Contact information of Universidad Carlos III de Madrid. Departamento de EstadÃstica
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cte:wsrepe. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ana Poveda (email available below). General contact details of provider: http://portal.uc3m.es/portal/page/portal/dpto_estadistica .
Content
2010
- ws101908 Multivariate extremality measure
by Laniado Rodas, Henry
- ws101807 The decreasing percentile residual life aging notion
by Shaked, Moshe
- ws101506 Multitarget tracking via restless bandit marginal productivity indices and Kalman Filter in discrete time
by Villar, Sofía S.
- ws100904 Asymmetric effects of oil price fluctuations in international stock markets
by Ramos, Sofía B. & Veiga, Helena
- ws100803 An algebraic analysis using Matrix Padé Approximation to improve the choice of certain parameter in Scalar Component Models
by Pestano-Gabino, Celina & González-Concepción, Concepción & Gil-Fariña, María Candelaria
- ws100502 Outliers in Garch models and the estimation of risk measures
by Grané, Aurea & Veiga, Helena
- ws100301 Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters
by Rodríguez, Alejandro
2009
- ws098827 Robust estimation in linear regression models with fixed effects
by Molina, Isabel & Pérez, Betsabé
- ws098526 Recombining dependent data: an Order Statistics
by Álvarez, Adolfo
- ws097924 The econometrics of randomly spaced financial data: a survey
by Monteiro, André A.
- ws097723 Graphical identification of TAR models
by Sánchez, Ismael
- ws097222 Comparing univariate and multivariate models to forecast portfolio value-at-risk
by Santos, André A. P. & Nogales, Francisco J.
- ws097121 Non-identifiability of the two state Markovian Arrival process
by Ramírez Cobo, Josefa
- ws096920 Risk factors in oil and gas industry returns: international evidence
by Ramos, Sofia B. & Veiga, Helena
- ws096019 Controlling the international stock pollutant with policies depending on target values
by Casas, Omar J. & Romera, Rosario
- ws093915 Classification of functional data: a weighted distance approach
by Casado, David
- ws093714 Controlled diffusion processes with markovian switchings for modeling dynamical engineering systems
by Cañada, Héctor & Romera, Rosario
- ws093513 Inequalities for the ruin probability in a controlled discrete-time risk process
by Diasparra, Maikol & Romera, Rosario
- ws093312 P-spline anova-type interaction models for spatio-temporal smoothing
by Lee, Dae-Jin & Durbán, María
- ws093111 An index for dynamic product promotion and the knapsack problem for perishable items
by Jacko, Peter
- ws093010 Exact goodness-of-fit tests for censored dats
by Grané, Aurea
- ws092809 Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market
by Alva, Kenedy
- ws092108 On the Conjecture of Kochar and Korwar
by Torrado Robles, Nuria
- ws091907 Adjusted empirical likelihood estimation of the youden index and associated threshold for the bigamma model
by Letón, Emilio & Molanes, Elisa M.
- ws091505 Small area estimation on poverty indicators
by Molina, Isabel & Rao, J.N.K.
- ws090804 The international stock pollutant control: a stochastic formulation
by Casas, Omar J. & Romera, Rosario
- ws090403 Wavelet-based detection of outliers in volatility models
by Veiga, Helena
- ws090302 GARCH models with leverage effect : differences and similarities
by Rodríguez, Mª José
- ws090101 Clustering and classifying images with local and global variability
by Giuliodori, Andrea
2008
- ws087528 A multivariate generalized independent factor GARCH model with an application to financial stock returns
by García-Ferrer, Antonio & González-Prieto, Ester
- ws087427 A functional data based method for time series classification
by Casado, David & López Pintado, Sara
- ws087326 Measuring financial risk : comparison of alternative procedures to estimate VaR and ES
by Nieto, María Rosa
- ws087225 Marginal productivity index policies for problems of admission control and routing to parallel queues with delay
by Jacko, Peter
- ws087024 Locally linear approximation for Kernel methods : the Railway Kernel
by González, Javier & Muñoz, Alberto
- ws086422 Percentile residual life orders
by Shaked, Moshe
- ws086321 Copulas in finance and insurance
by Romera, Rosario & Molanes, Elisa M.
- ws085820 Smooth-car mixed models for spatial count data
by Lee, Dae-Jin & Durbán, María
- ws085619 LIBOR additive model calibration to swaptions markets
by Colino, Jesús P. & Nogales, Francisco J. & Stute, Winfried
- ws085518 Weak convergence in credit risk
by Colino, Jesús P.
