Parameter estimation of the functional linear model with scalar response with responses missing at random. In: Functional statistics and related fields

Functional statistics and related fields (p. 105-111) - 1/2017

Editor: SPRINGER

https://doi.org/10.1007/978-3-319-55846-2 Ver en origen

• UC3M

Finding outliers in linear and nonlinear time series. In: Robustness and complex data structures

Robustness and complex data structures (p. 243-260) - 1/2013

Editor: SPRINGER

• ISBN 9783642354939

• UC3M

Additive Outlier Detection in Seasonal ARIMA Models by a Modified Bayesian Information Criterion. In: Economic Time Series: Modeling and Seasonality

Economic Time Series: Modeling and Seasonality (p. 317-336) - 3/2012

Editor: CRC Press & IEEE

• ISBN 978-1-43-984657-5

• UC3M

Principal Components Selection for Estimating the Functional Linear Model with Scalar Response. In: Statistical Methods for the Analysis of Large Data-Sets

Statistical Methods for the Analysis of Large Data-Sets (p. 223-226) - 1/2009

Editor: CLEUP

• ISBN 978-88-612-9425-7

• UC3M

Influence in the Functional Linear Model with Scalar Response. In: Functional and Operational Statistics

Functional and Operational Statistics (p. 165-171) - 10/2008

Editor: SPRINGER

https://doi.org/10.1007/978-3-7908-2062-1_26 Ver en origen

• ISBN 978-3-7908-2061-4

• UC3M

An Unified Approach to Model Selection, Discrimination, Goodness of Fit and Outliers in Time Series. In: Advances in Mathematical and Statistical Modeling

Advances in Mathematical and Statistical Modeling (p. 267-278) - 10/2008

Editor: Birkhauser

• ISBN 978-0-8176-4625-7

• UC3M

Una introducción a las seriestemporales funcionales

Análisis económico y Big Data - 2020

• UC3M

Estimation, imputation and prediction for the functional linear model with scalar response with missing responses

11th International Conference of the ERCIM WG on Computational and Methodological Statistics and 12th International Conference on Computational and Financial Econometrics (p. 218) - 2018

Editor: ECOSTA ECONOMETRICS AND STATISTICS

• UC3M

Parameter estimation of the functional linear model with scalar response with responses missing at random

International Workshop on Functional and Operational Statistics. A Coruña. (p. 105-111) - 2017

Editor: SPRINGER

https://doi.org/10.1007/978-3-319-55846-2_14 Ver en origen

• ISBN 978-3-319-55845-5

• UC3M

Cleaning a large set of time series for common, cluster and specific outliers

International Conference on Robust Statistics - 2017

• UC3M

Un teorema de verificacion para la indexabilidad de restless bandits con estado real

XXXVI Congreso Nacional de Estadística e Investigación Operativa (SEIO 2016). X Jornadas de Estadística Pública (p. 61-62) - 2016

Editor: UNIVERSIDAD CASTILLA - LA MANCHA

https://doi.org/10.18239/jor_07.2016 Ver en origen

• UC3M
• UC3M

Modelling high dimensional stock dependence using factor copulas

9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016)<br/> - 2016

• UC3M

Outlier detection in high-dimensional time series

9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016) - 2016

• UC3M
• UC3M

Approximate bayesian computation for phase-type distributions

9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016) - 2016

• UC3M

Statistical analysis of networks with R

Workshop on Big Data and Statistics - 2015

• UC3M

Dating multiple change points in time series correlations with applications to financial returns

Statistical Models for Complex Data - 2015

• UC3M

Variational Inference for high dimensional structured factor copulas

2th International Conference on Computational and Financial Econometrics (CFE 2018) and 11th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on<br/>Computational and Methodological Statistics (CMStatistics 2018) (p. 202) - 2018

Editor: ECOSTA ECONOMETRICS AND STATISTICS

• ISBN 978-9963-2227-5-9

• UC3M
• UC3M

Parallel Bayesian Inference for High Dimensional Dynamic Factor Copulas

2017

• UC3M

Two-sample Hotelling's T² statistics based on the functional Mahalanobis semi-distance

2015

Editor: UNIVERSIDAD CARLOS III DE MADRID

• UC3M

Monitoring multivariate variance changes

Journal of Empirical Finance (p. 54-68) - 12/2015

Editor: University of Dortmund

https://doi.org/10.1016/j.jempfin.2016.08.007 Ver en origen

• EISSN 1879-1727
• ISSN 0927-5398

• UC3M
• UC3M

Functional outlier detection with a local spatial depth

International Conference on Robust Statistics, 2015 - 2014

Editor: UNIVERSIDAD CARLOS III DE MADRID

• UC3M
• UC3M

Bayesian estimation of a Dynamic Conditional Correlation model with multivariate Skew-Slash innovations

2014

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

• UC3M

A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection

2013

Editor: UNIVERSIDAD CARLOS III DE MADRID

• UC3M

Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection

2013

Editor: UNIVERSIDAD CARLOS III DE MADRID

• UC3M

Modeling financial time series with the skew slash distribution

2012

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

• UC3M

Spatial depth-based classification for functional data

2012

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

• UC3M

Creación de un área sobre Big Data en economía y finanzas en Funcas

Ejecución: 01-02-2022 - 01-02-2023

Tipo: Regional

Financiado por: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)

• UC3M

PID2019-108311GB-I00 - Procedimientos estadísticos computacionales para datos dinámicos con estructura de dependencia compleja y aplicaciones

Ejecución: 01-06-2020 - 31-05-2023

Tipo: Nacional

Financiado por: AGENCIA ESTATAL DE INVESTIGACION (AEI)

• UC3M

Patrones de consumo y redes socio-económicas. Tipologías y patrones

Ejecución: 30-10-2017 - 29-04-2018

Tipo: Regional

Financiado por: IMPACT RATING S.L.

• UC3M

ECO2015-66593-P - "Big data" y datos complejos en Empresa y Finanzas

Ejecución: 01-01-2016 - 31-12-2019

Tipo: Nacional

Financiado por: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

• UC3M

Estimar la probabilidad de abandono de clientes

Ejecución: 08-02-2016 - 07-05-2016

Tipo: Regional

Financiado por: DIA -DISTRIBUIDORA INTERNACIONAL DE

• UC3M

Análisis de Redes de clientes mediante técnicas de Big Data

Ejecución: 15-07-2015 - 14-07-2016

Tipo: Regional

Financiado por: BANCO SANTANDER, SA

• UC3M

UC3M-ECO-05-061 - Modelización estadística y análisis de datos

Ejecución: 01-01-2006 - 31-03-2007

Tipo: Regional

Financiado por: COMUNIDAD DE MADRID-UC3M

• UC3M

Modeling financial returns with skew-slash innovations

Fecha de defensa: 17-11-2014

• UC3M

Distancias para datos funcionales= The Mahalanobis distance for functional data with applications in statistical problems

Fecha de defensa: 16-06-2015

Defensa realizada en: CAMPUS DE LEGANES

• UC3M

Bayesian inference for high dimensional factor copula models

Fecha de defensa: 11-07-2019

• UC3M

Tutela multinivel de los derechos: obstáculos procesales/ Bayesian Non-Parametrics for Time-Varying Volatility Models

Fecha de defensa: 19-02-2015

Defensa realizada en: CAMPUS DE GETAFE

• UC3M

Spatial Depth-Based Methods for Functional Data

Fecha de defensa: 28-11-2014

• UC3M