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• Detecting outliers in high dimensional time series by dynamic factor models
• Structured factor copulas for modeling the systemic risk of European and United States banks
• Testing for linearity in scalar on function regression with responses missing at random
• Sequential detection of parameter changes in dynamic conditional correlation models
• Una aplicación del análisis de series temporales funcionales a los precios horarios de la electricidad en el mercado MIBEL
• A robust procedure to build dynamic factor models with cluster structure
• Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction
• Las nuevas oportunidades de big data para las instituciones financieras
• Variational inference for high dimensional structured factor copulas
• Data science, big data and statistics
• Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random
• Parallel Bayesian inference for high-dimensional dynamic factor copulas
• Particle learning for Bayesian semi-parametric stochastic volatility model
• Rejoinder on: Data science, big data and statistics
• Dating multiple change points in the correlation matrix
• Functional principal component regression: An overview and a comparative study
• Parameter estimation of the functional linear model with scalar response with responses missing at random
• A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with applications to portfolio selection
• Functional outlier detection by a local depth with application to NOx levels
• Monitoring multivariate variance changes
• Bayesian inference methods for univariate and multivariate GARCH models: A survey
• The Mahalanobis distance for functional data with applications to classification
• A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
• Multiple break detection in the correlation structure of random variables
• Spatial depth-based classification with functional data
• Finding outliers in linear and nonlinear time series
• Monitoring correlation change in a sequence of random variables
• Additive outlier detection in seasonal ARIMA models by a modified Bayesian information criterion
• Comments on: Some recent theory for autoregressive count time series
• Measures of influence in the functional linear model with scalar response
• Shifts in individual parameters of a GARCH model
• The Gaussian mixture conditional correlation model: Parameter estimation, value at risk calculation and portfolio selection
• An unified approach to model selection, discrimination, goodness of fit and outliers in time series
• Influence in the functional linear model with scalar response
• Outlier detection in functional data by depth measures with application to identify abnormal NOx levels
• A functional analysis of NOx levels: Location and scale estimation and outlier detection
• Bayesian estimation of the Gaussian mixture GARCH model
• Covariance changes detection in multivariate time series
• Improved model selection criteria for SETAR time series models
• On the connection between model selection criteria and quadratic discrimination in time series models
• The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson process
• Outlier detection in multivariate time series by projection pursuit
• A note on prediction and interpolation errors in time series
• Multivariate analysis in vector time series