- ws085417 Credit risk with semimartingales and risk-neutrality
by Colino, Jesús P. & Stute, Winfried
- ws085316 New stochastic processes to model interest rates : LIBOR additive processes
by Colino, Jesús P.
- ws085215 Unbalanced groups in nonparametric survival tests
by Letón, Emilio & Zuluaga, Pilar
- ws084613 On identifiability of MAP processes
by Ramírez Cobo, Josefa
- ws084512 A methodology for population projections: an application to Spain
by Rodríguez, Julio
- ws084211 Asymptotic properties of a goodness-of-fit test based on maximum correlations
by Grané, Aurea & Tchirina, Anna V.
- ws084110 Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator
by Veiga, Helena & Vorsatz, Marc
- ws083909 Goodness of fit in models for mortality data
by Camarda, Carlo Giovanni & Durbán, María
- ws083808 The effect of short-selling of the aggregation of information in an experimental asset market
by Veiga, Helena & Vorsatz, Marc
- ws082507 Bayesian non-linear matching of pairwise microarray gene expressions
by Nieto, Carmen
- ws081406 Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting
by García-Martos, Carolina & Rodríguez, Julio & Sánchez, María Jesús
- ws081305 A semi-parametric model for circular data based on mixtures of beta distributions
by Carnicero, José Antonio
- ws081104 Bootstrap prediction intervals in State Space models
by Rodríguez, Alejandro
- ws080503 On Bayesian estimation of multinomial probabilities under incomplete experimental information
by Ramírez-Cobo, Pepa & Vidakovic, Brani
- ws080402 Inference for double Pareto lognormal queues with applications
by Ramírez Cobo, Josefa & Wilson, Simon P.
- ws080101 Forecasting Spanish inflation using information from different sectors and geographical areas
by Pino, Gabriel
2007
- ws086523 Binarized support vector machines
by Carrizosa, Emilio & Martin-Barragan, Belen & Romero Morales, Dolores
- ws078418 Forecasting from one day to one week ahead for the Spanish system operator
by Cancelo, José Ramón & Grafe, Rosmarie
- ws076917 A multimarket approach to estimate a New Keynesian Phillips Curve
by Dresdner, Jorge & Araya, Iván
- ws076316 The effect of realised volatility on stock returns risk estimates
by Veiga, Helena
- ws076115 Local linear regression for functional predictor and scalar response
by Baíllo, Amparo & Grané, Aurea
- ws075614 A scale-free adaptive statistic for testing exponentiality against Weibull and generalized Pareto distributions
by Grané, Aurea & Fortiana, Josep
- ws074713 Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches
by Veiga, Helena
- ws073408 Bootstrap for estimating the mean squared error of the spatial EBLUP
by Molina, Isabel & Salvati, Nicola & Pratesi, Monica
- ws071505 Explaining inflation and output volatility in Chile : an empirical analysis of forty years
by Salazar, César
- ws071304 A robust partial least squares method with applications
by González, Javier & Romera, Rosario
- ws070903 Spatial matching of M configurations of points with a bioinformatics application
by Nieto, Carmen
- ws070702 The sign of asymmetry and the Taylor Effect in stochastic volatility models
by Veiga, Helena
- ws070301 Estimating the system order by subspace methods
by García-Hiernaux, Alfredo & Casals, José & Jerez, Miguel
2006
- ws066818 Properties of two U.S. inflation measures (1985-2005)
by Vicente Martínez, Eva
- ws066117 Uncertainty under a multivariate nested-error regression model with logarithmic transformation
by Molina, Isabel
- ws066016 Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH
by Veiga, Helena
- ws063815 Multivariate risks and depth-trimmed regions
by Molchanov, Ilya
- ws063514 Implementing PLS for distance-based regression: computational issues
by Boj, Eva & Grané, Aurea & Fortiana, Josep & Claramunt, M. Merce
- ws063113 Depth-based inference for functional data
by López Pintado, Sara
- ws063012 On the concept of depth for functional data
by López Pintado, Sara
- ws062911 Modelling monetary transmission in UK manufacturing industry
by Tremayne, A. R.
