Pedro Galeano

发表

A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection

María Concepción Ausín, Audrone Virbickaite, Pedro Galeano, 2013, Comput. Stat. Data Anal..

Rejoinder on: Data science, big data and statistics

Daniel Peña, Pedro Galeano, 2019 .

Variational inference for high dimensional structured factor copulas

María Concepción Ausín, Pedro Galeano, Hoang Nguyen, 2020, Comput. Stat. Data Anal..

Bayesian Non-Parametric Portfolio Decisions with Financial Time Series

Audrone Virbickaite, Pedro Galeano, M. Concepción Ausín, 2013 .

Data science, big data and statistics

Daniel Peña, Pedro Galeano, D. Peña, 2019, TEST.

A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation

María Concepción Ausín, Pedro Galeano, Pulak Ghosh, 2014, Eur. J. Oper. Res..

Detención de datos atípicos en series temporales multivariantes mediante projection pursuit

Daniel Peña Sánchez de Rivera, Pedro Galeano, 2000 .

A functional analysis of NOx levels: location and scale estimation and outlier detection

Wenceslao González-Manteiga, Manuel Febrero-Bande, Pedro Galeano, 2007, Comput. Stat..

The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process

Pedro Galeano, Pedro Galeano, 2007, Comput. Stat. Data Anal..

Particle learning for Bayesian semi-parametric stochastic volatility model

Hedibert F. Lopes, Pedro Galeano, Audronė Virbickaitė, 2019, Econometric Reviews.

A robust procedure to build dynamic factor models with cluster structure

Andrés M. Alonso, Daniel Peña, Pedro Galeano, 2020 .

Spatial depth-based classification for functional data

Pedro Galeano, Carlo Sguera, Rosa Lillo, 2013, 1305.2957.

The Mahalanobis Distance for Functional Data With Applications to Classification

Rosa E. Lillo, Pedro Galeano, Esdras Joseph, 2013, Technometrics.

A Unified Approach to Model Selection, Discrimination, Goodness of Fit and Outliers in Time Series

Daniel Peña, Pedro Galeano, D. Peña, 2008 .

Measures of influence for the functional linear model with scalar response

Wenceslao González-Manteiga, Manuel Febrero-Bande, Pedro Galeano, 2010, J. Multivar. Anal..

Multiple break detection in the correlation structure of random variables

Dominik Wied, Pedro Galeano, Dominik Wied, 2012, Comput. Stat. Data Anal..

Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random

Wenceslao González-Manteiga, Manuel Febrero-Bande, Pedro Galeano, 2019, Comput. Stat. Data Anal..

Bayesian estimation of the Gaussian mixture GARCH model

María Concepción Ausín, Pedro Galeano, M. C. Ausín, 2007, Comput. Stat. Data Anal..

Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model

Hedibert F. Lopes, Audrone Virbickaite, Pedro Galeano, 2014 .

Functional outlier detection by a local depth with application to NOx levels

Pedro Galeano, Carlo Sguera, Rosa Lillo, 2014, Stochastic Environmental Research and Risk Assessment.

Shifts in Individual Parameters of a GARCH Model

Pedro Galeano, Ruey S. Tsay, 2010 .

The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection

Pedro Galeano, M. Concepción Ausín, M. C. Ausín, 2010 .

Dating Multiple Change Points in the Correlation Matrix

Dominik Wied, Pedro Galeano, Dominik Wied, 2014 .

Covariance changes detection in multivariate time series

Daniel Peña, Pedro Galeano, D. Peña, 2007 .

Finding Outliers in Linear and Nonlinear Time Series

Daniel Peña, Pedro Galeano, D. Peña, 2013 .

Functional Principal Component Regression and Functional Partial Least‐squares Regression: An Overview and a Comparative Study

Wenceslao González-Manteiga, Manuel Febrero-Bande, Pedro Galeano, 2017 .

Improved model selection criteria for SETAR time series models

Daniel Peña, Pedro Galeano, D. Peña, 2007 .

Monitoring correlation change in a sequence of random variables

Dominik Wied, Pedro Galeano, Dominik Wied, 2013 .

Bayesian Inference Methods for Univariate and Multivariate GARCH Models: A Survey

Pedro Galeano, M. C. Ausín, Pedro Galeano, 2014, 1402.0346.

On the connection between model selection criteria and quadratic discrimination in ARMA time series models

Daniel Peña, Pedro Galeano, D. Peña, 2007 .