Universidad Carlos III, Departamento de Estadística y Econometría

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Series handle: repec:cte:wsrepe

• ws097121 Non-identifiability of the two state Markovian Arrival process
  by Pepa Ramirez & Rosa E. Lillo & Michael P. Wiper [Downloadable!]
• ws093513 Inequalities for the ruin probability in a controlled discrete-time risk process
  by Maikol Diasparra & Rosario Romera [Downloadable!]
• ws093312 P-spline anova-type interaction models for spatio-temporal smoothing
  by Dae-Jin Lee & Maria Durban [Downloadable!]
• ws093111 An index for dynamic product promotion and the knapsack problem for perishable items
  by Peter Jacko & Jose Nino-MOra [Downloadable!]
• ws093010 Exact goodness-of-fit tests for censored dats
  by Aurea Grane [Downloadable!]
• ws092809 Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market
  by Kenedy Alva & Juan Romo & Esther Ruiz [Downloadable!]
• ws092108 On the Conjecture of Kochar and Korwar
  by Nuria Torrado & Rosa E. Lillo & Michael P. Wiper [Downloadable!]
• ws091907 Adjusted empirical likelihood estimation of the youden index and associated threshold for the bigamia model
  by Emilio Leton & Elisa M. Molanes [Downloadable!]
• ws091505 Small area estimation on poverty indicators
  by Isabel Molina & J.N.K. Rao [Downloadable!]
• ws090804 The international stock pollutant control: a stochastic formulation
  by Omar J. Casas & Rosario Romera [Downloadable!]
• ws090403 Wavelet-based detection of outliers in volatility models
  by Aurea Grané & Helena Veiga [Downloadable!]
• ws090302 GARCH models with leverage effect : differences and similarities
  by María José Rodríguez & Esther Ruiz [Downloadable!]
• ws090101 Clustering and classifying images with local and global variability
  by Andrea Giuliodori & Rosa E. Lillo & Daniel Peña [Downloadable!]

• ws087528 A multivariate generalized independent factor GARCH model with an application to financial stock returns
  by Antonio García-Ferrer & Ester González-Prieto & Daniel Peña [Downloadable!]
• ws087427 A functional data based method for time series classification
  by Andrés M. Alonso & David Casado & Sara López Pintado & Juan Romo [Downloadable!]
• ws087326 Measuring financial risk : comparison of alternative procedures to estimate VaR and ES
  by Maria Rosa Nieto & Esther Ruiz [Downloadable!]
• ws087225 Marginal productivity index policies for problems of admission control and routing to parallel queues with delay
  by Peter Jacko & Jose Nino-Mora [Downloadable!]
• ws087024 Locally linear approximation for Kernel methods : the Railway Kernel
  by Javier Gonzalez & Alberto Munoz [Downloadable!]
• ws085820 Smooth-car mixed models for spatial count data
  by Dae-Jin Lee & Maria Durban [Downloadable!]
• ws085619 LIBOR additive model calibration to swaptions markets
  by Jesús P. Colino & Francisco J. Nogales & Winfried Stute [Downloadable!]
• ws085518 Weak convergence in credit risk
  by Jesús P. Colino [Downloadable!]
• ws085417 Credit risk with semimartingales and risk-neutrality
  by Jesús P. Colino & Winfried Stute [Downloadable!]
• ws085316 New stochastic processes to model interest rates : LIBOR additive processes
  by Jesús P. Colino [Downloadable!]
• ws085215 Unbalanced groups in nonparametric survival tests
  by Emilio Leton & Pilar Zuluaga [Downloadable!]
• ws084613 On identifiability of MAP processes
  by Pepa Ramirez & Rosa E. Lillo & Michael P. Wiper [Downloadable!]
• ws084211 Asymptotic properties of a goodness-of-fit test based on maximum correlations
  by Aurea Grane & Anna V. Tchirina [Downloadable!]
• ws084110 Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator
  by Helena Veiga & Marc Vorsatz [Downloadable!]
• ws083909 Goodness of fit in models for mortality data
  by Carlo Giovanni Camarda & Maria Durban [Downloadable!]
• ws083808 The effect of short-selling of the aggregation of information in an experimental asset market
  by Helena Veiga & Marc Vorsatz [Downloadable!]
• ws081406 Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting
  by andrés M. Alonso & Carolina Garcia-Martos & Julio Rodriguez & Maria Jesus Sanchez [Downloadable!]
• ws081305 A semi-parametric model for circular data based on mixtures of beta distributions
  by Jose Antonio Carnicero & Michael P. Wiper [Downloadable!]
• ws081104 Bootstrap prediction intervals in State Space models
  by Alejandro Rodriguez & Esther Ruiz [Downloadable!]
• ws080503 On Bayesian estimation of multinomial probabilities under incomplete experimental information
  by Pepa Ramirez & Brani Vidakovic [Downloadable!]
• ws080402 Inference for double Pareto lognormal queues with applications
  by Pepa Ramirez & Rosa E. Lillo & Michael P. Wiper & Simon P. Wilson [Downloadable!]
• ws080101 Forecasting Spanish inflation using information from different sectors and geographical areas
  by Juan de Dios Tena & Antoni Espasa & Gabriel Pino [Downloadable!]

