GF
Académico · Postgrado UdeC
GUILLERMO PATRICIO FERREIRA CABEZAS
Licenciado en Matemática
Universidad de Concepción
gferreir@udec.cl-
A Non-Parametric tv-GARCH Model With a Space-State Representation for Forecasting
JOURNAL OF FORECASTING 2026 ARTÍCULO WOS - SCOPUS AUTOR
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A Hybrid GAS-ATT-LSTM Architecture for Predicting Non-Stationary Financial Time Series
MATHEMATICS 2025 ARTÍCULO WOS - SCOPUS AUTOR
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The impact of COVID-19 on deaths from dementia and Alzheimer’s disease in Chile: an analysis of panel data for 16 regions, 2017–2022
LANCET REGIONAL HEALTH-AMERICAS 2024 ARTÍCULO EMERGENTE - SCOPUS AUTOR
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Indirect estimation of the need for palliative care during the COVID-19 pandemic: A descriptive cross-sectional study using mortality data in the Biobío Region, Chile
PLOS ONE 2023 ARTÍCULO WOS - SCOPUS AUTOR
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Interpretable machine learning for mortality modeling on patients with chronic diseases considering the COVID-19 pandemic in a region of Chile: A Shapley value based approach
RESEARCH IN STATISTICS 2023 ARTÍCULO SCOPUS AUTOR
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Liquidity spillovers in the global stock markets: Lessons for risk management
GLOBAL FINANCE JOURNAL 2023 ARTÍCULO WOS - SCOPUS AUTOR
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Impact of COVID-19 on deaths from respiratory diseases: Panel data evidence from Chile
INFECTION ECOLOGY & EPIDEMIOLOGY 2022 ARTÍCULO SCOPUS AUTOR
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Assessing the effectiveness of quarantine measures during the COVID-19 pandemic in Chile using Bayesian structural time series models
INFECTIOUS DISEASE MODELLING 2022 ARTÍCULO EMERGENTE - SCOPUS AUTOR
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Multivariate Kalman filtering for spatio-temporal processes
STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT 2022 ARTÍCULO WOS - SCOPUS AUTOR
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Time Series Models for Forecasting the Number of Cases of SARS-COV-2 Dominant Variants During the Epidemic Waves in Chile
REVISTA POLITECNICA 2022 ARTÍCULO CATÁLOGO - SCIELO - SCOPUS AUTOR
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Bootstrapping regression models with locally stationary disturbances
TEST 2021 ARTÍCULO WOS - SCOPUS AUTOR
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Prediction of confirmed cases of and deaths caused by COVID-19 in Chile through time series techniques: A comparative study
PLOS ONE 2021 ARTÍCULO WOS - SCOPUS AUTOR
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A Kalman filter method for estimation and prediction of space-time data with an autoregressive structure
JOURNAL OF STATISTICAL PLANNING AND INFERENCE 2019 ARTÍCULO WOS - SCOPUS AUTOR
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Spatio-temporal analysis with short- and long-memory dependence: a state-space approach
TEST 2018 ARTÍCULO WOS - SCOPUS AUTOR
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Estimation of slowly time-varying trend function in long memory regression models
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 2018 ARTÍCULO WOS - SCOPUS AUTOR
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Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 2017 ARTÍCULO WOS - SCOPUS AUTOR
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Partially linear beta regression model with autoregressive errors
TEST 2015 ARTÍCULO WOS - SCOPUS AUTOR
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Conditional Predictive Inference for Beta Regression Model with Autoregressive Errors
SIN REVISTA 2015 ARTÍCULO CONFERENCIA_LIBRO AUTOR -
Partially linear censored regression models using heavy-tailed distributions: A bayesian approach
STATISTICAL METHODOLOGY 2014 ARTÍCULO COAUTOR
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Modified Maximum Likelihood Estimation in Autoregressive processes with generalized Exponential Innovations
OPEN JOURNAL OF STATISTICS 2014 ARTÍCULO COAUTOR -
Kalman Filter Estimation for a Regression Model with Locally Stationary Errors
COMPUTATIONAL STATISTICS & DATA ANALYSIS 2013 ARTÍCULO WOS - SCOPUS AUTOR -
Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors
JOURNAL OF APPLIED STATISTICS 2013 ARTÍCULO WOS - SCOPUS AUTOR -
Statiscals analysis of locally stationary processes
CHILEAN JOURNAL OF STATISTICS 2013 ARTÍCULO EMERGENTE - DIRECTORIO - SCOPUS AUTOR -
Estimation and Forecasting of Locally Stationary Processes
JOURNAL OF FORECASTING 2013 ARTÍCULO WOS - SCOPUS AUTOR
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A proposed reparametrization of gamma distribution for the analysis of data of rainfall-runoff driven pollution
PROYECCIONES 2011 ARTÍCULO SCIELO - SCOPUS AUTOR -
Estimation and Forecasting of Locally Stationary Processes
JOURNAL OF FORECASTING 2011 ARTÍCULO WOS - SCOPUS COAUTOR