Concepedia

Carlos Velasco

CV

37

Publications

2.5K

Citations

23

H-Index

1999

Active since

Affiliations

Universidad Carlos III de Madrid(Current)

Instituto Tecnológico Autónomo de México

London School of Economics and Political Science

Aarhus University

Universidad de Navarra

Carlos Velasco is an author at Universidad Carlos III de Madrid specializing in statistics, econometrics, and business.

Top concepts

StatisticsEconometricsBusinessEngineeringStatistical InferenceEconomicsTime Series EconometricsFinanceEstimation TheoryFunctional Data Analysis

Publications per year

1999–2019

37

Publications

37

Gaussian Semiparametric Estimation of Non‐stationary Time Series

Carlos Velasco · Journal of Time Series Analysis · 1999 · 338 citations

Economics, Engineering, Gaussian Semiparametric Estimation +13

Non-stationary log-periodogram regression

Carlos Velasco · Journal of Econometrics · 1999 · 277 citations · Full text

Econometrics, Trend Analysis, Functional Data Analysis +3

Generalized spectral tests for the martingale difference hypothesis

Juan Carlos Escanciano, Carlos Velasco · Journal of Econometrics · 2005 · 221 citations · Full text

Spectral Theory, Engineering, Spectral Tests +3

Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series

Carlos Velasco, Peter M. Robinson · Journal of the American Statistical Association · 2000 · 210 citations · Full text

Long Memory in Stock-Market Trading Volume

Ignacio N. Lobato, Carlos Velasco · Journal of Business and Economic Statistics · 2000 · 208 citations · Full text

Volatility Modeling, Memory Architecture, Financial Economics +14

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