Fabio H. Nieto

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
A coincident index for the state of the economy International Statistical Review	2025-01-07	Paper
scientific article; zbMATH DE number 7612727 (Why is no real title available?)	2022-11-04	Paper
scientific article; zbMATH DE number 7578249 (Why is no real title available?)	2022-08-30	Paper
Forecasting with Multivariate Threshold Autoregressive Models Revista Colombiana de Estadística	2022-02-14	Paper
On a new procedure for identifying a dynamic common factor model Revista Colombiana de Estadística	2021-08-05	Paper
Bayesian analysis of multiplicative seasonal threshold autoregressive processes Revista Colombiana de Estadística	2020-12-16	Paper
TAR modeling with missing data when the white noise process follows a Student's \(t\)-distribution Revista Colombiana de Estadística	2020-06-21	Paper
Univariate conditional distributions of an open-loop TAR stochastic process Revista Colombiana de Estadística	2020-06-21	Paper
Bayesian analysis of multivariate threshold autoregressive models with missing data Communications in Statistics: Theory and Methods	2017-04-27	Paper
Common seasonality in multivariate time series Statistica Sinica	2016-10-26	Paper
Bayesian analysis of multivariate threshold autoregressive models with missing data Communications in Statistics: Theory and Methods	2016-09-30	Paper
Choosing a dynamic common factor as a coincident index Statistics & Probability Letters	2016-02-01	Paper
Choosing a dynamic common factor as a coincident index Statistics & Probability Letters	2015-12-30	Paper
Using the reversible jump MCMC procedure for identifying and estimating univariate TAR models Communications in Statistics. Simulation and Computation	2013-05-13	Paper
Forecasting with univariate TAR models Statistical Methodology	2012-10-19	Paper
scientific article; zbMATH DE number 5545583 (Why is no real title available?)	2009-04-21	Paper
Modeling Bivariate Threshold Autoregressive Processes in the Presence of Missing Data Communications in Statistics: Theory and Methods	2005-06-14	Paper
scientific article; zbMATH DE number 2042274 (Why is no real title available?)	2004-02-15	Paper
A note on linear combination of predictors Statistics & Probability Letters	2001-12-16	Paper
Temporal and contemporaneous disaggregation of multiple economic time series Test	2000-06-13	Paper
A note on interpolation of arima processes Communications in Statistics: Theory and Methods	1999-11-10	Paper
A recursive approach for estimating missing observations in an univariate time series Communications in Statistics: Theory and Methods	1997-05-19	Paper
Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated Statistics & Probability Letters	1995-06-06	Paper

Research outcomes over time

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