Daniel Peña : Citation Profile

Universidad Carlos III de Madrid (50% share)
Universidad Carlos III de Madrid (50% share)

15

H index

22

i10 index

652

Citations

RESEARCH PRODUCTION:

58

Articles

95

Papers

RESEARCH ACTIVITY:

   43 years (1980 - 2023). See details.
   Cites by year: 15
   Journals where Daniel Peña has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 50 (7.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe884
   Updated: 2025-04-19    RAS profile: 2024-10-08    
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Relations with other researchers

Works with:

Camacho, Maximo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Peña.

Is cited by:

Darné, Olivier (44)

Ruiz, Esther (22)

Caiado, Jorge (20)

Loperfido, Nicola (20)

CHARLES, Amelie (19)

Ferrara, Laurent (16)

Poncela, Pilar (16)

Veiga, Helena (15)

Crato, Nuno (14)

Hallin, Marc (10)

Barigozzi, Matteo (9)

Cites to:

Forni, Mario (37)

Lippi, Marco (36)

Hallin, Marc (36)

Reichlin, Lucrezia (34)

Engle, Robert (30)

Bai, Jushan (26)

Bollerslev, Tim (25)

Ng, Serena (16)

Watson, Mark (14)

Maravall, Agustin (11)

Diebold, Francis (10)

Main data

Production by document typepaperarticle19801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19801981198219831984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023050100150200Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year1984198519861987198819891990199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023050100Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 15Most cited documents12345678910111213141516170255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250405101520h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Daniel Peña has published?

Journals with more than one article published# docs
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research8
International Journal of Forecasting6
Statistics & Probability Letters6
Journal of Time Series Analysis6
Journal of Business & Economic Statistics4
Computational Statistics & Data Analysis4
Journal of the American Statistical Association4
Journal of Econometrics3
Journal of the American Statistical Association3
Investigaciones Economicas2
Journal of Multivariate Analysis2

Working Papers Series with more than one paper published# docs
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística65
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía10
DES - Documentos de Trabajo. Estadística y Econometría. DS / Universidad Carlos III de Madrid. Departamento de Estadística4
MPRA Paper / University Library of Munich, Germany4
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Econ�micas, S.A. (Ivie)4
Working Papers / Banco de Espa�a2

Recent works citing Daniel Peña (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2024Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590.

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2024Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451.

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2024Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x.

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2024Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

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2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; An, Ran ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

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2024Robust interactive fixed effects. (2024). Boudt, Kris ; Heyndels, Ewoud. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:206-223.

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2024Analytical formulation for explaining the variations in traffic states: A fundamental diagram modeling perspective with stochastic parameters. (2024). Liu, Zhiyuan ; Zhou, Xuesong ; Lin, Yuqian ; Cheng, Qixiu. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:1:p:182-197.

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2024Rent control effects through the lens of empirical research: An almost complete review of the literature. (2024). Kholodilin, Konstantin A. In: Journal of Housing Economics. RePEc:eee:jhouse:v:63:y:2024:i:c:s1051137724000020.

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2024The skewness of mean–variance normal mixtures. (2024). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x2300088x.

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2024The potency of time series outliers in volatile models: An empirical analysis of fintech, and mineral resources. (2024). Maqsood, Arfa ; Yaqoob, Tanzeela. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000333.

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2024Time series clustering using fragmented autocorrelations. (2024). Crato, Nuno ; Caiado, Jorge ; Albino, Andreia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:650:y:2024:i:c:s0378437124004904.

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2024Condition monitoring based on corrupted multiple time series with common trends. (2024). Ye, Zhi-Sheng ; Wei, Yujie ; Pan, Ershun. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:251:y:2024:i:c:s095183202400396x.

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2024.

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2024Efficiency effects of public hospital closures in the context of public hospital reform: a multistep efficiency analysis. (2024). Cinaroglu, Songul. In: Health Care Management Science. RePEc:kap:hcarem:v:27:y:2024:i:1:d:10.1007_s10729-023-09661-4.

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2025Robust estimation of functional factor models with functional pairwise spatial signs. (2025). Ling, Nengxiang ; Yang, Shuquan. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:1:d:10.1007_s00180-024-01477-2.

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2025Test for high-dimensional linear hypothesis of mean vectors via random integration. (2025). Niu, Zhenzhen ; Hong, Shizhe ; Li, Jianghao ; Bai, Zhidong. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:1:d:10.1007_s00362-024-01624-3.

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2024Rejoinder on: Data integration via analysis of subspaces (DIVAS). (2024). Jiang, Meilei ; Prothero, Jack ; Marron, J S ; Ackerman, Andrew ; Tran-Dinh, Quoc ; Hannig, Jan. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00950-w.