• ws078418 Forecasting from one day to one week ahead for the Spanish system operator
  by Jose Ramon Cancelo & Antoni Espasa & Rosemarie Grafe [Downloadable!]
• ws076917 A multimarket approach to estimate a New Keynesian Phillips Curve
  by Juan de Dios Tena & Jorge Dresdner & Ivan Araya [Downloadable!]
• ws076316 The effect of realised volatility on stock returns risk estimates
  by Aurea Grane & Helena Veiga [Downloadable!]
• ws076115 Local linear regression for functional predictor and scalar response
  by Amparo Baillo & Aurea Grane [Downloadable!]
• ws075614 A scale-free adaptive statistic for testing exponentiality against weibull and generalized pareto distributions
  by Aurea Grane & Josep Fortiana [Downloadable!]
• ws074713 Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches
  by Aurea Grane & Helena Veiga [Downloadable!]
• ws074311 Characterization and computation of restless bandit marginal productivity indices
  by Jose Nino-Mora [Downloadable!]
• ws074210 Two-stage index computation for bandits with switching penalties II : switching delays
  by Jose Nino-Mora [Downloadable!]
• ws074109 Two-stage index computation for bandits with switching penalties I : switching costs
  by Jose Nino-Mora [Downloadable!]
• ws073408 Bootstrap for estimating the mean squared error of the spatial EBLUP
  by Isabel Molina & Nicola Salvati & Monica Pratesi [Downloadable!]
• ws072907 Depth functions based on a number of observations of a random vector
  by Ignacio Cascos [Downloadable!]
• ws072706 The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances
  by Santiago Pellegrini & Esther Ruiz & Antoni Espasa [Downloadable!]
• ws071505 Explaining inflation and output volatility in Chile : an empirical analysis of forty years
  by Juan de Dios Tena & Cesar Salazar [Downloadable!]
• ws071304 A robust partial least squares method with applications
  by Javier Gonzalez & Daniel Pena & Rosario Romera [Downloadable!]
• ws070903 Spatial matching of M configurations of points with a bioinformatics application
  by Juan Miguel Marin & Carmen Nieto [Downloadable!]
• ws070702 The sign of asymmetry and the Taylor Effect in stochastic volatility models
  by Helena Veiga [Downloadable!]
• ws070301 Estimating The System Order By Subspace Methods
  by Alfredo Garcia-Hiernaux & Jose Casals & Miguel Jerez [Downloadable!]

