CORE, University of Louvain-La-Neuve, Invited Conference: Regularization and prediction of long-memory time series, Belgium, 2012.

Joint Statistical Meetings, Invited Conference: Regularization of Long-Memory Time Series, San Diego, USA, 2012.

Joint Statistical Meetings, On the estimation of locally stationary processes, Miami, USA, 2011.

UFMG, Brazil, Invited Conference, Statistical modeling of locally stationary time series, 2011.

COBAL III XXXVIII JNE, Methods for analyzing locally stationary models, Pucon, Chile, 2011.

UFMG, Brazil, Invited Conference, Methods for fitting nonstationary processes, 2011.

SUPELEC, Paris, France, Invited Conference, Analysis of locally stationary processes, 2010.

COMCA, Arica, Chile. Invited Conference. Estimation of Locally Stationary Processes, 2010.

Central Bank of Chile, Santiago, Chile. On the correlation structure of square time series, 2009.

  NBER/NSF, National Bureau of Economic Research and National Science Foundation Time Series Conference, Iowa City, USA, Some asymptotic aspects in the prediction of long-memory time series, 2007.

  State University of Campinas, Sao Paulo, Brazil. Modeling long-range dependent time series, 2007.

  Colloquium on Time Series at the Occasion of Pedro A. Morettin's 65th Anniversary, Sao Paulo, Brazil, MDE Estimation of ARFIMA Processes by Fractional Filtering, (with Mauricio Zevallos), 2007.

  Winter School of Probability and Statistics. Modeling strongly dependent processes. Valparaiso. Chile. 2007.

  IMS Annual Meeting, Rio de Janeiro, Brazil, A Central Limit Theorem for thePrediction of Long-Memory Time Series (with Pascal Bondon), 2006.

  CLATSE, Rosario, Argentine, Models for Long-Range Dependent Time Series, 2006.

 NBER/NSF, Time Series Conference, Heidelberg, Germany, Asymptotic properties of linearpredictors of long-memory time series, 2005.

 IEEE, International Workshop on Statistical Signal Processing, Bordeaux, France, Asymptotics for linear predictors of strongly dependent time series, 2005.

 6th World Congress of the Bernoulli Society and 67th Annual Meeting of the Institute of Mathematical Statistics, Barcelona, Spain, Asymptotics for Linear Predictors of Long-Memory Processes, 2004.

 ISF, International Symposium on Forecasting, Merida, Mexico. Estimating Seasonal Long Memory Models, June, 2003.

 ISF, International Symposium on Forecasting  Merida, Mexico. Time Series of Observations from Exponential Family Distributions, June, 2003.

 On the convergence of finite linear predictors of long-memory stationary processes. In Joint Statistical  Meeting, New York, USA, 2002.

 ISF, 22nd International Symposium on Forecasting, Dublin,  Ireland. Finite linear predictors of long-memory time series, 2002.

 The Chinese University of  Hong Kon, Hong Kong, Estimation of strongly dependent seasonal processes, March 2002.

 The Chinese University of Hong Kon, Hong Kong, Correlation structure of square processes, March 2002.

 COBAL, First Latin American Congress on Bayesian Statistics,  Ubatuba, Brazil.

 Study of air pollution in Santiago, Chile, with Pilar Iglesias, Natalia Bahamondes and Cristian Meza, February, 2002.

 CLAPEM, Latin American Congress on Statistics and Probability,  Havana, Cuba, Asymptotic theory of strongly dependent processes, November, 2001.

 SOCHE, XXVIII Congress of the Chilean Statistical Society,  Antofagasta, Chile, Modeling atmospheric pollution, with H. Jorquera,  October, 2001

 Catholic University  of  Valparaiso, Valparaiso, Chile, Theory of long memory processes, November, 2001.

 University of Los Lagos, Osorno, Chile, Statistical modeling of strongly dependent data, November, 2001.

 CNRS, Centre National de la Recherche Scientifique, Paris, France, Estimation and forecasting of long memory processes with missing values.July, 2001

 HKUST, Hong Kong University of Science and Technology,  Hong Kong, Properties of partially observed regression models with long memory disturbances. January, 2001.

 V Congress of Bayesian Statistics Chilean, Chapter of International Society Bayesian Analysis, Antofagasta, Chile, October 2001.

 ITAM, Autonomous Technological Institute of  Mexico, Large sample properties of irregularly observedlong memory regression models, May 2000.

 SOCHE, XXVIII Congress of the Chilean Statistical Society, Antofagasta, Chile, Testing linear trends in strongly dependent data, with M. Zevallos, October, 2001

 SOCHE,  XXVIII Congress of the Chilean Statistical Society,  Antofagasta, Chile, A Bayesian implementation of multiple imputation of missing data, with A. Jara and J. Gonzalez, October, 2001.

 JSM, Joint Statistical Meeting, Atlanta, USA, Fitting and forecasting partially observed long-memory processes. August, 2001.

 JSM, Joint Statistical Meeting, Atlanta, USA,  Assessing trends in long range dependent data, with M. Zevallos, August, 2001.

 JSM, Joint Statistical Meeting, Atlanta, USA, Estimation of intermediate memory models, with J. Tapia,August, 2001.

 IMS, New Researchers Conference, Institute of Mathematical Statistics,  Atlanta, USA, Correlation of square time series, with M. Zevallos, August, 2001.

 IMS, New Researchers Conference, Institute of Mathematical Statistics, Atlanta, USA, Properties of intermediate memory processes, with J. Tapia, August, 2001.

 ISF, International Symposium on Forecasting, Lisbon, Portugal, On the influence of data gaps on long memory forecasts, June, 2000.

 BS, IMS,  Bernoulli Society, Institute of Mathematical Statistics, Guanajuato, Mexico, Large sample properties of Irregularly observed regression models with long memory disturbances, May 2000.

 ISI, Congress of the International Statistical Institute, Helsinki, Finland, Change points in ARFIMA models, 1999.

 JSM, Joint Statistical Meeting, Baltimore, USA, Analysis of irregularly observed long-memory processes. Business  Economics Statistics, 1999.

 International Workshop on Statistics in Finance, Hong Kong, Missing values in ARFIMA models,  1999.

 Chilean-French Workshop on Complex Systems, Santiago, Chile, Infinite Dimensional State Space Models. 1999.

 CLATSE, Congress of Latin American Statistical Societies,  Mendoza, Argentina, Change Points in ARFIMA models, 1999.

 PUC, Pontificia Universidad Catolica de Chile, Faculty of Engineering, Santiago, Chile, Statistical Aspects of Atmospherics Pollution. 1998.

 SOCHE, Congress of Chilean Statistical Society, Temuco,  Chile. Analysis of strongly dependent data, 1998.

III Congress of Bayesian Statistics, Chilean, Chapter of International Society of Bayesian Analysis, Valdivia, Chile, October, 1998.

 Time Series Seminar, NBER/NSF, Graduate School of Business, University of Chicago, Chicago, 1998

 SOCHE, Congress of the Chilean Statistical Society, Valparaiso, Chile, Long memory models, 1997.

 Time Series and Financial Statistics Seminar, CQA, Chicago, 1996.

Time Series Seminar, NBER/NSF, Harvard University,  Boston, 1995

  SOCHE, Winter School of the Chilean Statistical Society, Santiago, Applications of Kalman filters to time series, 1990.

  Congress of the Brazilian Statistical Society, Rio de Janeiro, Brazil, Detection of changes in linear dynamical systems, 1989.