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04/10/2023
Testing for linearity in scalar-on-function regression with responses missing at random
We construct a goodness-of-fit test for the Functional Linear Model with...
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08/17/2022
A Comparative Review of Specification Tests for Diffusion Models
Diffusion models play an essential role in modeling continuous-time stoc...
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08/17/2022
Estimation and Specification Test for Diffusion Models with Stochastic Volatility
Given the importance of continuous-time stochastic volatility models to ...
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08/01/2022
Novel specification tests for additive concurrent model formulation based on martingale difference divergence
Novel significance tests are proposed for the quite general additive con...
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07/11/2022
Functional Regression Models with Functional Response: New Approaches and a Comparative Study
This paper proposes three new approaches for additive functional regress...
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02/24/2022
Functional Classification of Bitcoin Addresses
This paper proposes a classification model for predicting the main activ...
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12/21/2020
A critical review of LASSO and its derivatives for variable selection under dependence among covariates
We study the limitations of the well known LASSO regression as a variabl...
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01/02/2018