14
H index
22
i10 index
639
Citations
Daniel Peña : Citation Profile
Universidad Carlos III de Madrid (50% share) | RESEARCH PRODUCTION: 57 Articles 95 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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43 years (1980 - 2023). 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561. Full description at Econpapers || Download paper |
| 2023 | 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 |
| 2023 | Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064. Full description at Econpapers || Download paper |
| 2024 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278. Full description at Econpapers || Download paper |
| 2023 | TransCORALNet: A Two-Stream Transformer CORAL Networks for Supply Chain Credit Assessment Cold Start. (2023). , Arno ; Shi, Jie ; Mehrkanoon, Siamak. In: Papers. RePEc:arx:papers:2311.18749. Full description at Econpapers || Download paper |
| 2024 | Inference on common trends in functional time series. (2023). Seo, Won-Ki ; Nielsen, Morten Orregaard ; Seong, Dakyung. In: Papers. RePEc:arx:papers:2312.00590. Full description at Econpapers || Download paper |
| 2024 | Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK. (2024). Szendrei, Tibor ; Varga, Katalin. In: Papers. RePEc:arx:papers:2404.01451. Full description at Econpapers || Download paper |
| 2023 | Robust functional principal component analysis via a functional pairwise spatial sign operator. (2023). Di, Chongzhi ; Han, Fang ; Liu, Sisheng ; Wang, Guangxing. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:1239-1253. Full description at Econpapers || Download paper |
| 2023 | S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387. Full description at Econpapers || Download paper |
| 2023 | A Computational Perspective on Projection Pursuit in High Dimensions: Feasible or Infeasible Feature Extraction. (2023). Wang, Xiaomei ; Ye, Jimin ; Zhang, Chunming. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:1:p:140-161. Full description at Econpapers || Download paper |
| 2023 | Online Evidential Nearest Neighbour Classification for Internet of Things Time Series. (2023). Ravishanker, Nalini ; Toman, Patrick ; Lally, Nathan ; Rajasekaran, Sanguthevar. In: International Statistical Review. RePEc:bla:istatr:v:91:y:2023:i:3:p:395-426. Full description at Econpapers || Download paper |
| 2023 | Dynamic Factor Models: a Genealogy. (2023). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/364359. Full description at Econpapers || Download paper |
| 2023 | Robust estimation for functional quadratic regression models. (2023). Parada, Daniela ; Boente, Graciela. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:187:y:2023:i:c:s0167947323001093. Full description at Econpapers || Download paper |
| 2024 | Inferential 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. Full description at Econpapers || Download paper |
| 2024 | Volatility 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. Full description at Econpapers || Download paper |
| 2024 | Robust interactive fixed effects. (2024). Boudt, Kris ; Heyndels, Ewoud. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:206-223. Full description at Econpapers || Download paper |
| 2024 | Analytical 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. Full description at Econpapers || Download paper |
| 2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper |
| 2023 | Multifractal cross-correlations between green bonds and financial assets. (2023). Tabak, Benjamin M. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007796. Full description at Econpapers || Download paper |
| 2023 | Hedging longevity risk under non-Gaussian state-space stochastic mortality models: A mean-variance-skewness-kurtosis approach. (2023). Chan, Wai-Sum ; Liu, Yanxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:96-121. Full description at Econpapers || Download paper |
| 2023 | Factor models for large and incomplete data sets with unknown group structure. (2023). Camacho, Maximo ; Lopez-Buenache, German. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1205-1220. Full description at Econpapers || Download paper |
| 2024 | Rent 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. Full description at Econpapers || Download paper |
| 2023 | On the eigenvectors of large-dimensional sample spatial sign covariance matrices. (2023). Xia, Ningning ; Xu, Yangchang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:193:y:2023:i:c:s0047259x22001105. Full description at Econpapers || Download paper |
| 2024 | The skewness of mean–variance normal mixtures. (2024). Loperfido, Nicola. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:199:y:2024:i:c:s0047259x2300088x. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Efficiency 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. Full description at Econpapers || Download paper |
| 2023 | The Need to go Beyond Deterministic Data Envelopment Analysis (DEA): A Comparative Analysis with Bootstrapping DEA in Risk Management Efficiency Measurements. (2023). Zakaria, Shahsuzan. In: Information Management and Business Review. RePEc:rnd:arimbr:v:15:y:2023:i:4:p:433-446. Full description at Econpapers || Download paper |
| 2023 | Kurtosis removal for data pre-processing. (2023). Loperfido, Nicola. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:17:y:2023:i:1:d:10.1007_s11634-022-00498-3. Full description at Econpapers || Download paper |
| 2023 | Sparse online principal component analysis for parameter estimation in factor model. (2023). Qian, Guoqi ; Wei, Chunjie ; Guo, Guangbao. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01270-z. Full description at Econpapers || Download paper |
| 2023 | A Class of Multivariate Power Skew Symmetric Distributions: Properties and Inference for the Power-Parameter. (2023). Rattihalli, R N. In: Sankhya A: The Indian Journal of Statistics. RePEc:spr:sankha:v:85:y:2023:i:2:d:10.1007_s13171-022-00292-5. Full description at Econpapers || Download paper |
| 2023 | A portmanteau-type test for detecting serial correlation in locally stationary functional time series. (2023). Heinrichs, Florian ; Dette, Holger ; Bucher, Axel. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:26:y:2023:i:2:d:10.1007_s11203-022-09285-5. Full description at Econpapers || Download paper |
| 2023 | The D-model for GDP nowcasting. (2023). Degiannakis, Stavros. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00109-8. Full description at Econpapers || Download paper |
| 2023 | Sparse Warcasting. (2023). Constantinescu, Mihnea. In: Working Papers. RePEc:ukb:wpaper:01/2023. Full description at Econpapers || Download paper |
| 2023 | Principal component analysis. (2023). Tuzhilina, Elena ; Markos, Angelos ; DEnza, Alfonso Iodice ; Hastie, Trevor ; Greenacre, Michael. In: Economics Working Papers. RePEc:upf:upfgen:1856. Full description at Econpapers || Download paper |
