Series de Tiempo

Figura2bResearchers: Natalia Bahamonde, Alejandra Christen, Federico Crudu



  • “Estimation in Stochastic Volatility Models”. VRIEA- PUCV No 037.395/2012, CHILE. (2012)
  • “Parameter Estimates in Models Involving selfsimilar noise”. ECOS CONICYT No C10E03, CHILE. (2010-2013)
  • “Estimation in Stochastic Volatility Models”. FONDECYT 11121531, CHILE. (2012-2015)


  • Ossandón, S. and Bahamonde, N. “A New Nonlinear Formulation for GARCH Models” . C. R. Acd. Sci. Paris, Ser. I 351 235-239 (2013).
  • Bahamonde, N. and Bondon, P. “Estimation in ARCH models with missing data”. Journal of Time Series Analysis, 33, 6, 880-891 (2012).
  • Bahamonde, N. and Ossandón, S. “Space ARCH Models with Missing Observations”. In Mathematical Models for Engineering Science (2012).
  • Bahamonde, N. and Ossandón, “The Nonlinear Estimation of GARCH Models Using an Extended Kalman Filter”. In Lecture Notes in Engineering and Computer Science, 2011, 148-151, (2011).