×

Velasco, Carlos I. Hoyos

Compute Distance To:
Author ID: velasco.carlos-i-hoyos Recent zbMATH articles by "Velasco, Carlos I. Hoyos"
Published as: Velasco, Carlos; Velasco, C.; Velasco, Carlos I. Hoyos
External Links: MGP · ORCID
Documents Indexed: 47 Publications since 1997
Co-Authors: 17 Co-Authors with 38 Joint Publications
167 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

36 Publications have been cited 423 times in 322 Documents Cited by Year
Non-stationary log-periodogram regression. Zbl 1041.62533
Velasco, Carlos
63
1999
Whittle pseudo-maximum likelihood estimation for nonstationary time series. Zbl 1008.62087
Velasco, Carlos; Robinson, Peter M.
58
2000
Distribution free goodness-of-fit tests for linear processes. Zbl 1084.62038
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos
33
2005
Edgeworth expansions for spectral density estimates and studentized sample mean. Zbl 1018.62013
Velasco, Carlos; Robinson, Peter M.
33
2001
Generalized spectral tests for the martingale difference hypothesis. Zbl 1418.62320
Escanciano, J. Carlos; Velasco, Carlos
29
2006
Non-Gaussian log-periodogram regression. Zbl 0945.62091
Velasco, Carlos
23
2000
Gaussian semi-parametric estimation of fractional cointegration. Zbl 1050.62098
Velasco, Carlos
22
2003
Efficient Wald test for fractional unit roots. Zbl 1132.91594
Lobato, Ignacio; Velasco, Carlos
20
2007
Specification tests of parametric dynamic conditional quantiles. Zbl 1431.62186
Escanciano, Juan Carlos; Velasco, Carlos
19
2010
Residual log-periodogram inference for long-run relationships. Zbl 1337.62232
Hassler, U.; Marmol, F.; Velasco, C.
15
2006
Consistent testing of cointegrating relationships. Zbl 1142.62396
Marmol, Francesc; Velasco, Carlos
14
2004
Testing the martingale difference hypothesis using integrated regression functions. Zbl 1157.62488
Escanciano, J. Carlos; Velasco, Carlos
10
2006
Autocorrelation-robust inference. Zbl 0911.62084
Robinson, P. M.; Velasco, C.
9
1997
An asymptotically pivotal transform of the residuals sample autocorrelations with application to model checking. Zbl 1229.62117
Delgado, Miguel A.; Velasco, Carlos
8
2011
Nonparametric frequency domain analysis of nonstationary multivariate time series. Zbl 1020.62088
Velasco, Carlos
7
2003
A simple test of normality for time series. Zbl 1081.62066
Lobato, Ignacio N.; Velasco, Carlos
7
2004
Optimal fractional Dickey-Fuller test. Zbl 1106.62098
Lobato, Ignacio N.; Velasco, Carlos
6
2006
Cycle-by-cycle adaptive force compensation for the soft-landing control of an electro-mechanical engine valve actuator. Zbl 1333.93151
di Gaeta, Alessandro; Velasco, Carlos I. Hoyos; Montanaro, Umberto
6
2015
Trimming and tapering semi-parametric estimates in asymmetric long memory time series. Zbl 1090.62037
Arteche, J.; Velasco, C.
6
2005
Trend stationarity versus long-range dependence in time series analysis. Zbl 1020.62080
Marmol, Francesc; Velasco, Carlos
4
2002
Distribution-free tests of fractional cointegration. Zbl 1280.62099
Hualde, Javier; Velasco, Carlos
4
2008
Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models. Zbl 1401.62178
Velasco, Carlos; Lobato, Ignacio N.
