Natalia Bahamonde

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
Statistical Inference in Fractional Poisson Ornstein-Uhlenbeck Process (available as arXiv preprint)	2017-01-01	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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