Wilfredo Palma

1.3k total citations
36 papers, 772 citations indexed

About

Wilfredo Palma is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Wilfredo Palma has authored 36 papers receiving a total of 772 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 19 papers in Economics and Econometrics and 8 papers in Statistics and Probability. Recurrent topics in Wilfredo Palma's work include Financial Risk and Volatility Modeling (21 papers), Complex Systems and Time Series Analysis (18 papers) and Market Dynamics and Volatility (6 papers). Wilfredo Palma is often cited by papers focused on Financial Risk and Volatility Modeling (21 papers), Complex Systems and Time Series Analysis (18 papers) and Market Dynamics and Volatility (6 papers). Wilfredo Palma collaborates with scholars based in Chile, United States and Hong Kong. Wilfredo Palma's co-authors include Ngai Hang Chan, Javier E. Contreras‐Reyes, Héctor Jorquera, Valdério Anselmo Reisen, Alexandre Rodrigues, José Luís Tapia, Pascal Bondon, S. Eyheramendy, Gopal K. Basak and Josu Arteche and has published in prestigious journals such as Monthly Notices of the Royal Astronomical Society, Atmospheric Environment and Environment International.

In The Last Decade

Wilfredo Palma

32 papers receiving 733 citations

Peers

Wilfredo Palma

FINAN

GPC

GEEF

Valdério Anselmo Reisen Brazil

Siegfried Hörmann United States

Daniel Berg Germany

Francesco Cesarone Italy

Deyuan Li China

Zakhar Kabluchko Germany

Marius Hofert Canada

Roch Roy Canada

Graciela González–Farías Mexico

Walter Vecchiato Italy

Valdério Anselmo Reisen Brazil

Wilfredo Palma

394 ×0.9

FINAN

318 ×0.8

184 ×1.9

111 ×1.1

GPC

95 ×1.3

GEEF

Citations per year, relative to Wilfredo Palma Wilfredo Palma (= 1×) peers Valdério Anselmo Reisen

Countries citing papers authored by Wilfredo Palma

Since Specialization

Citations

This map shows the geographic impact of Wilfredo Palma's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Wilfredo Palma with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Wilfredo Palma more than expected).

Fields of papers citing papers by Wilfredo Palma

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Wilfredo Palma. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Wilfredo Palma. The network helps show where Wilfredo Palma may publish in the future.

Co-authorship network of co-authors of Wilfredo Palma

This figure shows the co-authorship network connecting the top 25 collaborators of Wilfredo Palma. A scholar is included among the top collaborators of Wilfredo Palma based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Wilfredo Palma. Wilfredo Palma is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Palma, Wilfredo, et al.. (2025). Novel SIMEX algorithm for autoregressive models to estimate AGN variability. Monthly Notices of the Royal Astronomical Society. 540(1). 521–531.

Palma, Wilfredo, et al.. (2023). Extending time-series models for irregular observational gaps with a moving average structure for astronomical sequences. 2(1). 33–44.

Chan, Ngai Hang, et al.. (2021). Simultaneous variable selection and structural identification for time‐varying coefficient models. Journal of Time Series Analysis. 43(4). 511–531.

Eyheramendy, S., et al.. (2019). Discrete-time autoregressive model for unequally spaced time-series observations. Springer Link (Chiba Institute of Technology). 6 indexed citations

Chan, Ngai Hang & Wilfredo Palma. (2018). On the Estimation of Locally Stationary Long-Memory Processes. Statistica Sinica. 1 indexed citations

Palma, Wilfredo. (2016). Time series analysis. CERN Bulletin. 10 indexed citations

Barraza, Francisco, Héctor Jorquera, Wilfredo Palma, et al.. (2016). Short-term dynamics of indoor and outdoor endotoxin exposure: Case of Santiago, Chile, 2012. Environment International. 92-93. 97–105. 18 indexed citations

Contreras‐Reyes, Javier E. & Wilfredo Palma. (2013). Statistical analysis of autoregressive fractionally integrated moving average models in R. Computational Statistics. 28(5). 2309–2331. 40 indexed citations

Palma, Wilfredo. (2007). Long-Memory Time Series: Theory and Methods. CERN Document Server (European Organization for Nuclear Research). 186 indexed citations

10.

Reisen, Valdério Anselmo, Alexandre Rodrigues, & Wilfredo Palma. (2006). Estimating seasonal long-memory processes: a Monte Carlo study. Journal of Statistical Computation and Simulation. 76(4). 305–316. 10 indexed citations

11.

Palma, Wilfredo. (2006). Long‐Memory Time Series. Wiley series in probability and statistics. 196 indexed citations

12.

Jorquera, Héctor, et al.. (2005). Data analysis using regression models with missing observations and long-memory: an application study. Computational Statistics & Data Analysis. 50(8). 2028–2043. 9 indexed citations

13.

Palma, Wilfredo, et al.. (2004). Analysis of the correlation structure of square time series. Journal of Time Series Analysis. 25(4). 529–550. 3 indexed citations

14.

Jorquera, Héctor, Wilfredo Palma, & José Luís Tapia. (2002). A ground‐level ozone forecasting model for Santiago, Chile. Journal of Forecasting. 21(6). 451–472. 4 indexed citations

15.

Basak, Gopal K., Ngai Hang Chan, & Wilfredo Palma. (2001). The approximation of long‐memory processes by an ARMA model. Journal of Forecasting. 20(6). 367–389. 14 indexed citations

16.

Jorquera, Héctor, Wilfredo Palma, & José Luís Tapia. (2000). An intervention analysis of air quality data at Santiago, Chile. Atmospheric Environment. 34(24). 4073–4084. 39 indexed citations

17.

Palma, Wilfredo. (1999). Miscellanea. Statistical analysis of incomplete long-range dependent data. Biometrika. 86(4). 965–972. 8 indexed citations

18.

Chan, Ngai Hang & Wilfredo Palma. (1998). State space modeling of long-memory processes. The Annals of Statistics. 26(2). 84 indexed citations

19.

Palma, Wilfredo & Ngai Hang Chan. (1997). Estimation and forecasting of long-memory processes with missing values. Journal of Forecasting. 16(6). 395–410. 15 indexed citations

20.

Chan, Ngai Hang, Joseph B. Kadane, Robert N. Miller, & Wilfredo Palma. (1996). Estimation of Tropical Sea Level Anomaly by an Improved Kalman Filter. Journal of Physical Oceanography. 26(7). 1286–1303. 7 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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