Publications in collaboration with researchers from Universidad de Jaén (13)

2015

  1. Least-Squares Estimation of Multifractional Random Fields in a Hilbert-Valued Context

    Journal of Optimization Theory and Applications, Vol. 167, Núm. 3, pp. 888-911

2010

  1. The effect of nested grid sampling on the parameter estimation of a spatial Gompertz diffusion

    Stochastic Environmental Research and Risk Assessment, Vol. 24, Núm. 4, pp. 539-546

2009

  1. Spectral-marginal-based estimation of spatiotemporal long-range dependence

    Communications in Statistics - Theory and Methods, Vol. 38, Núm. 1, pp. 103-114

2008

  1. Parameter estimation of self-similar spatial covariogram models

    Communications in Statistics - Theory and Methods, Vol. 37, Núm. 7, pp. 1011-1023

  2. Semiparametric estimation of spatial long-range dependence

    Journal of Statistical Planning and Inference, Vol. 138, Núm. 5, pp. 1479-1495

2007

  1. Likelihood ratio tests and applications in 2D lognormal diffusions

    Recent Advances in Stochastic Modeling and Data Analysis (World Scientific Publishing Co.), pp. 206-303

  2. Prediction and conditional simulation of a 2D Lognormal diffusion random field

    Methodology and Computing in Applied Probability

  3. Wavelet-vaguelette decomposition of spatiotemporal random fields

    Stochastic Environmental Research and Risk Assessment, Vol. 21, Núm. 3, pp. 273-281

2006

  1. Estimation of intrinsic processes affected by additive fractal noise

    Journal of Multivariate Analysis, Vol. 97, Núm. 6, pp. 1361-1381

  2. Spatiotemporal generation of long-range dependence models and estimation

    Environmetrics, Vol. 17, Núm. 2, pp. 139-146

2005

  1. Estimation and prediction of a 2D lognormal diffusion random field

    Stochastic Environmental Research and Risk Assessment, Vol. 19, Núm. 4, pp. 258-265

2004

  1. Wavelet-based functional reconstruction and extrapolation of fractional random fields

    Test, Vol. 13, Núm. 2, pp. 417-444

2003

  1. Multiscale estimation of processes related to the fractional Black-Scholes equation

    Computational Statistics, Vol. 18, Núm. 3, pp. 401-415