• ws066919 The Expected Convex Hull Trimmed Regions Of A Sample
  by Ignacio Cascos [Downloadable!]
• ws066818 Properties Of Two U.S. Inflation Measures (1985-2005)
  by Eva Vicente Martinez [Downloadable!]
• ws066117 Uncertainty Under A Multivariate Nested-Error Regression Model With Logarithmic Transformation
  by Isabel Molina [Downloadable!]
• ws066016 Modelling Long-Memory Volatilities With Leverage Effect: Almsv Versus Fiegarch
  by Esther Ruiz & Helena Veiga [Downloadable!]
• ws063815 Multivariate Risks And Depth-Trimmed Regions
  by Ignacio Cascos & Ilya Molchanov [Downloadable!]
• ws063514 Implementing Pls For Distance-Based Regression: Computational Issues
  by Eva Boj & Aurea Grane & Josep Fortiana & M. Merce Claramunt [Downloadable!]
• ws063113 Depth-Based Inference For Functional Data
  by Sara Lopez-Pintado & Juan Romo [Downloadable!]
• ws063012 On The Concept Of Depth For Functional Data
  by Sara Lopez-Pintado & Juan Romo [Downloadable!]
• ws062911 Modelling Monetary Transmission In Uk Manufacturing Industry
  by Juan de Dios Tena & A. R. Tremayne [Downloadable!]
• ws062710 Karhunen-Loève Basis In Goodness-Of-Fit Tests Decomposition: An Evaluation
  by Aurea Grane & Josep Fortiana [Downloadable!]
• ws062509 Volatility Forecasts: A Continuous Time Model Versus Discrete Time Models1
  by Helena Veiga [Downloadable!]
• ws062408 Optimal Policies For Discrete Time Risk Processes With A Markov Chain Investment Model
  by Maikol Diasparra & Rosario Romera [Downloadable!]
• ws062007 Modelling The Discrete And Infrequent Official Interest Rate Change In The Uk
  by Juan de Dios Tena & Edoardo Otranto [Downloadable!]
• ws061706 A Proposal To Obtain A Long Quarterly Chilean Gdp Series
  by Juan de Dios Tena & Miguel Jerez & Sonia Sotoca & Nicole Carvallo [Downloadable!]
• ws061605 Optimal Railway Infrastructure Maintenance And Repair Policies To Manage Risk Under Uncertainty With Adaptive Control
  by Javier González & Rosario Romera & Jesus Carretero & Jose M. Perez [Downloadable!]
• ws061504 Principal Alarms In Multivariate Statistical Process Control
  by Isabel González & Ismael Sánchez [Downloadable!]
• ws061303 A Two Factor Long Memory Stochastic Volatility Model
  by Helena Veiga [Downloadable!]
• ws060402 Using Auxiliary Residuals To Detect Conditional Heteroscedasticity In Inflation
  by Carmen Broto & Esther Ruiz [Downloadable!]
• ws060101 Are Feedback Factors Important In Modelling Financial Data?
  by Helena Veiga [Downloadable!]

• ws055611 Depth-Based Classification For Functional Data
  by Sara Lopez-Pintado & Juan Romo [Downloadable!]
• ws054910 Analytic And Bootstrap Approximations Of Prediction Errors Under A Multivariate Fay-Herriot Model
  by Wenceslao Gonzalez-Manteiga & Maria J. Lombardia & Isabel Molina & Domingo Morales & Laureano Santamaria [Downloadable!]
• ws054709 Bayesian Inference For The Half-Normal And Half-T Distributions
  by Michael P. Wiper & F.J. Giron & A. Pewsey [Downloadable!]
• ws054508 On The Combination Of Kernels For Support Vector Classifiers
  by Issac Martín de Diego & Alberto Muñoz & Javier M. Moguerza [Downloadable!]
• ws054007 Mean Squared Errors Of Small Area Estimators Under A Unit-Level Multivariate Model
  by Amparo Baillo & Isabel Molina [Downloadable!]
• ws053906 Marginal Productivity Index Policies For Scheduling A Multiclass Delay-/Loss-Sensitive Queue
  by Jose Niño-Mora [Downloadable!]
• ws053605 Bayesian Estimation Of The Gaussian Mixture Garch Model
  by María Concepcion Ausin & Pedro Galeano [Downloadable!]
• ws053504 Transient Bayesian Inference For Short And Long-Tailed Gi/G/1 Queueing Systems
  by María Concepción Ausin & Michael P. Wiper & Rosa E. Lillo [Downloadable!]
• ws051603 A Half-Graph Depth For Functional Data
  by Sara Lopez-Pintado & Juan Romo [Downloadable!]
• ws050702 On The Comparison Of Time Series Using Subsampling
  by Andres M. Alonso & Elizabeth A. Maharaj [Downloadable!]
• ws050401 Forecasting Inflation In The Euro Area Using Monthly Time Series Models And Quarterly Econometric Models
  by Rebeca Albacete & Antoni Espasa [Downloadable!]

