Gloria González‐Rivera

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All published works

Action	Title	Year	Authors
+ PDF Chat	A Truncated Mixture Transition Model for Interval-Valued Time Series	2023	Yun Luo Gloria González‐Rivera
+	Prediction regions for interval-valued time series	2018	Gloria González‐Rivera Yun Luo Esther Ruiz
+ PDF Chat	Interval-valued time series models: Estimation based on order statistics exploring the Agriculture Marketing Service data	2015	Wei Lin Gloria González‐Rivera
+	Interval-valued Time Series Models: Estimation based on Order Statistics. Exploring the Agriculture Marketing Service Data	2015	Gloria González‐Rivera Wei Lin
+ PDF Chat	Constrained Regression for Interval-Valued Data	2013	Gloria González‐Rivera Wei Lin
+ PDF Chat	Smoothing methods for histogram‐valued time series: an application to value‐at‐risk	2011	Javier Arroyo Gloria González‐Rivera Carlos Maté Antonio Muñoz San Roque
+	Forecasting with Interval and Histogram Data. Some Financial Applications	2011	Gloria González‐Rivera Javier Arroyo Carlos Maté
+ PDF Chat	Autocontours: Dynamic Specification Testing	2010	Gloria González‐Rivera Zeynep Şenyüz Emre Yoldaş
+ PDF Chat	Multivariate Autocontours for Specification Testing in Multivariate GARCH Models*	2010	Gloria González‐Rivera Emre Yoldaş
+	Autocontours: Dynamic Specification Testing	2009	Gloria González‐Rivera Zeynep Şenyüz Emre Yoldaş
+	Statistical Inference and Prediction in Nonlinear Models using Additive Random Fields	2005	Christian M. Dahl Gloria González‐Rivera Yu Qin
+	The Additive Random Field Regression Model	2004	Christian M. Dahl Gloria González‐Rivera Yu Qin
+	Testing for neglected nonlinearity in regression models based on the theory of random fields	2003	Christian M. Dahl Gloria González‐Rivera
+	Rao's score test with nonparametric density estimators	2001	Gloria González‐Rivera Aman Ullah
+	Efficiency comparisons of maximum-likelihood-based estimators in GARCH models	1999	Gloria González‐Rivera Feike C. Drost
+	A note on adaptation in garch models	1997	Gloria González‐Rivera
+	A Note on Adaptation in Garch Models	1995	Gloria González‐Rivera
+	Semiparametric ARCH Models	1991	Robert F. Engle Gloria González‐Rivera Gloria González‐Rivera

