Ricardo Cao Abad-rekin lankidetzan egindako argitalpenak (7)

2009

  1. The uncertainties about the relationships risk-return-volatility in the Spanish stock market

    Computational Statistics, Vol. 24, Núm. 1, pp. 113-126

2004

  1. Estimación de la densidad marginal de procesos de media móvil utilizando estimadores no paramétricos de máxima verosimilitud

    VI Congreso Galego de Estatística e Investigación de Operacións: Vigo, 5,6 e 7 de novembro de 2003

2003

  1. Nonparametric maximum likelihood estimators for AR and MA time series

    Journal of Statistical Computation and Simulation, Vol. 73, Núm. 5, pp. 347-360

2001

  1. Smoothed bootstrap bandwidth selection in nonparametric density estimation for moving average processes

    Stochastic Analysis and Applications, Vol. 19, Núm. 4, pp. 555-580

2000

  1. On the estimation of the marginal density of a moving average process

    Canadian Journal of Statistics, Vol. 28, Núm. 4, pp. 799-815

1999

  1. A comperative study of two convolution-type estimators of the marginal density of moving average processes

    Computational Statistics, Vol. 14, Núm. 3, pp. 355-373

  2. Rate of convergence of a convolution-type estimator of the marginal density of a MA(1) process

    Stochastic Processes and their Applications, Vol. 80, Núm. 2, pp. 129-155