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02/01/2022
Parameter estimation for the FOU(p) process with the same lambda
The FOU(p) processes can be considered as an alternative to ARMA (or ARF...
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12/21/2021
Short range vs long range dependence. An hyppothesis test based on Fractional Iterated Ornstein–Uhlenbeck processes
In this work, which is based on the family of Fractional Iterated Ornste...
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12/09/2021
Spatial clustering of extreme annual precipitation in Uruguay
The main objective of this work is to study the existence of spatial pat...
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09/18/2020
An Independence Test Based on Recurrence Rates. An empirical study and applications to real data
In this paper we propose several variants to perform the independence te...
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04/22/2020
Parameter Estimation for Discretely Observed Fractional Iterated Ornstein–Uhlenbeck Processes
We extend the theoretical results for any FOU(p) processes for the case ...
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04/22/2020
Parameter Estimation for the Discretely Observed Fractional Iterated Ornstein–Uhlenbeck Processes
We extend the theoretical results for any FOU(p) processes for the case ...
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08/09/2019
An Independence Test Based on Recurrence Rates
A new test of independence between random elements is presented in this ...
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12/11/2018
A combined strategy for multivariate density estimation
Non-linear aggregation strategies have recently been proposed in respons...
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09/04/2015