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GALEANO SAN MIGUEL, PEDRO

Departamento: Estatística
Universidade: Univ. Carlos III de Madrid
Teléfono: (+34)916248901
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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 Google Scholar

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 Google Scholar

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 Google Scholar

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 Google Scholar

5) Galeano, P.; Joseph, E. and Lillo, R.E. (2015). The Mahalanobis distance for functional data with applications to classification Technometrics Vol. Forthcoming Google Scholar

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 Google Scholar

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 Google Scholar

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 Google Scholar

9) Galeano, P.; Sgeura, Carlo and Lillo, R.E. (2014). Spatial Depth-based classification for functional data TEST Vol. 23, pp. 725-750 Google Scholar

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 Google Scholar

11) Galeano, P. and Peña, D. (2013). "Finding outliers in linear and nonlinear time series". In: Robustness and Complex Data Structures. Springer Google Scholar

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 Google Scholar

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

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 Google Scholar

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 Google Scholar

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 Google Scholar

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 Google Scholar

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 Google Scholar

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 Google Scholar

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 Google Scholar

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 Google Scholar

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 Google Scholar

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 Google Scholar

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 Google Scholar

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 Google Scholar

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 Google Scholar

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 Google Scholar

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 Google Scholar

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

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 Google Scholar