Helton Saulo
Department of Statistics, University of Brasilia. Brasilia, DF, Brazil 70910-900
I am an Associate Professor of Statistics at the University of Brasília, Brazil. I hold a Ph.D. in Economics from the Federal University of Rio Grande do Sul, Brazil, and completed postdoctoral research in Statistics at McMaster University, Canada, and the University of Texas at Arlington, USA. My research interests include financial econometrics, statistical learning, and computational statistics.
Editorial Duties
- Associate Editor, Journal of Applied Statistics
- Associate Editor, Journal of Statistical Theory and Practice
- Associate Editor, Chilean Journal of Statistics
Topics of Research
- Econometrics
- Statistical Learning
- Computational Statistics
Selected publications
- Fiscal and monetary policy interactions: a game theory approach. Jointly with L. Rego and J. Divino. Annals of Operations Research, 206, 341-366, 2013.
- A nonparametric method for estimating asymmetric densities based on skewed Birnbaum-Saunders distributions applied to environmental data. Jointly with V. Leiva, C. Marchant, and F. Ziegelmann. Stochastic Environmental Research and Risk Assessment, 27, 1479-1491, 2013.
- A criterion for environmental assessment using Birnbaum-Saunders attribute control charts. Jointly with V. Leiva, C. Marchant and F. Ruggeri. Environmetrics, 26, 463-476, 2015.
- A methodology based on the Birnbaum-Saunders distribution for reliability analysis applied to nano-materials. Jointly with V. Leiva, F. Ruggeri and J. Vivanco. Reliability Engineering and Systems Safety, 157, 192-201, 2017.
- Incorporation of frailties into a cure rate regression model and its diagnostics and application to melanoma data. Jointly with J. Leao, V. Leiva and V. Tomazella. Statistics in Medicine, 37, 4421-4440, 2018.
- Birnbaum-Saunders autoregressive conditional duration models applied to high-frequency financial data. Jointly with J. Leao, V. Leiva and R. G. Aykroyd. Statistical Papers, 60, 1605-1629, 2019.
- A new BISARMA time series model for forecasting mortality using weather and particulate matter data. Jointly with V. Leiva, R. Souza, R. G. Aykroyd and R. Vila. Journal of Forecasting, 40, 346-364, 2021.
- Log-symmetric quantile regression models. Jointly with A. Dasilva, V. Leiva, L. Sánchez and H. L. Fuente-Mella. Statistica Neerlandica, 76, 124-163, 2022.
- On a quantile autoregressive conditional duration model. Jointly with N. Balakrishnan and R. Vila. Mathematics and Computers in Simulation, 203, 425-448, 2023.
- Bivariate symmetric Heckman models and their characterization. Jointly with R. Vila, S. S. Cordeiro and V. Leiva. Journal of Multivariate Analysis, 105097, 2023.
- Bootstrap control charts for quantiles based on log-symmetric distributions with applications to monitoring of reliability data. Jointly with V. Leiva, R. A. Santos, C. Marchant and Y. Lio. Quality and Reliability Engineering International, 39, 1-24, 2023.
- Parametric quantile autoregressive moving average models with exogenous terms. Jointly with V. A. Dasilva, R. Vila, J. A. Fiorucci and S. Pal. Statistical Papers, 65, 1613-1643, 2024.
- Parametric quantile beta regression model. Jointly with M. Bourguignon and D. I. Gallardo. International Statistical Review, 1, 1-24, 2024.
- An upper bound and a characterization for Gini’s mean difference based on correlated random variables. Jointly with R. Vila and N. Balakrishnan. Statistics & Probability Letters, 207, 110032, 2024.
- Parametric quantile autoregressive conditional duration models with application to intraday value-at-risk forecasting. Jointly with S. Pal, R,. Souza, R. Vila and A. Dasilva. Journal of Forecasting, 44, 589-605, 2025.