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Content
2011
- ws113325 Equilibrium strategies in a tandem queue under various levels of information
by D'Auria, Bernardo & Kanta, Spyridoula
- 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.
- ws112015 Improving quality assessment of composite indicators in university rankings: a case study of French and German universities of excellence
by Benito Bonito, Mónica & Romera Ayllón, María Rosario
- 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 Bermejo Mancera, Miguel Ángel & Peña, Daniel & Sánchez, Ismael
- ws111712 Handwritten digit classification
by Giuliodori, Andrea & Lillo Rodríguez, Rosa Elvira & Peña, Daniel
- ws111611 Exploring ICA for time series decomposition
by García-Ferrer, Antonio & González-Prieto, Ester & Peña, Daniel
- ws111510 Calibration of shrinkage estimators for portfolio optimization
by Miguel, Victor de & Martín Utrera, Alberto & Nogales, Francisco J.
- ws111409 A basic goodness-of-fit process fro VARMA (p,q) models
by Velilla Cerdan, Santiago & 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 & Wiper, Michael Peter & Ausín Olivera, María Concepción
- ws110603 On stochastic properties between some ordered random variables
by Torrado Robles, Nuria & Lillo Rodríguez, Rosa Elvira & Wiper, Michael Peter
- 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 Flores Díaz, Ramón Jesús & 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 Marín Díazaraque, Juan Miguel & Rodríguez Bernal, M. T.
- ws104125 Comparing sample and plug-in moments in asymmetric Garch Models
by Rodríguez, Mª José & Ruiz Ortega, Esther
- 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 Ausín Olivera, María Concepción & 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.
- ws103317 The percentile residual life up to time t0: ordering and aging properties
by Franco Pereira, Alba María & Lillo Rodríguez, Rosa Elvira & Romo, Juan
- ws103016 Comparing quantile residual life functions by confidence bands
by Franco Pereira, Alba María & Lillo Rodríguez, Rosa Elvira & Romo, Juan
- ws102915 Simplicial similarity and its application to hierarchical clustering
by López, Ángel & Romo, Juan
- ws102814 Bootstrap prediction intervals for VaR and ES in the context of GARCH models
by Nieto, María Rosa & Ruiz Ortega, Esther
- ws102713 Representing functional data in reproducing Kernel Hilbert Spaces with applications to clustering and classification
by González, Javier & Muñoz, Alberto
- ws102612 Characterization of bathtub distributions via percentile residual life functions
by Franco Pereira, Alba María & Lillo Rodríguez, Rosa Elvira & Romo, Juan
- ws102511 Circular Bernstein polynomial distributions
by Carnicero, José Antonio & Wiper, Michael Peter & Ausín Olivera, María Concepción
- ws102410 Non-linear models of disability and age applied to census data
by Albarrán Lozano, Irene & Alonso, Pablo J. & Marín Díazaraque, Juan Miguel
- ws102109 Bayesian hierarchical modelling of bacteria growth
by Palacios, Ana Paula & Marín Díazaraque, Juan Miguel & Wiper, Michael Peter
- ws101908 Multivariate extremality measure
by Lillo Rodríguez, Rosa Elvira & Romo, Juan & Laniado Rodas, Henry
- ws101807 The decreasing percentile residual life aging notion
by Franco Pereira, Alba María & Lillo Rodríguez, Rosa Elvira & Shaked, Moshe
- ws101506 Multitarget tracking via restless bandit marginal productivity indices and Kalman Filter in discrete time
by Niño Mora, José & 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 & Ruiz Ortega, Esther
2009
- ws098827 Robust estimation in linear regression models with fixed effects
by Molina, Isabel & Peña, Daniel & Pérez, Betsabé
- ws098526 Recombining dependent data: an Order Statistics
by Álvarez, Adolfo & Peña, Daniel
- ws098025 Time series segmentation by Cusum, AutoSLEX and AutoPARM methods
by Badagian Baharian, Ana Laura & Kaiser Remiro, Regina & Peña, Daniel
- ws097924 The econometrics of randomly spaced financial data: a survey
by Monteiro, André A.
