DES - Working Papers. Statistics and Econometrics. WS

From Universidad Carlos III de Madrid. Departamento de Estadística
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2013: Spearman coefficient for functions

Dalia Jazmin Valencia García, Rosa Elvira Lillo Rodríguez and Juan Romo

2013: A Kendall correlation coefficient for functional dependence

Dalia Jazmin Valencia García, Rosa Elvira Lillo Rodríguez and Juan Romo

2013: A new goodness-of-fit process for varma (p,q) models: construction and empirical properties

Santiago Velilla Cerdan and Huong Nguyen

2013: The Shapley group value

Ramón Jesús Flores Díaz, Elisenda Molina and Juan Tejada

2013: How to boost the PhD labour market?: facts from the R&D and innovation policies side

Mónica Benito Bonito and María Rosario Romera Ayllón

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: How to boost the PHD labour market?: facts from the PHD system side

Mónica Benito Bonito and María Rosario Romera Ayllón

2013: Data cloning estimation of GARCH and COGARCH models

Juan Miguel Marín Díazaraque, M. T. Rodríguez Bernal and Eva Romero

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

Rosa Elvira Lillo Rodríguez and Henry Laniado Rodas

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

Weixuan Zhu and Fabrizio Leisen

2013: Parameter uncertainty in multiperiod portfolio optimization with transaction costs

Victor de Miguel, Alberto Martín Utrera and Francisco J. Nogales

2013: Bayesian analysis of dynamic effects in inefficiency: evidence from the Colombian banking sector

Jorge Galan, Helena Veiga and Michael Peter Wiper

2013: The change-point problem and segmentation of processes with conditional heteroskedasticity

Ana Laura Badagian Baharian, Regina Kaiser Remiro and Daniel Peña

2013: Bayesian multivariate Bernstein polynomial density estimation

Yanyun Zhao, María Concepción Ausín Olivera and Michael Peter Wiper

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, Xiaoling Mei and Francisco J. Nogales

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

Gabriel Martos

2013: Lasso variable selection in functional regression

Nicola Mingotti, Rosa Elvira Lillo Rodríguez and Juan Romo

2013: The Mahalanobis distance for functional data with applications to classification

Esdras Joseph, Pedro Galeano and Rosa Elvira Lillo Rodríguez

2013: One for all: nesting asymmetric stochastic volatility models

Xiuping Mao, Esther Ruiz and Helena Veiga

2013: A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection

Audrone Virbickaite, María Concepción Ausín Olivera and Pedro Galeano

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

Gabriel Pino, Juan de Dios Tena and Antoni Espasa

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

Helena Marques, Gabriel Pino and Juan de Dios Tena

2013: Recombining partitions via unimodality tests

Adolfo Álvarez and Daniel Peña

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

Irene Albarrán Lozano, Pablo Alonso González and Ana Arribas Gil

2013: Bayesian inference and data cloning in population projection matrices

J. de la Horra Navarro, Juan Miguel Marín Díazaraque and M. T. Rodríguez Bernal

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

Ignacio Cascos Fernández and Ilya Molchanov

2012: Seasonal modulation mixed models for time series forecasting

Dae-Jin Lee and María Durbán

2012: Pyramidal values

Ramón Jesús Flores Díaz, Elisenda Molina and Juan Tejada

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

Pilar Poncela and Esther Ruiz

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

Antoni Espasa and 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

Rosa Elvira Lillo Rodríguez, Franco Pellerey, Juan Romo 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, Juan Miguel Marín Díazaraque, Emiliano Quinto and Michael Peter Wiper

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

Jan Fidrmuc and Juan de Dios Tena

2012: Modeling financial time series with the skew slash distribution

Cristina García de la Fuente, Pedro Galeano and Michael Peter Wiper

2012: Bayesian estimation of inefficiency heterogeneity in stochastic frontier models

Jorge Galan, Helena Veiga and Michael Peter Wiper

2012: Spatial depth-based classification for functional data

Carlo Sguera, Pedro Galeano and Rosa Elvira Lillo Rodríguez

2012: On the identifiability of the two-state BMAP

Joanna Virginia Rodríguez César, Rosa Elvira Lillo Rodríguez and Pepa Ramírez-Cobo

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

José Niño Mora and Sofía S. Villar

2012: Comparisons among spacings from two populations

Nuria Torrado Robles and Rosa Elvira Lillo Rodríguez

2012: Asymmetric long-run effects in the oil industry

Sofia Ramos, Helena Veiga and Chih-Wei Wang

2012: Discriminant analysis of multivariate time series using wavelets

Elizabeth Ann Maharaj and Andrés Modesto Alonso Fernández