DES - Working Papers. Statistics and Econometrics. WS
From Universidad Carlos III de Madrid. Departamento de EstadÃstica Bibliographic data for series maintained by Ana Poveda (). Access Statistics for this working paper series.
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- 2009: Robust estimation in linear regression models with fixed effects

- Isabel Molina, Daniel Peña and Betsabé Pérez
- 2009: Recombining dependent data: an Order Statistics

- Adolfo Álvarez and Daniel Peña
- 2009: Time series segmentation by Cusum, AutoSLEX and AutoPARM methods

- Ana Laura Badagian Baharian, Regina Kaiser Remiro and Daniel Peña
- 2009: The econometrics of randomly spaced financial data: a survey

- Andre Monteiro
- 2009: Graphical identification of TAR models

- Miguel Ángel Bermejo Mancera, Daniel Peña and Ismael Sánchez
- 2009: Comparing univariate and multivariate models to forecast portfolio value-at-risk

- Andre Santos, Francisco J. Nogales and Esther Ruiz
- 2009: Non-identifiability of the two state Markovian Arrival process

- Josefa Ramírez Cobo, Rosa Elvira Lillo Rodríguez and Michael Peter Wiper
- 2009: Risk factors in oil and gas industry returns: international evidence

- Sofia Ramos and Helena Veiga
- 2009: Controlling the international stock pollutant with policies depending on target values

- Omar J. Casas and Rosario Romera
- 2009: Classification of functional data: a weighted distance approach

- Andrés Modesto Alonso Fernández, David Casado and Juan Romo
- 2009: Controlled diffusion processes with markovian switchings for modeling dynamical engineering systems

- Héctor Cañada and Rosario Romera
- 2009: Inequalities for the ruin probability in a controlled discrete-time risk process

- Maikol Diasparra and Rosario Romera
- 2009: P-spline anova-type interaction models for spatio-temporal smoothing

- Dae-Jin Lee and María Durbán
- 2009: An index for dynamic product promotion and the knapsack problem for perishable items

- Peter Jacko and José Niño Mora
- 2009: Exact goodness-of-fit tests for censored dats

- Aurea Grané Chávez
- 2009: Modelling intra-daily volatility by functional data analysis: an empirical application to the spanish stock market

- Kenedy Alva, Juan Romo and Esther Ruiz
- 2009: On the Conjecture of Kochar and Korwar

- 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

- Emilio Letón and Elisa M. Molanes
- 2009: Small area estimation on poverty indicators

- Isabel Molina and J.N.K. Rao
- 2009: The international stock pollutant control: a stochastic formulation

- Omar J. Casas and Rosario Romera
- 2009: Wavelet-based detection of outliers in volatility models

- Aurea Grané Chávez and Helena Veiga
- 2009: GARCH models with leverage effect: differences and similarities

- Mª José Rodríguez and Esther Ruiz
- 2009: Clustering and classifying images with local and global variability

- Andrea Giuliodori, Rosa Elvira Lillo Rodríguez and Daniel Peña
- 2008: A multivariate generalized independent factor GARCH model with an application to financial stock returns

- Antonio García-Ferrer, Ester González-Prieto and Daniel Peña
- 2008: A functional data based method for time series classification

- 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

- María Rosa Nieto and Esther Ruiz
- 2008: Marginal productivity index policies for problems of admission control and routing to parallel queues with delay

- Peter Jacko and José Niño Mora
- 2008: Locally linear approximation for Kernel methods: the Railway Kernel

- Javier González and Alberto Muñoz
- 2008: Percentile residual life orders

- Alba María Franco Pereira, Rosa Elvira Lillo Rodríguez, Juan Romo and Moshe Shaked
- 2008: Copulas in finance and insurance

- Rosario Romera and Elisa M. Molanes
- 2008: Smooth-car mixed models for spatial count data

- Dae-Jin Lee and María Durbán
- 2008: LIBOR additive model calibration to swaptions markets

- Jesús P. Colino, Francisco J. Nogales and Winfried Stute
- 2008: Weak convergence in credit risk