• ws046917 Bayesian Control Of The Number Of Servers In A Gi/M/C Queuing System
  by María Concepción Ausín Olivera & Rosa E. Lillo & Michael P. Wiper [Downloadable!]
• ws046816 Use Of Cumulative Sums For Detection Of Changepoints In The Rate Parameter Of A Poisson Process
  by Pedro Galeano [Downloadable!]
• ws046315 Stochastic Volatility Models And The Taylor Effect
  by Alberto Mora-Galan & Ana Perez & Esther Ruiz [Downloadable!]
• ws045114 Image Estimators Based On Marked Bins
  by Amparo Baíllo & Antonio Cuevas [Downloadable!]
• ws045013 CONSIDERATIONS ON ECONOMIC FORECASTING: METHOD DEVELOPED IN THE BULLETIN OF EU and US INFLATION AND MACROECONOMIC ANALYSIS
  by Antoni Espasa & Rebeca Albacete [Downloadable!]
• ws044211 Outlier Detection In Multivariate Time Series Via Projection Pursuit
  by Pedro Galeano & Daniel Peña & Ruey S. Tsay [Downloadable!]
• ws042710 A Note On Prediction And Interpolation Errors In Time Series
  by Pedro Galeano & Daniel Peña [Downloadable!]
• ws042509 On The Relationship Between Bilevel Decomposition Algorithms And Direct Interior-Point Methods
  by Angel Víctor de Miguel & Francisco J. Nogales [Downloadable!]
• ws042408 AN INTERIOR-POINT METHOD FOR MPECs BASED ON STRICTLY FEASIBLE RELAXATIONS
  by Angel Víctor de Miguel & Michael P. Friedlander & Francisco J. Nogales & Stefan Scholtes [Downloadable!]
• ws042007 Spurious And Hidden Volatility
  by M. Angeles Carnero & Daniel Peña & Esther Ruiz [Downloadable!]
• ws041406 Model Selection Criteria And Quadratic Discrimination In Arma And Setar Time Series Models
  by Pedro Galeano & Daniel Peña [Downloadable!]
• ws041305 Variance Changes Detection In Multivariate Time Series
  by Pedro Galeano & Daniel Peña [Downloadable!]
• ws041104 A Range Unit Root Test
  by Felipe M. Aparicio & Alvaro Escribano & Ana García [Downloadable!]
• ws041003 Dimensionality Reduction With Image Data
  by Mónica Benito & Daniel Peña [Downloadable!]
• ws040902 Restless Bandit Marginal Productivity Indices Ii: Multiproject Case And Scheduling A Multiclass Make-To-Order/-Stock M/G/1 Queue
  by José Niño-Mora [Downloadable!]
• ws040801 Restless Bandit Marginal Productivity Indices I: Singleproject Case And Optimal Control Of A Make-To-Stock M/G/1 Queue
  by José Niño-Mora [Downloadable!]
• ws034309 Econometric Modelling For Short-Term Inflation Forecasting In The Emu
  by Antoni Espasa & Rebeca Albacete [Downloadable!]

