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  • Aguirregabiria, V. and Alonso-Borrego, C. Occupational structure, technological innovation and reorganization of production Labour Economics, vol. 8 nº 1, pp.43-73.
  • Aparicio, F.M. and Cossin, D., Control of credit risk collaterization using quasi-variational inequalities Journal of Computational Finance, pp.5-38.
  • Arranz, M.A. and Mármol, F. Out-of-sample forecast errors in misspecified perturbed long memory proceses Statistical Papers, vol. 42, pp. 423-436.
  • Belzunce, F., Lillo, R.E., Ruiz, J.M. and Shaked, M. Stochastic comparisions of nonhomogeneous processes, Probability in Engineering and Informational Sciences, Vol. 15, pp. 199-224.
  • Cancelo, J.R. and Espasa, A. Using high-frequency data and time series models to improve yield management Inst. J. Services Technology and Management, v. 2, nos. ½, pp. 59-70.
  • Conejo, A.J. and Prieto, F.J. Mathematical Programming and Electricity Markets Top 9, 1, pp. 1-21.
  • Delgado, M.A, Rodríguez-Poo, J. and Wolf, M. Subsampling cube root asymptotics with an application to Manski´s MSE Economics Letters, vol. 73, pp. 241-250.
  • Delgado, M.A. and González-Manteiga, W. Significance testing in nonparametric regression based on the bootstrap Annals of Statistics, vol. 29, nº 5, pp. 1469-1507.
  • Durbán, M., Curie, I.D. and Kempton, R.A. Adjusting for fertility and competition in variety trials Journal of Agricultural Sciences, Vol. 109, pp. 187-201.
  • Durbán, M. and Glasbey, C.A. Weather modelling using a multivariate latent Gaussian model Agricultural and forest meteorology, Vol. 136, pp. 129-140.
  • Gonzalo, J. and Serena Ng. A systematic framework for anlayzing the dynamic effects of permanent and transitory shocks Journal of Economic Dynamics & Control, vol. 25, pp. 1527-1546.
  • Härdle, W., Sperlich, S. and Spokoiny, V. Adaptive tests in additive regression Revista de Estadística, Statistical Review, Vol. II, pp. 185-186.
  • Hernández-Lerma, O., Romera, R., Limiting discounted-cost control of partially observable stochastic systems SIAM, Journal on Control and Optimization, 40, pp. 348-369.
    Juan, J. and Prieto, F.J. Using angles to identify concentrated multivariate outliers Technometrics 43, 3, pp. 311-322.
  • Lillo, R.E. and Martín, M. Stability in queues with impatient customers Stochastic Models, Vol. 17, pp. 375-389.
  • Lillo, R.E. Optimal control of an M/G/1 queue with impatient priority customers Naval Research Logistics, Vol. 48, pp. 200-209.
  • Lillo, R.E. Nanda, A. and Shaked, M. Preservation of some stochastic orders by order statistics Statistics & Probability Letters, Vl. 51, pp. 111-119.
  • Pascual, L., Romo, J. and Ruiz, E. Effects of parameter estimation on prediction densities: a bootstrap approach, International Journal of Forecasting, Vol. 17, pp. 83-103.
  • Peña, D. and Prieto, F.J. Multivariate outlier detection and robust covariance matrix estimation Technometrics 43, 3, pp. 286-300.
  • Peña, D. and Justel, A. Bayesian unmasking in linear models Computational Statistics and Data Analysis, 36, pp. 69-84.
  • Peña, D. and Prieto, F.J. "Reply to the discussion of Robust Covariance matrix estimation and multivariate outlier detection, Technometrics, 3, pp. 306-310.
  • Peña, D. An interview with George E.P. Box International Journal of Forecasting, 17, pp. 1-9.
  • Peña, D., Justel, A. and Tsay, R. Detection of outlier patches in autoregressive time series Statistica Sinica, 11, 3, pp. 651-673.
  • Pérez, A, and Ruiz, E. Finite sample properties of a QML estimator of stochastic volatility models with long memory Economics Letters, Vol. 70, pp. 157-164.
  • Rodríguez-Poo, J, Sperlich, S. and Vieu, Ph. Normalité asymptotique d´estimateurs de maximum de vraisemblance pour modèles nonparamétriques de regresión multidimensionelle C.R. Acad. Sci. Paris, Vol. 333 I, pp. 61-64.
  • Sánchez, I. and Peña, D. Properties of predictors in overdifferenced nearly nonstationary autoregression Journal of Time Series Analysis, vol. 22, pp. 45-46.
  • Velasco, C. and Robinson, P.M. Edgeworth expansions for spectral density estimates and studentized sample mean Econometric Theory, Vol. 17, pp. 497-539.
  • Velilla, S. On the bootstrap in misspecified regression models Computational Statistics and Data Analysis, Vol. 36, pp. 227-242.