Edit Profile (opens in new tab) Palma, Wilfredo Co-Author Distance Author ID: palma.wilfredo Published as: Palma, Wilfredo External Links: MGP Documents Indexed: 28 Publications since 1998, including 2 Books and 1 Additional arXiv Preprint Co-Authors: 20 Co-Authors with 25 Joint Publications 248 Co-Co-Authors all top 5 Co-Authors 3 single-authored 5 Chan, Ngai Hang 4 Ferreira, Guillermo P. 4 Olea, Ricardo A. 3 Bondon, Pascal 3 Reisen, Valdério Anselmo 3 Zevallos, Mauricio 2 Rodrigues, Alexandre L. 1 Arteche, Josu 1 Contreras-Reyes, Javier E. 1 Del Pino, Guido E. 1 Elorrieta, Felipe 1 Eyheramendy, Susana 1 Gao, Linhao 1 Gel, Yulia R. 1 Iglesias, Pilar Loreto 1 Jorquera, Héctor 1 Ojeda, Cesar 1 Tapia, José Juan 1 Vicuña, M. Ignacia 1 Zamprogno, Bartolomeu all top 5 Serials 5 Computational Statistics and Data Analysis 4 Journal of Time Series Analysis 2 The Annals of Statistics 2 Journal of Multivariate Analysis 2 Wiley Series in Probability and Statistics 1 Biometrika 1 Journal of Statistical Planning and Inference 1 Mathematics and Computers in Simulation 1 Statistics & Probability Letters 1 Computational Statistics 1 Journal of Statistical Computation and Simulation 1 Statistica Sinica 1 Applied Stochastic Models in Business and Industry 1 Journal of Forecasting 1 Electronic Journal of Statistics 1 Chilean Journal of Statistics all top 5 Fields 27 Statistics (62-XX) 10 Probability theory and stochastic processes (60-XX) 3 Numerical analysis (65-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Geophysics (86-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 22 Publications have been cited 262 times in 190 Documents Cited by ▼ Year ▼ Long-memory time series. Theory and methods. Zbl 1183.62153 Palma, Wilfredo 108 2007 State space modeling of long-memory processes. Zbl 0929.62091 Chan, Ngai Hang; Palma, Wilfredo 39 1998 A class of antipersistent processes. Zbl 1150.62040 Bondon, Pascal; Palma, Wilfredo 16 2007 Estimation of seasonal fractionally integrated processes. Zbl 1432.62313 Reisen, Valderio Anselmo; Rodrigues, Alexandre L.; Palma, Wilfredo 15 2006 An efficient estimator for locally stationary Gaussian long-memory processes. Zbl 1200.62109 Palma, Wilfredo; Olea, Ricardo 14 2010 Efficient estimation of seasonal long-range dependent processes. Zbl 1097.62092 Palma, Wilfredo; Chan, Ngai Hang 12 2005 Statistical analysis of autoregressive fractionally integrated moving average models in R. Zbl 1306.65051 Contreras-Reyes, Javier E.; Palma, Wilfredo 8 2013 Estimation of long-memory time series models: a survey of different likelihood-based methods. Zbl 1190.62156 Chan, Ngai Hang; Palma, Wilfredo 7 2006 On the sample mean of locally stationary long-memory processes. Zbl 1233.62160 Palma, Wilfredo 7 2010 Estimating seasonal long-memory processes: a Monte Carlo study. Zbl 1157.62495 Reisen, Valderio A.; Rodrigues, Alexandre L.; Palma, Wilfredo 6 2006 Minimum distance estimation of ARFIMA processes. Zbl 1365.62350 Zevallos, Mauricio; Palma, Wilfredo 5 2013 Estimation and forecasting of locally stationary processes. Zbl 1397.62319 Palma, Wilfredo; Olea, Ricardo; Ferreira, Guillermo 5 2013 