DES - Working Papers. Statistics and Econometrics. WS

From Universidad Carlos III de Madrid. Departamento de Estadística
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2013: A new goodness-of-fit process for varma (p,q) models: construction and empirical properties

Huong Nguyen

2013: The Shapley group value

Elisenda Molina and Juan Tejada

2013: Fast algorithm for smoothing parameter selection in multidimensional generalized P-splines

María Xosé Rodríguez-Álvarez, Dae-Jin Lee, Thomas Kneib, María Durbán and Paul Eilers

2013: Modelling long term trend and local spatial correlation: a mixed penalized spline and spatial econometrics approach

Román Mínguez, María Durbán, José-María Montero and Dae-Jin Lee

2013: Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach

Liang Chen and Andrey David Ramos Ramirez

2013: Data cloning estimation of GARCH and COGARCH models

M. T. Rodríguez Bernal and Eva Romero

2013: Allocation policies of redundancies in two-parallel-series and two-series-parallel systems

Henry Laniado Rodas

2013: A multivariate extension of a vector of Poisson- Dirichlet processes

Fabrizio Leisen

2013: Parameter uncertainty in multiperiod portfolio optimization with transaction costs

Victor de Miguel and Francisco J. Nogales

2013: New isometry of Krall-Laguerre orthogonal polynomials in martingale spaces

E. J. Huertas, Nuria Torrado Robles and Fabrizio Leisen

2013: Multiperiod portfolio selection with transaction and market-impact costs

Víctor de Miguel and Francisco J. Nogales

2013: A new distance for data sets (and probability measures) in a RKHS context

Gabriel Martos

2013: Forecasting disaggregates by sectors and regions: the case of inflation in the euro area and Spain

Gabriel Pino

2013: Do happiness indexes truly reveal happiness?: measurin happiness using revealed preferences from migration flows

Helena Marques and Gabriel Pino

2013: Recombining partitions via unimodality tests

Adolfo Álvarez

2013: Predictability of stock market activity using Google search queries

Pedro Latoeiro, Sofia Ramos and Helena Veiga

2013: Correlations between oil and stock markets: a wavelet-based approach

Belén Martín-Barragán, Sofia Ramos and Helena Veiga

2013: Dependency evolution in Spanish disabled population: a functional data analysis approach

Pablo Alonso González

2013: Bayesian inference and data cloning in population projection matrices

J. de la Horra Navarro and M. T. Rodríguez Bernal

2013: Multivariate risk measures: a constructive approach based on selections

Ilya Molchanov

2012: Seasonal modulation mixed models for time series forecasting

Dae-Jin Lee and María Durbán

2012: Pyramidal values

Elisenda Molina and Juan Tejada

2012: More is not always better: back to the Kalman filter in dynamic factor models

Pilar Poncela

2012: Sparse partial least squares in time series for macroeconomic forecasting

Julieta Fuentes, Pilar Poncela and Julio Rodríguez

2012: Forecasting aggregates and disaggregates with common features

Iván Mayo

2012: A vector of Dirichlet processes

Fabrizio Leisen, Antonio Lijoi and Dario Spanó

2012: Invariance properties of random vectors and stochastic processes based on the zonoid concept

Ilga Molchanov, Michael Schmutz and Kaspar Stucki

2012: A p-median problem with distance selection

Stefano Benati and Sergio García

2012: Portfolio selection through and extremality stochastic order

Franco Pellerey and Henry Laniado Rodas

2012: Closed queueing networks under congestion: non-bottleneck independence and bottleneck convergence

Jonatha Anselmi, Bernardo D'Auria and Neil Walton

2012: Bayesian modelling of bacterial growth for multiple populations

Ana Paula Palacios and Emiliano Quinto

2012: National minimum wage and labour market outcomes of young workers

Jan Fidrmuc

2012: On the identifiability of the two-state BMAP

Joanna Virginia Rodríguez César and Pepa Ramírez-Cobo

2012: Sensor scheduling for hunting elusive hiding targets: a restless bandit index policy

Sofía S. Villar

2012: Comparisons among spacings from two populations

Nuria Torrado Robles

2012: Asymmetric long-run effects in the oil industry

Sofia Ramos and Helena Veiga

2012: Discriminant analysis of multivariate time series using wavelets

Elizabeth Ann Maharaj

2011: Robust Henderson III estimators of variance components in the nested error model

Betsabé Pérez and Isabel Molina

2011: Combining benchmarking and chain-linking for short-term regional forecasting

Enrique M. Quilis

2011: Why using a general model in Solvency II is not a good idea: an explanation from a Bayesian point of view

Pablo Alonso González

2011: Profile identification via weighted related metric scaling: an application to dependent Spanish children

Pablo Alonso González

2011: Hypothesis testing in a generic nesting framework with general population distributions

Nirian Martín and Narayanaswami Balakrishnan

2011: Bootstrap forecast of multivariate VAR models without using the backward representation

Lorenzo Pascual and Diego Eduardo Fresoli

2011: Equilibrium strategies in a tandem queue under various levels of information

Spyridoula Kanta and Bernardo D'Auria

2011: A Bayesian model for longitudinal circular data

Gabriel Núñez-Antonio and Eduardo Gutiérrez-Peña

2011: Beta-product Poisson-Dirichlet Processes

Federico Bassetti, Roberto Casarin and Fabrizio Leisen

2011: Limiting behavior of the search cost distribution for the move-to-front rule in the stable case

Fabrizio Leisen, Antonio Lijoi and Christian Paroissin

2011: Free completely random measures

Francesca Collet and Fabrizio Leisen

2011: Forecasting volatility: does continuous time do better than discrete time?

Carles Bretó and Helena Veiga

2011: The international stock pollutant control: a stochastic formulation with transfers

Omar J. Casas and Rosario Romera

2011: Mixtures of g-priors for bayesian model averaging with economic applications

Eduardo Ley and Mark Steel

2011: Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems

Carles Bretó and Edward L. Ionides

2011: Densidad de predicción basada en momentos condicionados y máxima entropía: aplicación a la predicción de potencia eólica

Ismael Sánchez

2011: Handwritten digit classification

Andrea Giuliodori

2011: Exploring ICA for time series decomposition

Antonio García-Ferrer and Ester González-Prieto

2011: Calibration of shrinkage estimators for portfolio optimization

Victor de Miguel and Francisco J. Nogales

2011: A basic goodness-of-fit process fro VARMA (p,q) models

Huong Nguyen

2011: Two-sided reflected Markov-modulated Brownian motion with applications to fluid queues and dividend payouts

Bernardo D'Auria and Offer Kella

2011: A vehicle routing model with split delivery and stop nodes

Leonardo Berbotto, Sergio García and Francisco J. Nogales

2011: Non-parametric methods for circular-circular and circular-linear

José Antonio Carnicero

2011: On stochastic properties between some ordered random variables

Nuria Torrado Robles

2011: Interacting multiple -- Try algorithms with different proposal distributions

Roberto Casarin, Radu Craiu and Fabrizio Leisen

2011: Change point for multinomial data using phi-divergence test statistics

Apostolos Batsidis, Nirian Martín, Leandro Pardo and Konstantinos Zografos

2011: A short note on the monotonicity of the Erlang C formula in the Halfin-Whitt regime

Bernardo D'Auria