Published Research from the Spanish Team.

Mathieu Kessler & Anders Rahbek (2000) Identification and Inference for Cointegrated and Ergodic Gaussian Diffusions. Preprint nº19, 2001, Departamento de Matemática Aplicada y Estadística. Submitted for publication.
Juan Antonio Cano, Mathieu Kessler & Elías Moreno (2002). Intrinsic priors for non-nested models Preprint nº32, 2002, Departamento de Matemática Aplicada y Estadística. Submitted for publication.
Mathieu Kessler & Michael Sørensen (2002) On time-reversibility and estimating functions for Markov processes. Preprint nº25 july 2002, Center for Mathematical Physics and Stochastics. Submitted for publication.
A statistical method for the conformational classification of eight-membered rings. Application to copper complexes double bridged by phosphate, phosphonate or phosphinate ligands.
with J. Pérez, L. García, K. Nols\o e, E. Pérez, J.L Serrano, J.F. Martínez, R. Carrascosa. Preprint nº65, 2004 Departamento de Matemática Aplicada y Estadística. Submitted for publication.
Approximation of the posterior density for diffusion processes
with D. Salmerón and J.A. Cano. Preprint nº57, 2003 Departamento de Matemática Aplicada y Estadística. Submitted for publication.

Mathieu Kessler (2000). Simple and explicit estimating functions for a discretely observed diffusion Scandinavian Journal of Statistics, 27, 65-82 (2000)
Mathieu Kessler and Anders Rahbek (2001). Asymptotic Likelihood Based Inference for Cointegrated Homogenous Gaussian Diffusions. Scandinavian Journal of Statistics. 28, 455-470
Mathieu Kessler and Silvestre Paredes (2002). Computational aspects related to martingale estimating functions for a discretely observed diffusion Scandinavian Journal of Statistics. 29, 425-440
Random scale perturbation of an AR(1) process and its properties as a non linear explicit filter.
with Valentine Genon-Catalot.. Bernoulli, 10 (2004), p 701-720.
Application of smoothing techniques to solve the cooling and heating residential load aggregation problem.
with A. Molina, A. Gabaldón, J.A. Fuentes and E. Gómez. COMPEL, The International Journal for Computation and Mathematics in Electrical and Electronic Engineering , 23 (2004), 48-64.