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Content
2024
- 45113 On the relationship of country geopolitical risk on energy inflation
by De Oliveira Amado, Cristina Alexandra & Garrón Vedia, Ignacio & Lopes Moreira da Veiga, María Helena
- 44814 International vulnerability of inflation
by Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther
- 44217 Extreme temperatures and the profitability of large European firms
by Bellocca, Gian Pietro Enzo & Poncela Blanco, Maria Pilar
- 44216 Predictive day-ahead offering for renewable generators in uncertain spot and balancing markets
by Feng, Wenxiu
- 43947 Fitting complex stochastic volatility models using Laplace approximation
by Romero, Eva
- 43887 A stochastic volatility model for volatility asymmetry and propagation
by Romero, Eva
- 43837 A Bayesian semi-parametric approach to stochastic frontier models with inefficiency heterogeneity
by Deng, Yaguo
- 43805 Clustering and forecasting of day-ahead electricity supply curves using a market-based distance
by Li, Zehang & Elías, Antonio & Morales, Juan M.
- 43773 A Quantile Neural Network Framework for Twostage Stochastic Optimization
by Tsay, Calvin
2023
- 38943 Observability analysis for structural system identification based on state estimation
by Alahmad, Ahmad & Porras, Rocío & Lozano Galant, José Antonio & Turmo, José
- 38783 Deep Learning and Bayesian Calibration Approach to Hourly Passenger Occupancy Prediction in Beijing Metro: A Study Exploiting Cellular Data and Metro Conditions
by Sun, He
- 37975 Economic activity and C02 emissions in Spain
by Juan, Aranzazu de & Poncela, Maria Pilar
- 37968 Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula
by González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir
- 37758 Penalized function-on-function partial leastsquares regression
by Hernandez Roig, Harold Antonio & Aguilera Morillo, María del Carmen & Aguilera, Ana M. & Preda, Cristian
- 37391 Adaptive posterior distributions for covariance matrix learning in Bayesian inversion problems for multioutput signals
by Curbelo Benitez, Ernesto Angel & Martino, Luca & Llorente Fernandez, Fernando
- 37255 Modelling physical activity profiles in COPD patients: a new approach to variable-domain functional regression models
by Hernandez Amaro, Pavel & Aguilera Morillo, María del Carmen & Esteban Gonzalez, Cristobal & Arostegui, Inma
- 36274 Risk Management of Energy Communities with Hydrogen Production and Storage Technologies
by Feng, Wenxiu
- 36250 Measuring efficiency of Peruvian universities: a stochastic frontier analysis
by Orosco Gavilán, Juan Carlos
2022
- 36251 Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
by Poncela Blanco, Maria Pilar & Fresoli, Diego Eduardo
- 35665 Multivariate Functional Outlier Detection using the FastMUOD Indices
by Ojo, Oluwasegun Taiwo & Fernández Anta, Antonio & Genton, Marc G.
- 35488 Spatial extreme model for rainfall intensity: application to the estimation of IDF curves in the Basque Country
by Herrera, Sixto
- 35411 Before and after default: information and optimal portfolio via anticipating calculus
by Salmerón Garrido, José Antonio & Nunno, Giulia Di & D'Auria, Bernardo
- 35324 Data-driven stabilizations of goodness-of-fit tests
by Fernández de Marcos Giménez de los Galanes, Alberto
- 35044 Economic activity and climate change
by De Juan Fernández, Aránzazu & Poncela, Pilar & Rodríguez Caballero, Carlos Vladimir
- 34083 An anticipative Markov modulated market
by D'Auria, Bernardo & Salmerón Garrido, José Antonio
- 33693 Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading
by Corredera, Alberto
- 31230 An experimental analysis of contagion in financial markets
by Peeters, Ronald & Vorstaz, Marc
2021
- 33787 A Bayesian Spatio-temporal model for predicting passengers' occupancy at Beijing Metro
by Sunhe, Flor
- 33624 Anticipative information in a Brownian-Poisson market: the binary information
by D'Auria, Bernardo & Salmerón Garrido, José Antonio
- 33508 Optimal stopping of an Ornstein-Uhlenbeck bridge
by D'Auria, Bernardo & Guada Azze, Abel
- 33469 A quantile based dimension reduction technique
by Aguilera Morillo, María del Carmen
- 33130 Some results on optimally exercising American put options for time-inhomogeneous processes
by D'Auria, Bernardo & Guada, Abel
- 32258 How to explain the cross-section of equity returns through Common Principal Components
by Cueto, José Manuel
- 32210 Dynamic factor models: does the specification matter?