- ws062710 Karhunen-loève basis in goodness-of-fit tests decomposition: an evaluation
by Grané, Aurea & Fortiana, Josep
- ws062509 Volatility forecasts: a continuous time model versus discrete time models
by Veiga, Helena
- ws062408 Optimal policies for discrete time risk processes with a Markov chain investment model
by Diasparra, Maikol & Romera, Rosario
- ws062007 Modelling the discrete and infrequent official interest rate change in the UK
by Otranto, Edoardo
- ws061706 A proposal to obtain a long quarterly chilean gdp series
by Jerez, Miguel & Sotoca, Sonia & Carvallo, Nicole
- ws061605 Optimal railway infrastructure maintenance and repair policies to manage risk under uncertainty with adaptive control
by González, Javier & Romera, Rosario & Pérez, Jose M.
- ws061504 Principal alarms in multivariate statistical process control
by González, Isabel & Sánchez, Ismael
- ws061303 A two factor long memory stochastic volatility model
by Veiga, Helena
- ws060402 Using auxiliary residuals to detect conditional heteroscedasticity in inflation
by Broto, Carmen
- ws060101 Are feedback factors important in modelling financial data?
by Veiga, Helena
2005
- ws055611 Depth-based classification for functional data
by López Pintado, Sara
- ws054910 Analytic and bootstrap approximations of prediction errors under a multivariate fay-herriot model
by Morales, Domingo & Santamaría, Laureano & González Manteiga, Wenceslao & Lombardía, Maria J. & Molina, Isabel
- ws054709 Bayesian inference for the half-normal and half-t distributions
by Giron, F.J. & Pewsey, A.
- ws054508 On the combination of kernels for support vector classifiers
by Muñoz, Alberto & Moguerza, Javier M.
- ws054007 Mean squared errors of small area estimators under a unit-level multivariate model
by Baíllo, Amparo & Molina, Isabel
- ws053605 Bayesian estimation of the gaussian mixture garch model
by Galeano, Pedro
- ws051603 A half-graph depth for functional data
by López Pintado, Sara
- ws050702 On the comparison of time series using subsampling
by Maharaj, Elizabeth Ann
- ws050401 Forecasting inflation in the euro area using monthly time series models and quarterly econometric models
by Albacete, Rebeca
2004
- ws046816 Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process
by Galeano, Pedro
- ws046315 Stochastic volatility models and the Taylor effect
by Mora Galán, Alberto & Pérez, Ana
- ws045114 Image estimators based on marked bins
by Baíllo, Amparo & Cuevas, Antonio
- ws045013 Considerations on economic forecasting: method developed in the bulletin of EU and US inflation and macroeconomic analysis
by Albacete, Rebeca
- ws044211 Outlier detection in multivariate time series via projection pursuit
by Galeano, Pedro & Tsay, Ruey S.
- ws042710 A note on prediction and interpolation errors in time series
by Galeano, Pedro
- ws042509 On the relationship between bilevel decomposition algorithms and direct interior-point methods
by Miguel, Angel Víctor de
- ws042408 An interior-point method for mpecs based on strictly feasible relaxations
by Miguel, Angel Víctor de & Friedlander, Michael P. & Scholtes, Stefan
- ws042007 Spurious and hidden volatility
by Carnero, María Ángeles
- ws041406 Model selection criteria and quadratic discrimination in ARMA and SETAR time series models
by Galeano, Pedro
- ws041305 Variance changes detection in multivariate time series
by Galeano, Pedro
- ws041104 A range unit root test
by Aparicio, Felipe M. & García, Ana
- ws034309 Econometric modelling for short-term inflation forecasting in the EMU
by Albacete, Rebeca
2003
- ws037017 Parametric versus nonparametric tolerance regions indetection problems
by Baíllo, Amparo & Cuevas, Antonio
- ws036716 A powerful test for conditional heteroscedasticity for financial time series with highly persistent volatilities
by Rodríguez, Julio
- ws036615 Cointegration tests based on record counting statistics
by Aparicio, Felipe M.
- ws036414 On the record properties of integrated time series
by Aparicio, Felipe M.
- ws036313 Detecting level shifts in the presence of conditional heteroscedasticity
by Carnero, María Ángeles
- ws035211 Optimal random sampling designs in random field sampling
by Rodríguez, José E. & Ávila, Fernando
- ws034410 Bayesian curve estimation by model averaging
by Redondas, María Dolores
- ws033208 Using weibull mixture distributions to model heterogeneous survival data
by Rodríguez Bernal, María Teresa
- ws033107 A bayesian analysis of beta testing
by Wilson, Simon P.