• ws037017 Parametric Versus Nonparametric Tolerance Regions Indetection Problems
  by Amparo Baíllo & Antonio Cuevas [Downloadable!]
• ws036716 A Powerful Test For Conditional Heteroscedasticity For Financial Time Series With Highly Persistent Volatilities
  by Julio Rodríguez & Esther Ruiz [Downloadable!]
• ws036615 Cointegration Tests Based On Record Counting Statistics
  by Felipe M. Aparicio & Alvaro Escribano [Downloadable!]
• ws036414 On The Record Properties Of Integrated Time Series
  by Felipe M. Aparicio Acosta [Downloadable!]
• ws036313 Detecting Level Shifts In The Presence Of Conditional Heteroscedasticity
  by M. Angeles Carnero & Daniel Peña & Esther Ruiz [Downloadable!]
• ws035212 Generalized Spectral Tests For The Martingale Difference Hypothesis
  by J. Carlos Escanciano & Carlos Velasco [Downloadable!]
• ws035211 Optimal Random Sampling Designs In Random Field Sampling
  by José E. Rodríguez & Fernando Ávila [Downloadable!]
• ws034410 Bayesian Curve Estimation By Model Averaging
  by Daniel Peña & M. Dolores Redondas [Downloadable!]
• ws033208 Using Weibull Mixture Distributions To Model Heterogeneous Survival Data
  by J.M. Marín & M.R. Rodríguez Bernal & Michael P. Wiper [Downloadable!]
• ws033107 A Bayesian Analysis Of Beta Testing
  by Michael P. Wiper & Simon P. Wilson [Downloadable!]
• ws032806 Total Error in a Plug-in Estimator of Level Sets
  by Amparo Baillo Moreno [Downloadable!]
• ws032405 An Overview Of Probabilistic And Time Series Models In Finance
  by Alejandro Balbás & Rosario Romera & Esther Ruiz [Downloadable!]
• ws032104 A Bayesian Approach for Predicting with Polynomial Regresión of Unknown Degree
  by Irwin Guttman & Daniel Peña & M Dolores Redondas [Downloadable!]
• ws032003 Unobserved Component Models With Asymmetric Conditional Variances
  by Carmen Broto & Esther Ruiz [Downloadable!]
• ws031126 Range Unit Root Tests
  by Felipe M. Aparicio & Alvaro Escribano & Ana García [Downloadable!]
• ws030201 Estimation Of Income Distribution And Detection Of Subpopulations: An Explanatory Model
  by Emmanuel Flachaire & Olivier G. Núñez [Downloadable!]

• ws026218 Pseudo-Maximum Likelihood Estimation Of A Dynamic Structural Investment Model
  by Rocío Sánchez-Mangas [Downloadable!]
• ws025515 Recursive Estimation O Dynamic Models Using Cook'S Distance,With Application To Wind Energy Orecast
  by Ismael Sánchez [Downloadable!]
• ws025414 Estimation Methods For Stochastic Volatility Models: A Survey
  by Carmen Broto & Esther Ruiz [Downloadable!]
• ws024211 Singular Random Matrix Decompositions: Distributions
  by José A. Díaz-García & Graciela González-Farías [Downloadable!]
• ws024110 Singular Random Matrix Decompositions: Jacobians
  by José A. Díaz-García & Graciela González-Farías [Downloadable!]
• ws023607 Macroeconomic Forecasts For The Euro-Zone And Some Policy Implications
  by Antoni Espasa & Rebeca Albacete & Román Mínguez & Eva Senra [Downloadable!]
• ws023506 On The Consistency And Robustness Properties Of Linear Discriminant Analysis
  by Santiago Velilla & Adolfo Hemández [Downloadable!]
• ws022404 Another Look At The Estimation Of Dynamic Programming Models With Censored Decision Variables
  by Rocío Sánchez-Mangas [Downloadable!]
• ws020603 Active redundancy allocation in systems
  by R. Romera & J. Valdés & R. Zequeira [Downloadable!]
• ws020402 Bayesian Inference For Fault Based Software Reliability Models Given Software Metrics Data
  by M. T. Rodríguez Bernal & Michael P. Wiper [Downloadable!]
• ws020301 Forecasting Monthly Us Consumer Price Indexes Through A Disaggregated I(2) Analysis
  by A. Espasa & P: Poncela & E. Senra [Downloadable!]

