E.T.S. De Enxeñería De Minas
Centro
![Foto de Ricardo](/img/nophoto.png)
Ricardo
Cao Abad
Publicacións nas que colabora con Ricardo Cao Abad (7)
2009
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The uncertainties about the relationships risk-return-volatility in the Spanish stock market
Computational Statistics, Vol. 24, Núm. 1, pp. 113-126
2004
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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
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Nonparametric maximum likelihood estimators for AR and MA time series
Journal of Statistical Computation and Simulation, Vol. 73, Núm. 5, pp. 347-360
2001
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Smoothed bootstrap bandwidth selection in nonparametric density estimation for moving average processes
Stochastic Analysis and Applications, Vol. 19, Núm. 4, pp. 555-580
2000
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On the estimation of the marginal density of a moving average process
Canadian Journal of Statistics, Vol. 28, Núm. 4, pp. 799-815
1999
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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
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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