Statistical analysis of incomplete long-range dependent data. Zbl 0940.62088 Palma, Wilfredo; Del Pino, Guido 3 1999 Analysis of the correlation structure of square time series. Zbl 1062.62198 Palma, Wilfredo; Zevallos, Mauricio 3 2004 Time series analysis. Zbl 1401.62003 Palma, Wilfredo 3 2016 Data analysis using regression models with missing observations and long-memory: an application study. Zbl 1445.62229 Iglesias, Pilar; Jorquera, Hector; Palma, Wilfredo 3 2006 On the eigenstructure of generalized fractional processes. Zbl 1048.62087 Palma, Wilfredo; Bondon, Pascal 2 2003 A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model. Zbl 07312570 Reisen, Valdério A.; Zamprogno, Bartolomeu; Palma, Wilfredo; Arteche, Josu 2 2014 Regression estimation with locally stationary long-memory errors. Zbl 1278.62149 Palma, Wilfredo; Ferreira, Guillermo 1 2013 Assessing influence in Gaussian long-memory models. Zbl 1452.62670 Palma, Wilfredo; Bondon, Pascal; Tapia, José 1 2008 Simultaneous variable selection and structural identification for time-varying coefficient models. Zbl 07570753 Chan, Ngai Hang; Gao, Linhao; Palma, Wilfredo 1 2022 On the estimation of locally stationary long-memory processes. Zbl 1444.62101 Chan, Ngai Hang; Palma, Wilfredo 1 2020 Simultaneous variable selection and structural identification for time-varying coefficient models. Zbl 07570753 Chan, Ngai Hang; Gao, Linhao; Palma, Wilfredo 1 2022 On the estimation of locally stationary long-memory processes. Zbl 1444.62101 Chan, Ngai Hang; Palma, Wilfredo 1 2020 Time series analysis. Zbl 1401.62003 Palma, Wilfredo 3 2016 A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model. Zbl 07312570 Reisen, Valdério A.; Zamprogno, Bartolomeu; Palma, Wilfredo; Arteche, Josu 2 2014 Statistical analysis of autoregressive fractionally integrated moving average models in R. Zbl 1306.65051 Contreras-Reyes, Javier E.; Palma, Wilfredo 8 2013 Minimum distance estimation of ARFIMA processes. Zbl 1365.62350 Zevallos, Mauricio; Palma, Wilfredo 5 2013 Estimation and forecasting of locally stationary processes. Zbl 1397.62319 Palma, Wilfredo; Olea, Ricardo; Ferreira, Guillermo 5 2013 Regression estimation with locally stationary long-memory errors. Zbl 1278.62149 Palma, Wilfredo; Ferreira, Guillermo 1 2013 An efficient estimator for locally stationary Gaussian long-memory processes. Zbl 1200.62109 Palma, Wilfredo; Olea, Ricardo 14 2010 On the sample mean of locally stationary long-memory processes. Zbl 1233.62160 Palma, Wilfredo 7 2010 Assessing influence in Gaussian long-memory models. Zbl 1452.62670 Palma, Wilfredo; Bondon, Pascal; Tapia, José 1 2008 Long-memory time series. Theory and methods. Zbl 1183.62153 Palma, Wilfredo 108 2007 A class of antipersistent processes. Zbl 1150.62040 Bondon, Pascal; Palma, Wilfredo 16 2007 Estimation of seasonal fractionally integrated processes. Zbl 1432.62313 Reisen, Valderio Anselmo; Rodrigues, Alexandre L.; Palma, Wilfredo 15 2006 Estimation of long-memory time series models: a survey of different likelihood-based methods. Zbl 1190.62156 Chan, Ngai Hang; Palma, Wilfredo 7 2006 Estimating seasonal long-memory