Edit Profile (opens in new tab) Bahamonde, Natalia Co-Author Distance Author ID: bahamonde.natalia Published as: Bahamonde, Natalia Documents Indexed: 10 Publications since 2012, including 1 Additional arXiv Preprint Co-Authors: 10 Co-Authors with 10 Joint Publications 287 Co-Co-Authors all top 5 Co-Authors 0 single-authored 6 Torres, Soledad 5 Araya, Héctor 4 Roa, Tania 2 Fermin, Lisandro Javier 1 Bondon, Pascal 1 Doukhan, Paul 1 Ossandón, Sebastián 1 Tudor, Ciprian A. 1 Veiga, Helena 1 Viens, Frederi G. all top 5 Serials 2 Statistics & Probability Letters 2 Statistica Sinica 1 Journal of Time Series Analysis 1 Communications in Statistics. Theory and Methods 1 Journal of Statistical Computation and Simulation 1 Theory of Probability and Mathematical Statistics 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris Fields 8 Statistics (62-XX) 2 Probability theory and stochastic processes (60-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 7 Publications have been cited 27 times in 24 Documents Cited by ▼ Year ▼ Least squares estimation of ARCH models with missing observations. Zbl 1281.62190 Bondon, Pascal; Bahamonde, Natalia 6 2012 A robust closed-form estimator for the GARCH(1,1) model. Zbl 1510.62351 Bahamonde, Natalia; Veiga, Helena 5 2016 ARCH model and fractional Brownian motion. Zbl 1463.62255 Bahamonde, Natalia; Torres, Soledad; Tudor, Ciprian A. 4 2018 A new nonlinear formulation for GARCH models. Zbl 1307.62212 Ossandón, Sebastian; Bahamonde, Natalia 4 2013 Spectral estimation in the presence of missing data. Zbl 1411.62249 Bahamonde, Natalia; Doukhan, Paul 3 2017 On the consistency of the least squares estimator in models sampled at random times driven by long memory noise: the renewal case. Zbl 07688199 Araya, Héctor; Bahamonde, Natalia; Fermín, Lisandro; Roa, Tania; Torres, Soledad 3 2023 Donsker type theorem for fractional Poisson process. Zbl 1459.60074 Araya, Héctor; Bahamonde, Natalia; Torres, Soledad; Viens, Frederi 2 2019 On the consistency of the least squares estimator in models sampled at random times driven by long memory noise: the renewal case. Zbl 07688199 Araya, Héctor; Bahamonde, Natalia; Fermín, Lisandro; Roa, Tania; Torres, Soledad 3 2023 Donsker type theorem for fractional Poisson process. Zbl 1459.60074 Araya, Héctor; Bahamonde, Natalia; Torres, Soledad; Viens, Frederi 2 2019 ARCH model and fractional Brownian motion. Zbl 1463.62255 Bahamonde, Natalia; Torres, Soledad; Tudor, Ciprian A. 4 2018 Spectral estimation in the presence of missing data. Zbl 1411.62249 Bahamonde, Natalia; Doukhan, Paul 3 2017 A robust closed-form estimator for the GARCH(1,1) model. Zbl 1510.62351 Bahamonde, Natalia; Veiga, Helena 5 2016 A new nonlinear formulation for GARCH models. Zbl 1307.62212 Ossandón, Sebastian; Bahamonde, Natalia 4 2013 Least squares estimation of ARCH models with missing observations. Zbl 1281.62190 Bondon, Pascal; Bahamonde, Natalia 6 2012 all cited Publications top 5 cited Publications all top 5 Cited by 51 Authors 5 Torres, Soledad 4 Bahamonde, Natalia 4 Roa, Tania 3 Araya, Héctor 2 Efromovich, Sam 2 Fermin, Lisandro Javier 2 Ilmonen, Pauliina 2 Tudor, Ciprian A. 2 Viitasaari, Lauri 2 Voutilainen, Marko 1 Blasques, Francisco 1 Cao, PiYao 1 Cascone, Marcos Henrique 1 Chen, Mengqi 1 Crosato, Lisa 1 Doukhan, Paul 1 Dunsmuir, William T. M. 1 Ferreira, Guillermo P. 1 Gao, Yuxuan 1 Gorgi, Paolo 1 Grossi, Luigi 1 Guerrier, Stéphane 1 Guo, Yuchen 1 Hotta, Luiz Koodi 1 Ivanov, Aleksandr Vladimirovich 1 Koopman, Siem Jan 1 Kulikov, Gennady Yur’evich 1 Leonenko, Nikolai N. 1 Lu, Wanbo 1 Mateu, Jorge 1 Molinari, Roberto Carlo 1 Navarrete, Jean Paul 1 Olea, Ricardo A. 1 Orlovsky, Igor V. 1 Palma, Wilfredo 1 Prono, Todd 1 Rodriguez-Cortes, Francisco Javier 1 Shu, Xiaobao 1 Sikora, Grzegorz 1 Tsyganova, Yuliya Vladimirovna 1 Victoria-Feser, Maria-Pia 1 Vicuña, M. Ignacia 1 Wang, Shilin 1 Wang, Xiaotian 1 Wang, Yanfeng 1 Wee, Damien C. H. 1 Xiong, Lanyu 1 Xu, Fei 1 Xu, Haotian 1 Yang, ZiJian 1 Zhu, Fukang all top 5 Cited in 18 Serials 3 Journal of Statistical Computation and Simulation 2 Chaos, Solitons and Fractals 2 Journal of Time Series Analysis 2 Communications in Statistics. Theory and Methods 2 Statistica Sinica 1 Metrika 1 Journal of the American Statistical Association 1 Journal of Computational and Applied Mathematics 1 Journal of Econometrics 1 Journal of Statistical Planning and Inference 1 Stochastic Analysis and Applications 1 Computational Statistics and Data Analysis 1 Theory of Probability and Mathematical Statistics 1 Statistical Papers 1 Studies in Nonlinear Dynamics and Econometrics 1 Statistical Inference for Stochastic Processes 1 The Annals of Applied Statistics 1 Modern Stochastics. Theory and Applications all top 5 Cited in 7 Fields 21 Statistics (62-XX) 8 Probability theory and stochastic processes (60-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Numerical analysis (65-XX) 1 Ordinary differential equations (34-XX) 1 Operator theory (47-XX) 1 Systems theory; control (93-XX) Citations by Year