Man

Wilfredo Palma Manriquez

PONTIFICIA UNIVERSIDAD CATOLICA DE CHILE

Santiago, Chile

Líneas de Investigación



 

Article (8)

A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model
Estimation and Forecasting of Locally Stationary Processes
Minimum distance estimation of ARFIMA processes
Statistical analysis of autoregressive fractionally integrated moving average models in R
Fitting non-Gaussian persistent data
AN EFFICIENT ESTIMATOR FOR LOCALLY STATIONARY GAUSSIAN LONG-MEMORY PROCESSES
On the sample mean of locally stationary long-memory processes
Assessing influence in Gaussian long-memory models

EditorialMaterial (1)

Discussion of 'Multivariate dynamic regression: modeling and forecasting for intraday electricity load' by Migon and Alves

Errata (1)

Regression estimation with locally stationary long-memory errors (Retraction of vol 116, pg 14, 2013)
10
Wilfredo Palma

PONTIFICIA UNIVERSIDAD CATOLICA DE CHILE

Santiago, Chile

2
Guillermo Ferreira

Associado

FACULTAD DE CIENCIAS FISICAS Y MATEMATICAS/ UNIVERSIDAD DE CONCEPCION

Concepción, Chile