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Scopus Author ID: 54395216900

Keywords

Spatio-Temporal processes, Time Series Analysis

Countries

Chile

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Employment (2)

UNIVERSIDAD DE CONCEPCION: CONCEPCION, VIII, CL

PROFESOR ASOCIADO (DEPARTAMENTO DE ESTADISTICA)
Employment
Source: check_circle
Universidad de Concepción via ORCID Member Portal

University of Concepción : Concepción , Region Bío-Bío, CL

2009-09-01 to present | Professor Associate (Department of Statistics)
Employment
Source: Self-asserted source
Guillermo Ferreira

Education and qualifications (3)

Universitat Jaume I: Castello de la Plana, Comunitat Valenciana, ES

2015-03-01 to 2016-03-01 | Doctoral Researcher Assistant (School of Technology and Experimental Sciences, Department of Mathematics)
Education
Source: Self-asserted source
Guillermo Ferreira

Pontificia Universidad Católica de Chile: Santiago, Region Metropolitana, CL

2006-03-05 to 2010-12-05 | Ph.D in Statistics (Department of Statistics)
Education
Source: Self-asserted source
Guillermo Ferreira

University of Concepción: Concepción , Region Bío-Bío, CL

1999-03-05 to 2005-12-05 | Bachelors Degrees in Mathematics (Department of Mathematics )
Education
Source: Self-asserted source
Guillermo Ferreira

Funding (5)

Hierarchical Modeling in Spatial-Temporal Processes: Estimation of Time-Varying Parameters through Kalman Filter Algorithm

2018-03 to 2020-03 | Award
http://www.udec.cl/vrid/ (Concepción, CL)
GRANT_NUMBER: VRID ­Enlace 218.014.028­1.0
Source: Self-asserted source
Guillermo Ferreira

Spatio-temporal Locally Stationary models.

2015-04 to 2017 | Grant
University of Concepción (Concepción, Region Bío-Bío, CL)
GRANT_NUMBER: DIUC- 215.014.024-1.0.
Source: Self-asserted source
Guillermo Ferreira

Spatio-temporal Locally Stationary models

2015-03 to 2017-03 | Grant
Conicyt (Santiago, CL)
GRANT_NUMBER: FONDECYT 74150023
Source: Self-asserted source
Guillermo Ferreira

Estimation of Locally Stationary Long Memory Stochastic Volatility.

2012-03 to 2014-03 | Contract
University of Concepción (Concepción , Region Bío-Bío, CL)
GRANT_NUMBER: DIUC-213-014-021-1.0
Source: Self-asserted source
Guillermo Ferreira

Parameter estimates in models involving self-similar noise.

2010-03 to 2012-12 | Grant
FONDECYT (Santiago, CL)
GRANT_NUMBER: ECOS 2010-034
Source: Self-asserted source
Guillermo Ferreira

Works (25)

The impact of COVID-19 on deaths from dementia and Alzheimer’s disease in Chile: an analysis of panel data for 16 regions, 2017–2022

The Lancet Regional Health - Americas
2024-05 | Journal article
DOI: 10.1016/j.lana.2024.100726
Contributors: Claudia Barría-Sandoval; Guillermo Ferreira; Jean Paul Navarrete; Maryam Farhang
Source: check_circle
Crossref

Liquidity spillovers in the global stock markets: Lessons for risk management

Global Finance Journal
2023-11 | Journal article
DOI: 10.1016/j.gfj.2023.100896
Part of ISSN: 1044-0283
Contributors: Jorge A. Muñoz Mendoza; Guillermo Ferreira; Vicente A. Márquez Sanders
Source: Self-asserted source
Guillermo Ferreira

Interpretable machine learning for mortality modeling on patients with chronic diseases considering the COVID-19 pandemic in a region of Chile: A Shapley value based approach

