2 citations · 3 across the 3 of their papers we have counts for
3 papers
A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes
J. Álvarez-Liébana, A. López-Pérez, W. González-Manteiga +1
High-frequency financial data can be collected as a sequence of curves over time; for example, as intra-day price, currently one of the topics of greatest interest in finance. The…
A comparative simulation study of data-driven methods for estimating density level sets
Paula Saavedra-Nieves, Wenceslao González-Manteiga, Alberto Rodríguez-Casal
Density level sets are mainly estimated using one of three methodologies: plug-in, excess mass, or a hybrid approach. The plug-in methods are based on replacing the unknown density…
Partially linear models on Riemannian manifolds
Wenceslao Gonzalez-Manteiga, Guillermo Henry, Daniela Rodriguez
In partially linear models the dependence of the response y on (x^T,t) is modeled through the relationship y=\x^T β+g(t)+ε where εis independent of (x^T,t). In this paper, estimato…