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DES - Working Papers. Statistics and Econometrics. WS

From Universidad Carlos III de Madrid. Departamento de Estadística
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2009: Robust estimation in linear regression models with fixed effects Downloads
Isabel Molina, Daniel Peña and Betsabé Pérez
2009: Recombining dependent data: an Order Statistics Downloads
Adolfo Álvarez and Daniel Peña
2009: Time series segmentation by Cusum, AutoSLEX and AutoPARM methods Downloads
Ana Laura Badagian Baharian, Regina Kaiser Remiro and Daniel Peña
2009: The econometrics of randomly spaced financial data: a survey Downloads
Andre Monteiro
2009: Graphical identification of TAR models Downloads
Miguel Ángel Bermejo Mancera, Daniel Peña and Ismael Sánchez
2009: Comparing univariate and multivariate models to forecast portfolio value-at-risk Downloads
Andre Santos, Francisco J. Nogales and Esther Ruiz
2009: Non-identifiability of the two state Markovian Arrival process Downloads
Josefa Ramírez Cobo, Rosa Elvira Lillo Rodríguez and Michael Peter Wiper
2009: Risk factors in oil and gas industry returns: international evidence Downloads
Sofia Ramos and Helena Veiga
2009: Controlling the international stock pollutant with policies depending on target values Downloads
Omar J. Casas and Rosario Romera
2009: Classification of functional data: a weighted distance approach Downloads
Andrés Modesto Alonso Fernández, David Casado and Juan Romo
2009: Controlled diffusion processes with markovian switchings for modeling dynamical engineering systems Downloads
Héctor Cañada and Rosario Romera
2009: Inequalities for the ruin probability in a controlled discrete-time risk process Downloads
Maikol Diasparra and Rosario Romera
2009: P-spline anova-type interaction models for spatio-temporal smoothing Downloads
Dae-Jin Lee and María Durbán
2009: An index for dynamic product promotion and the knapsack problem for perishable items Downloads
Peter Jacko and José Niño Mora
2009: Exact goodness-of-fit tests for censored dats Downloads
Aurea Grané Chávez
2009: Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market Downloads
Kenedy Alva, Juan Romo and Esther Ruiz
2009: On the Conjecture of Kochar and Korwar Downloads
Nuria Torrado Robles, Rosa Elvira Lillo Rodríguez and Michael Peter Wiper
2009: Adjusted empirical likelihood estimation of the youden index and associated threshold for the bigamma model Downloads
Emilio Letón and Elisa M. Molanes
2009: Small area estimation on poverty indicators Downloads
Isabel Molina and J.N.K. Rao
2009: The international stock pollutant control: a stochastic formulation Downloads
Omar J. Casas and Rosario Romera
2009: Wavelet-based detection of outliers in volatility models Downloads
Aurea Grané Chávez and Helena Veiga
2009: GARCH models with leverage effect: differences and similarities Downloads
Mª José Rodríguez and Esther Ruiz
2009: Clustering and classifying images with local and global variability Downloads
Andrea Giuliodori, Rosa Elvira Lillo Rodríguez and Daniel Peña
2008: A multivariate generalized independent factor GARCH model with an application to financial stock returns Downloads
Antonio García-Ferrer, Ester González-Prieto and Daniel Peña
2008: A functional data based method for time series classification Downloads
Andrés Modesto Alonso Fernández, David Casado, Sara López Pintado and Juan Romo
2008: Measuring financial risk: comparison of alternative procedures to estimate VaR and ES Downloads
María Rosa Nieto and Esther Ruiz
2008: Marginal productivity index policies for problems of admission control and routing to parallel queues with delay Downloads
Peter Jacko and José Niño Mora
2008: Locally linear approximation for Kernel methods: the Railway Kernel Downloads
Javier González and Alberto Muñoz
2008: Percentile residual life orders Downloads
Alba María Franco Pereira, Rosa Elvira Lillo Rodríguez, Juan Romo and Moshe Shaked
2008: Copulas in finance and insurance Downloads
Rosario Romera and Elisa M. Molanes
2008: Smooth-car mixed models for spatial count data Downloads
Dae-Jin Lee and María Durbán
2008: LIBOR additive model calibration to swaptions markets Downloads
Jesús P. Colino, Francisco J. Nogales and Winfried Stute
2008: Weak convergence in credit risk Downloads
Jesús P. Colino
2008: Credit risk with semimartingales and risk-neutrality Downloads
