Year 2008-2011.
Project Name Modeling Long-Range Dependent Time Series: Methods and Applications.
Funding Agency FONDECYT (CONICYT).
Identification Number 1085239.
Participation Principal Investigator.

Year 2004-2007.
Project Name Modeling Long Memory Data: Methods and Applications.
Funding Agency FONDECYT (CONICYT).
Identification Number 1040934.
Participation Principal Investigator.

Year 2003-2006.
Project Name An unified Bayesian treatment of skew ellipticallinear models: Parametric and semiparametric approach.
Funding Agency FONDECYT (CONICYT) .
Identification Number 1030558.
Participation Investigator.

Year 2004-2006.
Project Name Prediction of strongly dependent time series: Theory and Applications.
Funding Agency CONICYT /ECOS, France.
Identification Number : C03E07.
Participation Principal Investigator.

Year 2004- 2006
Project Name Prediction of strongly dependent time series: Theory and Applications
Funding Agency CONICYT /ECOS, France
Identification Number C03E07
Participation Principal Investigator.

Year 2002-2003
Project Name Prediction and interpolation of long memory time series with missing data
Funding Agency CONICYT /Centre National de la Recherche Scientifique (CNRS), France
Participation Principal Investigator.

Year 2001-2002
Project Name Prediction of long memory time series with missing data
Funding Agency CONICYT/CNRS
Participation Principal Investigator.

Year 2000-2003
Project Name Inference In Regression Models Under Non-Standard Assumptions
Funding Agency FONDECYT (CONICYT)
Tipo de Proyecto Lineas Complementarias
Identification Number 8000004
Participation Leader Investigator.

Year 2001-2002
Project Name Climate variability and childhoo dinfectious diseases in Peru
Funding Agency NOAA, USA.
Numero de Identificacion
Participation Investigator.

Year 1998-2000
Project Name Long-memory modeling of irregularly spaced and nonstationary data
Funding Agency CONICYT
Identification Number 1980859
Participation Principal Investigator.

Year 1998-2000
Project Name International Scientific Cooperation
Funding Agency CONICYT
Identification Number 798 0021
Participation Principal Investigator.

Year 1997-1998
Project Name Asymptotic properties of ARFIMA predictions Funding Agency Research Office of the Pontificia Universidad Católica de Chile, (DIPUC)
Identification Number 97/07E
Participation Principal Investigator.

Year 1998-1999
Project Name Prediction of Atmospheric Pollution:Foundations and Applications
Funding Agency FONDECYT (CONICYT)
Identification Number 198 0972
Participation Co-Investigator

Year 1998
Project Name Randomness, Science and Society: Probability and Statistics for High School Teaching
Funding Agency CONICYT
Participation Collaborator