by Poncela, Pilar
- 32148 Expecting the unexpected: economic growth under stress
by Gonzalez Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir
- 31804 Integrated nested Laplace approximations for threshold stochastic volatility models
by Zea Bermudez, Patrícia de & Rue, Havard
2020
- 31648 Adaptative predictability of stock market returns
by Casas Villalba, Maria Isabel
- 31647 What do international energy prices have in common after taking into account the key drivers?
by Camacho, Maximo
- 31056 Valuation in the energy sector: Fundamentals or bubbles?
by Ramos, Sofía & Huang, I-Chuan
- 30793 A solution method for the shared Resource Constrained Multi-Shortest Path Problem
by Laguna, Manuel & Alonso Ayuso, Antonio
- 30644 Factor extraction using Kalman filter and smoothing: this is not just another survey
by Poncela Blanco, Maria Pilar
- 30572 Iterative variable selection for high-dimensional data: prediction of pathological response in triple-negative breast cancer
by Aguilera Morillo, María del Carmen & Álvarez, Enrique & López Taruella, Sara & Del Monte Millán, María & Picornell, Antonio C. & Martín, Miguel
- 30537 Adaptive quadrature schemes for Bayesian inference via active learning
by Llorente Fernández, Fernando & Martino, Luca
- 30349 Direct versus iterated multi-period Value at Risk
by Nieto Delfin, Maria Rosa
- 30332 Quantile Consumption-Capital Asset Pricing
by Ramos, Sofía B.
2019
- 29291 Comparing Forecasts of Extremely Large Conditional Covariance Matrices
by Moura, Guilherme V. & Santos, André A. P.
- 29054 Prediction regions for interval-valued time series
by González-Rivera, Gloria & Luo, Yun
- 29023 Growth with heterogenous interdependence
by Manjón Antolín, M. & Martinez Ibañez, Oscar
- 28805 Insider information and its relation with the arbitrage condition and the utility maximization problem
by D'Auria, Bernardo & Salmerón Garrido, José Antonio
- 28803 Optimal exercise of American options under stock pinning
by D'Auria, Bernardo & Guada-Azze, Abel
- 28776 Models for expected returns with statistical factors
by Cueto, José Manuel
- 28630 Out-of-sample prediction in multidimensional P-spline models
by Lee, Dae-Jin
- 28579 A Depth for Censured Functional Data
by Paganoni, Anna M. & Sangalli, Laura M.
- 28500 Shrinkage reweighted regression
by Laniado Rodas, Henry
- 28428 Quantile regression : a penalization approach
by Aguilera Morillo, María del Carmen
- 28322 Bias assessment and reduction for the 2SLS estimator in general dynamic simultaneous equations models
by Phillips, Garry David Alan & Wang, Dandan
- 28234 Exploring option pricing and hedging via volatility asymmetry
by Casas, Isabel
- 28214 Data cloning estimation for asymmetric stochastic volatility models
by Zea Bermudez, Patrícia de
- 28198 Social Pressure or Rational Reactions to Incentives? A Historical Analysis of Reasons for Referee Bias in the Spanish Football
by Reade, J. James
2018
2017
- 25985 Modeling and forecasting the oil volatility index
by Mariti, Massimo B.
- 25819 Optimal portfolio with insider information on the stochastic interest rate
by D'Auria, Bernardo & García Martí, Dolores & Salmerón Garrido, José Antonio
- 24678 22 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis
by Senra, Eva
- 24672 Estimating life expectancy free of dependency : group characterization through the proximity to the deepest dependency path
by Alonso González, Pablo J.
