A. D. Río
2001
A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom A. D. Río trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from A. D. Río's perspective
Ordered by how strongly the researchers A. D. Río trusts endorse each paper. Same corpus, a different order for every researcher.
- Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives
- Asymptotic behaviour of temporal aggregates of time series
- Time series analysis, forecasting and control
- Bayesian Forecasting and Dynamic Models (2nd edn)
- Generalized autoregressive conditional heteroskedasticity
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
- The Realized Volatility of FTSE-100 Futures Prices
- Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes
- Comparing Predictive Accuracy
- Estimating the Dimension of a Model
Their papers
- Time aggregation and the hodrick-prescott filter (2001) — 116 citations