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Author ID: bahamonde.natalia Recent zbMATH articles by "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

Publications by Year

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

Citations by Year