The following pages link to Natalia Bahamonde (Q1698249):
Displaying 9 items.
- ARCH model and fractional Brownian motion (Q1698250) (← links)
- Donsker type theorem for fractional Poisson process (Q2322591) (← links)
- A new nonlinear formulation for GARCH models (Q2376629) (← links)
- Spectral estimation in the presence of missing data (Q4606859) (← links)
- A robust closed-form estimator for the GARCH(1,1) model (Q5222426) (← links)
- Least squares estimation of ARCH models with missing observations (Q5397963) (← links)
- ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE (Q6039855) (← links)
- On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case (Q6039877) (← links)
- An irregularly spaced ARMA(1,1) model and an application to contamination data (Q6667624) (← links)