- ws097723 Graphical identification of TAR models
by Bermejo Mancera, Miguel Ángel & Peña, Daniel & Sánchez, Ismael
- ws097222 Comparing univariate and multivariate models to forecast portfolio value-at-risk
by Santos, André A. P. & Nogales, Francisco J. & Ruiz Ortega, Esther
- ws097121 Non-identifiability of the two state Markovian Arrival process
by Ramírez Cobo, Josefa & Lillo Rodríguez, Rosa Elvira & Wiper, Michael Peter
- 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 Alonso Fernández, Andrés Modesto & Casado, David & Romo, Juan
- 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 & Niño Mora, José
- 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 & Romo, Juan & Ruiz Ortega, Esther
- ws092108 On the Conjecture of Kochar and Korwar
by Torrado Robles, Nuria & Lillo Rodríguez, Rosa Elvira & Wiper, Michael Peter
- 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 Grané, Aurea & Veiga, Helena
- ws090302 GARCH models with leverage effect : differences and similarities
by Rodríguez, Mª José & Ruiz Ortega, Esther
- ws090101 Clustering and classifying images with local and global variability
by Giuliodori, Andrea & Lillo Rodríguez, Rosa Elvira & Peña, Daniel
2008
- ws087528 A multivariate generalized independent factor GARCH model with an application to financial stock returns
by García-Ferrer, Antonio & González-Prieto, Ester & Peña, Daniel
- ws087427 A functional data based method for time series classification
by Alonso Fernández, Andrés Modesto & Casado, David & López Pintado, Sara & Romo, Juan
- ws087326 Measuring financial risk : comparison of alternative procedures to estimate VaR and ES
by Nieto, María Rosa & Ruiz Ortega, Esther
- ws087225 Marginal productivity index policies for problems of admission control and routing to parallel queues with delay
by Jacko, Peter & Niño Mora, José
- ws087024 Locally linear approximation for Kernel methods : the Railway Kernel
by González, Javier & Muñoz, Alberto
- ws086422 Percentile residual life orders
by Franco Pereira, Alba María & Lillo Rodríguez, Rosa Elvira & Romo, Juan & 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 & Lillo Rodríguez, Rosa Elvira & Wiper, Michael Peter
- ws084512 A methodology for population projections: an application to Spain
by Alonso Fernández, Andrés Modesto & Peña, Daniel & 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 Marín Díazaraque, Juan Miguel & Nieto, Carmen
- ws081406 Seasonal dynamic factor analysis and bootstrap inference : application to electricity market forecasting
by Alonso Fernández, Andrés Modesto & 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 & Wiper, Michael Peter
- ws081104 Bootstrap prediction intervals in State Space models
by Rodríguez, Alejandro & Ruiz Ortega, Esther
- 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 & Lillo Rodríguez, Rosa Elvira & Wiper, Michael Peter & Wilson, Simon P.
