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  • Albareda-Sambola, M. y Fernández, E. “Algunos problemas estocásticos de localización discreta: un enfoque unificador”. Optimización Bajo Incertidumbre, Tirant lo Blanch, p. 245-270.
  • Alonso, A., Peña, D. y Romo, J.Introducing model uncertainty in time series bootstrap”. Statistica Sinica, vol. 14, p. 155-174.
  • Alonso, A., Peña, D. y Romo, J. “On sieve bootstrap prediction intervals”. Statistics and Probability Letters, vol. 65 (1), p. 13-20.
  • Alonso, A., Peña, D. y Romo, J.Resampling time series by missing values techniques”. Annals of the Institute of Statistical Mathematics. vol. 55 (4), p. 765-796.
  • Arrazola M. y J. de Hevia. “More on the estimation of human capital depreciation rate”. Applied Economics Letters, vol. 11(3), p. 145-149.
  • Ausín, M. C., Lillo, R. E. y Wiper, M. P.Bayesian estimation for the M/G/1 queue using a phase type approximation”. Journal of Statistical Planning and Inference, vol. 118, p. 83-101.
  • Broto, C. y Ruiz, E.Estimation methods for Stochastic Volatility Models: A Survey”, Journal of Economic Surveys, 2004, Vol. 18, pp. 613-649.
  • Carnero, A., Peña, D. y Ruiz, E.Persistence and Kurtosis in GARCH and Stochastic Volatility models”. Journal of Financial Econometrics, vol. 2, p. 319-342.
  • Carnero, M. A., Peña, D. y Ruiz, E.Persistence and Kurtosis in GARCH and Stochastic Volatility Models”. Journal of Financial Econometrics, vol. 2, p. 319-342.
  • Conejo, A. J., Nogales, F. J., Arroyo, J. M. and García-Bertrand, R. “Risk-Constrained Self-Scheduling of a Thermal Power Producer”. IEEE Transactions on Power Systems, vol. 19(3), p. 1569-1574.
  • Currie, I., Durbán, M., Eilers, P.H.C., “Smoothing and forecasting mortality rates”, Statistical Modelling, Vol. 4, pp. 279-298.
  • Davies, P. L., Fried, R., y Gather, U. "Robust signal extraction for on-line monitoring data". Journal of Statistical Planning and Inference, vol. 122, p. 65–78.
  • Delicado, P. y Romo, J. Random coefficient regressions: parametric goodness-of-fit. Journal of Statistical Planning and Inference, vol. 119, p. 377-400.
  • Fried, R. "Investigation of humus disintegration by spatial-temporal regression analysis". Journal of Agricultural, Biological and Environmental Statistics (JABES), vol. 9, p. 138-157.
  • Fried, R. "Robust filtering of time series with trends". Journal of Nonparametric Statistics, vol. 16, p. 313–328.
  • Fried, R. y Imhoff, M, "On the online detection of monotonic trends in time series". Biometrical Journal, vol. 46, p. 90–102.
  • Hernández-Lerma, O., Romera, R. “The Scalarization Approach to Multiobjective Markov Control Problems: Why Does It Work?”. Applied Mathematics and Optimization, vol. 50, nº 3, p 279-293.
  • Lillo, R. E. “On the characterizing property of the convex conditional mean function”. Statistics and Probability Letters, vol. 66, p. 19-24.
  • Lillo, R. E, Semeraro, P. “Stochastic bounds for discrete-time claim processes with correlated risk”. Scandinavian Actuarial Science, vol. 1, p. 1-13.
  • López-Cervantes, M., Torres-Sánchez, L., Tobías, A. y López-Carrillo, L. “Dichlorodiphenyl-dichloroethane burden and breast cancer risk: a meta-analysis of the epidemiologic evidence”. Environmental Health Perspectivas, vol. 112, p. 207-214.
  • Molina, E. y Tejada, J. “Linear production games with committee control: limiting behaviour of the core”. European Journal of Operational Research, vol. 154, p. 609-625.
  • Pascual, L., Romo, J. y Ruiz, E., “Bootstrap Prediction Intervals for Power-transformed Time Series”, International Journal of Forecasting, 2004, Vol. 21, pp. 219-235.
  • Pascual, L., Romo, J. y Ruiz, E.Bootstrap Predictive Inference for ARIMA Processes”. Journal of Time Series Analysis, vol. 25, p. 449-465.
  • Peña. D. y Poncela, P.Forecasting with Nonstationary Dynamic Factor Models”. The Journal of Econometrics, vol. 119, p. 291-321.
  • Romera, R. "Optimality for the LQ non-gaussian problem via the asymmetric kalman filter". International Journal of Adaptive Control and Signal Processing, vol. 18, Issue 1, p. 73-80.
  • Romera, R., Hernández-Lerma, O., “Multiobjective markov control processes: A linear programming approach”, MORFISMOS, Vol 8, nº 1, pp. ***.
  • Romera, R., Valdés, J.E., Zequeira, R.I. "Active redundancy allocation in systems". IEEE Transactions on Reliability. vol. 53, nº 3, p. 313-318.
  • Sánchez, I. “Implementing unit root tests in ARMA models of unknown order”. Statistical Papers, p. 249-266.
  • Santamaría, L., Morales, D. y Molina, I. “A comparative study of small area estimators”. SORT (Statistics and Operations Research Transactions), vol. 28-2. 2004.
  • Tobías, A. et al. “Parkinson’s disease sleep scale: A psychometric validation study”. Movement Disorders, vol. 19, p. 1226-1232.
  • Tobías, A., Saez, M. y Kogevinas, M. “Meta-analysis of results and individual patient data in epidemiological studies”. Journal of Modern Applied Statistical Methods, vol. 3, p. 142-151.
  • Tobías, A. et al. “Public health surveillance and incidence of adulthood guillain-barré syndrome in Spain, 1998-1999: the view from a neurologist sentinel network”. Neurological Sciences, vol. 25, p. 57-65.
  • Tobías, A., Galán, I. y Banegas, J.R. “Non-linear short term effects of airborne pollen levels with allergenic capacity on asthma emergency room admissions in Madrid, Spain”. Clinical and Experimental Allergy, vol. 34, p. 871-878.
  • Tobías, A., Saez, M. y Galán, I. “Herramientas gráficas para el análisis descriptivo de series temporales en la investigación médica”. Medicina Clínica, vol. 112, 701-706.