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Publications in Computational Mathematics

Forecasting Daily Time Series Using Periodic Unobserved Components Time Series Models

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2006English

Matching-Based Preprocessing Algorithms to the Solution of Saddle-Point Problems in Large-Scale Nonconvex Interior-Point Optimization

Computational Optimization and Applications
ControlComputational MathematicsApplied MathematicsOptimization
2007English

Bayesian Analysis of the Stochastic Conditional Duration Model

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2006English

Archimedean Copula Estimation Using Bayesian Splines Smoothing Techniques

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2007English

Penalized Solutions to Functional Regression Problems

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2007English

Implementing the Bianco and Yohai Estimator for Logistic Regression

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2003English

Hyper-Sparsity in the Revised Simplex Method and How to Exploit It

Computational Optimization and Applications
ControlComputational MathematicsApplied MathematicsOptimization
2005English

Nonlinear Feedback Controllers and Compensators: A State-Dependent Riccati Equation Approach

Computational Optimization and Applications
ControlComputational MathematicsApplied MathematicsOptimization
2007English

Displaying a Clustering With CLUSPLOT

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
1999English

A Unifying Framework for Analysing Common Cyclical Features in Cointegrated Time Series

Computational Statistics and Data Analysis
StatisticsProbabilityApplied MathematicsComputational TheoryComputational MathematicsMathematics
2007English

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