- 24622 Findings about the two-state BMMPP for modeling point processes in reliability and queueing systems
by Ramírez-Cobo, Pepa
- 24614 Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence
by Rodríguez Caballero, Carlos Vladimir
- 24613 Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
by Laniado Rodas, Henry
- 24607 A general framework for prediction in penalized regression
by Lee, Dae-Jin
- 24585 Estimating non-stationary common factors : Implications for risk sharing
by Corona, Francisco & Poncela, Pilar
- 24522 Clustering Big Data by Extreme Kurtosis Projections
by Rendon Aguirre, Janeth Carolina
- 24521 Evaluating significant effects from alternative seeding systems : a Bayesian approach, with an application to the UEFA Champions League
by Corona, Francisco & Forrest, David
- 24029 BIAS correction for dynamic factor models
by Bastos, Guadalupe & García-Martos, Carolina
- 24028 Electricity prices forecasting by averaging dynamic factor models
by Bastos, Guadalupe & García-Martos, Carolina
2016
- 23897 Efficiency evaluation of Spanish hotel chains
by Deng, Yaguo
- 23812 Vine copula models for predicting water flow discharge at King George Island, Antarctica
by Domínguez, M. Carmen
- 23457 A Bootstrap Approach for Generalized Autocontour Testing
by González-Rivera, Gloria & Veiga, Helena
- 23448 Modelling latent trends from spatio-temporally grouped data using composite link mixed models
by Ayma Anza, Diego Armando & Durbán, María & Lee, Dae-Jin & Van de Kassteele, Jan
- 23434 Model uncertainty approach in mortality projection with model assembling methodologies
by Alonso, Pablo J.
- 23419 Directional multivariate extremes in environmental phenomena
by Michele, Carlo de & Laniado Rodas, Henry
- 23410 D-Trace precision matrix estimator with eigenvalue control
by Avagyan, Vahe
- 22731 Small area estimation of general parameters under complex sampling designs
by Guadarrama, María & Molina, Isabel & Rao, J.N.K.
- 22674 Remittances in Mexico and their unobserved components
by Corona, Francisco & Orraca, Pedro
- 22390 A Partial parametric path algorithm for multiclass classification
by Martín Barragán, Belén
- ws1602 Determining the number of factors after stationary univariate transformations
by Corona, Francisco & Poncela, Maria Pilar
- ws1601 ABC and Hamiltonian Monte-Carlo methods in COGARCH models
by Rodríguez-Bernal, M. T. & Romero, E.
- ws1519 Discovering common trends in a large set of disaggregates: statistical procedures and their properties
by Carlomagno, Guillermo
2015
- 21775 D-trace Precision Matrix Estimation Using Adaptive Lasso Penalties
by Avagyan, Vahe & Nogales, Francisco J.
- 21206 Penalized functional spatial regression
by Aguilera Morillo, María del Carmen & Durbán, María & Aguilera, Ana M.
- 21174 On the importance of the probabilistic model in identifying the most decisive game in a tournament
by Corona, Francisco
- ws1523 Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk
by Hotta, Luiz & Trucíos, Carlos
- ws1518 Forecasting a large set of disaggregates with common trends and outliers
by Carlomagno, Guillermo
- ws1517 An analysis of the dynamics of efficiency of mutual funds
by Galán, Jorge & Ramos, Sofía B. & Veiga, Helena
- ws1516 MGARCH models: tradeoff between feasibility and flexibility
by Almeida, Daniel de & Hotta, Luiz
- ws1513 Seasonal copula models for the analysis of glacier discharge at King George Island, Antarctica
by Gómez, M. & Domínguez, M. C.
- ws1511 Ranking Edges and Model Selection in High-Dimensional Graphs
by Zamar, Rubén
- ws1510 Hierarchical Lee-Carter model estimation through data cloning applied to demographically linked countries
by Alonso, Pablo J.