- ws032806 Total error in a plug-in estimator of level sets
by Baíllo, Amparo
- ws032405 An overview of probabilistic and time series models in finance
by Romera, Rosario
- ws032104 A bayesian approach for predicting with polynomial regresión of unknown degree
by Guttman, Irwin & Redondas, María Dolores
- ws032003 Unobserved component models with asymmetric conditional variances
by Broto, Carmen
- ws031126 Range unit root tests
by Aparicio, Felipe M. & García, Ana
- ws030201 Estimation of income distribution and detection of subpopulations: an explanatory model
by Flachaire, Emmanuel & Núñez, Olivier
2002
- ws026218 Pseudo-maximum likelihood estimation of a dynamic structural investment model
by Sánchez Mangas, Rocío
- ws025515 Recursive estimation o dynamic models using cook's distance,with application to wind energy orecast
by Sánchez, Ismael
- ws025414 Estimation methods for stochastic volatility models: a survey
by Broto, Carmen
- ws024211 Singular random matrix decompositions: distributions
by Díaz García, José A. & González Farías, Graciela
- ws024110 Singular random matrix decompositions: Jacobians
by Díaz García, José A. & González Farías, Graciela
- ws023607 Macroeconomic forecasts for the euro-zone and some policy implications
by Albacete, Rebeca & Mínguez, Román & Senra, Eva
- ws023506 On the consistency and robustness properties of linear discriminant analysis
by Hernández, Adolfo
- ws022404 Another look at the estimation of dynamic programming models with censored decision variables
by Sánchez Mangas, Rocío
- ws020603 Active redundancy allocation in systems
by Valdés, José & Zequeira, R.
- ws020402 Bayesian inference for fault based software reliability models given software metrics data
by Rodríguez Bernal, María Teresa
- ws020301 Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis
by Poncela, Pilar & Senra, Eva
2001
- ws016614 Dimension reduction transformations in discriminant analysis
by Hernández, Adolfo
- ws016229 Asymmetric long memory GARCH: a reply to Hwang's model
by Pérez, Ana
- ws015628 Estimation of a dynamic discrete choice model of irreversible investment
by Sánchez Mangas, Rocío
- ws015527 GMM estimation of a production function with panel data : an application to Spanish manufacturing firms
by Sánchez Mangas, Rocío
- ws013925 Dimension reduction in nonparametric discriminant analysis
by Hernández, Adolfo
- ws013824 Innovation and job creation and destruction : evidence from Spain
by Collado, M. Dolores
- ws013723 Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors
by Senra, Eva & Albacete, Rebeca
- ws013321 On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach
by Veredas, David & Rodríguez Poo, Juan M.
- ws013220 Optimal control of partially observable linear quadratic systems with asymmetric observation errors
by Romera, Rosario
- ws012717 Bayesian robustness of the posterior predictive p-value
by Horra Navarro, J. de la & Rodríguez Bernal, M. T.
- ws012516 Coherence of the posterior predictive p-value based on the posterior odds
by Horra Navarro, J. de la & Rodríguez Bernal, M. T.
- ws012415 Multivariate analysis in vector time series
by Galeano, Pedro
- ws012014 Bayesian inference for a software reliability model using metrics information
by Rodríguez Bernal, María Teresa
- ws011913 A proposal for a new dimension analysis procedure in a general regression problem
by Barrios, Mª Pilar
- ws011812 Prediction of stocks: a new way to look at it
by Nielsen, Jens Pech
- ws011711 Semiparametric models and P-splines
by I., Currie, & M., Durbán,
- ws011610 Weather modelling using a multivariate latent Gaussian model
by Durbán, María & Glasbey, C.A.
- ws011208 Properties of the sample autocorrelations in autoregressive stochastic volatllity models
by Pérez, Ana
- ws011107 New in-sample prediction errors in time series with applications
by Sánchez, Ismael
- ws010906 A decomposition procedure based on approximate newton directions
by Conejo, Antonio J.
- ws010805 Is stochastic volatility more flexible than garch?
by Carnero, María Ángeles
- ws010704 Outliers and conditional autoregressive heteroscedasticity in time series
by Carnero, María Ángeles
- ws010503 Bootstrap prediction intervals for power-transformed time series
by Pascual, Lorenzo
- ws010302 Explicit nonparametric confidence intervals for the variance with guaranteed coverage
by Romano, Joseph P. & Wolf, Michael
- ws010201 Improved nonparametric confidence intervals in time series regressions
by Romano, Joseph P. & Wolf, Michael
2000
- 10143 Forecasting monetary union inflation: a disaggregated approach by countries and by sectors
by Senra, Eva & Albacete, Rebeca
- 10142 Outliers robust ECM cointegration test based on the trend components
by Arranz, Miguel A.
