Invited speaker, 4th Brazilian Conference on Statistical Modelling in Insurance and Finance, to be held on April 4-8, 2009, Sao Paulo, Brazil.

Invited paper to Advances in Econometrics conference in honor of Nobel Prize laureates R. Engle and C. Granger, 2004.

President of the Scientific Committee of CLATSE, Latin American Statistical Societies Congress, 2004.

Reviewer for Mathematical Reviews, American Mathematical Society, 2004-Present.

Member of New Researchers Committee, Institute of Mathematical Statistics. 2000-03.

Visiting Scholar, Department of Statistics, The Chinese University of Hong Kong, 2003.

Invited Chair for session at the New Researcher's Meeting, Atlanta, 2001.

Visiting Scholar, Department of Statistics, Bristol University, 2001.

Invited discussant at the V Congress on Bayesian Statistics, 2001.

Member of the Scientific Committee for the XXVIII Congress of the Chilean Statistical Society, 2001.

Visiting Scholar, Department of Statistics, The Chinese University of Hong Kong, 2001.

Member of the Scientific Committee for the IV Congress on Bayesian Statistics, Santiago, 2000.

American Statistical Association Travel Award for JSM, 1999.

Invited discussant at the III Congress on Bayesian Statistics, Chile, 1998.

Winner of the Doctoral Research Paper Prize, John Wiley Sons, London, England, 1996.

Fellowship Department of Statistics, Carnegie Mellon University, 1991-95.

Fellowship Department of Mathematics, University of Chile, 1988-89.

Fellowship Department of Physics, University of Chile, 1986-87.