processes: a Monte Carlo study. Zbl 1157.62495 Reisen, Valderio A.; Rodrigues, Alexandre L.; Palma, Wilfredo 6 2006 Data analysis using regression models with missing observations and long-memory: an application study. Zbl 1445.62229 Iglesias, Pilar; Jorquera, Hector; Palma, Wilfredo 3 2006 Efficient estimation of seasonal long-range dependent processes. Zbl 1097.62092 Palma, Wilfredo; Chan, Ngai Hang 12 2005 Analysis of the correlation structure of square time series. Zbl 1062.62198 Palma, Wilfredo; Zevallos, Mauricio 3 2004 On the eigenstructure of generalized fractional processes. Zbl 1048.62087 Palma, Wilfredo; Bondon, Pascal 2 2003 Statistical analysis of incomplete long-range dependent data. Zbl 0940.62088 Palma, Wilfredo; Del Pino, Guido 3 1999 State space modeling of long-memory processes. Zbl 0929.62091 Chan, Ngai Hang; Palma, Wilfredo 39 1998 all cited Publications top 5 cited Publications all top 5 Cited by 323 Authors 13 Palma, Wilfredo 8 Reisen, Valdério Anselmo 6 Tsai, Henghsiu 6 Wang, Lihong 5 Ferreira, Guillermo P. 5 Peiris, M. Shelton 5 Zevallos, Mauricio 4 Bondon, Pascal 4 Lopes, Sílvia R. C. 4 Mateu, Jorge 4 Pipiras, Vladas 4 Preuß, Philip 4 Proietti, Tommaso 4 Ravishanker, Nalini 4 Tarasov, Vasily E. 3 Beran, Jan 3 Bisaglia, Luisa 3 Bordignon, Silvano 3 Chan, Ngai Hang 3 Contreras-Reyes, Javier E. 3 Hesamian, Gholamreza 3 Olenko, Andriy Yakovych 3 Ooms, Marius 3 Pai, Jeffrey S. 3 Prass, Taiane Schaedler 3 Shang, Han Lin 3 Vetter, Mathias 2 Abry, Patrice 2 Akbari, Mohammad Ghasem 2 Asai, Manabu 2 Baek, Changryong 2 Bisognin, Cleber 2 Boubaker, Heni 2 Cai, Haiyan 2 Chan, Kung-Sik 2 Dette, Holger 2 Didier, Gustavo 2 Diongue, Abdou Kâ 2 Dissanayake, Gnanadarsha Sanjaya 2 Esstafa, Youssef 2 Ghosh, Sucharita 2 Ginovyan, Mamikon S. 2 Hassler, Uwe 2 Hsu, Nan-Jung 2 Hunt, Richard 2 Jensen, Mark J. 2 Kechagias, Stefanos 2 Koopman, Siem Jan 2 Leonenko, Nikolai N. 2 Lund, Robert B. 2 Maddanu, Federico 2 Mainassara, Yacouba Boubacar 2 McElroy, Tucker S. 2 Mondal, Debashis 2 Ndongo, Mor 2 Olea, Ricardo A. 2 Politis, Dimitris Nicolas 2 Porcu, Emilio 2 Pumi, Guilherme 2 Ray, Bonnie K. 2 Rodrigues, Alexandre L. 2 Ruiz-Medina, María Dolores 2 Saussereau, Bruno 2 Taqqu, Murad S. 2 Tarasova, Valentina V. 2 Weber, Neville C. 2 Zamprogno, Bartolomeu 1 Abbara, Omar 1 Abraham, Bovas 1 Al-Gounmeein, Remal Shaher 1 Al-Sadoon, Majid M. 1 Aladağ, Çağdaş Hakan 1 Alodat, Tareq 1 Altmann, Yoann 1 Angst, Jürgen 1 Aranda Cotta, Higor Henrique 1 Arellano-Valle, Reinaldo Boris 1 Arteche, Josu 1 Baillie, Richard T. 1 Basak, Gopal Krishna 1 Basu, Sumanta 1 Bayer, Fábio Mariano 1 Bhootna, Niharika 1 Bos, Charles S. 1 Breidt, F. Jay 1 Budsaba, Kamon 1 Burman, Prabir 1 Cai, Chunhao 1 Canarella, Giorgio 1 Caporin, Massimiliano 1 Carrizosa, Emilio 1 Cecchinato, Nedda 1 Chan, Jennifer So Kuen 1 Chang, Chialin 1 Chen, Min 1 Chen, Wenting 1 Chen, Willa W. 1 Chen, Yong 1 Cheng, Xuwen 1 Chung, Jongik ...and 223 more Authors all top 5 Cited in 77 Serials 15 Computational Statistics and Data Analysis 14 Journal of Time Series Analysis 13 Journal of Statistical Planning and Inference 9 Journal of Statistical Computation and