3
2018
Tests for \(m\)-dependence based on sample splitting methods. Zbl 1443.62281
Moon, Seongman; Velasco, Carlos
3
2013
Estimation of fractionally integrated panels with fixed effects and cross-section dependence. Zbl 1403.62161
Ergemen, Yunus Emre; Velasco, Carlos
3
2017
Efficient inference on fractionally integrated panel data models with fixed effects. Zbl 1332.62343
Robinson, Peter M.; Velasco, Carlos
3
2015
Distribution-free tests for time series models specification. Zbl 1431.62363
Delgado, Miguel A.; Velasco, Carlos
2
2010
A Wald test for the cointegration rank in nonstationary fractional systems. Zbl 1431.62351
Avarucci, Marco; Velasco, Carlos
2
2009
Valve position-based control at engine key-on of an electro-mechanical valve actuator for camless engines: a robust controller tuning via bifurcation analysis. Zbl 1348.93206
Hoyos Velasco, Carlos I.; di Gaeta, Alessandro
2
2016
Bootstrap assisted specification tests for the ARFIMA model. Zbl 1226.62076
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos
2
2011
Sign tests for long-memory time series. Zbl 1337.62215
Delgado, Miguel A.; Velasco, Carlos
2
2005
The optimal method for pricing Bermudan options by simulation. Zbl 1417.91555
Ibáñez, Alfredo; Velasco, Carlos
2
2018
The periodogram of fractional processes. Zbl 1164.62063
Velasco, Carlos
1
2007
New goodness-of-fit diagnostics for conditional discrete response models. Zbl 1388.62259
Kheifets, Igor; Velasco, Carlos
1
2017
Inference on trending panel data. Zbl 1452.62676
Robinson, Peter M.; Velasco, Carlos
1
2018
Comments on: A review on empirical likelihood methods for regression. Zbl 1203.62047
Velasco, Carlos
1
2009
Recursive lower and dual upper bounds for Bermudan-style options. Zbl 1431.91397
Ibáñez, Alfredo; Velasco, Carlos
1
2020
Recursive lower and dual upper bounds for Bermudan-style options. Zbl 1431.91397
Ibáñez, Alfredo; Velasco, Carlos
1
2020
Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models. Zbl 1401.62178
Velasco, Carlos; Lobato, Ignacio N.
3
2018
The optimal method for pricing Bermudan options by simulation. Zbl 1417.91555
Ibáñez, Alfredo; Velasco, Carlos
2
2018
Inference on trending panel data. Zbl 1452.62676
Robinson, Peter M.; Velasco, Carlos
1
2018
Estimation of fractionally integrated panels with fixed effects and cross-section dependence. Zbl 1403.62161
Ergemen, Yunus Emre; Velasco, Carlos
3
2017
New goodness-of-fit diagnostics for conditional discrete response models. Zbl 1388.62259
Kheifets, Igor; Velasco, Carlos
1
2017
Valve position-based control at engine key-on of an electro-mechanical valve actuator for camless engines: a robust controller tuning via bifurcation analysis. Zbl 1348.93206
Hoyos Velasco, Carlos I.; di Gaeta, Alessandro
2
2016
Cycle-by-cycle adaptive force compensation for the soft-landing control of an electro-mechanical engine valve actuator. Zbl 1333.93151
di Gaeta, Alessandro; Velasco, Carlos I. Hoyos; Montanaro, Umberto
6
2015
Efficient inference on fractionally integrated panel data models with fixed effects. Zbl 1332.62343
Robinson, Peter M.; Velasco, Carlos
3
2015
