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Wilfredo Palma
Researcher at Pontifical Catholic University of Chile
Publications - 46
Citations - 1379
Wilfredo Palma is an academic researcher from Pontifical Catholic University of Chile. The author has contributed to research in topics: Series (mathematics) & Autoregressive model. The author has an hindex of 18, co-authored 43 publications receiving 1282 citations. Previous affiliations of Wilfredo Palma include Millennium Institute & Carnegie Mellon University.
Papers
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Book
Long-Memory Time Series: Theory and Methods
TL;DR: In this paper, the authors propose a model for estimating long-memory processes in the context of state space systems, which they call Heteroskedastic Models (HMSs).
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State space modeling of long-memory processes
Ngai Hang Chan,Wilfredo Palma +1 more
TL;DR: In this article, a state space model for long-range dependent data is developed and the exact likelihood function can be computed recursively in a finite number of steps using the Kalman filter, and an approximation to the likelihood function based on truncated state space equation is considered.
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An intervention analysis of air quality data at Santiago, Chile
TL;DR: In this paper, air quality data at Santiago, Chile (PM10, PM2.5 and ozone) from 1989 to 1998 are analyzed with the goal of estimating trends in and impacts of public policies on air quality levels.
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Estimation of seasonal fractionally integrated processes
TL;DR: In order to estimate the fractional parameters, several estimators obtained from the regression of the log-periodogram on different bandwidths selected around and/or between the seasonal frequencies are proposed.