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Works by Daniel Peña:

Year  ↓Title  ↓Type  ↓Cited  ↓
2019Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
1996Missing Observations and Additive Outliers in Time Series Models. In: Working Papers.
[Citation analysis]		paper6
1992Missing observations and additive outliers in time series models.(1992) In: UC3M Working papers. Economics.
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1999Missing observations in ARIMA models: Skipping strategy versus outlier approach. In: Working Papers.
[Citation analysis]		paper11
2005Multifold Predictive Validation in ARMAX Time Series Models In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article2
2006Outlier Detection in Multivariate Time Series by Projection Pursuit In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article20
2001Cluster Identification Using Projections In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article13
2002A Powerful Portmanteau Test of Lack of Fit for Time Series In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article20
2000A powerful portmanteau test of lack of fit for time series.(2000) In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
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1998The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1
1998Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
1997Measuring 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 nother version. Agregated cites: 0		paper
1984Robust Methods of Building Regression Models-An Application to the Housing Sector. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1
1990Influential Observations in Time Series. In: Journal of Business & Economic Statistics.
[Citation analysis]		article21
1994COINTEGRATION AND COMMON FACTORS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article27
2001Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
1995Properties of predictors in overdifferenced nearly nonstationary autoregression.(1995) In: DES - Working Papers. Statistics and Econometrics. WS.
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1999PROPERTIES OF PREDICTORS IN OVERDIFFERENCED NEARLY NONSTATIONARY AUTOREGRESSION.(1999) In: Working Papers. Serie AD.
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This paper has nother version. Agregated cites: 2		paper
2007Effects of outliers on the identification and estimation of GARCH models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article59
2007Measuring the Advantages of Multivariate vs. Univariate Forecasts In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article7
2023A testing approach to clustering scalar time series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
1984THE AUTOCORRELATION FUNCTION OF SEASONAL ARMA MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
1995Linear Combination of Information in Time Series Analysis In: Working Papers.
[Citation analysis]		paper0
1995Linear combination of information in time series analysis.(1995) In: DES - Working Papers. Statistics and Econometrics. WS.
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1996Bayesian Unmasking in Linear Models In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper1
1996Bayesian unmasking in linear models.(1996) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has nother version. Agregated cites: 1		paper
2001Bayesian unmasking in linear models.(2001) In: Computational Statistics & Data Analysis.
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This paper has nother version. Agregated cites: 1		article
2000La investigación internacional en TQM : análisis de tendencias (1994-1999) In: DEE - Documentos de Trabajo. Economía de la Empresa. DB.
[Full Text][Citation analysis]		paper0
1992Reflexiones sobre la enseñanza experimental de la estadística In: DE - Documentos de Trabajo. Economía. DE.
[Full Text][Citation analysis]		paper0
1994Grupos atípicos en modelos econométricos In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
[Full Text][Citation analysis]		paper0
1995Experiencias de mejora de la calidad en la universidad In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
[Full Text][Citation analysis]		paper0
1996El futuro de los métodos estadísticos In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
[Full Text][Citation analysis]		paper0
1997La mejora de la calidad en la educación: reflexiones y experiencias In: DES - Documentos de Trabajo. Estadística y Econometría. DS.
[Full Text][Citation analysis]		paper1
1991A Note on likelihood estimation of missing values in time series In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper2
1991ARIMA models, the steady state of economic variables and their estimation In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper1
1990Measuring influence in dynamic regression models In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper0
1990Interpolation, outliers and inverse autocorrelations In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper0
1991The detection of influential subsets in linear regression using an influence matrix In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper1
1992A simple method to identify significant effects in unreplicated two-level factorial designs In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper1
1992A Bayesian look at diagnostics in the univariate linear model In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper0
1992Comparing probabilistic methods for outlier detection In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper0
1991Bayesian outliers functions for linear models In: UC3M Working papers. Economics.
[Full Text][Citation analysis]		paper0
1996A simple diagnostic tool for local prior sensitivity In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
1997A simple diagnostic tool for local prior sensitivity.(1997) In: Statistics & Probability Letters.
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1997Robust covariance matrix estimation and multivariate outlier detection In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
1997Missing observations in ARIMA models: skipping strategy versus additive outlier approach In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper2
1996Pooling information and forecasting with dynamic factor analysis In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
1996A procedure for robust estimation and diagnostics in regression In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
1996Measuring service quality by linear indicators In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2017Clustering Big Data by Extreme Kurtosis Projections In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2018Estimation of the common component in Dynamic Factor Models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2020What do international energy prices have in common after taking into account the key drivers? In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
1993Cointegration and common factors In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper6
1993On bayesian robustness: an asymptotic approach In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
1993Computing missing values in time series In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
1993Forecasting growth with time series models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
1994A multivariate Kolmogorov-Smornov test of goodnes of fit In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper34
1997A multivariate Kolmogorov-Smirnov test of goodness of fit.(1997) In: Statistics & Probability Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
1995Gibbs sampling will fail in outlier problems with strong masking In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
1995Inflation 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]		paper1
1995Combining information in statistical modelling In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
1997The identification of multiple outliers in arima models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
1997Eigenstructure of nonstationary factor models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
1998Heterogeneity and model uncertainty in bayesian regression models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
1998Outliers in multivariate time series In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
1999Trend in statistical research productivity by journal publications over the period 1985-1997 In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
1999Statiscal research in Europe:1985-1997 In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