Tests for \(m\)-dependence based on sample splitting methods. Zbl 1443.62281
Moon, Seongman; Velasco, Carlos
3
2013
An asymptotically pivotal transform of the residuals sample autocorrelations with application to model checking. Zbl 1229.62117
Delgado, Miguel A.; Velasco, Carlos
8
2011
Bootstrap assisted specification tests for the ARFIMA model. Zbl 1226.62076
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos
2
2011
Specification tests of parametric dynamic conditional quantiles. Zbl 1431.62186
Escanciano, Juan Carlos; Velasco, Carlos
19
2010
Distribution-free tests for time series models specification. Zbl 1431.62363
Delgado, Miguel A.; Velasco, Carlos
2
2010
A Wald test for the cointegration rank in nonstationary fractional systems. Zbl 1431.62351
Avarucci, Marco; Velasco, Carlos
2
2009
Comments on: A review on empirical likelihood methods for regression. Zbl 1203.62047
Velasco, Carlos
1
2009
Distribution-free tests of fractional cointegration. Zbl 1280.62099
Hualde, Javier; Velasco, Carlos
4
2008
Efficient Wald test for fractional unit roots. Zbl 1132.91594
Lobato, Ignacio; Velasco, Carlos
20
2007
The periodogram of fractional processes. Zbl 1164.62063
Velasco, Carlos
1
2007
Generalized spectral tests for the martingale difference hypothesis. Zbl 1418.62320
Escanciano, J. Carlos; Velasco, Carlos
29
2006
Residual log-periodogram inference for long-run relationships. Zbl 1337.62232
Hassler, U.; Marmol, F.; Velasco, C.
15
2006
Testing the martingale difference hypothesis using integrated regression functions. Zbl 1157.62488
Escanciano, J. Carlos; Velasco, Carlos
10
2006
Optimal fractional Dickey-Fuller test. Zbl 1106.62098
Lobato, Ignacio N.; Velasco, Carlos
6
2006
Distribution free goodness-of-fit tests for linear processes. Zbl 1084.62038
Delgado, Miguel A.; Hidalgo, Javier; Velasco, Carlos
33
2005
Trimming and tapering semi-parametric estimates in asymmetric long memory time series. Zbl 1090.62037
Arteche, J.; Velasco, C.
6
2005
Sign tests for long-memory time series. Zbl 1337.62215
Delgado, Miguel A.; Velasco, Carlos
2
2005
Consistent testing of cointegrating relationships. Zbl 1142.62396
Marmol, Francesc; Velasco, Carlos
14
2004
A simple test of normality for time series. Zbl 1081.62066
Lobato, Ignacio N.; Velasco, Carlos
7
2004
Gaussian semi-parametric estimation of fractional cointegration. Zbl 1050.62098
Velasco, Carlos
22
2003
Nonparametric frequency domain analysis of nonstationary multivariate time series. Zbl 1020.62088
Velasco, Carlos
7
2003
Trend stationarity versus long-range dependence in time series analysis. Zbl 1020.62080
Marmol, Francesc; Velasco, Carlos
4
2002
Edgeworth expansions for spectral density estimates and studentized sample mean. Zbl 1018.62013
Velasco, Carlos; Robinson, Peter M.
33
2001
Whittle pseudo-maximum likelihood estimation for nonstationary time series. Zbl 1008.62087
Velasco, Carlos; Robinson, Peter M.
58
2000
Non-Gaussian log-periodogram regression. Zbl 0945.62091
Velasco, Carlos
23
2000
Non-stationary log-periodogram regression. Zbl 1041.62533
Velasco, Carlos
63
1999
Autocorrelation-robust inference. Zbl 0911.62084
Robinson, P. M.; Velasco, C.
9
1997
all top 5

