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    • Functional time series identification and diagnosis by means of autocorrelation analysis 

      Mestre Marcos, Guillermo; Portela González, José; Rice, Gregory; Muñoz San Roque, Antonio; Alonso Pérez, Estrella (Sociedad de Estadística e Investigación Operativa; Universitat Politècnica de València (Alcoy, España), 03/09/2019)
      Quantifying the serial correlation across lags is a crucial step in the identification and diagnosis of a model for scalar time series, where the autocorrelation and partial autocorrelation functions of the time series are ...

    • Hilbertian ARMA model for forecasting functional time series 

      Portela González, José; Muñoz San Roque, Antonio; Alonso Pérez, Estrella (ERCIM Working Group on Computational and Methodological Statistics; Universidad de Sevilla; Queen Ma (Londres, Reino Unido), 12/12/2015)
      A new forecasting method for functional time series is proposed. This model attempts to generalize the standard scalar ARMA time series model to the $L^2$ Hilbert space in order to forecast functional time series. A ...

    • Mixed Mechanisms for Auctioning Ranked Items 

      Alonso Pérez, Estrella; Sánchez Soriano, Joaquín; Tejada Cazorla, Juan Antonio (15/12/2020)
      Este artículo trata el problema de diseñar y elegir mecanismos de subasta para múltiples objetos clasificados de manera común como, por ejemplo, subastas de palabras clave en motores de búsqueda en Internet. Adoptaremos ...

    • White noise testing for functional time series. Application to model identification and diagnosis 

      Mestre Marcos, Guillermo; Portela González, José; Muñoz San Roque, Antonio; Alonso Pérez, Estrella (Computationally-intensive methods for the robust analysis of non-standard data (Iasi, Rumania), 31/08/2018)
      White noise characterization is a crucial step in the identification and diagnosis of a model for scalar time series, where the autocorrelation and partial autocorrelation functions of the time series are the most common ...