GMG (2010) Time Series Analysis of Long Memory versus Structural Break - A Time-Varying Memory Approach available at amazon.com or morebooks.de.

ISBN-10: 3639246012
ISBN-13: 978-3-639-24601-8

GMG (2011). "A Nonparametric Frequency Domain EM Algorithm for Time Series Classification with Applications to Spike Sorting and Macro-Economics". Winner of the 2011 JSM student paper competition. Statistical Analysis and Data Mining (SAM), 4 (6), p. 590-603.

GMG (2012). "ForeCA: Forecastable Component Analysis", in preparation for submission; arXiv id 1205.4591

GMG (2011). "Lambert W Random Variables - A New Generalized Family of Skewed Distributions with Applications in Risk Estimation", Annals of Applied Statistics 5 (3), p. 2197-2230; arXiv id 0912.4554

GMG. "Testing for white noise against locally stationary alternatives". Winner of the JSM 2012 student paper competition. In review at Statistical Analysis and Data Mining (SAM).

GMG. "The Lambert Way to Gaussianize skewed, heavy tailed data with the inverse of Tukey's h transformation as a special case". arxiv.org/abs/1010.2265; submitted for publication.

GMG and D. Draghicescu (2007). "Nonparametric modeling of the second order structure of processes with time - varying memory", 2007 JSM Proceedings, Government Statistics, Social Statistics, and Survey Research Methods Sections, Alexandria, VA. American Statistical Association.

CLATSE 2008. Speaker (spanish) at the 8th Congreso Latinoamericano de Sociedades Estadisticas. "Variables Aleatorias de Lambert W - Una Nueva Familia Generalizada de Distribuciones Asimétricas", Montevideo, Uruguay. October 7 - 10, 2008.

JSM 2010. "Lambert W Random Variables - A New Family of Generalized Skewed Distributions", Vancouver, Canada. August 2.

JSM 2007 (best student paper award). "Nonparametric modeling of the second order structure of processes with time - varying memory". Salt Lake City, USA.

Javier Contreras-Reyes, GMG, Wilfredo Palma (2011) "afmtools: Estimation, Diagnostic and Forecasting Functions for ARFIMA models", R package available at CRAN.

GMG (2009) "LambertW: Gaussianize and analyze skewed, heavy-tailed data", R package available at CRAN.

GMG (2007), "Long Memory versus Structural Breaks: A Time-Varying Memory Approach", at the Faculty of Mathematics, Econometrics and System Theory Group, Vienna UT; Advisor Manfred Deistler.