Natalia Bahamonde

zbMath Openbahamonde.nataliaMaRDI QIDQ1698249

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!

Publication	Date of Publication	Type
An irregularly spaced ARMA(1,1) model and an application to contamination data Statistics	2025-01-20	Paper
Parameter estimation for a discrete time model driven by fractional Poisson process Communications in Statistics: Theory and Methods	2023-07-03	Paper
ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE STATISTICA SINICA	2023-05-23	Paper
On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case STATISTICA SINICA	2023-05-23	Paper
A robust closed-form estimator for the GARCH(1,1) model Journal of Statistical Computation and Simulation	2020-04-01	Paper
Donsker type theorem for fractional Poisson process Statistics \& Probability Letters	2019-09-05	Paper
Spectral estimation in the presence of missing data Theory of Probability and Mathematical Statistics	2018-03-09	Paper
ARCH model and fractional Brownian motion Statistics \& Probability Letters	2018-02-15	Paper
Statistical Inference in Fractional Poisson Ornstein-Uhlenbeck Process	2017-12-13	Paper
Least squares estimation of ARCH models with missing observations Journal of Time Series Analysis	2014-02-25	Paper
A new nonlinear formulation for GARCH models Comptes Rendus. Mathématique. Académie des Sciences, Paris	2013-06-24	Paper

Research outcomes over time

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