sample of publications

• articles 

  • Data cloning estimation for asymmetric stochastic volatility models.  Econometric Reviews.  39:1057-1074. 2020
  • Bootstrap parametric GB2 and bootstrap nonparametric distributions for studying shiga toxin-producing Escherichia coli strains growth rate variability.  FOOD RESEARCH INTERNATIONAL.  120:829-838. 2019
  • Bayesian modeling of two- and three-species bacterial competition in milk.  FOOD RESEARCH INTERNATIONAL.  105:952-961. 2018
  • Some criticism to a general model in Solvency II: an explanation from a clustering point of view.  Empirical Economics.  52:1289-1308. 2017
  • Objective Bayesian modelling of insurance risks with the skewed Student-t distribution.  APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY.  33:136-151. 2017
  • Bayesian inference and data cloning in the calibration of population projection matrices.  COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION.  46:1669-1681. 2017
  • A Bootstrap Likelihood Approach to Bayesian Computation.  AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS.  58:227-244. 2016
  • Effect of the competitive growth of Lactobacillus sakei MN on the growth kinetics of Listeria monocytogenes Scott A in model meat gravy.  FOOD CONTROL.  63:34-45. 2016
  • Financial density selection.  European Journal of Finance.  21:1195-1213. 2015
  • Data cloning estimation of GARCH and COGARCH models.  JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION.  85:1818-1831. 2015
  • Bayesian modeling of bacterial growth for multiple populations.  Annals of Applied Statistics.  8:1516-1537. 2014
  • Imputación de ingresos en la Gran Encuesta Integrada de Hogares (geih) de 2010 = Income Imputation in the 2010 Great Integrated Household Survey (geih).  Desarrollo y Sociedad.  70:219-243. 2012
  • Tracking Temporal Trend Breaks of Anthropogenic Change in Mussel Watch (MW) Databases.  ENVIRONMENTAL SCIENCE & TECHNOLOGY.  46:11515-11523. 2012
  • Multiple hypothesis testing and clustering with mixtures of non-central t-distributions applied in microarray data analysis.  COMPUTATIONAL STATISTICS & DATA ANALYSIS.  56:1898-1907. 2012
  • Bayesian Software Reliability Prediction Using Software Metrics Information.  Quality Technology and Quantitative Management.  9:35-44. 2012
  • Optional Accounting Criteria under IFRSs and Corporate Charasteristics: Evidence from Spain.  Revista de Contabilidad-Spanish Accounting Review.  1:59-85. 2011
  • Non linear models of disability and age applied to census data.  JOURNAL OF APPLIED STATISTICS.  38 :2151-2164. 2011
  • Classification of Genomic Sequences via Wavelet Variance and a Self-Organizing Map with an Application to Mitochondrial DNA.  Statistical Applications in Genetics and Molecular Biology.  9:1562. 2010
  • Multivariate Exponential Power Distributions as Mixtures of Normal Distributions with Bayesian Applications.  COMMUNICATIONS IN STATISTICS-THEORY AND METHODS.  37:972-985. 2008
  • Spatial Matching of Multiple Configurations of Points with a Bioinformatics Application.  COMMUNICATIONS IN STATISTICS-THEORY AND METHODS.  37:1977-1995. 2008

• book chapters 

  • Mortality projection using Bayesian model averaging. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance.  SPRINGER. 111-115. 2018
  • Projecting dynamic life tables using data cloning. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance. .  SPRINGER. 43-57. 2017
  • A subordinated stochastic process model. In: Bayesian statistics from methods to models and applications.  SPRINGER. 49-57. 2015
  • Modelling the Skewed Exponential Power Distribution in Finance. In: Mathematical and Statistical Methods for Actuarial Sciences and Finance.  SPRINGER. 279-286. 2012

• conference contributions 

  • New Lagrange multipliers specification test for conventional and high dimensional one-way random-effects models.  26-26. 2023
  • Forecastingvalue-at-risk and expected shortfall: A Bayesian approach 2020
  • Data cloning estimation for asymmetric stochastic volatility models 2018
  • Estimating threshold stochastic volatility models using integrated nested Laplace approximations 2018
  • Estimation of poverty in small areas under skewed distributions 2015
  • Poverty mapping at local level with suitable modelling of income 2015
  • Why using a General Model in Solvency II is not a Good Idea 2012
  • Bayesian the Problem of Matching Two Configurations by Using a Bayesian Non-Linear Model 2008

• working papers 

  • Fitting complex stochastic volatility models using Laplace approximation 2024
  • A stochastic volatility model for volatility asymmetry and propagation 2024
  • Data cloning for a threshold asymmetric stochastic volatility model 2023
  • Integrated nested Laplace approximations for threshold stochastic volatility models 2021
  • Data cloning estimation for asymmetric stochastic volatility models 2019
  • Model uncertainty approach in mortality projection with model assembling methodologies 2016
  • ABC and Hamiltonian Monte-Carlo methods in COGARCH models 2016
  • A Bootstrap Likelihood approach to Bayesian Computation 2014
  • Data cloning estimation of GARCH and COGARCH models 2013
  • Bayesian inference and data cloning in population projection matrices 2013
  • Bayesian modelling of bacterial growth for multiple populations 2012
  • Why using a general model in Solvency II is not a good idea : an explanation from a Bayesian point of view 2011
  • Multiple Hypothesis Testing and Clustering with Mixtures of Non-Central t-Distributions Applied in Microarray Data Analysis 2010
  • Bayesian Hierarchical Modelling of Bacteria Growth 2010
  • Non-linear Models of Disability and Age Applied to Census Data 2010
  • Firm-Specific Factors Influencing the Selection of Accounting Options Provided by the IFRS: Empirical Evidence from Spanish Market 2009
  • Bayesian Non-Linear Matching of Pairwise Microarray Gene Expressions 2008