Research

Job market paper

Arango-Castillo, Lenin. 2018. Robust Estimation for Long-Range Dependent Time Series.

Publications

Arango-Castillo, Lenin, and Glen Takahara. 2018. Robust Estimation of the Sample Mean Variance for Gaussian Processes with Long-Range Dependence. 2017 IEEE Global Conference on Signal and Information Processing (GlobalSIP), Montreal, QC, CANADA, pp. 201-205.

Arango-Castillo, Lenin. 2011. Tráfico de Drogas, Políticas de Disuasión y Violencia en México. Estudios Económicos, pp. 157-185.

Working papers

Arango-Castillo, Lenin, and Glen Takahara. 2018. Long-Range Dependence Parameter Estimation for Mixed Spectra Gaussian Processes.

Arango-Castillo, Lenin, and Glen Takahara. 2018. Robust Estimation of the Hurst Parameter for Gaussian Processes with Long-Range Dependence.

Arango-Castillo, Lenin, Juli Atherton, and Sorana Froda. 2018. Unemployment Durations in Fixed Panels: a Comparison Using Complex Survey Data in the Presence of Missing Information.

Work in progress

Arango-Castillo, Lenin, and Glen Takahara. 2018. Long-Range Dependence Parameter Estimation for Gaussian Processes Contaminated by White-Noise.

Arango-Castillo, Lenin, and Juli Atherton. Investigating the Effects of the Great Recession on Canada’s Unemployment with a Multi-State Model.