sample of publications

• articles 

  • Bayesian forecasting of UEFA Champions League under alternative seeding regimes.  INTERNATIONAL JOURNAL OF FORECASTING.  35:722-732. 2019
  • Efficiency evaluation of hotel chains: a Spanish case study.  Series-Journal of the Spanish Economic Association.  10:115-139. 2019
  • Multidimensional risk in a nonstationary climate: joint probability of increasingly severe warm and dry conditions.  Science Advances.  4. 2018
  • Density estimation of circular data with Bernstein polynomials.  Hacettepe Journal of Mathematics and Statistics.  47:273-286. 2018
  • Bayesian Analysis of the Stationary MAP2.  Bayesian Analysis.  12:1163-1194. 2017
  • On the importance of the probabilistic model in identifying the most decisive games in a tournament.  Journal of Quantitative Analysis of Sports.  13:11-23. 2017
  • A new time-varying concept of risk in a changing climate.  Scientific Reports.  6:1-7. 2016
  • Time-varying nonstationary multivariate risk analysis using a dynamic Bayesian copula.  WATER RESOURCES RESEARCH.  52:2327-2349. 2016
  • Bayesian nonparametric models of circular variables based on dirichlet process mixtures of normal distributions.  JOURNAL OF AGRICULTURAL BIOLOGICAL AND ENVIRONMENTAL STATISTICS.  20:47-64. 2015
  • Dynamic effects in inefficiency: evidence from the Colombian banking sector.  EUROPEAN JOURNAL OF OPERATIONAL RESEARCH.  240:562-571. 2015
  • Bayesian modeling of bacterial growth for multiple populations.  Annals of Applied Statistics.  8:1516-1537. 2014
  • Bayesian estimation of inefficiency heterogeneity in stochastic frontier models.  JOURNAL OF PRODUCTIVITY ANALYSIS.  42:85-101. 2014
  • Identifiability of the MAP(2)/G/1 queueing system.  Top.  22:274-289. 2014
  • Non-parametric copulas for circular-linear and circular-circular data: an application to wind directions.  STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT.  27:1991-2002. 2013
  • Software Reliability Modeling with Software Metrics Data via Gaussian Processes.  IEEE TRANSACTIONS ON SOFTWARE ENGINEERING.  39:1179-1186. 2013
  • Sequential order statistics: ageing and stochastic orderings.  METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY.  14:579-596. 2012
  • Bayesian Software Reliability Prediction Using Software Metrics Information.  Quality Technology and Quantitative Management.  9:35-44. 2012
  • Bayesian Inference for Double Pareto Lognormal Queues.  Annals of Applied Statistics.  4:1533-1557. 2010
  • Nonidentifiability of the Two-State Markovian Arrival Process.  JOURNAL OF APPLIED PROBABILITY.  47:630-649. 2010
  • On the Conjecture of Kochar and Korwar.  JOURNAL OF MULTIVARIATE ANALYSIS.  101:1274-1283. 2010
  • Bayesian Estimation of Finite Time Ruin Probabilities.  APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY.  25:787-805. 2009
  • Objective Bayesian Inference for the Half-Normal and Half-t Distributions.  COMMUNICATIONS IN STATISTICS-THEORY AND METHODS.  37:3165-3185. 2008
  • Bayesian Analysis of a Queueing System with a Long-Tailed Arrival Process.  COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION.  37:697-712. 2008
  • Bayesian Prediction of the Transient Behaviour and Busy Period in Short- and Long-Tailed GI/G/1 Queueing Systems.  COMPUTATIONAL STATISTICS & DATA ANALYSIS.  52:1615-1635. 2008

• book chapters 

  • Bayesian inference of Markov processes. In: Wiley StatsRef: Statistics Reference Online.  WILEY. 2015
  • A subordinated stochastic process model. In: Bayesian statistics from methods to models and applications.  SPRINGER. 49-57. 2015

• books 

  • Bayesian analysis of stochastic process models.  JOHN WILEY AND SONS LTD. 2012

• conference contributions 

  • Bayesian analysis of the stationary MAP2 2017
  • Inferencia bayesiana para modelos GARCH con errores SNI 2016
  • Adapting the Bernstein copula to modeling cylindrical and spherical data with applications 2015
  • Stochastic modellings in software reliability 2014
  • Bayesian analysis of dynamic effects in inefficiency: Evidence from the Colombian banking sector 2013
  • Bayesian analysis of dynamic effects in inefficiency: evidence from the colombian banking sector 2013
  • Bayesian analysis of the MAP_2/G/1 queueing system 2013
  • Non-parametric copulas for circular-linear and circular-circular data: an application to wind directions 2013
  • Bayesian Modelling for Financial Time Series with Skewness and High Kurtosis with the Skew Slash Distribution 2012
  • Bivariate Density Approximation using Random Bernstein Polynomials 2012
  • Heterogeneity in Bayesian Stochastic Frontier Models 2012
  • Heterogeneity in Bayesian Stochastic Frontier Models 2012
  • Several Ageing Notions of Sequential Order Statistics 2012
  • Comparing Stochastically the Components of Sequential k-out-of-n Systems 2011
  • Modeling Time Series of Discretized Wind Directions using a Wrapped Poisson HMM 2011
  • On Bayesian Inference and Prediction for Computer Software 2011
  • Time Series Models for Compass Wind Directions 2011
  • Bayesian Inference and Identifiability Conditions for the Markovian Arrival Process 2008
  • Bayesian Inference and Identifiability Conditions for the Markovian Arrival Process 2008
  • Bayesian Nonparametric Estimation of Bacterial Growth Curves Using Neural Networks 2008

• working papers 

  • A Bayesian semi-parametric approach to stochastic frontier models with inefficiency heterogeneity 2024
  • Measuring efficiency of Peruvian universities: a stochastic frontier analysis 2023
  • Evaluating significant effects from alternative seeding systems : a Bayesian approach, with an application to the UEFA Champions League 2017
  • Efficiency evaluation of Spanish hotel chains 2016
  • On the importance of the probabilistic model in identifying the most decisive game in a tournament 2015
  • Bayesian estimation of a Dynamic Conditional Correlation model with multivariate Skew-Slash innovations 2014
  • Bayesian analysis of dynamic effects in inefficiency: evidence from the Columbian banking sector 2013
  • Bayesian multivariate Bernstein polynomial density estimation 2013
  • Bayesian modelling of bacterial growth for multiple populations 2012
  • Modeling financial time series with the skew slash distribution 2012
  • Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 2012
  • Non-parametric methods for circular-circular and circular-linear 2011
  • On stochastic properties between some ordered random variables 2011
  • Circular Bernstein Polynomial Distributions 2010
  • Bayesian Hierarchical Modelling of Bacteria Growth 2010
  • Non-Identifiability of the Two State Markovian Arrival Process 2009
  • Nonidentifiability of the two-state Markovian arrival process 2009
  • On the Conjecture of Kochar and Korwar 2009
  • On Identifiability of MAP Processes 2008
  • A Semi-Parametric Model for Circular Data Based on Mixtures of Beta Distributions 2008
  • Inference for Double Pareto Lognormal Queues with Applications 2008