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GALEANO SAN MIGUEL, PEDRO
Departamento:
Universidade: Univ. Carlos III de Madrid
Teléfono: (+34)916248901
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Atopáronse 18 rexistros.

1) Galeano, P. and Wied, D. (To appear). "Multiple break detection in the correlation structure of random variables". Computational Statistics Google Scholar

2) Galeano, P. and Peña, D. (2012). "Additive outlier detection in seasonal ARIMA model by a modified Bayesian Information Criterion". In: Economic Time Series: Modeling and Seasonality. Chapman & Hall, New York Google Scholar

3) Galeano, P. (2012). "Comments on Some recent theory for autoregressive count time series". TEST Vol. 21, pp. 455-458 Google Scholar

4) Febrero-Bande, M.; Galeano, P. and González-Manteiga, W. (2010). "Measures of influence for the functional linear model with scalar response". Journal of Multivariate Analysis Vol. 101, pp. 327-339 Google Scholar

5) Galeano, P. and Ausin, M. C. (2010). "The Gaussian mixture dynamic conditional correlation model: Parameter estimation, Value at Risk calculation and portfolio selection". Journal of Business and Economic Statistics Vol. 28, pp. 559-571 Google Scholar

6) Galeano, P. and Tsay, R. S. (2010). "Shifts in individual parameters of a GARCH model". Journal of Financial Econometrics Vol. 8, pp. 122-153 Google Scholar

7) Febrero-Bande, M.; Galeano, P. and González-Manteiga, W. (2008). "Outlier detection in functional data by depth measures with application to identify abnormal NOx levels". Environmetrics Vol. 19, 4, pp. 331-345 Google Scholar

8) Galeano, P. and Peña, D. (2008). "An Unified Approach to Model Selection, Discrimination, Goodness of Fit and Outliers in Time Series". In: Advances in Mathematical and Statistical Modeling (pp. 267-278). Birkhäuser Google Scholar

9) Galeano, P. and Peña, D. (2007). "Covariance Changes Detection in Multivariate Time Series". Journal of Statistical Planning and Inference Vol. 137, pp. 194-211 Google Scholar

10) Galeano, P. and Ausin, M. C. (2007). "Bayesian estimation of the Gaussian mixture GARCH model". Computational Statistics & Data Analysis Vol. 51, pp. 2636-2652 Google Scholar

11) Galeano, P. and Peña, D. (2007). "Improved model selection criteria for SETAR time series models". Journal of Statistical Planning and Inference Vol. 137, pp. 2802-2814 Google Scholar

12) Galeano, P. (2007). "The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process". Computational Statistics & Data Analysis Vol. 51, pp. 6151-6165 Google Scholar

13) Galeano, P. and Peña, D. (2007). "On the connection between model selection criteria and quadratic discrimination in ARMA time series models". Statistics & Probability Letters Vol. 77, pp. 896-900 Google Scholar

14) Febrero-Bande, M.; Galeano, P. and González-Manteiga, W. (2007). "A functional analysis of NOx levels: location and scale estimation and outlier detection". Computational Statistics Vol. 22, 3, pp. 411-427 Google Scholar

15) Galeano, P.; Peña, D. and Tsay, R. S. (2006). "Outlier Detection in Multivariate Time Series by Projection Pursuit". Journal of the American Statistical Association Vol. 101, pp. 654-669 Google Scholar

16) Galeano, P. and Peña, D. (2005). "A Note on Prediction and Interpolation Errors in Time Series". Statistics & Probability Letters Vol. 73, pp. 71-78. Elsevier Science Bv Google Scholar

17) Galeano, P. (2003). El Valor Económico de la Lengua Española. . Espasa-Calpé Google Scholar

18) Galeano, P. and Peña, D. (2000). "Multivariate Analysis in Vector Time Series". Resenhas, the Journal of the Institute of Mathematics and Statistics of the University of Sao Paolo Vol. 4, pp. 383-403 Google Scholar

 
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