Publications

all top 5

Cited by 522 Authors

10	Crato, Nuno
9	D’Urso, Pierpaolo
9	Vilar, José Antonio
7	Gomes, Carla P.
6	Asai, Manabu
6	Kulik, Rafał
6	Lopes, Sílvia R. C.
6	McAleer, Michael
5	Hurvich, Clifford M.
5	Maharaj, Elizabeth Ann
5	Ray, Bonnie K.
4	Alonso, Andrés M.
4	Arteche, Josu
4	Boutahar, Mohamed
4	Caiado, Jorge
4	Chronopoulou, Alexandra
4	Deo, Rohit S.
4	Euán, Carolina
4	Giraitis, Liudas
4	Hoos, Holger H.
4	Jin, Lei
4	Lafuente-Rego, Borja
4	Leyton-Brown, Kevin
4	Mahmoudi, Mohammad Reza
4	Ombao, Hernando C.
4	Robinson, Peter Michael
4	Selman, Bart
4	Serva, Maurizio
4	Soulier, Philippe
4	Zaffaroni, Paolo
3	Achlioptas, Dimitris
3	Bordignon, Silvano
3	Breidt, F. Jay
3	Caporin, Massimiliano
3	Di Matteo, Tiziana
3	Fokianos, Konstantinos
3	Hutter, Frank
3	Jach, Agnieszka E.
3	Jensen, Mark J.
3	Linhares, Raquel Romes
3	Lisi, Francesco
3	Mann, Zoltán Ádám
3	Mattera, Raffaele
3	O’Sullivan, Barry
3	Peña, Daniel
3	Pospíšil, Jan
3	Sobotka, Tomáš
3	Vilar, Juan Manuel
3	Wright, Jonathan H.
2	Baillie, Richard T.
2	Bastos, João A.
2	Beame, Paul W.
2	Betken, Annika
2	Bollerslev, Tim
2	Carvalho, Alda
2	Cerqueti, Roy
2	Chang, Chialin
2	Chouakria, Ahlame Douzal
2	Davis, Richard A.
2	De Giovanni, Livia
2	de Lima, Pedro J. F.
2	de Souza, Roberto Molina
2	Dilkina, Bistra
2	Fried, Roland
2	Fulco, Umberto L.
2	Gagliolo, Matteo
2	Garnier, Josselin
2	Gil-Alana, Luis Alberiko
2	Giordano, Francesco
2	Hamadi, Youssef
2	Iyigun, Cem
2	Jabbour, Said
2	Jentsch, Carsten
2	Karling, Maicon J.
2	Kautz, Henry A.
2	Kokoszka, Piotr S.
2	Koopman, Siem Jan
2	La Rocca, Michele
2	Li, Linyuan
2	Lindauer, Marius
2	López-Oriona, Ángel
2	Lund, Robert B.
2	Lunz, Davin
2	Lux, Thomas C. H.
2	Lyra, Marcelo L.
2	Madan, Dilip B.
2	Marimoutou, Velayoudom
2	Massari, Riccardo
2	McCloskey, Adam
2	McElroy, Tucker S.
2	McMillan, David G.
2	Medeiros, Marcelo C.
2	Molloy, Michael S. O.
2	Mrázek, Milan
2	Nielsen, Morten Ørregaard
2	Nouira, Leïla
2	Oh, Chanseok
2	Ooms, Marius
2	Ortega, Joaquín E.
2	Otranto, Edoardo
...and 422 more Authors