• ws016614 Dimension Reduction Transformations In Discriminant Analysis
  by Santiago Velilla & Adolfo Hernández [Downloadable!]
• ws016229 Asymmetric Long Memory Garch: A Reply To Hwang’S Model
  by Esther Ruiz & Ana Pérez [Downloadable!]
• ws015628 Estimation Of A Dynamic Discrete Choice Model Of Irreversible Investment
  by Rocío Sánchez-Mangas [Downloadable!]
• ws015527 Gmm Estimation Of A Production Function With Panel Data: An Application To Spanish Manufacturing Firms
  by César Alonso-Borrego & Rocío Sánchez-Mangas [Downloadable!]
• ws014126 Bayesian Inference And Prediction For The Gi/M/1 Queueing System
  by M.C. Ausín & Rosa E. Lillo & Michael P. Wiper [Downloadable!]
• ws013925 Dimension Reduction in Nonparametric Discriminant Analysis
  by Adolfo Hernández & Santiago Velilla [Downloadable!]
• ws013824 Innovation And Job Creation And Destruction: Evidence From Spain
  by César Alonso-Borrego & M. Dolores Collado [Downloadable!]
• ws013723 Forecasting Inflation In The European Monetary Union: A Disaggregated Approach By Countries And By Sectors
  by A. Espasa & E. Senra & R. Albacete [Downloadable!]
• ws013422 Forecast Of The Expected Non-Epidemic Morbidity Of Acute Diseases Using Resampling Methods
  by Andrés M. Alonso & Juan Romo [Downloadable!]
• ws013321 On The (Intradaily) Seasonality And Dynamics Of A Financial Point Process: A Semiparametric Approach
  by David Veredas & Juan M. Rodríguez-Poo & Antoni Espasa [Downloadable!]
• ws013220 Optimal Control Of Partially Observable Linear Quadratic Systems With Asymmetric Observation Errors
  by Rosario Romera [Downloadable!]
• ws013019 Bayesian Estimation For The M/G/1 Queue Using A Phase Type Approximation
  by M.C. Ausín & Michael P. Wiper & Rosa E. Lillo [Downloadable!]
• ws012717 Bayesian Robustness Of The Posterior Predictive P-Value
  by J. de la Horra Navarro & M. T. Rodríguez Bernal [Downloadable!]
• ws012516 Coherence Of The Posterior Predictive P-Value Based On The Posterior Odds
  by J. de la Horra Navarro & M.T. Rodríguez Bernal [Downloadable!]
• ws012415 Multivariate Analysis In Vector Time Series
  by Pedro Galeano & Daniel Peña [Downloadable!]
• ws012014 Bayesian Inference For A Software Reliability Model Using Metrics Information
  by Michael P. Wiper & M.T. Rodríguez Bernal [Downloadable!]
• ws011913 A Proposal For A New Dimension Analysis Procedure In A General Regression Problem
  by Santiago Velilla & Mª Pilar Barrios [Downloadable!]
• ws011812 Prediction of stocks: A new way to look at it
  by Jens Pech Nielsen & Stefan Sperlich [Downloadable!]
• ws011711 Semiparametric Models And P-Splines
  by Currie, I. & Durbán, M. [Downloadable!]
• ws011610 Weather Modelling Using A Multivariate Latent Gaussian Model
  by Durbán, M. & Glasbey, C.A. [Downloadable!]
• ws011409 Introducing Model Uncertainty In Time Series Bootstrap
  by Andrés M. Alonso & Daniel Peña & Juan Romo [Downloadable!]
• ws011208 PROPERTIES OF THE SAMPLE AUTOCORRELATIONS IN AUTOREGRESSIVE STOCHASTIC VOLATlLITY MODELS
  by Ana Pérez & Esther Ruiz [Downloadable!]
• ws011107 New In-Sample Prediction Errors In Time Series With Applications
  by Daniel Peña & Ismael Sánchez [Downloadable!]
• ws010906 A Decomposition Procedure Based On Approximate Newton Directions
  by A.J. Conejo & F.J. Nogales & F.J. Prieto [Downloadable!]
• ws010805 Is Stochastic Volatility More Flexible Than Garch?
  by M. Angeles Carnero & Daniel Peña & Esther Ruiz [Downloadable!]
• ws010704 Outliers And Conditional Autoregressive Heteroscedasticity In Time Series
  by M. Angeles Carnero & Daniel Peña & Esther Ruiz [Downloadable!]
• ws010503 Bootstrap Prediction Intervals For Power-Transformed Time Series
  by Lorenzo Pascual & Juan Romo & Esther Ruiz [Downloadable!]
• ws010302 Explicit Nonparametric Confidence Intervals For The Variance With Guaranteed Coverage
  by Joseph P. Romano & Michael Wolf [Downloadable!]
• ws010201 Improved Nonparametric Confidence Intervals In Time Series Regressions
  by Joseph P. Romano & Michael Wolf [Downloadable!]

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This page was last updated on 2009-11-12.