- ws080101 Forecasting Spanish inflation using information from different sectors and geographical areas
by Tena Horrillo, Juan de Dios & Espasa, Antoni & 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 & Espasa, Antoni & Grafe, Rosmarie
- ws076917 A multimarket approach to estimate a New Keynesian Phillips Curve
by Tena Horrillo, Juan de Dios & Dresdner, Jorge & Araya, Iván
- ws076316 The effect of realised volatility on stock returns risk estimates
by Grané, Aurea & 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 Grané, Aurea & Veiga, Helena
- ws074311 Characterization and computation of restless bandit marginal productivity indices
by Niño Mora, José
- ws074210 Two-stage index computation for bandits with switching penalties II : switching delays
by Niño Mora, José
- ws074109 Two-stage index computation for bandits with switching penalties I : switching costs
by Niño Mora, José
- ws073408 Bootstrap for estimating the mean squared error of the spatial EBLUP
by Molina, Isabel & Salvati, Nicola & Pratesi, Monica
- ws072907 Depth functions based on a number of observations of a random vector
by Cascos Fernández, Ignacio
- ws072706 The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances
by Pellegrini, Santiago & Ruiz Ortega, Esther & Espasa, Antoni
- ws071505 Explaining inflation and output volatility in Chile : an empirical analysis of forty years
by Tena Horrillo, Juan de Dios & Salazar, César
- ws071304 A robust partial least squares method with applications
by González, Javier & Peña, Daniel & Romera, Rosario
- ws070903 Spatial matching of M configurations of points with a bioinformatics application
by Marín Díazaraque, Juan Miguel & 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
- ws066919 The expected convex hull trimmed regions of a sample
by Cascos Fernández, Ignacio
- 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 Ruiz Ortega, Esther & Veiga, Helena
- ws063815 Multivariate risks and depth-trimmed regions
by Cascos Fernández, Ignacio & 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 & Romo, Juan
- ws063012 On the concept of depth for functional data
by López Pintado, Sara & Romo, Juan
- ws062911 Modelling monetary transmission in UK manufacturing industry
by Tena Horrillo, Juan de Dios & 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 Tena Horrillo, Juan de Dios & Otranto, Edoardo
- ws061706 A proposal to obtain a long quarterly chilean gdp series
by Tena Horrillo, Juan de Dios & 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 & Carretero Pérez, Jesús & 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 & Ruiz Ortega, Esther
- ws060101 Are feedback factors important in modelling financial data?
by Veiga, Helena
2005
- ws055611 Depth-based classification for functional data
by López Pintado, Sara & Romo, Juan
- ws054910 Analytic and bootstrap approximations of prediction errors under a multivariate fay-herriot model
by González Manteiga, Wenceslao & Lombardía, Maria J. & Molina, Isabel & Morales, Domingo & Santamaría, Laureano
- ws054709 Bayesian inference for the half-normal and half-t distributions
by Wiper, Michael Peter & Giron, F.J. & Pewsey, A.
- ws054508 On the combination of kernels for support vector classifiers
by Martín de Diego, Isaac & Muñoz, Alberto & Moguerza, Javier M.
- ws054007 Mean squared errors of small area estimators under a unit-level multivariate model
by Baíllo, Amparo & Molina, Isabel
- ws053906 Marginal productivity index policies for scheduling a multiclass delay-/loss-sensitive queue
by Niño Mora, José
- ws053605 Bayesian estimation of the gaussian mixture garch model
by Ausín Olivera, María Concepción & Galeano, Pedro
- ws053504 Transient bayesian inference for short and long-tailed GI/G/1 queueing systems
by Ausín Olivera, María Concepción & Wiper, Michael Peter & Lillo Rodríguez, Rosa Elvira
- ws051603 A half-graph depth for functional data
by López Pintado, Sara & Romo, Juan
- ws050702 On the comparison of time series using subsampling
by Alonso Fernández, Andrés Modesto & Maharaj, Elizabeth Ann
- ws050401 Forecasting inflation in the euro area using monthly time series models and quarterly econometric models
by Albacete, Rebeca & Espasa, Antoni
2004
- ws046917 Bayesian control of the number of servers in a GI/M/c queuing system
by Ausín Olivera, María Concepción & Lillo Rodríguez, Rosa Elvira & Wiper, Michael Peter
- 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 & Ruiz Ortega, Esther
- 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 Espasa, Antoni & Albacete, Rebeca
- ws044211 Outlier detection in multivariate time series via projection pursuit
by Galeano, Pedro & Peña, Daniel & Tsay, Ruey S.
