12
H index
14
i10 index
440
Citations
Daniel Peña : Citation Profile
Universidad Carlos III de Madrid (50% share) | RESEARCH PRODUCTION: 47 Articles 84 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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36 years (1980 - 2016). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Peña. | Is cited by:
| Cites to:
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Main data
Where Daniel Peña has published?
Recent works citing Daniel Peña (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561. Full description at Econpapers || Download paper |
| 2020 | Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552. Full description at Econpapers || Download paper |
| 2020 | Spurious relationships in high dimensional systems with strong or mild persistence. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31553. Full description at Econpapers || Download paper |
| 2020 | Model-free two-sample test for network-valued data. (2020). Vantini, Simone ; Stamm, Aymeric ; Pini, Alessia ; Lovato, Ilenia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302518. Full description at Econpapers || Download paper |
| 2020 | Further empirical evidence on the forecasting of volatility with smooth transition exponential smoothing. (2020). Choo, Wei-Chong ; Taylor, James W ; Liu, Min. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:651-659. Full description at Econpapers || Download paper |
| 2020 | A robust procedure to build dynamic factor models with cluster structure. (2020). Galeano, Pedro ; Alonso, Andres M ; Pea, Daniel. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:1:p:35-52. Full description at Econpapers || Download paper |
| 2020 | A Model Confidence Set approach to the combination of multivariate volatility forecasts. (2020). Amendola, Alessandra ; Storti, Giuseppe ; Candila, Vincenzo ; Braione, Manuela. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:873-891. Full description at Econpapers || Download paper |
| 2020 | Error-correction factor models for high-dimensional cointegrated time series. (2020). Zhang, Rongmao ; Yao, Qiwei ; Tu, Yundong. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106994. Full description at Econpapers || Download paper |
| 2020 | Analyzing Crude Oil Prices under the Impact of COVID-19 by Using LSTARGARCHLSTM. (2020). Ucan, Yasemen ; Bayazit, Nilgun Guler ; Bildirici, Melike. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:11:p:2980-:d:369469. Full description at Econpapers || Download paper |
| 2020 | Time Series Clustering of Electricity Demand for Industrial Areas on Smart Grid. (2020). Kim, Sahm ; Son, Heung-Gu. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2377-:d:355978. Full description at Econpapers || Download paper |
| 2020 | Copula Model Selection for Vehicle Component Failures Based on Warranty Claims. (2020). Shemyakin, Arkady ; Kumerow, John ; Wifvat, Kathryn. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:56-:d:365720. Full description at Econpapers || Download paper |
| 2020 | Forecasting Wastewater Temperature Based on Artificial Neural Network (ANN) Technique and Monte Carlo Sensitivity Analysis. (2020). Martin, Viktoria ; Nilsson, David ; Golzar, Farzin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6386-:d:396180. Full description at Econpapers || Download paper |
| 2020 | The General Concept of the Revenue Model for Sustainability Growth. (2020). Jankelova, Nadeda ; Kintler, Jakub ; Remeova, Katarina. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6635-:d:399909. Full description at Econpapers || Download paper |
| 2020 | The accuracy of asymmetric GARCH model estimation. (2020). Charles, Amelie ; Darne, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01943883. Full description at Econpapers || Download paper |
| 2020 | Estimating Non-stationary Common Factors: Implications for Risk Sharing. (2020). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-018-9875-9. Full description at Econpapers || Download paper |
| 2021 | New Approach in Dealing with the Non-Negativity of the Conditional Variance in the Estimation of GARCH Model. (2021). Badaoui, Mohammed ; Fatmi, Nadia Idrissi ; Settar, Abdeljalil. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:13:y:2021:i:1:p:55-74. Full description at Econpapers || Download paper |
| 2020 | A fragmented-periodogram approach for clustering big data time series. (2020). Crato, Nuno ; Caiado, Jorge ; Poncela, Pilar. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:14:y:2020:i:1:d:10.1007_s11634-019-00365-8. Full description at Econpapers || Download paper |
| 2020 | Development of an efficient cluster-based portfolio optimization model under realistic market conditions. (2020). Khamseh, Alireza Arshadi ; Mahootchi, Masoud ; Massahi, Mahdi. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01802-5. Full description at Econpapers || Download paper |
| 2020 | Robust fuzzy clustering based on quantile autocovariances. (2020). Vilar, J A ; Durso, P ; Lafuente-Rego, B. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:6:d:10.1007_s00362-018-1053-6. Full description at Econpapers || Download paper |
Works by Daniel Peña:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1996 | Missing Observations and Additive Outliers in Time Series Models. In: Working Papers. [Citation analysis] | paper | 5 |
| 1992 | Missing observations and additive outliers in time series models.(1992) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2005 | Multifold Predictive Validation in ARMAX Time Series Models In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 2 |
| 2006 | Outlier Detection in Multivariate Time Series by Projection Pursuit In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 15 |
| 2001 | Cluster Identification Using Projections In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 2 |
| 2002 | A Powerful Portmanteau Test of Lack of Fit for Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 12 |
| 2000 | A powerful portmanteau test of lack of fit for time series.(2000) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 1998 | The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
| 1998 | Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 0 |
| 1997 | Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example.(1997) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1984 | Robust Methods of Building Regression Models-An Application to the Housing Sector. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 1 |
| 1990 | Influential Observations in Time Series. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 11 |
| 1994 | COINTEGRATION AND COMMON FACTORS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
| 1993 | Cointegration and common factors.(1993) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2001 | Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 1995 | Properties of predictors in overdifferenced nearly nonstationary autoregression.(1995) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1999 | PROPERTIES OF PREDICTORS IN OVERDIFFERENCED NEARLY NONSTATIONARY AUTOREGRESSION.(1999) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2007 | Effects of outliers on the identification and estimation of GARCH models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 50 |
