artículo académico

• A Hybrid GAS-ATT-LSTM Architecture for Predicting Non-Stationary Financial Time Series.  MATHEMATICS.  13(14). 2025
• The impact of COVID-19 on deaths from dementia and Alzheimer’s disease in Chile: an analysis of panel data for 16 regions, 2017–2022.  LANCET REGIONAL HEALTH-AMERICAS.  33. 2024
• Indirect estimation of the need for palliative care during the COVID-19 pandemic: A descriptive cross-sectional study using mortality data in the Biobío Region, Chile.  PLOS ONE.  18(7). 2023
• Interpretable machine learning for mortality modeling on patients with chronic diseases considering the COVID-19 pandemic in a region of Chile: A Shapley value based approach.  RESEARCH IN STATISTICS.  1(1). 2023
• Liquidity spillovers in the global stock markets: Lessons for risk management.  GLOBAL FINANCE JOURNAL.  58. 2023
• Assessing the effectiveness of quarantine measures during the COVID-19 pandemic in Chile using Bayesian structural time series models.  INFECTIOUS DISEASE MODELLING.  7(4):625-636. 2022
• Impact of COVID-19 on deaths from respiratory diseases: Panel data evidence from Chile.  INFECTION ECOLOGY & EPIDEMIOLOGY.  12(1). 2022
• Multivariate Kalman filtering for spatio-temporal processes.  STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT.  36(12):4337-4352. 2022
• Time Series Models for Forecasting the Number of Cases of SARS-COV-2 Dominant Variants During the Epidemic Waves in Chile.  REVISTA POLITECNICA.  50(3):17-26. 2022
• Bootstrapping regression models with locally stationary disturbances.  TEST.  30:341-363. 2021
• Prediction of confirmed cases of and deaths caused by COVID-19 in Chile through time series techniques: A comparative study.  PLOS ONE.  16(4). 2021
• A Kalman filter method for estimation and prediction of space-time data with an autoregressive structure.  JOURNAL OF STATISTICAL PLANNING AND INFERENCE.  203:117-130. 2019
• Estimation of slowly time-varying trend function in long memory regression models.  JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION.  88(10):1903-1920. 2018
• Spatio-temporal analysis with short- and long-memory dependence: a state-space approach.  TEST.  27(1):221-245. 2018
• Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach.  JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION.  87(12):2430-2449. 2017
• Partially linear beta regression model with autoregressive errors.  TEST.  24:1-24. 2015
• Modified Maximum Likelihood Estimation in Autoregressive processes with generalized Exponential Innovations.  OPEN JOURNAL OF STATISTICS.  4:620-629. 2014
• Partially linear censored regression models using heavy-tailed distributions: A bayesian approach.  STATISTICAL METHODOLOGY.  18:14-31. 2014
• Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors.  JOURNAL OF APPLIED STATISTICS.  40(8):1796-1816. 2013
• Estimation and Forecasting of Locally Stationary Processes.  JOURNAL OF FORECASTING.  32(1):86-96. 2013
• Kalman Filter Estimation for a Regression Model with Locally Stationary Errors.  COMPUTATIONAL STATISTICS & DATA ANALYSIS.  62:52-69. 2013
• Statiscals analysis of locally stationary processes.  CHILEAN JOURNAL OF STATISTICS.  4(2):133-149. 2013
• A proposed reparametrization of gamma distribution for the analysis of data of rainfall-runoff driven pollution.  PROYECCIONES.  30(3):415-439. 2011
• Estimation and Forecasting of Locally Stationary Processes.  JOURNAL OF FORECASTING.  2011