Fabio H. Nieto

Available identifiers

zbMath Open nieto.fabio-hMaRDI QIDQ713836

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q5045541	2022-11-04	Paper
https://portal.mardi4nfdi.de/entity/Q5101733	2022-08-30	Paper
Forecasting with Multivariate Threshold Autoregressive Models	2022-02-14	Paper
On a new procedure for identifying a dynamic common factor model	2021-08-05	Paper
Bayesian Analysis of Multiplicative Seasonal Threshold Autoregressive Processes	2020-12-16	Paper
TAR Modeling with Missing Data when the White Noise Process Follows a Student’s t-Distribution	2020-06-21	Paper
Univariate Conditional Distributions of an Open-Loop TAR Stochastic Process	2020-06-21	Paper
Bayesian analysis of multivariate threshold autoregressive models with missing data	2017-04-27	Paper
Common seasonality in multivariate time series	2016-10-26	Paper
Bayesian analysis of multivariate threshold autoregressive models with missing data	2016-09-30	Paper
Choosing a dynamic common factor as a coincident index	2016-02-01	Paper
Choosing a dynamic common factor as a coincident index	2015-12-30	Paper
Using the Reversible Jump MCMC Procedure for Identifying and Estimating Univariate TAR Models	2013-05-13	Paper
Forecasting with univariate TAR models	2012-10-19	Paper
https://portal.mardi4nfdi.de/entity/Q3621636	2009-04-21	Paper
Modeling Bivariate Threshold Autoregressive Processes in the Presence of Missing Data	2005-06-14	Paper
https://portal.mardi4nfdi.de/entity/Q4450050	2004-02-15	Paper
A note on linear combination of predictors	2001-12-16	Paper
Temporal and contemporaneous disaggregation of multiple economic time series	2000-06-13	Paper
A note on interpolation of arima processes	1999-11-10	Paper
A recursive approach for estimating missing observations in an univariate time series	1997-05-19	Paper
Kalman filter for singular and conditional state-space models when the system state and the observational error are correlated	1995-06-06	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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