Palma, W., Olea, R., Ferreira, G. (2013) Estimation and forecasting of locally stationary processes, Journal of Forecasting, 32, 86-96. PDF

Zevallos, M., Palma, W. (2013) Minimum distance estimation of ARFIMA processes, Computational Statistics and Data Analysis, 58, 242-256. PDF

Contreras, J., Palma, W. (2013) Statistical analysis of autoregressive fractionally integrated moving average models in R, Computational Statistics, in press. PDF

Palma, W., and Zevallos, M. (2011) Fitting non-Gaussian Persistent Data, Applied Stochastic Models for Business and Industry, 27, 23-36. PDF

Palma, W., and Olea, R. (2010) An efficient estimator for Gaussian locally stationary processes, The Annals of Statistics, 38, 2958-2997. PDF

Palma, W. (2010) On the sample mean of locally stationary processes, Journal of Statistical Planning and Inference, 140, 3764-3774. PDF

Palma, W., and Olea, R. (2010) Supplement to: An efficient estimator for Gaussian locally stationary processes, The Annals of Statistics, DOI:10.1214/10-AOS812. PDF

Palma, W., Bondon, P., and Tapia, J. (2008) Assessing Influence in Gaussian long-memory models, Computational Statistics and Data Analysis, 52, 4487--4501. PDF

Palma, W. (2007) Long-Memory Time Series: Theory and Methods. Wiley Series in Probability and Statistics. Wiley.

Bondon, P., and Palma, W. (2007) A class of antipersistent processes. Journal of Time Series Analysis, 28, 261-273. PDF

Chan, N.H., and Palma, W. (2006) Estimation of long-memory time series models: A survey of different likelihood-based methods, Advances in Econometrics, 20 B, 89-121. PDF

Iglesias, P., Jorquera, H. and Palma, W. (2006) Data analysis using regression models with missing observations and long-memory: An application study. Computational Statistics & Data Analysis, 50, 2020-2043. PDF

Reisen, V., Rodrigues, A., and Palma, W. (2006) Estimating seasonal long-memory processes: a Monte Carlo study. Journal of Statistical Computation and Simulation, 76, 305-316. PDF

Reisen, V., Rodrigues, A., and Palma, W. (2006) Estimation of seasonal fractionally integrated processes. Computational Statistics & Data Analysis, 50, 568-582. PDF

Palma, W., and Chan, N. H. (2005) Efficient estimation of seasonal long-range dependent processes, Journal of Time Series Analysis, 26, 863-892. PDF

Palma, W., and Zevallos, M. (2004) Analysis of the correlation structure of square time series. Journal of Time Series Analysis, 25, 529-550. PDF

Iglesias, P., Palma, W., Salinas, V. H., and Wechsler, S. (2003) Exchangeability in introductory Bayesian statistics courses, Proc. ICOTS 6, International Conference on Teaching Statistics.

Palma, W., and Bondon, P. (2003) On the eigenstructure of generalized fractional processes. Statistics and Probability Letters, 65, 93-101. PDF

Jorquera H., Palma, W., and Tapia, J. (2002) A ground ozone forecasting model for urban areas: Evaluation at Santiago, Chile, Journal of Forecasting, 21, 451-472. PDF

Basak, G. K., Chan, N. H., and Palma, W. (2001). The approximation of long-memory processes by an ARMA model. Journal of Forecasting, 20, 367-389. PDF

Palma, W. (2000). Missing values in ARFIMA models. Statistics in Finance: An Interface (Eds. W.S. Chan, W.K. Li H. Tong), Imperial Colleg Press, London, 141-152.

Jorquera H., Palma, W., and Tapia, J. (2000) An Intervention analysis of air quality data at Santiago, Chile, Atmospheric Environment, 34, 4073-4084. PDF

Palma, W. (1999). Analysis of irregularly observed long-memory processes. Proc. of the American Statistical Association, Business & Economics Statistics, 1-8.

Palma, W. (1999). Change points in ARFIMA models. Proc. of the International Statistical Institute, 58, 79-80. PDF

Palma, W., and del Pino G. (1999). Statistical analysis of incomplete long-range dependent data, Biometrika, 86, 165-172. PDF

Chan, N. H., and Palma, W. (1998) State space modeling of long-memory processes, Annals of Statistics, 26, 719-40. PDF

Chan, N.H., Kadane, J.B, and Palma, W. (1998) Unit root and multiple trend breaks in sea levels. Proc. of the American Statistical Association, Physical and Engineering Science, 13-24.

Palma, W., and Chan, N.H. (1997). Estimation and forecasting of long-memory processes with missing values, Journal of Forecasting, 16, 395-410. PDF

Chan, N.H., Kadane J.B., Miller, R.N., and Palma, W. (1996) Estimations of tropical sea anomaly by an improved Kalman filter, Journal of Physical Oceanography, 26, 1286-1303. PDF

Palma, W. (1995) State-space modeling of long-memory time series, Ph.D. dissertation, Department of Statistics, Carnegie Mellon University.

Chan, N.H., and Palma, W. (1994) Unit root and structural changes in tropical sea levels. Comment. Statistical Science, 9, 203-207 PDF

Palma, W. (1991) Statistical methods for detecting changes in linear dynamical systems, Journal of the Chilean Statistical Society, 8, 13-24. PDF

Toha, J.C., Palma, W., Mariangel, R., and Ponce, R. (1987) A general algorithm for assisting medical diagnosis, Int. J. Biomed. Comput., 21, No. 1, 7-12. PDF