Luis Alberiko Gil-Alana

According to our database, Luis Alberiko Gil-Alana authored at least 5 papers between 2005 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach.

Jorge Junio Moreira Antunes, Luis Alberiko Gil-Alana, Rossana Riccardi, Yong Tan, Peter Fernandes Wanke

Ann. Oper. Res., 2022

2018

On the invertibility of seasonally adjusted series.

Yuliya Lovcha, Alejandro Perez-Laborda, Luis Alberiko Gil-Alana

Comput. Stat., 2018

2012

Deterministic versus stochastic seasonal fractional integration and structural breaks.

Guglielmo Maria Caporale, Juncal Cunado, Luis Alberiko Gil-Alana

Stat. Comput., 2012

2008

Modelling the US, UK and Japanese unemployment rates: Fractional integration and structural breaks.

Guglielmo Maria Caporale, Luis Alberiko Gil-Alana

Comput. Stat. Data Anal., 2008

2005

The tests of Robinson (1994) for fractional integration. Time domain versus frequency domain.

Luis Alberiko Gil-Alana

Math. Comput. Model., 2005