Person:1580831

Available identifiers

zbMath Open franco.glaura-cMaRDI QIDQ1580831

List of research outcomes

Publication	Date of Publication	Type
Confidence intervals based on the deviance statistic for the hyperparameters in state space models	2022-06-30	Paper
Modeling volatility using state space models with heavy tailed distributions	2021-02-19	Paper
Bootstrap tests for fractional integration and cointegration: a comparison study	2021-02-15	Paper
Bayesian Analysis for the Meiosis I Non‐disjunction Fraction in Numerical Chromosomal Anomalies	2020-09-24	Paper
Time series of count data: a review, empirical comparisons and data analysis	2019-10-22	Paper
On generalized additive models with dependent time series covariates	2019-06-14	Paper
Bootstrap for correcting the mean square error of prediction and smoothed estimates in structural models	2019-02-28	Paper
A NON‐GAUSSIAN FAMILY OF STATE‐SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD	2014-04-08	Paper
Bayesian and Classical Approaches for Hypotheses Testing in Trisomies	2011-07-13	Paper
On the properties of the periodogram of a stationary long-memory process over different epochs with applications	2011-02-22	Paper
Inference for the Hyperparameters of Structural Models Under Classical and Bayesian Perspectives: A Comparison Study	2011-02-03	Paper
Confidence Intervals for the Hyperparameters in Structural Models	2009-05-12	Paper
Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models	2009-04-06	Paper
Log-average periodogram estimator of the memory parameter	2007-12-05	Paper
Unit root tests using semi-parametric estimators of the long-memory parameter	2006-08-28	Paper
Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study.	2005-05-20	Paper
Bootstrap tests when parameters of nonstationary time series models lie on the boundary of the parameter space	2001-03-11	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Glaura C. Franco