Common Coauthors

Coauthor	Papers Together
Christian M. Dahl	3
Wei Lin	3
Emre Yoldaş	3
Yun Luo	2
Zeynep Şenyüz	2
Carlos Maté	2
Yu Qin	2
Javier Arroyo	1
Esther Ruiz	1
Robert F. Engle	1
Javier Arroyo	1
Antonio Muñoz San Roque	1
Feike C. Drost	1
Aman Ullah	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Chapter 36 Large sample estimation and hypothesis testing	1994	Whitney K. Newey Daniel McFadden	3
+	Large sample estimation and hypothesis testing	1986	Whitney K. Newey Daniel McFadden	3
+	Constrained linear regression models for symbolic interval-valued variables	2009	Eufrásio de Andrade Lima Neto Francisco de A.T. de Carvalho	3
+	An investigation of tests for linearity and the accuracy of likelihood based inference using random fields	2002	Christian M. Dahl	3
+	Semiparametric efficiency bounds	1990	Whitney K. Newey	2
+	Centre and Range method for fitting a linear regression model to symbolic interval data	2007	Eufrásio de Andrade Lima Neto Francisco de A.T. de Carvalho	2
+ PDF Chat	Constrained Regression for Interval-Valued Data	2013	Gloria González‐Rivera Wei Lin	2
+	Automatic Block-Length Selection for the Dependent Bootstrap	2004	Dimitris N. Politis Halbert White	2
+	Semiparametric ARCH Models	1991	Robert F. Engle Gloria González‐Rivera Gloria González‐Rivera	2
+ PDF Chat	On Adaptive Estimation	1982	Peter J. Bickel	2
+ PDF Chat	Multivariate GARCH models: a survey	2006	Luc Bauwens Sébastien Laurent Jeroen V.K. Rombouts	2
+	Additivity tests for nonlinear autoregression	1995	Rong Chen Jun S. Liu Ruey S. Tsay	2
+	Chapter 45 Estimation and inference for dependent processes	1994	Jeffrey M. Wooldridge	2
+	MOMENTS OF A LINEARLY TRUNCATED BIVARIATE NORMAL DISTRIBUTION<sup>1</sup>	1972	G. Nath	2
+	Asymptotically optimal difference-based estimation of variance in nonparametric regression	1990	Peter Hall Jim Kay D. M. Titterington	2
+	Estimation, Inference and Specification Analysis.	1996	Richard J. Smith Hannah J. White	2
+	Regression Analysis when the Dependent Variable Is Truncated Normal	1973	Takeshi Amemiya	2
+	Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process	1991	Zhiliang Ying	2
+ PDF Chat	Bootstrap Methods: Another Look at the Jackknife	1979	B. Efron	2
+	Testing for neglected nonlinearity in regression models based on the theory of random fields	2003	Christian M. Dahl Gloria González‐Rivera	2
+	Efficient and Adaptive Estimation for Semiparametric Models.	1994	Anton Schίck Peter J. Bickel Chris A. J. Klaassen Ya’acov Ritov Jon A. Wellner	2
+	Consistent Specification Testing Via Nonparametric Series Regression	1995	Yongmiao Hong Halbert White	2
+ PDF Chat	Additive Regression and Other Nonparametric Models	1985	Charles J. Stone	2
+ PDF Chat	The Dimensionality Reduction Principle for Generalized Additive Models	1986	Charles J. Stone	2
+	Fisher information and maximum‐likelihood estimation of covariance parameters in Gaussian stochastic processes	1998	Markus Abt William J. Welch	2
+ PDF Chat	NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS	2002	Stefan Sperlich Dag Tjøstheim Lijian Yang	2
+	Forecasting with Interval and Histogram Data. Some Financial Applications	2011	Gloria González‐Rivera Javier Arroyo Carlos Maté	2
+ PDF Chat	Autocontours: Dynamic Specification Testing	2010	Gloria González‐Rivera Zeynep Şenyüz Emre Yoldaş	2
+ PDF Chat	Testing for additivity in nonparametric regression	1995	R. L. Eubank Jeffrey D. Hart Douglas G. Simpson Leonard A. Stefanski	2
+ PDF Chat	Testing for Additivity of a Regression Function	1993	Daniel Barry	2
+	Modelling and Analysing Interval Data	2007	Paula Brito	2
+ PDF Chat	Bootstrap Standard Error Estimates for Linear Regression	2005	Sı́lvia Gonçalves Halbert White	2
+ PDF Chat	Evaluating Models of Autoregressive Conditional Duration	2005	Mika Meitz Timo Teräsvirta	1
+	Nonparametric Identification of Nonlinear Time Series: Projections	1994	Dag Tjøstheim Bjørn Auestad	1
+	A Test of Goodness of Fit	1954	T. W. Anderson D. A. Darling	1
+ PDF Chat	EM algorithms for multivariate Gaussian mixture models with truncated and censored data	2012	Gyemin Lee Clayton Scott	1
+ PDF Chat	Asymptotic Properties of Non-Linear Least Squares Estimators	1969	Robert I. Jennrich	1
+	Modeling Flat Stretches, Bursts Outliers in Time Series Using Mixture Transition Distribution Models	1996	Nhu D. Le R. Douglas Martin Adrian E. Raftery	1
+	On the uniqueness of the maximum likelihood estimator in truncated regression models	1989	Chris D. Orme	1
+	The Monge–Kantorovich Mass Transference Problem and Its Stochastic Applications	1985	Svetlozar T. Rachev	1
+	Maximum Likelihood from Incomplete Data Via the <i>EM</i> Algorithm	1977	A. P. Dempster N. M. Laird Donald B. Rubin	1
+ PDF Chat	Maximum Likelihood Estimation of Parameters under a Spatial Sampling Scheme	1993	Zhiliang Ying	1
+ PDF Chat	Estimating structured correlation matrices in smooth Gaussian random field models	2000	Tao-Kai Lam Wei‐Liem Loh	1
+	The Determination of the Order of an Autoregression	1979	E. J. Hannan Barry G. Quinn	1
+	The Geometry of Random Fields	2010	Robert J. Adler	1
+ PDF Chat	Nonparametric Density Estimation with a Parametric Start	1995	Nils Lid Hjort Ingrid K. Glad	1
+ PDF Chat	Automatic smoothing parameter selection: A survey	1988	J. S. Marron	1
+	On a mixture vector autoregressive model	2007	Tom Fong W. K. Li Christopher W.H. Yau C. S. Wong	1
+	On a Mixture Autoregressive Model	2000	Chun Shan Wong W. K. Li	1
+	A Semiparametric Maximum Likelihood Estimator	1997	Chunrong Ai	1