Estimation of stable CARMA models with an application to electricity spot prices I García, C Klüppelberg, G Müller Statistical Modelling 11 (5), 447-470, 2011 | 85 | 2011 |
Change-Point Detection Under Dependence Based on Two-Sample U-Statistics H Dehling, R Fried, I Garcia, M Wendler Asymptotic Laws and Methods in Stochastics: A Volume in Honour of Miklós …, 2015 | 46 | 2015 |
A temperature stochastic model for option pricing and its impacts on the electricity market S Prabakaran, IC Garcia, JU Mora Economic Analysis and Policy 68, 58-77, 2020 | 13 | 2020 |
Characterizing the mode-choice behavior K Salazar-Serna, JD Diaz, IC Garcia arXiv preprint arXiv:2402.07958, 2024 | | 2024 |
Feasibility Study and Multivariate Analysis of a Sustainable Housing Project I García, K Salazar-Serna, JP Melo Operations Research and Analytics in Latin America: Proceedings of ASOCIO …, 2023 | | 2023 |
Estimación clásica y bayesiana de la volatilidad en el modelo de Black-Scholes Revista de Métodos cuantitativos para la Econompia y la Empresa 34 (2), 237-262, 2022 | | 2022 |
Feasibility study of a sustainable housing project from a builder's perspective K Salazar, I García, JP Melo IIE Annual Conference. Proceedings, 1-6, 2022 | | 2022 |
Estimación clásica y bayesiana de la volatilidad en el modelo de Black-Scholes ÁJ Cangrejo Esquivel, JR Tovar Cuevas, IC García, DF Manotas Duque Revista de Métodos Cuantitativos para la Economía y la Empresa 34, 237-262, 2022 | | 2022 |
Change point detection in mean of short memory process IC García Arboleda | | 2018 |
Change Point Detection in Mean of Short Memory Process ICG Arboleda Bochum, Ruhr-Universität Bochum, 2017 | | 2017 |