Research in Statistics
2023-08-10 | Journal article
DOI: 10.1080/27684520.2023.2240334
Part of ISSN: 2768-4520
Contributors: Claudia Paz Barría Sandoval; Guillermo Ferreira; Maritza Ana Beatríz Espinoza-Venegas; Vicente Marchant
Source: Self-asserted source
Guillermo Ferreira

Indirect estimation of the need for palliative care during the COVID-19 pandemic: A descriptive cross-sectional study using mortality data in the Biobío Region, Chile

PLOS ONE
2023-07-07 | Journal article
DOI: 10.1371/journal.pone.0288020
Part of ISSN: 1932-6203
Contributors: Claudia Paz Barría Sandoval; Maritza Ana Beatríz Espinoza-Venegas; Guillermo Ferreira
Source: Self-asserted source
Guillermo Ferreira

Assessing the effectiveness of quarantine measures during the COVID-19 pandemic in Chile using Bayesian structural time series models

Infectious Disease Modelling
2022-12 | Journal article
DOI: 10.1016/j.idm.2022.08.007
Contributors: Claudia Barría-Sandoval; Guillermo Ferreira; Bernardo Lagos; Carola Montecino Bacigalupo
Source: check_circle
Crossref

Multivariate Kalman filtering for spatio-temporal processes

Stochastic Environmental Research and Risk Assessment
2022-12 | Journal article
DOI: 10.1007/s00477-022-02266-3
Contributors: Guillermo Ferreira; Jorge Mateu; Emilio Porcu
Source: check_circle
Crossref

Impact of COVID-19 on deaths from respiratory diseases: Panel data evidence from Chile

Infection Ecology & Epidemiology
2022-12-31 | Journal article
DOI: 10.1080/20008686.2021.2023939
Contributors: Claudia Barría-Sandoval; Guillermo Ferreira; Angie Méndez; María Cecilia Toffoletto
Source: check_circle
Crossref

Modelos de Series de Tiempo para Predecir el Número de Casos de Variantes Dominantes del SARS-COV-2 Durante las Olas Epidémicas en Chile

Revista Politécnica
2022-12-23 | Journal article
DOI: 10.33333/rp.vol50n3.02
Part of ISSN: 2477-8990
Part of ISSN: 1390-0129
Contributors: Claudia Paz Barría Sandoval
Source: Self-asserted source
Guillermo Ferreira

Multivariate Kalman Filtering for Spatio-Temporal Processes

2021-12-22 | Preprint
DOI: 10.21203/rs.3.rs-1152897/v1
Contributors: Guillermo Ferreira; Jorge Mateu; Emilio Porcu; Alfredo Alegría
Source: check_circle
Crossref

Impact of COVID-19 on deaths from respiratory diseases: Panel Data evidence from Chile

2021-06-25 | Other
DOI: 10.1101/2021.06.20.21259216
Contributors: Claudia Barría-Sandoval; Angie Mendez; Guillermo Ferreira; María Cecilia Toffoletto
Source: check_circle
Crossref

Bootstrapping regression models with locally stationary disturbances

TEST
2021-06-19 | Journal article
DOI: 10.1007/s11749-020-00721-3
Contributors: Guillermo Ferreira; Jorge Mateu; Jose A. Vilar; Joel Muñoz
Source: check_circle
Crossref

Prediction of confirmed cases of and deaths caused by COVID-19 in Chile through time series techniques: A comparative study

PLOS ONE
2021-04 | Journal article
DOI: 10.1371/journal.pone.0245414
Part of ISSN: 1932-6203
Contributors: Claudia Barría-Sandoval; Guillermo Ferreira; Katherine Benz-Parra; Pablo López-Flores; Lidia Adriana Braunstein
Source: Self-asserted source
Guillermo Ferreira via Crossref Metadata Search

A Kalman filter method for estimation and prediction of space–time data with an autoregressive structure

