Publicaciones en colaboración con investigadores/as de University of Göttingen (2)

2011

  1. One-Sided Cross-Validation for Density Estimation with an Application to Operational Risk

    Operational Risk toward Basel III: Best Practices and Issues in Modeling, Management, and Regulation (John Wiley and Sons), pp. 177-195

  2. The Dagum and auxiliary covariance families: Towards reconciling two-parameter models that separate fractal dimension and the Hurst effect

    Probabilistic Engineering Mechanics, Vol. 26, Núm. 2, pp. 259-268