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A new class of median estimators using auxiliary information under PPS sampling: theoretical properties and empirical evaluation por Shah, Salman, Mahmoudi, Eisa, Qureshi, Moiz, Iftikhar, Hasnain, Rodrigues, Paulo Canas, Gonzales Medina, Ronny Ivan, López Gonzales, Javier Linkolk

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A novel hybrid framework for forecasting stock indices based on the nonlinear time series models por Iftikhar, Hasnain, Khan, Faridoon, Torres Armas, Elías A., Rodrigues, Paulo Canas, López Gonzales, Javier Linkolk

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Time series forecasting via integrating a filtering method: an application to electricity consumption por Leite Coelho da Silva, Felipe, da Silva Cordeiro, Josiane, da Costa, Kleyton, Saboya Rios, Nemias, Canas Rodrigues, Paulo, López Gonzales, Javier Linkolk

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