Español English Contacte con nosotros http://www.uc3m.es/portal/page/portal/biblioteca
DSpace e-Archivo

Archivo Abierto Institucional de la Universidad Carlos III de Madrid >

Browsing by Author Romo, Juan

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:   
Sort by: In order: Results/Page Authors/Record:
Showing results 4 to 23 of 44
< previous   next >
Issue DateTitleAuthor(s)Type
May-1992Bootstrapping unit root AR(1) modelsFerretti, Nélida; Romo, JuanworkingPaper; workingPaper
2006Bootstrap prediction for returns and volatilities in GARCH modelsPascual, Lorenzo; Romo, Juan; Ruiz, Esther [ortega]article
Jan-2001Bootstrap prediction intervals for power-transformed time seriesPascual, Lorenzo; Romo, Juan; Ruiz, Esther [ortega]workingPaper
2004Bootstrap predictive inference for ARIMA processesPascual, Lorenzo; Romo, Juan; Ruiz, Esther [ortega]article
Mar-1999Bootstrap Predictive Inference for Arima ProcessesPascual, L.; Romo, Juan; Ruiz, Esther [ortega]workingPaper
Oct-1993Bootstrap tests for unit root AR(1) modelsFerretti, Nélida; Romo, JuanworkingPaper
May-1997Bootstrap tests for unit roots based on lad estimationMoreno, Marta; Romo, JuanworkingPaper
May-2010Characterization of bathtub distributions via percentile residual life functionsFranco-Pereira, Alba M.; Lillo, Rosa E.; Romo, JuanworkingPaper
Jul-2009Classification of functional data: a weighted distance approachAlonso, Andrés M.; Casado, David; Romo, JuanworkingPaper
Jun-2010Comparing quantile residual life functions by confidence bandsFranco-Pereira, Alba M.; Lillo, Rosa E.; Romo, JuanworkingPaper
Mar-1999Constant coefficient tests for random coefficient regressionDelicado, Pedro; Romo, JuanworkingPaper
Jun-1996Contribuciones a la teoría de robustez respecto al sesgoBerrendero Díaz, José RamóndoctoralThesis
Oct-2005Depth-based classification for functional dataLópez Pintado, Sara; Romo, JuanworkingPaper
May-2006Depth-based inference for functional dataLópez Pintado, Sara; Romo, JuanworkingPaper
Apr-1999Effects of parameter estimation on prediction densities a bootstrap approachPascual, L.; Romo, Juan; Ruiz, Esther [ortega]workingPaper
2001Effects of parameter estimation on prediction densities: A bootstrap approachPascual, Lorenzo; Ruiz, Esther [ortega]; Romo, Juanarticle
2000Forecasting returns and volatilities in GARCH processes using the bootstrapPascual, Lorenzo; Romo, Juan; Ruiz, Esther [ortega]workingPaper
Feb-2000Forecasting time series with sieve bootstrapAlonso, Andrés M.; Peña, Daniel; Romo, JuanworkingPaper
Jul-2001Forecast of the expected non-epidemic morbidity of acute diseases using resampling methodsAlonso, Andrés M.; Romo, JuanworkingPaper
Jul-2010Four essays on the interaction between credit derivatives and fixed income marketsMayordomo, SergiodoctoralThesis; Tesis
Showing results 4 to 23 of 44
< previous   next >

 

Valid XHTML 1.0! © Universidad Carlos III de Madrid - Software DSpace - Terms of use - Feedback