Equipo
Ficha miembro
Galeano San Miguel, Pedro
Departamento: Estadística
Universidad: Univ. Carlos III de Madrid
Teléfono: (+34)916248901
Correo electrónico: pedro.galeano@uc3m.es
PUBLICACIONES
Se han encontrado 30 registros.
1) Febrero-Bande, M.; Galeano, P.; García-Portugués, Eduardo and González-Manteiga, W. (2024). Testing for linearity in scalar-on-function regression with responses missing at random Computational Statistics Vol. 39-6, pp. 3405-3429
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