Journal of Statistical Planning and Inference
2019-03 | Journal article
DOI: 10.1016/j.jspi.2019.03.005
Part of ISSN: 0378-3758
Contributors: Bernardo Lagos-Álvarez; Leonardo Padilla; Jorge Mateu; Guillermo Ferreira
Source: Self-asserted source
Guillermo Ferreira via Crossref Metadata Search

Estimation of slowly time-varying trend function in long memory regression models

Journal of Statistical Computation and Simulation
2018-07-03 | Journal article
DOI: 10.1080/00949655.2018.1466141
Contributors: Guillermo Ferreira; Nicolas Piña; Emilio Porcu
Source: check_circle
Crossref

Spatio-temporal analysis with short- and long-memory dependence: a state-space approach

TEST
2018-03-10 | Journal article
DOI: 10.1007/s11749-017-0541-7
Contributors: Guillermo Ferreira; Jorge Mateu; Emilio Porcu
Source: check_circle
Crossref

Estimation and prediction of time-varying GARCH models through a state-space representation: a computational approach

Journal of Statistical Computation and Simulation
2017-06-05 | Journal article
DOI: 10.1080/00949655.2017.1334778
Part of ISSN: 0094-9655
Contributors: Guillermo Ferreira; Jean P. Navarrete; Francisco J. Rodríguez-Cortés; Jorge Mateu
Source: Self-asserted source
Guillermo Ferreira via Crossref Metadata Search

Conditional Predictive Inference for Beta Regression Model with Autoregressive Errors

Interdisciplinary Bayesian Statistics
2015 | Conference paper
DOI: 10.1007/978-3-319-12454-4_30
ISBN: 978-3-319-12453-7
Source: Self-asserted source
Guillermo Ferreira

Partially linear beta regression model with autoregressive errors

TEST
2015 | Journal article
DOI: 10.1007/s11749-015-0433-7
Source: Self-asserted source
Guillermo Ferreira

Modified Maximum Likelihood Estimation in Autoregressive Processes with Generalized Exponential Innovations

Open Journal of Statistics
2014 | Journal article
DOI: 10.4236/ojs.2014.48058
Source: Self-asserted source
Guillermo Ferreira

Partially linear censored regression models using heavy-tailed distributions: A Bayesian approach

Statistical Methodology
2014 | Journal article
DOI: http://dx.doi.org/10.1016/j.stamet.2013.10.003
Source: Self-asserted source
Guillermo Ferreira

Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors

Journal of Applied Statistics
2013 | Journal article
DOI: 10.1080/02664763.2013.796349
ARXIV: http://dx.doi.org/10.1080/02664763.2013.796349
Source: Self-asserted source
Guillermo Ferreira

Estimation and Forecasting of Locally Stationary Processes

Journal of Forecasting
2013 | Journal article
DOI: 10.1002/for.1259
Source: Self-asserted source
Guillermo Ferreira

Kalman filter estimation for a regression model with locally stationary errors

Computational Statistics & Data Analysis
2013 | Journal article
DOI: http://dx.doi.org/10.1016/j.csda.2013.01.005
Source: Self-asserted source
Guillermo Ferreira

Partially linear models with autoregressive scale-mixtures of normal errors: A Bayesian approach

AIP Conference Proceedings
2012 | Journal article
DOI: http://dx.doi.org/10.1063/1.4759595
Source: Self-asserted source
Guillermo Ferreira

Prediction of confirmed and death cases of Covid-19 in Chile through time series techniques: A comparative study

Other
DOI: 10.1101/2020.12.31.20249085
Contributors: Claudia Barría-Sandoval; Guillermo Ferreira; Katherine Benz-Parra; Pablo López-Flores
Source: Self-asserted source
Guillermo Ferreira via Crossref Metadata Search

Peer review (4 reviews for 3 publications/grants)

Review activity for Journal of agricultural, biological, and environmental statistics. (1)
Review activity for PloS one. (2)
Review activity for Stochastic environmental research and risk assessment. (1)
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