Jesús P. Colino and Winfried Stute
2008: New stochastic processes to model interest rates: LIBOR additive processes Downloads
Jesús P. Colino
2008: Unbalanced groups in nonparametric survival tests Downloads
Emilio Letón and Pilar Zuluaga
2008: On identifiability of MAP processes Downloads
Josefa Ramírez Cobo, Rosa Elvira Lillo Rodríguez and Michael Peter Wiper
2008: A methodology for population projections: an application to Spain Downloads
Andrés Modesto Alonso Fernández, Daniel Peña and Julio Rodríguez
2008: Asymptotic properties of a goodness-of-fit test based on maximum correlations Downloads
Aurea Grané Chávez and Anna V. Tchirina
2008: Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator Downloads
Helena Veiga and Marc Vorsatz
2008: Goodness of fit in models for mortality data Downloads
Carlo Giovanni Camarda and María Durbán
2008: The effect of short-selling of the aggregation of information in an experimental asset market Downloads
Helena Veiga and Marc Vorsatz
2008: Bayesian non-linear matching of pairwise microarray gene expressions Downloads
Juan Miguel Marín Díazaraque and Carmen Nieto
2008: Seasonal dynamic factor analysis and bootstrap inference: application to electricity market forecasting Downloads
Andrés Modesto Alonso Fernández, Carolina García-Martos, Julio Rodríguez and María Jesús Sánchez
2008: A semi-parametric model for circular data based on mixtures of beta distributions Downloads
José Antonio Carnicero and Michael Peter Wiper
2008: Bootstrap prediction intervals in State Space models Downloads
Alejandro Rodriguez and Esther Ruiz
2008: On Bayesian estimation of multinomial probabilities under incomplete experimental information Downloads
Pepa Ramírez-Cobo and Brani Vidakovic
2008: Inference for double Pareto lognormal queues with applications Downloads
Josefa Ramírez Cobo, Rosa Elvira Lillo Rodríguez, Michael Peter Wiper and Simon P. Wilson
2008: Forecasting Spanish inflation using information from different sectors and geographical areas Downloads
Juan de Dios Tena, Antoni Espasa and Gabriel Pino
2007: Forecasting from one day to one week ahead for the Spanish system operator Downloads
José Ramón Cancelo, Antoni Espasa and Rosmarie Grafe
2007: Binarized support vector machines Downloads
Emilio Carrizosa, Belen Martin-Barragan and Dolores Romero Morales
2007: A multimarket approach to estimate a New Keynesian Phillips Curve Downloads
Juan de Dios Tena, Jorge Dresdner and Ivan Araya
2007: The effect of realised volatility on stock returns risk estimates Downloads
Aurea Grané Chávez and Helena Veiga
2007: Local linear regression for functional predictor and scalar response Downloads
Amparo Baíllo and Aurea Grané Chávez
2007: A scale-free adaptive statistic for testing exponentiality against Weibull and generalized Pareto distributions Downloads
Aurea Grané Chávez and Josep Fortiana
2007: Volatility modelling and accurate minimun capital risk requirements: a comparison among several approaches Downloads
Aurea Grané Chávez and Helena Veiga
2007: Characterization and computation of restless bandit marginal productivity indices Downloads
José Niño Mora
2007: Two-stage index computation for bandits with switching penalties II: switching delays Downloads
José Niño Mora
2007: Two-stage index computation for bandits with switching penalties I: switching costs Downloads
José Niño Mora
2007: Bootstrap for estimating the mean squared error of the spatial EBLUP Downloads
Isabel Molina, Nicola Salvati and Monica Pratesi
2007: Depth functions based on a number of observations of a random vector Downloads
Ignacio Cascos Fernández
2007: The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances Downloads
Santiago Pellegrini, Esther Ruiz and Antoni Espasa
2007: Explaining inflation and output volatility in Chile: an empirical analysis of forty years Downloads
Juan de Dios Tena and Cesar Salazar
2007: A robust partial least squares method with applications Downloads
Javier González, Daniel Peña and Rosario Romera
2007: Spatial matching of M configurations of points with a bioinformatics application Downloads
Juan Miguel Marín Díazaraque and Carmen Nieto
2007: The sign of asymmetry and the Taylor Effect in stochastic volatility models Downloads
Helena Veiga
2007: Estimating the system order by subspace methods Downloads
Alfredo Garcia-Hiernaux, José Casals and Miguel Jerez
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