- Jesús P. Colino
- 2008: Credit risk with semimartingales and risk-neutrality

- Jesús P. Colino and Winfried Stute
- 2008: New stochastic processes to model interest rates: LIBOR additive processes

- Jesús P. Colino
- 2008: Unbalanced groups in nonparametric survival tests

- Emilio Letón and Pilar Zuluaga
- 2008: On identifiability of MAP processes

- Josefa Ramírez Cobo, Rosa Elvira Lillo Rodríguez and Michael Peter Wiper
- 2008: A methodology for population projections: an application to Spain

- Andrés Modesto Alonso Fernández, Daniel Peña and Julio Rodríguez
- 2008: Asymptotic properties of a goodness-of-fit test based on maximum correlations

- Aurea Grané Chávez and Anna V. Tchirina
- 2008: Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator

- Helena Veiga and Marc Vorsatz
- 2008: Goodness of fit in models for mortality data

- Carlo Giovanni Camarda and María Durbán
- 2008: The effect of short-selling of the aggregation of information in an experimental asset market

- Helena Veiga and Marc Vorsatz
- 2008: Bayesian non-linear matching of pairwise microarray gene expressions

- Juan Miguel Marín Díazaraque and Carmen Nieto
- 2008: Seasonal dynamic factor analysis and bootstrap inference: application to electricity market forecasting

- 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

- José Antonio Carnicero and Michael Peter Wiper
- 2008: Bootstrap prediction intervals in State Space models

- Alejandro Rodriguez and Esther Ruiz
- 2008: On Bayesian estimation of multinomial probabilities under incomplete experimental information

- Pepa Ramírez-Cobo and Brani Vidakovic
- 2008: Inference for double Pareto lognormal queues with applications

- 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

- Juan de Dios Tena, Antoni Espasa and Gabriel Pino
- 2007: Forecasting from one day to one week ahead for the Spanish system operator

- José Ramón Cancelo, Antoni Espasa and Rosmarie Grafe
- 2007: Binarized support vector machines

- Emilio Carrizosa, Belen Martin-Barragan and Dolores Romero Morales
- 2007: A multimarket approach to estimate a New Keynesian Phillips Curve

- Juan de Dios Tena, Jorge Dresdner and Ivan Araya
- 2007: The effect of realised volatility on stock returns risk estimates

- Aurea Grané Chávez and Helena Veiga
- 2007: Local linear regression for functional predictor and scalar response

- Amparo Baíllo and Aurea Grané Chávez
- 2007: A scale-free adaptive statistic for testing exponentiality against Weibull and generalized Pareto distributions

- Aurea Grané Chávez and Josep Fortiana
- 2007: Volatility modelling and accurate minimun capital risk requirements: a comparison among several approaches

- Aurea Grané Chávez and Helena Veiga
- 2007: Characterization and computation of restless bandit marginal productivity indices

- José Niño Mora
- 2007: Two-stage index computation for bandits with switching penalties II: switching delays

- José Niño Mora
- 2007: Two-stage index computation for bandits with switching penalties I: switching costs

- José Niño Mora
- 2007: Bootstrap for estimating the mean squared error of the spatial EBLUP

- Isabel Molina, Nicola Salvati and Monica Pratesi
- 2007: Depth functions based on a number of observations of a random vector

- Ignacio Cascos Fernández
- 2007: The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances

- Santiago Pellegrini, Esther Ruiz and Antoni Espasa
- 2007: Explaining inflation and output volatility in Chile: an empirical analysis of forty years

- Juan de Dios Tena and Cesar Salazar
- 2007: A robust partial least squares method with applications

- Javier González, Daniel Peña and Rosario Romera
- 2007: Spatial matching of M configurations of points with a bioinformatics application

- Juan Miguel Marín Díazaraque and Carmen Nieto
- 2007: The sign of asymmetry and the Taylor Effect in stochastic volatility models

- Helena Veiga
- 2007: Estimating the system order by subspace methods

- Alfredo Garcia-Hiernaux, José Casals and Miguel Jerez
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