Javier E. Contreras-Reyes

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Generalized autoregressive score linear model with time-varying parameters based on beta distribution
Statistical Papers
2026-08-12Paper
-extropy complexity measure: extensions and applications
Physica A
2026-04-29Paper
Preservation law involving information potential and Jensen-variance distance: application to stationary Gaussian processes
Physics Letters. A
2026-04-29Paper
A novel mixture of Laplace and skew-Laplace distributions: properties, applications and risk analysis for the GBP/USD exchange rates with mean of order P assessment
São Paulo Journal of Mathematical Sciences
2026-04-14Paper
A novel compounding loss model with applications, mean-of-order-\(\mathrm{P}\) and PORT-VaR analysis under the USA insurance losses
São Paulo Journal of Mathematical Sciences
2026-01-15Paper
Permutation extropy: a new time series complexity measure
Physica A
2025-10-29Paper
RETRACTED ARTICLE: Parameter estimation of the multivariate unrestricted skew-normal distribution using ECM algorithm
Communications in Statistics. Simulation and Computation
2025-10-01Paper
Rényi entropy for multivariate controlled autoregressive moving average systems
International Journal of Systems Science. Principles and Applications of Systems and Integration
2025-08-07Paper
Jensen-distance rate for stationary time series based on cross-spectral methods
Communications in Nonlinear Science and Numerical Simulation
2025-06-26Paper
Time-dependent residual Fisher information and distance for some special continuous distributions
Communications in Statistics. Simulation and Computation
2025-06-12Paper
Bounded data modeling using logit-skew-normal mixtures
Statistical Papers
2025-03-31Paper
Jensen-autocorrelation function for weakly stationary processes and applications
Physica D
2024-12-06Paper
Corrigendum to: ``Shannon entropy and mutual information for multivariate skew-elliptical distributions''
Scandinavian Journal of Statistics
2024-11-20Paper
Jensen-detrended cross-correlation function for non-stationary time series with application to Latin American stock markets
Physica A
2024-11-14Paper
Information quantity evaluation of multivariate SETAR processes of order one and applications
Statistical Papers
2024-07-25Paper
Jensen-variance distance measure: a unified framework for statistical and information measures
Computational and Applied Mathematics
2024-05-14Paper
Fractional cumulative residual inaccuracy information measure and its extensions with application to chaotic maps
International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
2024-05-14Paper
Bivariate superstatistics based on generalized gamma distribution
The European Physical Journal B. Condensed Matter and Complex Systems
2023-08-07Paper
Jensen-Fisher information and Jensen-Shannon entropy measures based on complementary discrete distributions with an application to Conway's game of life
Physica D
2023-08-04Paper
Fisher information and its extensions based on infinite mixture density functions
Physica A
2023-07-21Paper
Thin plate spline model under skew-normal random errors: estimation and diagnostic analysis for spatial data
Journal of Statistical Computation and Simulation
2023-04-21Paper
Information quantity evaluation of nonlinear time series processes and applications
Physica D
2023-02-14Paper
Optimal information, Jensen-RIG function and \(\alpha\)-Onicescu's correlation coefficient in terms of information generating functions
Physica A
2023-01-17Paper
Rényi entropy and divergence for VARFIMA processes based on characteristic and impulse response functions
Chaos, Solitons and Fractals
2023-01-12Paper
Generalized autoregressive score models based on sinh-arcsinh distributions for time series analysis
Journal of Computational and Applied Mathematics
2023-01-11Paper
Lerch distribution based on maximum nonsymmetric entropy principle: application to Conway's game of life cellular automaton
Chaos, Solitons and Fractals
2022-08-05Paper
Backcasting and forecasting time series using detrended cross-correlation analysis
Physica A
2022-05-27Paper
On the modified skew-normal-Cauchy distribution: properties, inference and applications
Communications in Statistics: Theory and Methods
2022-05-23Paper
Chaotic systems with asymmetric heavy-tailed noise: application to 3D attractors
Chaos, Solitons and Fractals
2022-04-26Paper
Estimation for finite mixture of simplex models: applications to biomedical data
Statistical Modelling
2020-12-30Paper
Asymmetric heavy-tailed vector auto-regressive processes with application to financial data
Journal of Statistical Computation and Simulation
2020-04-28Paper
Robust mixture modeling based on two-piece scale mixtures of normal family
Axioms
2020-03-23Paper
A skew-normal dynamic linear model and Bayesian forecasting
Computational Statistics
2019-08-19Paper
The skew-reflected-Gompertz distribution for analyzing symmetric and asymmetric data
Journal of Computational and Applied Mathematics
2019-01-24Paper
Rényi entropy and complexity measure for skew-Gaussian distributions and related families
Physica A
2018-11-13Paper
Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions
Physica A
2018-09-20Paper
Comment on "A variational Bayesian approach for inverse problems with skew-t error distributions" (Guha et al., Journal of Computational Physics 301 (2015) 377-393)2016-05-07Paper
Statistical analysis of autoregressive fractionally integrated moving average models in R
Computational Statistics
2015-02-27Paper
Statistical analysis of autoregressive fractionally integrated moving average models in R
Computational Statistics
2015-02-27Paper
Kullback-Leibler divergence measure for multivariate skew-normal distributions
Entropy
2014-09-08Paper
Shannon entropy and mutual information for multivariate skew-elliptical distributions
Scandinavian Journal of Statistics
2013-03-20Paper


Research outcomes over time


This page was built for person: Javier E. Contreras-Reyes