DES - Working Papers. Statistics and Econometrics. WS

From Universidad Carlos III de Madrid. Departamento de Estadística
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2007: Forecasting from one day to one week ahead for the Spanish system operator

José Ramón Cancelo 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

Jorge Dresdner and Ivan Araya

2007: The effect of realised volatility on stock returns risk estimates

Helena Veiga

2007: Local linear regression for functional predictor and scalar response

Amparo Baíllo

2007: A scale-free adaptive statistic for testing exponentiality against Weibull and generalized Pareto distributions

Josep Fortiana

2007: Volatility modelling and accurate minimun capital risk requirements: a comparison among several approaches

Helena Veiga

2007: Bootstrap for estimating the mean squared error of the spatial EBLUP

Isabel Molina, Nicola Salvati and Monica Pratesi

2007: Explaining inflation and output volatility in Chile: an empirical analysis of forty years

Cesar Salazar

2007: A robust partial least squares method with applications

Javier González and Rosario Romera

2007: Spatial matching of M configurations of points with a bioinformatics application

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

2006: Properties of two U.S. inflation measures (1985-2005)

Eva Vicente Martínez

2006: Uncertainty under a multivariate nested-error regression model with logarithmic transformation

Isabel Molina

2006: Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH

Helena Veiga

2006: Multivariate risks and depth-trimmed regions

Ilya Molchanov

2006: Implementing PLS for distance-based regression: computational issues

Eva Boj, Josep Fortiana and M. Merce Claramunt

2006: Depth-based inference for functional data

Sara López Pintado

2006: On the concept of depth for functional data

Sara López Pintado

2006: Modelling monetary transmission in UK manufacturing industry

Andrew Tremayne

2006: Optimal policies for discrete time risk processes with a Markov chain investment model

Maikol Diasparra and Rosario Romera

2006: Karhunen-loève basis in goodness-of-fit tests decomposition: an evaluation

Josep Fortiana

2006: Volatility forecasts: a continuous time model versus discrete time models

Helena Veiga

2006: Modelling the discrete and infrequent official interest rate change in the UK

Edoardo Otranto

2006: A proposal to obtain a long quarterly chilean gdp series

Miguel Jerez, Sonia Sotoca and Nicole Carvallo

2006: Optimal railway infrastructure maintenance and repair policies to manage risk under uncertainty with adaptive control

Javier González, Rosario Romera and Jose M. Pérez

2006: Principal alarms in multivariate statistical process control

Isabel González and Ismael Sánchez

2006: A two factor long memory stochastic volatility model

Helena Veiga

2006: Using auxiliary residuals to detect conditional heteroscedasticity in inflation

Carmen Broto

2006: Are feedback factors important in modelling financial data?

Helena Veiga

2005: Depth-based classification for functional data

Sara López Pintado

2005: Analytic and bootstrap approximations of prediction errors under a multivariate fay-herriot model

Domingo Morales, Laureano Santamaría, Wenceslao González Manteiga, Maria J. Lombardía and Isabel Molina

2005: Bayesian inference for the half-normal and half-t distributions

F.J. Giron and A. Pewsey

2005: On the combination of kernels for support vector classifiers

Alberto Muñoz and Javier M. Moguerza

2005: Mean squared errors of small area estimators under a unit-level multivariate model

Amparo Baíllo and Isabel Molina

2005: Bayesian estimation of the gaussian mixture garch model

Pedro Galeano

2005: A half-graph depth for functional data

Sara López Pintado

2005: On the comparison of time series using subsampling

Elizabeth Maharaj

2005: Forecasting inflation in the euro area using monthly time series models and quarterly econometric models

Rebeca Albacete

2004: Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process

Pedro Galeano

2004: Stochastic volatility models and the Taylor effect

Alberto Mora Galán and Ana Pérez

2004: Image estimators based on marked bins

Amparo Baíllo and Antonio Cuevas

2004: Outlier detection in multivariate time series via projection pursuit

Pedro Galeano and Ruey S. Tsay

2004: A note on prediction and interpolation errors in time series

Pedro Galeano

2004: Spurious and hidden volatility

M. Angeles Carnero

2004: Considerations on economic forecasting: method developed in the bulletin of EU and US inflation and macroeconomic analysis

Rebeca Albacete

2004: On the relationship between bilevel decomposition algorithms and direct interior-point methods

Angel Víctor de Miguel

2004: An interior-point method for mpecs based on strictly feasible relaxations

Angel Víctor de Miguel, Michael P. Friedlander and Stefan Scholtes

2004: Model selection criteria and quadratic discrimination in ARMA and SETAR time series models

Pedro Galeano

2004: Variance changes detection in multivariate time series

Pedro Galeano

2004: A range unit root test

Felipe M. Aparicio and Ana García

2004: Econometric modelling for short-term inflation forecasting in the EMU

Rebeca Albacete