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Última actualización: 27/09/2013

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  • Albareda-Sambola, M., M. H. van der Vlerk, E. Fernández; Exact solutions to a class of stochastic generalized assignment problems. European Journal of Operational Research, 173, 465–487.
  • Alonso, A.M., Berrendero, J.R., Hernández, A. y Justel, A. “Time series clustering based on forecast densities”, Computational Statistics and Data Analysis, 51 (2), 762-766.
  • Alonso, A.M. “Cluster analysis in epidemiological data (Matlab)”, Journal of Modern Applied Statistical Methods, 5 (1), 273-280.
  • Alonso, A.M. y Maharaj, E.A.Comparison of time series using subsampling”, Computational Statistics and Data Analysis, 50 (10), 2589-2599.
  • Alonso, A.M., Peña, D. y Romo, J.Introducing model uncertainty by blockwise bootstrap”, Statistical Papers, 47 (2), 167-179.
  • Caiado, J., Crato, N., Peña, D. “A periodogram-based metric for time series classification”, Computational Statistics and Data Analysis, 50, 2668-2684.
  • Currie,I., Durban, M. y Eilers, P. “Generalized linear array models with applications to multidimensional smoothing”, Journal of the Royal Statistical Society B, 68, 1-22.
  • Zunzunegui, M.V.; Nuñez, O. ; Durban, M. L. ; Yebenes, M.J.; Otero, A. "Decreasing prevalence of disability in activities of daily living, functional limitations and poor self-rates health: a 6 year follow up study in Spain", Aging clinical and experimental research, pp. 352-358.
  • Eilers, P.H.C., Currie, I. y Durbán, M. “Fast and compact smoothing on large multidimensional grids”. Computational Statistics and Data Analysis, 50, 61-76.
  • Minguez, R. y Espasa, A. “A Time series disaggregated model to forecast GDP in the Euro Zone”, Proceedings of the 4th Eurosata an DG ECFIN Colloquium, to be published.
  • Espasa A., Albacete R. Econometric modelling for short-term inflation forecasting in the Euro Area”, accepted in Journal of Forecasting 2006.
  • Flores, R.J. "Nullification and cellularization of classifying spaces of finite groups" , Transactions of the American Mathematical Society, 2006, pp. 1791-1816, ESTADOS UNIDOS DE AMERICA.
  • Galeano, P., Peña, D. and Tsay, R.Outlier Detection in Multivariate Time Series Via Projection Pursuit”, The Journal of American Statistical Association, 101, 474, 654-669.
  • Grané,A. Fortiana, J. “An adaptive goodness-of-fit test”, Communications in Statistics-Theory and Methods, vol 35, num. 6, pp. 1141-1155.
  • Letón, E. y Zuluaga, P., “Cómo elegir el test adecuado para comparar curvas de supervivencia”, Medicina Clínica, Vol. 127, pp. 96-99.
  • Lillo, R.E. y Martín M. “On the bayesian estimation for the uniform scale parameter via a functional equation”, Communications in Statistics-Theory and Methods, vol 35, num 6, pp 1.
  • Molina, E. and Tejada, J., "Linear production games with fuzzy control”, Fuzzy Sets and Systems, Vol. 157, pp. 1362-1383.
  • Muñoz García, A. , Martinez Moguerza, J., “Estimation of High-Density Regions Using One-Class Neighbor Machines”, Pattern Análisis and Machine Intelligence, Vol. 8 (3), pp. 476-480.
  • Martinez Moguerza, J. y Muñoz García, A., “Support Vector Machines with Applications”, Statistical Science, Vol. 21 (3), pp. 322-336.
  • Martinez Moguerza, J. y Muñoz García, A., “Rejoinder to Support Vector Machines with Applications”, Statistical Science, Vol. 21 (3), pp. 358-362.
  • Niño-Mora, J. “Restless bandit marginal productivity indices, diminishing returns and optimal control of make-to-order/make-to-stock M/G/1 queues”. Mathematics of Operations Research, vol. 30 no. 1, pp. 50-84.
  • Esteban-Bravo, M. and F. J. Nogales, “Solving Dynamic Stochastic Economic Models by Mathematical Programming Decomposition Methods”, Computers and Operations Research.
  • Nogales, F. J., and A. J. Conejo, “Electricity Price Forecasting through Transfer Function Models”, Journal of the Operational Research Society, 57, pp. 350-356.
  • Peña, D. and Yohai, V. “A Dirichlet Random Coefficient Regression Model for Quality Indicators”, Journal of Statistical Planning and Inference, 136, 942-961.
  • Peña, D. and Redondas, D.Bayesian Curve Estimation by Model Averaging”, Computational Statistics and Data Analysis, 50, 688-709.
  • Peña, D. and Rodríguez, J. “The Log of the Autocorrelation Matrix for Testing Goodness of Fit in Time Series” Journal of Statistical Planning and Inference, 136, 2706-2718.
  • Peña, D. "Comments on frequentist and bayesian approaches to hypothesis testing by E. Moreno and J. Giron", Sort, 2006.
  • Peña, D. "Contribuciones de Albert Prat a la estadísticda industrial y la calidad", Sort, 2006, pp. 1-8.
  • Peña, D. "Las matemáticas en las Ciencias Sociales, Encuentros Interdisciplinares", 2006, pp. 67-79, ESPAÑA.
  • Peña, D. Poncela, M. D. P. "Nonstationary dynamic factor analysis", Journal of Statistical Planning and Inference, 2006, pp. 1237-1257, HOLANDA.
  • Carnero, M. A.; Peña, D.; Ruiz, E. "Effects of outliers on the identification and estimation of GARH models", Journal of time series analysis, 2006, pp. 471-497, REINO UNIDO.
  • Nuñez, O.; Peña, D. "Discution de l?article de Frechet (1940) Sur une limitation tres generale de la dispersion de la mediane", Journal de la Societé Francaise de Statistique, 2006.
  • Balbás, A. and Romera, R.Hedging interest rate risk by optimization in Banach spaces”, Journal of Optimization Theory and Applications, Vol. 131, Num. 1.
  • Pascual, L., J. Romo y E. Ruiz, “Bootstrap prediction returns and volatilities in GARCH models”, Computational Statistics and Data Analysis, Vol. 50, pp. 2293-2312.
  • Broto, C. y E. Ruiz, “Unobserved Component Models with Asymmetric Conditional Variances”, Computational Statistics and Data Analysis, Vol. 50, pp. 2146-2166.
  • Sánchez, I. "Short-term prediction of wind energy production," International Journal of Forecasting, 22, 43-56.
  • Sánchez, I. "Recursive estimation of dynamic models using Cook's distance, with application to wind energy forecast," Technometrics, 48, 61-73.
  • M. P. Wiper y S. Wilson. “A Bayesian analysis of beta testing”. Test, 15, 227-255.