all top 5

Cited in 101 Serials

32	Journal of Econometrics
24	Computational Statistics and Data Analysis
20	Journal of Time Series Analysis
11	Quantitative Finance
10	Journal of Statistical Computation and Simulation
8	Artificial Intelligence
8	Econometric Reviews
7	Physica A
7	Journal of Classification
7	International Journal of Approximate Reasoning
6	Constraints
6	Econometric Theory
6	Statistical Methods and Applications
5	Annals of Operations Research
5	Economics Letters
5	Communications in Statistics. Theory and Methods
5	Statistical Papers
4	Journal of Statistical Planning and Inference
4	Annals of Mathematics and Artificial Intelligence
4	Journal of Applied Statistics
4	Advances in Data Analysis and Classification. ADAC
3	Fuzzy Sets and Systems
3	Computers & Operations Research
3	Journal of Automated Reasoning
3	The Annals of Applied Probability
3	Communications in Statistics. Simulation and Computation
3	Stochastic Processes and their Applications
3	Studies in Nonlinear Dynamics and Econometrics
3	International Journal of Theoretical and Applied Finance
3	Annals of Finance
2	The Annals of Statistics
2	Information Sciences
2	Journal of Computer and System Sciences
2	Theoretical Computer Science
2	Statistics & Probability Letters
2	Statistics
2	Journal of Symbolic Computation
2	Journal of Economic Dynamics & Control
2	Applied Mathematical Finance
2	The Econometrics Journal
2	Extremes
2	ACM Journal of Experimental Algorithmics
2	Statistical Analysis and Data Mining
2	Electronic Journal of Statistics
2	Journal of Business and Economic Statistics
2	Journal of Time Series Econometrics
1	International Journal of Modern Physics B
1	Advances in Applied Probability
1	Discrete Applied Mathematics
1	Inverse Problems
1	Information Processing Letters
1	Scandinavian Journal of Statistics
1	Chaos, Solitons and Fractals
1	International Statistical Review
1	Journal of Multivariate Analysis
1	Mathematics and Computers in Simulation
1	Metron
1	Statistica
1	Statistica Neerlandica
1	Machine Learning
1	Neural Computation
1	Journal of Global Optimization
1	Computational Statistics
1	European Journal of Operational Research
1	Pattern Recognition
1	SIAM Journal on Applied Mathematics
1	Statistica Sinica
1	Bernoulli
1	Journal of Heuristics
1	Mathematical Finance
1	Abstract and Applied Analysis
1	Statistical Inference for Stochastic Processes
1	International Journal of Applied Mathematics and Computer Science
1	Optimization and Engineering
1	Applied Stochastic Models in Business and Industry
1	Annales Mathematicae Silesianae
1	International Journal of Modern Physics C
1	Decisions in Economics and Finance
1	Theory and Practice of Logic Programming
1	Stochastic Models
1	Iranian Journal of Science and Technology. Transaction A: Science
1	Advances in Complex Systems
1	4OR
1	Asia-Pacific Financial Markets
1	International Journal of Wavelets, Multiresolution and Information Processing
1	Journal of Statistical Mechanics: Theory and Experiment
1	Stochastics
1	Statistical Methodology
1	BSHM Bulletin
1	Journal of Physics A: Mathematical and Theoretical
1	The Annals of Applied Statistics
1	SIAM Journal on Financial Mathematics
1	Acta Universitatis Sapientiae. Informatica
1	Mathematical Programming Computation
1	Journal of Probability and Statistics
1	Sankhyā. Series B
1	Wiley Interdisciplinary Reviews. WIREs Computational Statistics
1	Statistics and Computing
1	Journal of Dynamics and Games
1	Probability, Uncertainty and Quantitative Risk
...and 1 more Serials

all top 5

Cited in 23 Fields

222	Statistics (62-XX)
87	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
55	Computer science (68-XX)
51	Probability theory and stochastic processes (60-XX)
28	Numerical analysis (65-XX)
21	Operations research, mathematical programming (90-XX)
5	Biology and other natural sciences (92-XX)
4	Harmonic analysis on Euclidean spaces (42-XX)
3	Statistical mechanics, structure of matter (82-XX)
2	Mathematical logic and foundations (03-XX)
2	Combinatorics (05-XX)
2	Partial differential equations (35-XX)
2	Calculus of variations and optimal control; optimization (49-XX)
2	Systems theory; control (93-XX)
1	General and overarching topics; collections (00-XX)
1	History and biography (01-XX)
1	Linear and multilinear algebra; matrix theory (15-XX)
1	Group theory and generalizations (20-XX)
1	Real functions (26-XX)
1	Sequences, series, summability (40-XX)
1	Integral equations (45-XX)
1	Algebraic topology (55-XX)
1	Information and communication theory, circuits (94-XX)

Citations by Year

Wikidata Timeline

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