| 2023 | A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies. (2023). Taylor, James W ; Trucios, Carlos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:989-1007. Full description at Econpapers || Download paper |
Works by Daniel Peña:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Missing Observations and Additive Outliers in Time Series Models. In: Working Papers. [Citation analysis] | paper | 6 |
| 1992 | Missing observations and additive outliers in time series models.(1992) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 1999 | Missing observations in ARIMA models: Skipping strategy versus outlier approach. In: Working Papers. [Citation analysis] | paper | 11 |
| 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 | 20 |
| 2001 | Cluster Identification Using Projections In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 13 |
| 2002 | A Powerful Portmanteau Test of Lack of Fit for Time Series In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 20 |
| 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 nother version. Agregated cites: 20 | 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 nother 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 | 2 |
| 1990 | Influential Observations in Time Series. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 21 |
| 1994 | COINTEGRATION AND COMMON FACTORS In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 26 |
| 2001 | Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 2 |
| 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 nother version. Agregated cites: 2 | paper | |
| 1999 | PROPERTIES OF PREDICTORS IN OVERDIFFERENCED NEARLY NONSTATIONARY AUTOREGRESSION.(1999) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | Effects of outliers on the identification and estimation of GARCH models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 57 |
| 2007 | Measuring the Advantages of Multivariate vs. Univariate Forecasts In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 6 |
| 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 nother 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 nother version. Agregated cites: 1 | paper | |
| 2001 | Bayesian unmasking in linear models.(2001) In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2000 | La investigación internacional en TQM : análisis de tendencias (1994-1999) In: DEE - Documentos de Trabajo. EconomÃa de la Empresa. DB. [Full Text][Citation analysis] | paper | 0 |
| 1992 | Reflexiones sobre la enseñanza experimental de la estadística In: DE - Documentos de Trabajo. EconomÃa. DE. [Full Text][Citation analysis] | paper | 0 |
| 1994 | Grupos atípicos en modelos econométricos In: DES - Documentos de Trabajo. EstadÃstica y EconometrÃa. DS. [Full Text][Citation analysis] | paper | 0 |
| 1995 | Experiencias de mejora de la calidad en la universidad In: DES - Documentos de Trabajo. EstadÃstica y EconometrÃa. DS. [Full Text][Citation analysis] | paper | 0 |
| 1996 | El futuro de los métodos estadísticos In: DES - Documentos de Trabajo. EstadÃstica y EconometrÃa. DS. [Full Text][Citation analysis] | paper | 0 |
| 1997 | La mejora de la calidad en la educación: reflexiones y experiencias In: DES - Documentos de Trabajo. EstadÃstica y EconometrÃa. DS. [Full Text][Citation analysis] | paper | 1 |
| 1991 | A Note on likelihood estimation of missing values in time series In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
| 1991 | ARIMA models, the steady state of economic variables and their estimation In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 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 nother 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 |
| 2017 | Clustering Big Data by Extreme Kurtosis Projections In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Estimation of the common component in Dynamic Factor Models In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2020 | What 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] | paper | 0 |
| 1993 | Cointegration and common factors In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 6 |
| 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 |
| 1994 | A multivariate Kolmogorov-Smornov test of goodnes of fit In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 32 |
| 1997 | A multivariate Kolmogorov-Smirnov test of goodness of fit.(1997) In: Statistics & Probability Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 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 | 1 |
| 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 | 1 |
| 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 nother 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 | 7 |
| 2000 | The kurtosis coefficient and the linear discriminant function.(2000) In: Statistics & Probability Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 1998 | Detection of outlier patches in autoregressive time series In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 1 |
| 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 | 31 |
| 2004 | Forecasting with nonstationary dynamic factor models.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | 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 nother 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 | 24 |
| 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 | 15 |
| 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 nother 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 nother version. Agregated cites: 2 | paper | |
| 2004 | Dimensionality reduction with image data In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Variance changes detection in multivariate time series In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 8 |
| 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 nother 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 nother 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 | 1 |
| 2009 | Clustering and classifying images with local and global variability 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 | Time series segmentation by Cusum, AutoSLEX and AutoPARM methods 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 | Handwritten digit classification In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Densidad 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] | paper | 1 |
| 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 |
| 2013 | The change-point problem and segmentation of processes with conditional heteroskedasticity 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: EstadÃstica 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 |
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| 2019 | Rejoinder on: Data science, big data and statistics In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 2 |
| 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 |
| 2023 | Understanding complex predictive models with ghost variables In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 0 |
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| 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 | 63 |
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