| 2007 | Measuring the Advantages of Multivariate vs. Univariate Forecasts In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 5 |
| 1984 | THE AUTOCORRELATION FUNCTION OF SEASONAL ARMA MODELS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 0 |
| 1995 | Linear Combination of Information in Time Series Analysis In: Working Papers. [Citation analysis] | paper | 0 |
| 1995 | Linear combination of information in time series analysis.(1995) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1996 | Bayesian Unmasking in Linear Models In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Bayesian unmasking in linear models.(1996) In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2001 | Bayesian unmasking in linear models.(2001) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2000 | La investigación internacional en TQM : análisis de tendencias (1994-1999) In: DEE - Documentos de Trabajo. EconomÃÂa de la Empresa. DB. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Reflexiones sobre la enseñanza experimental de la estadÃÂstica In: DE - Documentos de Trabajo. EconomÃÂa. DE. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Grupos atÃÂpicos en modelos econométricos In: DES - Documentos de Trabajo. EstadÃÂstica y EconometrÃÂa. DS. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Experiencias de mejora de la calidad en la universidad In: DES - Documentos de Trabajo. EstadÃÂstica y EconometrÃÂa. DS. [Full Text][Citation analysis] | paper | 0 |
| 1996 | El futuro de los métodos estadÃÂsticos In: DES - Documentos de Trabajo. EstadÃÂstica y EconometrÃÂa. DS. [Full Text][Citation analysis] | paper | 0 |
| 1997 | La mejora de la calidad en la educación: reflexiones y experiencias In: DES - Documentos de Trabajo. EstadÃÂstica y EconometrÃÂa. DS. [Full Text][Citation analysis] | paper | 0 |
| 1991 | A Note on likelihood estimation of missing values in time series In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
| 1990 | Measuring influence in dynamic regression models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 1990 | Interpolation, outliers and inverse autocorrelations In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 1991 | The detection of influential subsets in linear regression using an influence matrix In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 1992 | A simple method to identify significant effects in unreplicated two-level factorial designs In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 1992 | A Bayesian look at diagnostics in the univariate linear model In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Comparing probabilistic methods for outlier detection In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 1991 | Bayesian outliers functions for linear models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 1996 | A simple diagnostic tool for local prior sensitivity In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 1997 | A simple diagnostic tool for local prior sensitivity.(1997) In: Statistics & Probability Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 1997 | Robust covariance matrix estimation and multivariate outlier detection In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Missing observations in ARIMA models: skipping strategy versus additive outlier approach In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 2 |
| 1996 | Pooling information and forecasting with dynamic factor analysis In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1996 | A procedure for robust estimation and diagnostics in regression In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Measuring service quality by linear indicators In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1993 | On bayesian robustness: an asymptotic approach In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Computing missing values in time series In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 1993 | Forecasting growth with time series models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Gibbs sampling will fail in outlier problems with strong masking In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Inflation and inequality bias in the presence of bulk purchases for food and drinks In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 1995 | Combining information in statistical modelling In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1997 | The identification of multiple outliers in arima models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Eigenstructure of nonstationary factor models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Heterogeneity and model uncertainty in bayesian regression models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1998 | Outliers in multivariate time series In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Trend in statistical research productivity by journal publications over the period 1985-1997 In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Statiscal research in Europe:1985-1997 In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 2000 | Statistical research in Europe: 1985–1997.(2000) In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 1999 | The kurtosis coeficient and the linear discriminant function In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 4 |
| 2000 | The kurtosis coefficient and the linear discriminant function.(2000) In: Statistics & Probability Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 1998 | Detection of outlier patches in autoregressive time series In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Forecasting time series with sieve bootstrap In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2000 | An interview to George Box In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Resampling time series by missing values techniques In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Forecasting with nostationary dynamic factor models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 23 |
| 2004 | Forecasting with nonstationary dynamic factor models.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 2000 | Descriptive measures of multivariate scatter and linear dependence In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 5 |
| 2003 | Descriptive measures of multivariate scatter and linear dependence.(2003) In: Journal of Multivariate Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2001 | Outliers and conditional autoregressive heteroscedasticity in time series In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 20 |
| 2001 | Is stochastic volatility more flexible than garch? In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 4 |
| 2001 | New in-sample prediction errors in time series with applications In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Introducing model uncertainty in time series bootstrap In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Multivariate analysis in vector time series In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 13 |
