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Browsing DES - Artículos de Revistas by Title

Browsing DES - Artículos de Revistas by Title

Now showing items 1-20 of 160

A decomposition methodology applied to the multiarea optimal power flow problem (article)

Nogales, Francisco J.; Prieto, Francisco J.; Conejo, Antonio J.
2003-04

Annals of Operations Research; Apr 2003; 120, 1; p. 99-116
A decomposition procedure based on approximate Newton directions (article)

Conejo, Antonio J.; Nogales, Francisco J.; Prieto, Francisco J.
2002-12

Mathematical Programming, 2002, v. 93, n. 3, p. 495-515
A general framework for prediction in penalized regression (article)

Carballo González, Alba ; Durbán Reguera, María Luz ; Kauermann, Goran; Lee Hwang, Dae-Jin
2020-02-27

Statistical Modelling, February 2020
A half-region depth for functional data. (article)

López-Pintado, Sara; Romo, Juan
2011-04-01

Computational Statistics & Data Analysis ,(1 April 2011), 55(4), 1679–1695
A note on the acceptability of regression solutions: another look at computational accuracy (review)

Espasa, Antoni
1977-09

Journal of the American Statistical Association. (Septiembre 1977), vol. 72, nº 359, p. 603
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (article)

Pérez, Ana; Ruiz Ortega, Esther ; Veiga, Helena
2009

Computational Statistics & Data Analysis, 2009, v. 53, n. 10, pp.3593-3600
A note on the use of vector barrier parameters for interior-point methods (article)

Moguerza, Javier M.; Olivares, Alberto; Prieto, Francisco J.
2007-09

European Journal of Operational Research, 2007, v. 181, n. 2, p. 571–585
A parallel computation approach for solving multistage stochastic network problems (article)

Escudero, L. F.; Fuente, J. L. de la; García, Cristina; Prieto, Francisco J.
1999

Annals of Operations Research, 1999, v. 90, p. 131-160
A powerful test for conditional heteroscedasticity for financial time series with highly persistent volatilities. (article)

Rodríguez, Julio; Ruiz Ortega, Esther
2005

Statistica Sinica, 2005, vol. 15, n. 2, p. 505-526
A quantitative study of the rate of change in Spain employment (article)

Espasa, Antoni
1984-06

Qüestiio: Quaderns d'Estadistica, Sistemes, Informatica i Investigació Operativa. (Junio 1984), vol. 8, nº 2, p.75-86
A sequential quadratic programming algorithm using an incomplete solution of the subproblem (article)

Murray, Walter; Prieto, Francisco J.
1995-08

SIAM Journal on Optimization, 1995, v. 5, n. 3, p. 590-640
A subsampling method for the computation of multivariate estimators with high breakdown point (article)

Juan, Jesús; Prieto, Francisco J.
1995

Journal of Computational and Graphical Statistics, 1995, v. 4, n. 4, p. 1-16
An augmented Lagrangian interior-point method using directions of negative curvature (article)

Moguerza, Javier M.; Prieto, Francisco J.
2003-03

Mathematical Programming, 2003, vol. 95, no. 3, pp. 573-616.
Aproximación lineal por tramos a comportamientos no lineales: estimación de señales de nivel de crecimiento (article)

Álvarez, Luis J.; Delrieu, J.C.; Espasa, Antoni
1994

Revista Estadística Española, 1994, vol. 36, nº 137, p. 403-430
Asymmetric long memory garch: a reply to hwang's model (article)

Ruiz Ortega, Esther ; Pérez, Ana
2003

Economics Letters, 2003, vol. 78, n. 3, p. 415-422
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models (article)

Lopes Moreira Da Veiga, María Helena ; Wiper, Michael Peter ; Galán Camacho, Jorge Eduardo
2014-08-01

Veiga, M.H., Galán, J. y Wiper, M. Bayesian estimation of inefficiency heterogeneity in stochastic frontier models. Journal of Productivity Analysis, August 2014, v. 42, n. 1, pp. 85-101.
Bootstrap multi-step forecasts of non-Gaussian VAR models (article)

Fresoli, Diego; Ruiz Ortega, Esther ; Pascual, Lorenzo
2015-08

Fresoli, D., Ruiz, E. y Pascual, L. Bootstrap Multi-step Forecasts of Non-Gaussian VAR Models. International Journal of Forecasting, July-September 2015, v. 31, n. 3, pp. 834-848
Bootstrap prediction for returns and volatilities in GARCH models (article)

Pascual, Lorenzo; Romo, Juan ; Ruiz Ortega, Esther
2006

Computational Statistics & Data Analysis, 2006, vol. 50, n. 9, p. 2293-2312
Bootstrap prediction for returns and volatilities in GARCH models. (article)

Pascual, Lorenzo; Romo, Juan ; Ruiz Ortega, Esther
2006-05-01

Computational Statistics & Data Analysis, (1 May 2006), 50(9), 2293-2312.
Bootstrap prediction intervals for power-transformed time series (article)

Pascual, Lorenzo; Romo, Juan ; Ruiz Ortega, Esther
2005-04

International Journal of Forecasting, ( April-June 2005), 21(2), 219-235.

Now showing items 1-20 of 160

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