フォロー
Pedro Galeano
Pedro Galeano
Profesor Titular de Estadística
確認したメール アドレス: uc3m.es
タイトル
引用先
引用先
Outlier detection in functional data by depth measures, with application to identify abnormal NOx levels
M Febrero, P Galeano, W González‐Manteiga
Environmetrics: The official journal of the International Environmetrics …, 2008
3172008
Outlier detection in multivariate time series by projection pursuit
P Galeano, D Peña, RS Tsay
Journal of the American Statistical Association 101 (474), 654-669, 2006
1412006
Multivariate analysis in vector time series
P Galeano, DP Pena
Resenhas do Instituto de Matemática e Estatística da Universidade de São …, 2000
1412000
A functional analysis of NOx levels: location and scale estimation and outlier detection
M Febrero, P Galeano, W González-Manteiga
Computational Statistics 22, 411-427, 2007
1212007
The Mahalanobis distance for functional data with applications to classification
P Galeano, E Joseph, RE Lillo
Technometrics 57 (2), 281-291, 2015
1122015
Bayesian estimation of the Gaussian mixture GARCH model
MC Ausín, P Galeano
Computational Statistics & Data Analysis 51 (5), 2636-2652, 2007
1082007
Functional principal component regression and functional partial least‐squares regression: An overview and a comparative study
M Febrero‐Bande, P Galeano, W González‐Manteiga
International Statistical Review 85 (1), 61-83, 2017
992017
Spatial depth-based classification for functional data
C Sguera, P Galeano, R Lillo
Test 23, 725-750, 2014
812014
Bayesian inference methods for univariate and multivariate GARCH models: A survey
A Virbickaite, MC Ausín, P Galeano
Journal of Economic Surveys 29 (1), 76-96, 2015
612015
Covariance changes detection in multivariate time series
P Galeano, D Peña
Journal of Statistical Planning and Inference 137 (1), 194-211, 2007
612007
Monitoring correlation change in a sequence of random variables
D Wied, P Galeano
Journal of Statistical Planning and Inference 143 (1), 186-196, 2013
512013
Multiple break detection in the correlation structure of random variables
P Galeano, D Wied
Computational Statistics & Data Analysis 76, 262-282, 2014
492014
Shifts in individual parameters of a GARCH model
P Galeano, RS Tsay
Journal of Financial Econometrics 8 (1), 122-153, 2010
472010
Data science, big data and statistics
P Galeano, D Peña
Test 28 (2), 289-329, 2019
452019
Functional outlier detection by a local depth with application to no x levels
C Sguera, P Galeano, RE Lillo
Stochastic environmental research and risk assessment 30 (4), 1115-1130, 2016
442016
Outlier detection in multivariate time series via projection pursuit
P Galeano, D Peña, RS Tsay
412004
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
MC Ausín, P Galeano, P Ghosh
European Journal of Operational Research 232 (2), 350-358, 2014
382014
Measures of influence for the functional linear model with scalar response
M Febrero-Bande, P Galeano, W González-Manteiga
Journal of multivariate analysis 101 (2), 327-339, 2010
352010
A robust procedure to build dynamic factor models with cluster structure
AM Alonso, P Galeano, D Peña
Journal of Econometrics 216 (1), 35-52, 2020
332020
The gaussian mixture dynamic conditional correlation model: Parameter estimation, value at risk calculation, and portfolio selection
P Galeano, MC Ausín
Journal of Business & Economic Statistics 28 (4), 559-571, 2010
302010
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