Publications in collaboration with researchers from Universidad de Granada (6)

2011

  1. 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

2010

  1. Spatiotemporal filtering from fractal spatial functional data sequence

    Stochastic Environmental Research and Risk Assessment, Vol. 24, Núm. 4, pp. 527-538

2007

  1. Wavelet-vaguelette decomposition of spatiotemporal random fields

    Stochastic Environmental Research and Risk Assessment, Vol. 21, Núm. 3, pp. 273-281

2006

  1. Estimation of intrinsic processes affected by additive fractal noise

    Journal of Multivariate Analysis, Vol. 97, Núm. 6, pp. 1361-1381

2004

  1. Wavelet-based functional reconstruction and extrapolation of fractional random fields

    Test, Vol. 13, Núm. 2, pp. 417-444

2003

  1. Multiscale estimation of processes related to the fractional Black-Scholes equation

    Computational Statistics, Vol. 18, Núm. 3, pp. 401-415