Mauricio Zevallos

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
Minimum distance estimation of long-memory stochastic duration models Communications in Statistics. Theory and Methods	2025-08-25	Paper
On Bayesian wavelet shrinkage estimation of nonparametric regression models with stationary correlated noise Statistics and Computing	2025-05-26	Paper
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach Journal of Business and Economic Statistics	2024-08-13	Paper
On the asymptotic distribution of sample autocovariance differences of long-memory processes Brazilian Journal of Probability and Statistics	2023-09-01	Paper
Estimation and forecasting of long memory stochastic volatility models Studies in Nonlinear Dynamics & Econometrics	2023-05-03	Paper
Riemann manifold Langevin methods on stochastic volatility estimation Communications in Statistics. Simulation and Computation	2018-02-12	Paper
A note on curvature influence diagnostics in elliptical regression models Brazilian Journal of Probability and Statistics	2017-11-01	Paper
Minimum distance estimation of ARFIMA processes Computational Statistics and Data Analysis	2017-06-30	Paper
Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA Communications in Statistics. Simulation and Computation	2015-06-03	Paper
Assessing stock market dependence and contagion Quantitative Finance	2015-04-16	Paper
Slope influence diagnostics in conditional heteroscedastic time series models Brazilian Journal of Probability and Statistics	2014-12-12	Paper
Fitting non-Gaussian persistent data Applied Stochastic Models in Business and Industry	2013-11-15	Paper
Influential observations in GARCH models Journal of Statistical Computation and Simulation	2013-06-12	Paper
A note on influence diagnostics in AR(1) time series models Journal of Statistical Planning and Inference	2012-09-18	Paper
Analysis of the correlation structure of square time series Journal of Time Series Analysis	2005-05-20	Paper

Research outcomes over time

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