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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Pellegrini, Santiago
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) | Type | | 2010 | Conditionally heteroscedastic unobserved component models and their reduced form | Pellegrini, Santiago; Ruiz, Esther [ortega] | article |
| Apr-2009 | Predicción en modelos de componentes inobservables condicionalmente heteroscedásticos | Pellegrini, Santiago | doctoralThesis; Tesis |
| 2011 | Prediction intervals in conditionally heteroscedastic time series with stochastic components | Espasa, Antoni [espasa]; Pellegrini, Santiago; Ruiz, Esther | article |
| 2011 | Prediction intervals in conditionally heteroscedastic time series with stochastic components | Pellegrini, Santiago; Ruiz, Esther [ortega]; Espasa, Antoni [espasa] | article |
| Apr-2007 | The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances | Pellegrini, Santiago; Ruiz, Esther [ortega]; Espasa, Antoni [espasa] | workingPaper |
Showing results 1 to 5 of 5
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