- ws1509 Penalized composite link mixed models for two-dimensional count data
by Lee, Dae-Jin & Ayma Anza, Diego Armando & Durbán, María & Eilers, Paul
- ws1508 Model uncertainty and the forecast accuracy of ARMA models: A survey
by Veiga, Helena
- ws1507 Adaptive EWMA Control Charts with a Time Varying Smoothing Parameter
by Sánchez, Ismael
- ws1505 A Comparison of Small Area Estimation Methods for Poverty Mapping
by Guadarrama Sanz, Maria & Rao, J. N. K.
- ws1502 Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment
by Poncela, Pilar
- ws1501 A Directional Multivariate Value at Risk
by Laniado Rodas, Henry
2014
- ws142819 Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model
by Lopes, Hedibert F.
- ws142517 A Bootstrap Likelihood approach to Bayesian Computation
by Leisen, Fabrizio
- ws142416 Disentangled jump-robust realized covariances and correlations with non-synchronous prices
by Vander Elst, Harry & Veredas, David
- ws142215 A game theoretic approach to group centrality
by Tejada, Juan
- ws142114 Goodness-of-fit test for randomly censored data based on maximum correlation
by Strzalkowska-Kominiak, Ewa & Grané, Aurea
- ws142013 Heterogeneous effects of risk-taking on bank efficiency : a stochastic frontier model with random coefficients
by Sarmiento, Miguel & Galán, Jorge E.
- ws141912 Identification of asymmetric conditional heteroscedasticity in the presence of outliers
by Carnero Fernández, María Ángeles & Pérez, Ana
- ws141309 The pairwise approach to model a large set of disaggregates with common trends
by Carlomagno, Guillermo
- ws141208 Improving the graphical lasso estimation for the precision matrix through roots ot the sample convariance matrix
by Avagyan, Vahe & Nogales, Francisco J.
- ws141107 A projection method for multiobjective multiclass SVM
by Martín Barragán, Belén
- ws141006 Independent components techniques based on kurtosis for functional data analysis
by Prieto, Francisco J. & Rendón, Carolina
- ws140905 Selecting and combining experts from survey forecasts
by Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio
- ws140804 Recombining partitions from multivariate data: a clustering method on Bayes factors
by Álvarez, Adolfo
- ws140503 Outliers in multivariate Garch models
by Grané, Aurea & Martín-Barragán, Belén & Veiga, Helena
- ws140202 The uncertainty of conditional returns, volatilities and correlations in DCC models
by Fresoli, Diego Eduardo
2013
- ws133430 The Shapley group value
by Molina, Elisenda & Tejada, Juan
- ws133026 Fast algorithm for smoothing parameter selection in multidimensional generalized P-splines
by Rodríguez-Álvarez, María Xosé & Lee, Dae-Jin & Kneib, Thomas & Durbán, María & Eilers, Paul
- ws132925 Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach
by Mínguez, Román & Durbán, María & Montero, José María & Lee, Dae-Jin
- ws132723 Data cloning estimation of GARCH and COGARCH models
by Rodríguez Bernal, M. T. & Romero, Eva
- ws132622 Allocation policies of redundancies in two-parallel-series and two-series-parallel systems
by Laniado Rodas, Henry
- ws132220 A multivariate extension of a vector of Poisson- Dirichlet processes
by Leisen, Fabrizio
- ws132119 Parameter uncertainty in multiperiod portfolio optimization with transaction costs
by Miguel, Victor de & Nogales, Francisco J.
- ws131716 New isometry of Krall-Laguerre orthogonal polynomials in martingale spaces
by Huertas, E. J. & Torrado Robles, Nuria & Leisen, Fabrizio
- ws131615 Multiperiod portfolio selection with transaction and market-impact costs
by Miguel, Víctor de & Nogales, Francisco J.
