Ara es mostren els items 12-17 de 17

    • Particle filtering estimation for linear and nonlinear state-space models 

      Acosta Argueta, Lesly María (Universitat Politècnica de Catalunya, 2013-11-29)
      Tesi
      Accés obert
      The sequential estimation of the states (filtering) and the corresponding simultaneous estimation of the states and fixed parameters of a dynamic state-space model, being linear or not, is an important probleminmany fields ...
    • Statistical modelling and satellite monitoring of upward light from public lighting 

      Estrada García, Ramón; García Gil, Manuel; Acosta Argueta, Lesly María; Bará Viñas, Savador; Sanchez de Miguel, Alejandro; Zamorano, J (2015-04-21)
      Article
      Accés obert
      In this work, we propose an approach to estimating the amount of light wasted by being sent towards the upper hemisphere from urban areas. This is a source of light pollution. The approach is based on a predictive model ...
    • Tar-garch and stochastic volatility model: evaluation based on simulations and financial time series 

      Muñoz Gracia, María del Pilar; Márquez, D.; Martí Recober, Manuel; Villazón, C.; Acosta Argueta, Lesly María (Physica-Verlag, 2004)
      Text en actes de congrés
      Accés restringit per política de l'editorial
      The paper analyzes the empirical performance between the Stochastic Volatility (SV) and TAR-GARCH models. SV models are flexible enough to explain excess kurtosis, although the inclusion of TAR in the GARCH model improves ...
    • Threshold volatility models: forecasting performance 

      Marquez, M. D.; Muñoz Gracia, María del Pilar; Marti, Manuel; Acosta Argueta, Lesly María (Springer Verlag, 2006)
      Text en actes de congrés
      Accés obert
      The aim of this paper is to compare the forecasting performance of competing volatility models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out-of-sample forecasting ...
    • Threshold volatily models: forecasting performance 

      Márquez, M. Dolores; Muñoz Gracia, María del Pilar; Martí Recober, Manuel; Acosta Argueta, Lesly María (Physica-Verlag, 2006)
      Article
      Accés obert
      The aim of this paper is to compare the forecasting performance of competing volatility models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out-of-sample forecasting ...
    • Validation and implementation of a diagnostic algorithm for DNA Detection of Bordetella pertussis, B. parapertussis, and B-holmesii in a Pediatric Referral Hospital in Barcelona, Spain 

      Valero Rello, Anna; Henares Bonilla, Desirée; Acosta Argueta, Lesly María; Jané Checa, Mireia; Godoy Garcia, Pere; Muñoz Almagro, Carmen (2019-01-01)
      Article
      Accés obert
      This study aimed to validate a comprehensive diagnostic protocolbased on real-time PCR for the rapid detection and identification ofBordetella per-tussis,Bordetella parapertussis, andBordetella holmesii, as well as its ...