Simulation 7 Physica A 6 Communications in Statistics. Simulation and Computation 6 Communications in Statistics. Theory and Methods 6 Bernoulli 5 Journal of Econometrics 5 Statistics & Probability Letters 5 Studies in Nonlinear Dynamics and Econometrics 4 Electronic Journal of Statistics 3 Mathematics and Computers in Simulation 3 Econometric Reviews 3 Test 3 Statistical Inference for Stochastic Processes 3 Journal of the Korean Statistical Society 3 Statistics and Computing 2 Scandinavian Journal of Statistics 2 The Annals of Statistics 2 Automatica 2 Journal of the American Statistical Association 2 Journal of Multivariate Analysis 2 Statistics 2 Economics Letters 2 Computational Statistics 2 Applied Mathematics. Series B (English Edition) 2 Computational and Applied Mathematics 2 Brazilian Journal of Probability and Statistics 2 Quantitative Finance 2 Statistical Methods and Applications 2 AStA. Advances in Statistical Analysis 2 Probability Surveys 2 Sankhyā. Series B 2 Journal of Time Series Econometrics 1 Advances in Applied Probability 1 The American Statistician 1 Lithuanian Mathematical Journal 1 Metrika 1 Periodica Mathematica Hungarica 1 Chaos, Solitons and Fractals 1 Annals of the Institute of Statistical Mathematics 1 Transactions of the American Mathematical Society 1 Stochastic Analysis and Applications 1 Statistical Science 1 Mathematical and Computer Modelling 1 European Journal of Operational Research 1 Stochastic Processes and their Applications 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Cybernetics and Systems Analysis 1 Theory of Probability and Mathematical Statistics 1 Statistical Papers 1 Statistica Sinica 1 Mathematical Problems in Engineering 1 Nonlinear Dynamics 1 Fractional Calculus & Applied Analysis 1 The Econometrics Journal 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Journal of Applied Statistics 1 Communications in Nonlinear Science and Numerical Simulation 1 Stochastic Environmental Research and Risk Assessment 1 Econometric Theory 1 Applied Stochastic Models in Business and Industry 1 Journal of Statistical Mechanics: Theory and Experiment 1 Iranian Journal of Fuzzy Systems 1 Statistical Analysis and Data Mining 1 Journal of Statistical Theory and Practice 1 The Annals of Applied Statistics 1 SIAM Journal on Imaging Sciences 1 Mathematical Geosciences 1 Statistics Surveys 1 Afrika Statistika 1 Journal of Probability and Statistics 1 Axioms 1 Journal of Dynamics and Games 1 International Journal of Applied and Computational Mathematics 1 Journal of the Japan Statistical Society. Japanese Issue all top 5 Cited in 21 Fields 167 Statistics (62-XX) 52 Probability theory and stochastic processes (60-XX) 29 Numerical analysis (65-XX) 23 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Geophysics (86-XX) 4 Real functions (26-XX) 4 Systems theory; control (93-XX) 2 Operator theory (47-XX) 2 Computer science (68-XX) 2 Operations research, mathematical programming (90-XX) 2 Biology and other natural sciences (92-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Integral equations (45-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year