- ws131514 A new distance for data sets (and probability measures) in a RKHS context
by Martos, Gabriel
- ws130908 Do happiness indexes truly reveal happiness? : measurin happiness using revealed preferences from migration flows
by Marques, Helena & Pino, Gabriel
- ws130807 Forecasting disaggregates by sectors and regions : the case of inflation in the euro area and Spain
by Pino, Gabriel
- ws130706 Recombining partitions via unimodality tests
by Álvarez, Adolfo
- ws130605 Predictability of stock market activity using Google search queries
by Latoeiro, Pedro & Ramos, Sofía B. & Veiga, Helena
- ws130504 Correlations between oil and stock markets : a wavelet-based approach
by Martín-Barragán, Belén & Ramos, Sofía B. & Veiga, Helena
- ws130403 Dependency evolution in Spanish disabled population : a functional data analysis approach
by Alonso González, Pablo
- ws130102 Bayesian inference and data cloning in population projection matrices
by Horra Navarro, J. de la & Rodríguez Bernal, M. T.
- ws130101 Multivariate risk measures : a constructive approach based on selections
by Molchanov, Ilya
- 35531 Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach
by Chen, Liang & Ramos Ramirez, Andrey David
- 18886 A new goodness-of-fit process for varma (p,q) models: construction and empirical properties
by Nguyen, Huong
2012
- ws122519 Seasonal modulation mixed models for time series forecasting
by Lee, Dae-Jin & Durbán, María
- ws122418 Pyramidal values
by Molina, Elisenda & Tejada, Juan
- ws122317 More is not always better : back to the Kalman filter in dynamic factor models
by Poncela, Pilar
- ws122216 Sparse partial least squares in time series for macroeconomic forecasting
by Fuentes, Julieta & Poncela, Pilar & Rodríguez, Julio
- ws122115 A vector of Dirichlet processes
by Leisen, Fabrizio & Lijoi, Antonio & Spanó, Dario
- ws122014 Invariance properties of random vectors and stochastic processes based on the zonoid concept
by Molchanov, Ilga & Schmutz, Michael & Stucki, Kaspar
- ws121913 A p-median problem with distance selection
by Benati, Stefano & García, Sergio
- ws121812 Portfolio selection through and extremality stochastic order
by Pellerey, Franco & Laniado Rodas, Henry
- ws121711 Closed queueing networks under congestion: non-bottleneck independence and bottleneck convergence
by Anselmi, Jonatha & D'Auria, Bernardo & Walton, Neil
- ws121610 Bayesian modelling of bacterial growth for multiple populations
by Palacios, Ana Paula & Quinto, Emiliano
- ws121209 National minimum wage and labour market outcomes of young workers
by Fidrmuc, Jan
- ws120805 Sensor scheduling for hunting elusive hiding targets: a restless bandit index policy
by Villar, Sofía S.
- ws120603 Discriminant analysis of multivariate time series using wavelets
by Maharaj, Elizabeth Ann
- ws120502 Asymmetric long-run effects in the oil industry
by Ramos, Sofía B. & Veiga, Helena
- ws120201 On the identifiability of the two-state BMAP
by Rodríguez César, Joanna Virginia & Ramírez-Cobo, Pepa
- ws110805 Forecasting aggregates and disaggregates with common features
by Mayo, Iván
- 13958 Comparisons among spacings from two populations
by Torrado Robles, Nuria
2011
- ws114332 Robust Henderson III estimators of variance components in the nested error model
by Pérez, Betsabé & Molina, Isabel
- ws114130 Combining benchmarking and chain-linking for short-term regional forecasting
by Quilis, Enrique M.
- ws113729 Why using a general model in Solvency II is not a good idea : an explanation from a Bayesian point of view
by Alonso, Pablo J.
- ws113628 Profile identification via weighted related metric scaling : an application to dependent Spanish children
by Alonso, Pablo J.
- ws113527 Hypothesis testing in a generic nesting framework with general population distributions
by Martín, Nirian & Balakrishnan, Narayanaswami
- ws113426 Bootstrap forecast of multivariate VAR models without using the backward representation
by Pascual, Lorenzo & Fresoli, Diego Eduardo
- ws113325 Equilibrium strategies in a tandem queue under various levels of information
by Kanta, Spyridoula & D'Auria, Bernardo
- ws112922 Limiting behavior of the search cost distribution for the move-to-front rule in the stable case
by Leisen, Fabrizio & Lijoi, Antonio & Paroissin, Christian
- ws112821 Free completely random measures
by Collet, Francesca & Leisen, Fabrizio
- ws112720 A Bayesian model for longitudinal circular data
by Núñez-Antonio, Gabriel & Gutiérrez-Peña, Eduardo
- ws112518 Forecasting volatility: does continuous time do better than discrete time?
by Bretó, Carles & Veiga, Helena
- ws112217 The international stock pollutant control: a stochastic formulation with transfers
by Casas, Omar J. & Romera, Rosario
- ws112116 Mixtures of g-priors for bayesian model averaging with economic applications
by Ley, Eduardo & Steel, Mark F.J.