2000Statistical research in Europe: 1985–1997.(2000) In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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This paper has nother version. Agregated cites: 1		article
1999The kurtosis coeficient and the linear discriminant function In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper7
2000The kurtosis coefficient and the linear discriminant function.(2000) In: Statistics & Probability Letters.
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This paper has nother version. Agregated cites: 7		article
1998Detection of outlier patches in autoregressive time series In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
2000Forecasting time series with sieve bootstrap In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2000An interview to George Box In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2000Resampling time series by missing values techniques In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2000Forecasting with nostationary dynamic factor models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper31
2004Forecasting with nonstationary dynamic factor models.(2004) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 31		article
2000Descriptive measures of multivariate scatter and linear dependence In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper5
2003Descriptive measures of multivariate scatter and linear dependence.(2003) In: Journal of Multivariate Analysis.
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This paper has nother version. Agregated cites: 5		article
2001Outliers and conditional autoregressive heteroscedasticity in time series In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper24
2001Is stochastic volatility more flexible than garch? In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper4
2001New in-sample prediction errors in time series with applications In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2001Introducing model uncertainty in time series bootstrap In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2001Multivariate analysis in vector time series In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper15
2003A bayesian approach for predicting with polynomial regresión of unknown degree. In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2003Bayesian curve estimation by model averaging In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
2006Bayesian curve estimation by model averaging.(2006) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2003Detecting level shifts in the presence of conditional heteroscedasticity. In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper2
2004DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY.(2004) In: Working Papers. Serie AD.
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2004Dimensionality reduction with image data In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2004Variance changes detection in multivariate time series In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper8
2004Model selection criteria and quadratic discrimination in ARMA and SETAR time series models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2004Spurious and hidden volatility In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper2
2004SPURIOUS AND HIDDEN VOLATILITY.(2004) In: Working Papers. Serie AD.
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2004A note on prediction and interpolation errors in time series In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
2005A note on prediction and interpolation errors in time series.(2005) In: Statistics & Probability Letters.
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This paper has nother version. Agregated cites: 1		article
2004Outlier detection in multivariate time series via projection pursuit In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
2007A robust partial least squares method with applications In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2008A methodology for population projections: an application to Spain In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2008A 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]		paper1
2009Clustering and classifying images with local and global variability In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2009Graphical identification of TAR models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2009Time series segmentation by Cusum, AutoSLEX and AutoPARM methods In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2009Recombining dependent data: an Order Statistics In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2009Robust estimation in linear regression models with fixed effects In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2011Exploring ICA for time series decomposition In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper2
2011Handwritten digit classification In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2011Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
2011Robust Henderson III estimators of variance components in the nested error model In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2013Recombining partitions via unimodality tests In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2013The change-point problem and segmentation of processes with conditional heteroskedasticity In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2014Recombining partitions from multivariate data: a clustering method on Bayes factors In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2014Independent components techniques based on kurtosis for functional data analysis In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2000Sebastián Coll y Marta Guijarro: Estadística 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]		article0
2006A periodogram-based metric for time series classification In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article59
2007Detecting defects with image data In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article1
2023What drives industrial energy prices? In: Economic Modelling.
[Full Text][Citation analysis]		article0
2012Estimating GARCH volatility in the presence of outliers In: Economics Letters.
[Full Text][Citation analysis]		article41
2020A robust procedure to build dynamic factor models with cluster structure In: Journal of Econometrics.
[Full Text][Citation analysis]		article11
1998Missing observations in ARIMA models: Skipping approach versus additive outlier approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
2001George Box: An interview with the International Journal of Forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2005Detecting nonlinearity in time series by model selection criteria In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
2012A conditionally heteroskedastic independent factor model with an application to financial stock returns In: International Journal of Forecasting.
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202130 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial In: International Journal of Forecasting.
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2021Sparse estimation of dynamic principal components for forecasting high-dimensional time series In: International Journal of Forecasting.
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2007On the connection between model selection criteria and quadratic discrimination in ARMA time series models In: Statistics & Probability Letters.
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2011Identification of TAR models using recursive estimation In: Journal of Forecasting.
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2007Is there an identity within international stock market volatilities? In: MPRA Paper.
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2006An interpolated periodogram-based metric for comparison of time series with unequal lengths In: MPRA Paper.
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2019Data science, big data and statistics In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2019Rejoinder on: Data science, big data and statistics In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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2023Understanding complex predictive models with ghost variables In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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1998The stochastic control of process capability indices In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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1999Robust principal component analysis for functional data In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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