- 10133 A powerful portmanteau test of lack of fit for time series
by Rodríguez, Julio
- 10132 Spectral density estimators at frequency zero for nonstationarity tests in arma models
by Sánchez, Ismael
- 10113 Efficient tests for unit roots with prediction errors
by Sánchez, Ismael
- 10112 Combining search directions using gradient flows
by Moguerza, Javier M. & Prieto, Francisco J.
- 10110 Subsampling inference in cube root asymptotics with an application to manski's maximum score estimator
by Rodríguez Poo, Juan M. & Wolf, Michael
- 10089 Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
by Ledoit, Olivier & Wolf, Michael
- 10087 A well conditioned estimator for large dimensional covariance matrices
by Ledoit, Olivier & Wolf, Michael
- 10084 Derivative estimation and testing in generalized additive models
by Yang, Lijian & Hardle, Wolfgang
- 10079 Bootstrap inference in semiparametric generalized additive models
by Hardle, Wolfgang & Huet, Sylvie & Mammen, Enno
- 10064 Semiparametric estimation of weak and strong separable models
by Rodriguez Poo, Juan M. & Vieu, Philippe
- 10059 Forecasting returns and volatilities in GARCH processes using the bootstrap
by Pascual, Lorenzo
- 10058 Notes on time serie analysis, ARIMA models and signal extraction
by Maravall, Agustín
- 10010 An application of tramo-seats: changes in seasonality and current trend-cycle assesment: the german retail trade turnover series
by Maravall, Agustín
- 10009 Some remarks on estimating a covariance structure model from a sample correlation matrix
by Maydeu Olivares, Alberto & Hernández Estrada, Adolfo
- 9967 A model free cointegration approach for pairs of I(d) variables
by Aparicio, Felipe M. & Arranz, Miguel A.
- 9960 Descriptive measures of multivariate scatter and linear dependence
by Rodríguez, Julio
- 9959 Forecasting with nostationary dynamic factor models
by Poncela, Pilar
- 9922 Syncronicity between macroeconomic time series: an exploratory analysis
by Aparicio, Felipe M. & García, Ana
- 9866 Stochastic comparisons of nonhomogeneous processes
by Belzunce, Félix & Ruiz, José M. & Shaked, Moshe
- 9865 Pareto optimality in multiobjective Markov control processes
by Hernández-Lerma, Onésimo & Romera, Rosario
- 9864 Characterizations involving conditional expectations based on a functional derivative approach
by Martín, Miguel
- 9863 Structural tests in additive regression
by Hardle, Wolfgang & Spokoiny, Vladimir
- 9862 Preservation of some stochastic orders by order statistics
by Nanda, Asok K. & Shaked, Moshe
1999
- 6400 Subsampling intervals in autoregressive models with linear time trend
by Romano, Joseph P. & Wolf, Michael
- 6399 Limiting discounted-cost control of partially observable stochastic systems
by Hernández-Lerma, Onésimo & Romera, Rosario
- 6387 Nonparametric estimation and testing of interaction in additive models
by Tjostheim, Dag & Yang, Lijian
- 6382 Executive pay and corporate financial performance. An exploratiove data analysis
by Grasshoff, Ulrike & Schwalbach, Joachim
- 6379 Semiparametric three step estimation methods in labor supply models
by Rodríguez-Póo, Juan M. & Fernández, Ana I.
- 6371 Cointegration Testing in Single Error-Correction Equations in the Presence of Linear Time Trends
by Hassler, Uwe
- 6361 Nonsense regressions due to time-varying means
by Hassler, Uwe
- 6360 Finite sample properties of a QML estimator of stochastic volatility models with long memory
by Pérez, Ana
- 6358 The kurtosis coeficient and the linear discriminant function
by Prieto, Francisco J.
- 6356 Statiscal research in Europe:1985-1997
by Gil, J. A. & Rodriguez, J.
- 6355 Trend in statistical research productivity by journal publications over the period 1985-1997
by Gil, J. A. & Rodriguez, J.
- 6350 Asymptotic inference for monstationary fractionally integrated processes
by Mármol, Francesc
- 6349 How spurious features arise in case of fractional cointegration
by Mármol, Francesc
- 6348 Locally and globally robust estimators in regression
by Hernández, Sonia & Yohai, Víctor J.
Printed from https://ideas.repec.org/s/cte/wsrepe2.html
