W. Palma

发表

Long-Memory Time Series: Theory and Methods

W. Palma, 2007 .

An intervention analysis of air quality data at Santiago, Chile

W. Palma, H. Jorquera, J. Tapia, 2000 .

Analysis of the correlation structure of square time series

Wilfredo Palma, Mauricio Zevallos, W. Palma, 2004 .

A ground‐level ozone forecasting model for Santiago, Chile

Wilfredo Palma, Héctor Jorquera, W. Palma, 2002 .

Estimation of Long-Memory Time Series Models: a Survey of Different Likelihood-Based Methods

Wilfredo Palma, Ngai Hang Chan, N. Chan, 2006 .

Open Systems and Propagation of Chaos in Neuroscience

G. D. Pino, W. Palma, Etienne Tanré, 2013 .

An irregular discrete time series model to identify residuals with autocorrelation in astronomical light curves

S. Eyheramendy, W. Palma, F. Elorrieta, 2018, Monthly Notices of the Royal Astronomical Society.

Estimating seasonal long-memory processes: a Monte Carlo study

Wilfredo Palma, Valdério Anselmo Reisen, W. Palma, 2006 .

Seasonal fractional long-memory processes. A semiparametric estimation approach

W. Palma, V. Reisen, J. Arteche, 2010, 1011.5631.

0472 1 ON THE ESTIMATION OF LOCALLY STATIONARY LONG-MEMORY PROCESSES

N. Chan, W. Palma, 2018 .

On the sample mean of locally stationary long-memory processes

W. Palma, 2010 .

Book Reviews

P. Embrechts, M. Lefebvre, W. Palma, 2008 .

Asymptotics for linear predictors of strongly dependent time series

W. Palma, P. Bondon, 2005, IEEE/SP 13th Workshop on Statistical Signal Processing, 2005.

On the Approximation of Long Memory Processes by an Arma Model Abbreviated Title: Approximating Long Memory Series

Gopal K. Basak, W. Palma, 2007 .

Fitting non-Gaussian persistent data

W. Palma, M. Zevallos, 2011 .

Assessing influence in Gaussian long-memory models

Pascal Bondon, Wilfredo Palma, José Tapia, 2008, Comput. Stat. Data Anal..

Statistical analysis of autoregressive fractionally integrated moving average models in R

Javier E. Contreras-Reyes, W. Palma, 2013, Computational Statistics.

Statistical analysis of autoregressive fractionally integrated moving average models in R

Javier E. Contreras-Reyes, Wilfredo Palma, W. Palma, 2012, Comput. Stat..

Welcome to Math 796 (Advanced Time Series II)

Yaozhong Hu, M. Taniguchi, Y. Kakizawa, 2008 .

A novel bivariate autoregressive model for predicting and forecasting irregularly observed time series

Wilfredo Palma, Cesar Ojeda, Susana Eyheramendy, 2021, 2104.12248.

On the eigenstructure of generalized fractional processes

W. Palma, P. Bondon, 2003 .

AN EFFICIENT ESTIMATOR FOR LOCALLY STATIONARY GAUSSIAN LONG-MEMORY PROCESSES

R. Olea, W. Palma, 2010, 1011.2607.

Long-memory time series

Wilfredo Palma, W. Palma, 2007 .

Short-term dynamics of indoor and outdoor endotoxin exposure: Case of Santiago, Chile, 2012.

W. Palma, G. Valdivia, H. Jorquera, 2016, Environment international.

Estimation of seasonal fractionally integrated processes

Wilfredo Palma, Valderio Anselmo Reisen, Alexandre L. Rodrigues, 2006, Comput. Stat. Data Anal..

Data analysis using regression models with missing observations and long-memory: an application study

Pilar Loreto Iglesias, Wilfredo Palma, Héctor Jorquera, 2006, Comput. Stat. Data Anal..

An irregularly spaced first-order moving average model

Wilfredo Palma, Cesar Ojeda, Susana Eyheramendy, 2021, 2105.06395.

State space modeling of long-memory processes

Wilfredo Palma, Ngai Hang Chan, N. Chan, 1998 .

A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model

Wilfredo Palma, Josu Arteche, Valderio Anselmo Reisen, 2014, Math. Comput. Simul..

Estimation and forecasting of long-memory processes with missing values

N. Chan, W. Palma, 1997 .

Long‐Memory Processes

Wilfredo Palma, W. Palma, 2006 .

Simultaneous variable selection and structural identification for time‐varying coefficient models

W. Palma, Linhao Gao, Ngai Hang Chan, 2021, Journal of Time Series Analysis.

Minimum distance estimation of locally stationary moving average processes

Wilfredo Palma, Ricardo Olea, M. Ignacia Vicuña, 2019, Comput. Stat. Data Anal..

Regression estimation with locally stationary long-memory errors

Wilfredo Palma, Guillermo Ferreira, W. Palma, 2013, J. Multivar. Anal..

On the Estimation of Locally Stationary Long-Memory Processes

Wilfredo Palma, Ngai Hang Chan, N. Chan, 2019, Statistica Sinica.

Statistical analysis of locally stationary processes

R. Olea, W. Palma, G. Ferreira, 2013 .

Estimation and Forecasting of Locally Stationary Processes

Wilfredo Palma, Ricardo Olea, Guillermo Ferreira, 2013 .

Original Articles: A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model

W. Palma, V. Reisen, J. Arteche, 2014 .

Efficient Estimation of Seasonal Long‐Range‐Dependent Processes

Wilfredo Palma, Ngai Hang Chan, N. Chan, 2005 .