GALEANO SAN MIGUEL, PEDRO |
Departamento: | Estatística |
Universidade: | Univ. Carlos III de Madrid |
Teléfono: | (+34)916248901 |
Correo electrónico: | Este enderezo de correo está a ser protexido dos robots de correo lixo. Precisa activar o JavaScript para velo. |
PUBLICACIÓNS
Atopáronse 30 rexistros.
1) Febrero-Bande, M.; Galeano, P.; García-Portugués, Eduardo and González-Manteiga, W. (To appear). Testing for linearity in scalar-on-function regression with responses missing at random Computational Statistics |
2) Febrero-Bande, M.; Galeano, P. and González-Manteiga, W. (2019). Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random Computational Statistics and Data Analysis Vol. 131, pp. 91--103 |
3) Febrero-Bande, M.; Galeano, P. and González-Manteiga, W. (2017). Functional Principal Component Regression and Functional Partial Least--squares Regression: An Overview and a Comparative Study International Statistical Review Vol. 85(1), pp. 61-83 |
4) Galeano, P.; Virbickaite, A. and Ausin, M. C. (2015). Bayesian inference methods for univariate and multivariate GARCH models: a survey Journal of Economic Surveys Vol. 29, pp. 76-96 |
5) Galeano, P.; Joseph, E. and Lillo, R.E. (2015). The Mahalanobis distance for functional data with applications to classification Technometrics Vol. Forthcoming |
6) Galeano, P.; Virbickaite, A. and Ausin, M. C. (2015). A Bayesian Non-parametric approach to Asymmetric Dynamic Conditional Correlation model with applications to portfolio selection Computational Statistics & Data Analysis Vol. Forthcoming |
7) Galeano, P. and Wied, D. (2014). Multiple break detection in the correlation structure of random variables Computational Statistics & Data Analysis Vol. 76, pp. 262-282 |
8) Galeano, P.; Ausin, M. C. and Ghosh, P. (2014). A semiparametric Bayesian approach to the analysis of financial time series with applications to Value at Risk estimation European Journal of Operational Research Vol. 232, pp. 350-358 |
9) Galeano, P.; Sgeura, Carlo and Lillo, R.E. (2014). Spatial Depth-based classification for functional data TEST Vol. 23, pp. 725-750 |
10) Galeano, P. and Wied, D. (2013). Monitoring correlation change in a sequence of random variables Journal of Statistical Planning and Inference Vol. 143, pp. 186-196 |
11) Galeano, P. and Peña, D. (2013). "Finding outliers in linear and nonlinear time series". In: Robustness and Complex Data Structures. Springer |
12) 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 |
13) Galeano, P. (2012). Comments on Some recent theory for autoregressive count time series TEST Vol. 21, pp. 455-458 |
14) 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 |
15) 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 |
16) Galeano, P. and Tsay, R. S. (2010). Shifts in individual parameters of a GARCH model Journal of Financial Econometrics Vol. 8, pp. 122-153 |
17) 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 |
18) 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 |
19) Febrero-Bande, M.; Galeano, P.; González-Díaz, J. and Pateiro-López, B. (2008). Estadística. Ingeniería Técnica en Informática de Sistemas . Departamento de Estadística e Investigación Operativa. Universidad de Santiago de Compostela. ISBN: 13: 978-84-691-0974-8, DL: C-351-2008 |
20) Febrero-Bande, M.; Galeano, P.; González-Díaz, J. and Pateiro-López, B. (2008). Prácticas de Estadística en R. Ingeniería Técnica en Informática de Sistemas . Departamento de Estadística e Investigación Operativa. Universidad de Santiago de Compostela. ISBN-13: 978-84-691-0975-1, DL: C-350-2008 |
21) Galeano, P. and Peña, D. (2007). Covariance Changes Detection in Multivariate Time Series Journal of Statistical Planning and Inference Vol. 137, pp. 194-211 |
22) Galeano, P. and Ausin, M. C. (2007). Bayesian estimation of the Gaussian mixture GARCH model Computational Statistics & Data Analysis Vol. 51, pp. 2636-2652 |
23) 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 |
24) 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 |
25) 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 |
26) 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 |
27) 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 |
28) 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 |
29) Galeano, P. (2003). El Valor Económico de la Lengua Española. . Espasa-Calpé |
30) 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 |