Mauricio Zevallos

Available identifiers

zbMath Open zevallos.mauricioMaRDI QIDQ481420

List of research outcomes

Publication	Date of Publication	Type
On the asymptotic distribution of sample autocovariance differences of long-memory processes	2023-09-01	Paper
Estimation and forecasting of long memory stochastic volatility models	2023-05-03	Paper
Riemann manifold Langevin methods on stochastic volatility estimation	2018-02-12	Paper
A note on curvature influence diagnostics in elliptical regression models	2017-11-01	Paper
Minimum distance estimation of ARFIMA processes	2017-06-30	Paper
Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA	2015-06-03	Paper
Assessing stock market dependence and contagion	2015-04-16	Paper
Slope influence diagnostics in conditional heteroscedastic time series models	2014-12-12	Paper
Fitting non-Gaussian persistent data	2013-11-15	Paper
Influential observations in GARCH models	2013-06-12	Paper
Analysis of the correlation structure of square time series	2005-05-20	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Mauricio Zevallos