| 2003 | A bayesian approach for predicting with polynomial regresión of unknown degree. In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Bayesian curve estimation by model averaging In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Bayesian curve estimation by model averaging.(2006) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2003 | Detecting level shifts in the presence of conditional heteroscedasticity. In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 2 |
| 2004 | DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY.(2004) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2004 | Dimensionality reduction with image data In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Variance changes detection in multivariate time series In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 9 |
| 2004 | Model selection criteria and quadratic discrimination in ARMA and SETAR time series models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Spurious and hidden volatility In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 2 |
| 2004 | SPURIOUS AND HIDDEN VOLATILITY.(2004) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2004 | A note on prediction and interpolation errors in time series In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 2005 | A note on prediction and interpolation errors in time series.(2005) In: Statistics & Probability Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2004 | Outlier detection in multivariate time series via projection pursuit In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 2007 | A robust partial least squares method with applications In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A methodology for population projections: an application to Spain In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A multivariate generalized independent factor GARCH model with an application to financial stock returns In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Graphical identification of TAR models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Recombining dependent data: an Order Statistics In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Robust estimation in linear regression models with fixed effects In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Exploring ICA for time series decomposition In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Densidad de predicción basada en momentos condicionados y máxima entropÃÂa : aplicación a la predicción de potencia eólica In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Robust Henderson III estimators of variance components in the nested error model In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Recombining partitions via unimodality tests In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Recombining partitions from multivariate data: a clustering method on Bayes factors In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Independent components techniques based on kurtosis for functional data analysis In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Sebastián Coll y Marta Guijarro: EstadÃÂstica aplicada a las ciencias sociales, Madrid, Pirámide, 1998. In: Revista de Historia Económica / Journal of Iberian and Latin American Economic History. [Full Text][Citation analysis] | article | 0 |
| 2006 | A periodogram-based metric for time series classification In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 45 |
| 2007 | Detecting defects with image data In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
| 2012 | Estimating GARCH volatility in the presence of outliers In: Economics Letters. [Full Text][Citation analysis] | article | 28 |
| 1998 | Missing observations in ARIMA models: Skipping approach versus additive outlier approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2001 | George Box: An interview with the International Journal of Forecasting In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2005 | Detecting nonlinearity in time series by model selection criteria In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2012 | A conditionally heteroskedastic independent factor model with an application to financial stock returns In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2010 | Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 5 |
| 1984 | Distributional aspects of public rental housing and rent control policies in Spain In: Journal of Urban Economics. [Full Text][Citation analysis] | article | 7 |
| 1997 | A multivariate Kolmogorov-Smirnov test of goodness of fit In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 22 |
| 2003 | On sieve bootstrap prediction intervals In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 9 |
| 2007 | On the connection between model selection criteria and quadratic discrimination in ARMA time series models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2007 | Proyecciones de demanda de educación en España In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1987 | Observaciones influyentes en modelos econométricos In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 0 |
| 1990 | Los modelos Arima, el estado de equilibrio en variables económicas y su estimación In: Investigaciones Economicas. [Full Text][Citation analysis] | article | 0 |
| 2008 | Estimating and Forecasting GARCH Volatility in the Presence of Outiers In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Identification of TAR models using recursive estimation In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2009 | Dimension reduction in time series and the dynamic factor model In: Biometrika. [Full Text][Citation analysis] | article | 0 |
| 1980 | The relationship between farm and retail prices in the Spanish broiler chicken industry: An application of the Box-Jenkins approach In: European Review of Agricultural Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Comparison of time series with unequal length in the frequency domain In: MPRA Paper. [Full Text][Citation analysis] | paper | 15 |
| 2007 | Is there an identity within international stock market volatilities? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2006 | An interpolated periodogram-based metric for comparison of time series with unequal lengths In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Comparison of time series with unequal length In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Resampling time series using missing values techniques In: Annals of the Institute of Statistical Mathematics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Introducing model uncertainty by moving blocks bootstrap In: Statistical Papers. [Full Text][Citation analysis] | article | 9 |
| 1993 | Several Bayesians: A review In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 2 |
| 1996 | Statistical inference and Monte Carlo algorithms In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 0 |
| 1998 | The stochastic control of process capability indices In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 0 |
| 1999 | Robust principal component analysis for functional data In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 44 |
| 2011 | Temporal disaggregation and restricted forecasting of multiple population time series In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Generalized Dynamic Principal Components In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 10 |
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