DES - Working Papers. Statistics and Econometrics. WS

From Universidad Carlos III de Madrid. Departamento de Estadística
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2006: The expected convex hull trimmed regions of a sample

Ignacio Cascos Fernández

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

Esther Ruiz and Helena Veiga

2006: Multivariate risks and depth-trimmed regions

Ignacio Cascos Fernández and Ilya Molchanov

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

Eva Boj, Aurea Grané Chávez, Josep Fortiana and M. Merce Claramunt

2006: Depth-based inference for functional data

Sara López Pintado and Juan Romo

2006: On the concept of depth for functional data

Sara López Pintado and Juan Romo

2006: Modelling monetary transmission in UK manufacturing industry

Juan de Dios Tena and 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

Aurea Grané Chávez and 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

Juan de Dios Tena and Edoardo Otranto

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

Juan de Dios Tena, 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, Jesús Carretero Pérez 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 and Esther Ruiz

2006: Are feedback factors important in modelling financial data?

Helena Veiga

2005: Depth-based classification for functional data

Sara López Pintado and Juan Romo

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

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

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

Michael Peter Wiper, F.J. Giron and A. Pewsey

2005: On the combination of kernels for support vector classifiers

Isaac Martín de Diego, 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: Marginal productivity index policies for scheduling a multiclass delay-/loss-sensitive queue

José Niño Mora

2005: Bayesian estimation of the gaussian mixture garch model

María Concepción Ausín Olivera and Pedro Galeano

2005: Transient bayesian inference for short and long-tailed GI/G/1 queueing systems

María Concepción Ausín Olivera, Michael Peter Wiper and Rosa Elvira Lillo Rodríguez

2005: A half-graph depth for functional data

Sara López Pintado and Juan Romo

2005: On the comparison of time series using subsampling

Andrés Modesto Alonso Fernández and Elizabeth Maharaj

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

Rebeca Albacete and Antoni Espasa

2004: Bayesian control of the number of servers in a GI/M/c queuing system

María Concepción Ausín Olivera, Rosa Elvira Lillo Rodríguez and Michael Peter Wiper

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, Ana Pérez and Esther Ruiz

2004: Image estimators based on marked bins

Amparo Baíllo and Antonio Cuevas

2004: Outlier detection in multivariate time series via projection pursuit

Pedro Galeano, Daniel Peña and Ruey S. Tsay

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

Pedro Galeano and Daniel Peña

2004: Spurious and hidden volatility

M. Angeles Carnero, Daniel Peña and Esther Ruiz

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

Antoni Espasa and Rebeca Albacete

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

Angel Víctor de Miguel and Francisco Javier Nogales Martín

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

Angel Víctor de Miguel, Michael P. Friedlander, Francisco Javier Nogales Martín and Stefan Scholtes

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

Pedro Galeano and Daniel Peña

2004: Variance changes detection in multivariate time series

Pedro Galeano and Daniel Peña

2004: A range unit root test

Felipe M. Aparicio, Alvaro Escribano and Ana García

2004: Dimensionality reduction with image data

Mónica Benito Bonito and Daniel Peña

2004: Restless bandit marginal productivity indices II: multiproject case and scheduling a multiclass make-to-order/-stock M/G/1 queue

José Niño Mora

2004: Restless bandit marginal productivity indices I: singleproject case and optimal control of a make-to-stock M/G/1 queue

José Niño Mora

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

Antoni Espasa and Rebeca Albacete

2003: Parametric versus nonparametric tolerance regions indetection problems

Amparo Baíllo and Antonio Cuevas

2003: A powerful test for conditional heteroscedasticity for financial time series with highly persistent volatilities

Julio Rodríguez and Esther Ruiz

2003: Detecting level shifts in the presence of conditional heteroscedasticity

M. Angeles Carnero, Daniel Peña and Esther Ruiz

2003: Unobserved component models with asymmetric conditional variances

Carmen Broto and Esther Ruiz

2003: Cointegration tests based on record counting statistics

Felipe M. Aparicio and Alvaro Escribano

2003: On the record properties of integrated time series

Felipe M. Aparicio

2003: Generalized spectral tests for the martingale difference hypothesis

Juan Carlos Escanciano and Carlos Velasco

2003: Optimal random sampling designs in random field sampling

José E. Rodríguez and Fernando Ávila

2003: Bayesian curve estimation by model averaging

Daniel Peña and María Dolores Redondas

2003: Using weibull mixture distributions to model heterogeneous survival data

Juan Miguel Marín Díazaraque, María Teresa Rodríguez Bernal and Michael Peter Wiper

2003: A bayesian analysis of beta testing

Michael Peter Wiper and Simon P. Wilson

2003: Total error in a plug-in estimator of level sets

Amparo Baíllo

2003: An overview of probabilistic and time series models in finance

Alejandro Balbás, Rosario Romera and Esther Ruiz

2003: A bayesian approach for predicting with polynomial regresión of unknown degree

Irwin Guttman, Daniel Peña and María Dolores Redondas

2003: Range unit root tests

Felipe M. Aparicio, Alvaro Escribano and Ana García

2003: Estimation of income distribution and detection of subpopulations: an explanatory model

Emmanuel Flachaire and Olivier Núñez