- ws042710 A note on prediction and interpolation errors in time series
by Galeano, Pedro & Peña, Daniel
- ws042509 On the relationship between bilevel decomposition algorithms and direct interior-point methods
by Miguel, Angel Víctor de & Nogales Martín, Francisco Javier
- ws042408 An interior-point method for mpecs based on strictly feasible relaxations
by Miguel, Angel Víctor de & Friedlander, Michael P. & Nogales Martín, Francisco Javier & Scholtes, Stefan
- ws042007 Spurious and hidden volatility
by Carnero, María Ángeles & Peña, Daniel & Ruiz Ortega, Esther
- ws041406 Model selection criteria and quadratic discrimination in ARMA and SETAR time series models
by Galeano, Pedro & Peña, Daniel
- ws041305 Variance changes detection in multivariate time series
by Galeano, Pedro & Peña, Daniel
- ws041104 A range unit root test
by Aparicio, Felipe M. & Escribano, Álvaro & García, Ana
- ws041003 Dimensionality reduction with image data
by Benito Bonito, Mónica & Peña, Daniel
- ws040902 Restless bandit marginal productivity indices II: multiproject case and scheduling a multiclass make-to-order/-stock M/G/1 queue
by Niño Mora, José
- ws040801 Restless bandit marginal productivity indices I: singleproject case and optimal control of a make-to-stock M/G/1 queue
by Niño Mora, José
- ws034309 Econometric modelling for short-term inflation forecasting in the EMU
by Espasa, Antoni & 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 & Ruiz Ortega, Esther
- ws036615 Cointegration tests based on record counting statistics
by Aparicio, Felipe M. & Escribano, Álvaro
- 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 & Peña, Daniel & Ruiz Ortega, Esther
- ws035312 Generalized spectral tests for the martingale difference hypothesis
by Escanciano, Juan Carlos & Velasco, Carlos
- ws035211 Optimal random sampling designs in random field sampling
by Rodríguez, José E. & Ávila, Fernando
- ws034410 Bayesian curve estimation by model averaging
by Peña, Daniel & Redondas, María Dolores
- ws033208 Using weibull mixture distributions to model heterogeneous survival data
by Marín Díazaraque, Juan Miguel & Rodríguez Bernal, María Teresa & Wiper, Michael Peter
- ws033107 A bayesian analysis of beta testing
by Wiper, Michael Peter & 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 Balbás, Alejandro & Romera, Rosario & Ruiz Ortega, Esther
- ws032104 A bayesian approach for predicting with polynomial regresión of unknown degree
by Guttman, Irwin & Peña, Daniel & Redondas, María Dolores
- ws032003 Unobserved component models with asymmetric conditional variances
by Broto, Carmen & Ruiz Ortega, Esther
- ws031126 Range unit root tests
by Aparicio, Felipe M. & Escribano, Álvaro & 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 & Ruiz Ortega, Esther
- 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 Espasa, Antoni & Albacete, Rebeca & Mínguez, Román & Senra, Eva
- ws023506 On the consistency and robustness properties of linear discriminant analysis
by Velilla Cerdan, Santiago & 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 Romera Ayllón, María Rosario & Valdés, José & Zequeira, R.
- ws020402 Bayesian inference for fault based software reliability models given software metrics data
by Rodríguez Bernal, María Teresa & Wiper, Michael Peter
- ws020301 Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis
by Espasa, Antoni & Poncela, Pilar & Senra, Eva
2001
- ws016614 Dimension reduction transformations in discriminant analysis
by Velilla Cerdan, Santiago & Hernández, Adolfo
- ws016229 Asymmetric long memory GARCH: a reply to Hwang's model
by Ruiz Ortega, Esther & 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 Alonso-Borrego, César & Sánchez Mangas, Rocío
- ws014126 Bayesian inference and prediction for the GI/M/1 queueing system
by Ausín Olivera, María Concepción & Lillo Rodríguez, Rosa Elvira & Wiper, Michael Peter
- ws013925 Dimension reduction in nonparametric discriminant analysis
by Hernández, Adolfo & Velilla Cerdan, Santiago
- ws013824 Innovation and job creation and destruction : evidence from Spain
by Alonso-Borrego, César & Collado, M. Dolores
- ws013723 Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors
by Espasa, Antoni & Senra, Eva & Albacete, Rebeca
- ws013422 Forecast of the expected non-epidemic morbidity of acute diseases using resampling methods
by Alonso Fernández, Andrés Modesto & Romo, Juan