Cited by 343 Authors

28 Velasco, Carlos I. Hoyos
17 Robinson, Peter Michael
16 Hidalgo, Javier
14 Nielsen, Morten Ørregaard
11 Arteche, Josu
11 Escanciano, Juan Carlos
10 Hualde, Javier
8 Delgado, Miguel Ángel
8 Phillips, Peter Charles Bonest
7 Shao, Xiaofeng
6 Gil-Alana, Luis Alberiko
6 Giraitis, Liudas
6 Hassler, Uwe
6 Sibbertsen, Philipp
6 Sun, Yixiao
5 Hurvich, Clifford M.
5 Lobato, Ignacio Norberto
5 Reisen, Valdério Anselmo
5 Soulier, Philippe
4 Faÿ, Gilles
4 Lahiri, Soumendra Nath
4 Moulines, Eric
4 Orbe, Jesus
4 Zaffaroni, Paolo
3 Abadir, Karim M.
3 Boutahar, Mohamed
3 Caporale, Guglielmo Maria
3 Chen, Willa W.
3 Distaso, Walter
3 González-Manteiga, Wenceslao
3 Kew, Hsein
3 Marmol, Francesc
3 Montanaro, Umberto
3 Olm, Josep M.
3 Politis, Dimitris Nicolas
3 Shimotsu, Katsumi
3 Taqqu, Murad S.
3 Wu, Wei Biao
2 Avarucci, Marco
2 Bera, Anil K.
2 Bravo, Francesco
2 Breitung, Jorg
2 Can, Sami Umut
2 Cavaliere, Giuseppe
2 Chan, Ngai Hang
2 Cheung, Ying Lun
2 Dalla, Violetta
2 Dette, Holger
2 di Gaeta, Alessandro
2 Einmahl, John H. J.
2 Frederiksen, Per Houmann
2 Galvao, Antonio F. jun.
2 Guerre, Emmanuel
2 Hong, Yongmiao
2 Ioannidis, Evangelos E.
2 Jin, Sainan
2 Johansen, Søren Glud
2 Kakizawa, Yoshihide
2 Khmaladze, Estate V.
2 Koul, Hira Lal
2 Kreiß, Jens-Peter
2 Laeven, Roger J. A.
2 Lee, Jin
2 Leoni, Patrick L.
2 Lin, Jinguan
2 Lopes, Sílvia R. C.
2 Marinucci, Domenico
2 Martin, Gael M.
2 Matsuda, Yasumasa
2 McCloskey, Adam
2 McElroy, Tucker S.
2 Montes-Rojas, Gabriel V.
2 Müller, Ulrich K.
2 Nadarajah, K.
2 Nakata, Hiroyuki
2 Narukawa, Masaki
2 Olbermann, Barbara P.
2 Pai, Jeffrey S.
2 Perera, Indeewara
2 Perron, Pierre
2 Poskitt, Donald Stephen
2 Proietti, Tommaso
2 Ravishanker, Nalini
2 Roueff, François
2 Sánchez-Sellero, César
2 Smallwood, Aaron D.
2 Taniguchi, Masanobu
2 Taylor, A. M. Robert
2 Troster, Victor
2 Vogelsang, Timothy J.
2 Wang, Man
2 Wang, Xuexin
2 Wied, Dominik
2 Yajima, Yoshihiro
2 Zhang, Xianyang
2 Zhou, Xingcai
2 Zhu, Ke
1 Abraham, Bovas
1 Achard, Sophie
1 Ahsan, Md. Nazmul
...and 243 more Authors
all top 5

Cited in 59 Serials

84 Journal of Econometrics
37 Econometric Theory
29 Journal of Time Series Analysis
17 Econometric Reviews
16 The Annals of Statistics
13 Economics Letters
12 Computational Statistics and Data Analysis
8 Journal of Statistical Planning and Inference
8 Economic Theory
6 Journal of Multivariate Analysis
5 Statistics & Probability Letters
5 The Econometrics Journal
4 Statistical Papers
4 Journal of Applied Statistics
4 Electronic Journal of Statistics
3 Journal of the Franklin Institute
3 Scandinavian Journal of Statistics
3 Communications in Statistics. Theory and Methods
3 Journal of Statistical Computation and Simulation
3 Stochastic Processes and their Applications
3 Journal of Time Series Econometrics
2 Annals of the Institute of Statistical Mathematics
2 Mathematics and Computers in Simulation
2 Statistics
2 Statistical Science
2 Computational Statistics
2 European Journal of Operational Research
2 Journal of Nonparametric Statistics
2 Statistical Inference for Stochastic Processes
2 Quantitative Finance
2 Journal of Statistical Theory and Practice
2 AStA. Advances in Statistical Analysis
2 Asian Journal of Control
2 Japanese Journal of Statistics and Data Science
1 International Journal of Control
1 Physica A
1 Applied Mathematics and Computation
1 Econometrica
1 Journal of the American Statistical Association
1 Kybernetika
1 Statistica Neerlandica
1 Insurance Mathematics & Economics
1 Journal of Economic Dynamics & Control
1 Annals of Operations Research
1 Communications in Statistics. Simulation and Computation
1 Test
1 Bernoulli
1 CEJOR. Central European Journal of Operations Research
1 Methodology and Computing in Applied Probability
1 Hacettepe Journal of Mathematics and Statistics
1 Statistical Methods and Applications
1 Optimization Letters
1 European Journal of Pure and Applied Mathematics
1 The Annals of Applied Statistics
1 Bulletin of Economic Research
1 Journal of Probability and Statistics
1 Statistics and Computing
1 Annals of Finance
1 Journal of Econometric Methods

Citations by Year