- ws111914 Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems
by Bretó, Carles & Ionides, Edward L.
- ws111813 Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica
by Sánchez, Ismael
- ws111712 Handwritten digit classification
by Giuliodori, Andrea
- ws111611 Exploring ICA for time series decomposition
by García-Ferrer, Antonio & González-Prieto, Ester
- ws111510 Calibration of shrinkage estimators for portfolio optimization
by Miguel, Victor de & Nogales, Francisco J.
- ws111409 A basic goodness-of-fit process fro VARMA (p,q) models
by Nguyen, Huong
- ws111107 Two-sided reflected Markov-modulated Brownian motion with applications to fluid queues and dividend payouts
by D'Auria, Bernardo & Kella, Offer
- ws110906 A vehicle routing model with split delivery and stop nodes
by Berbotto, Leonardo & García, Sergio & Nogales, Francisco J.
- ws110704 Non-parametric methods for circular-circular and circular-linear
by Carnicero, José Antonio
- ws110603 On stochastic properties between some ordered random variables
by Torrado Robles, Nuria
- ws110402 Interacting multiple -- Try algorithms with different proposal distributions
by Casarin, Roberto & Craiu, Radu & Leisen, Fabrizio
- ws110101 Change point for multinomial data using phi-divergence test statistics
by Batsidis, Apostolos & Martín, Nirian & Pardo, Leandro & Zografos, Konstantinos
- 12776 A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime
by D'Auria, Bernardo
- 12160 Beta-product Poisson-Dirichlet Processes
by Bassetti, Federico & Casarin, Roberto & Leisen, Fabrizio
2010
- ws104830 Networks and collective action
by Koster, Maurice & Lindner, Ines & Molina, Elisenda
- ws104427 Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis
by Rodríguez Bernal, M. T.
- ws104125 Comparing sample and plug-in moments in asymmetric Garch Models
by Rodríguez, Mª José
- ws104024 Two-sided reflection problem for the Markov modulated Brownian motion
by D'Auria, Bernardo & Kella, Offer & Ivanovs, Jevgenijs & Mandjes, Michel
- ws103923 First passage of a Markov additive process and generalized Jordan chains
by D'Auria, Bernardo & Kella, Offer & Ivanovs, Jevgenijs & Mandjes, Michel
- ws103822 A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
by Galeano, Pedro & Ghosh, Pulak
- ws103721 Ruin probabilities in a finite-horizon risk model with investment and reinsurance
by Romera, Rosario & Runggaldier, Wolfgang
- ws103620 Exponential conditional volatility models
by Harvey, Andrew
- ws103519 Sensitivity and robustness in MDS configurations for mixed-type data: a study of the economic crisis impact on socially vulnerable Spanish people
by Grané, Aurea & Romera, Rosario
- ws103418 A semiparametric state space model
by Monteiro, André A.
- ws102915 Simplicial similarity and its application to hierarchical clustering
by López, Ángel
- ws102814 Bootstrap prediction intervals for VaR and ES in the context of GARCH models
by Nieto, María Rosa
- ws102713 Representing functional data in reproducing Kernel Hilbert Spaces with applications to clustering and classification
by González, Javier & Muñoz, Alberto
- ws102511 Circular Bernstein polynomial distributions
by Carnicero, José Antonio
- ws102410 Non-linear models of disability and age applied to census data
by Alonso, Pablo J.
- ws102109 Bayesian hierarchical modelling of bacteria growth
by Palacios, Ana Paula
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