Palma, W., Bondon, P., and Tapia, J. (2008) Assessing Influence in Gaussian long-memory models, Computational Statistics and Data Analysis, 52, 4487--4501.
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.
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.
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.
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.
Reisen, V., Rodrigues, A., and Palma, W. (2006) Estimation of seasonal fractionally integrated processes. Computational Statistics & Data Analysis, 50, 568-582.
Palma, W., and Chan, N. H. (2005) Efficient estimation of seasonal long-range dependent processes, Journal of Time Series Analysis, 26, 863-892.
Palma, W., and Zevallos, M. (2004) Analysis of the correlation structure of square time series. Journal of Time Series Analysis, 25, 529-550.
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.
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.
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.
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.
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.
Palma, W., and del Pino G. (1999). Statistical analysis of incomplete long-range dependent data, Biometrika, 86, 165-172.
Chan, N. H., and Palma, W. (1998) State space modeling of long-memory processes, Annals of Statistics, 26, 719-40.
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.
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.
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
Palma, W. (1991) Statistical methods for detecting changes in linear dynamical systems, Journal of the Chilean Statistical Society, 8, 13-24.
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.