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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Peña, Daniel
Showing results 80 to 99 of 116
| Issue Date | Title | Author(s) | Type | | Sep-1992 | Missing observations and additive outliers in time series models | Maravall, Agustín; Peña, Daniel | workingPaper; workingPaper |
| Feb-1997 | Missing observations in ARIMA models: skipping strategy versus additive outlier approach | Gómez, Víctor; Maravall, Agustín; Peña, Daniel | workingPaper |
| 1990 | Los modelos ARIMA, el estado de equilibrio en variables económicas y su estimación | Espasa, Antoni [espasa]; Peña, Daniel | article |
| Feb-2004 | Model selection criteria and quadratic discrimination in ARMA and SETAR time series models | Galeano, Pedro; Peña, Daniel | workingPaper |
| Mar-2001 | Multivariate analysis in vector time series | Galeano, Pedro; Peña, Daniel | workingPaper |
| 2001 | Multivariate outlier detection and robust covariance matrix estimation | Peña, Daniel; Prieto, Francisco J. | article |
| Jan-2001 | New in-sample prediction errors in time series with applications | Peña, Daniel; Sánchez, Ismael | workingPaper |
| Feb-1991 | A Note on likelihood estimation of missing values in time series | Peña, Daniel; Tiao, George C. | workingPaper |
| Oct-1993 | On bayesian robustness: an asymptotic approach | Peña, Daniel; Zamar, Rubén H. | workingPaper |
| 15-Oct-2003 | On sieve bootstrap prediction intervals. | Alonso, Andrés M.; Peña, Daniel; Romo Urroz, Juan | article |
| Sep-2004 | Outlier detection in multivariate time series via projection pursuit | Galeano, Pedro; Peña, Daniel; Tsay, Ruey S. | workingPaper |
| 2001 | Outliers and conditional autoregressive heteroscedasticity in time series | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther [ortega] | article |
| Feb-2001 | Outliers and conditional autoregressive heteroscedasticity in time series | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther [ortega] | workingPaper |
| Dec-1998 | Outliers in multivariate time series | Tsay, Ruey S.; Peña, Daniel; Pankratz, Alan E. | workingPaper |
| 2004 | Persistence and kurtosis in GARCH and Stochastic Volatility Models | Carnero, María Ángeles; Peña, Daniel; Ruiz, Esther [ortega] | article |
| Nov-1996 | Pooling information and forecasting with dynamic factor analysis | Peña, Daniel; Poncela, Pilar | workingPaper |
| Dec-1995 | Properties of predictors in overdifferenced nearly nonstationary autoregression | Sánchez, Ismael; Peña, Daniel | workingPaper |
| Dec-2009 | Recombining dependent data: an Order Statistics | Álvarez, Adolfo; Peña, Daniel | workingPaper |
| Feb-1992 | Reflexiones sobre la enseñanza experimental de la estadística | Peña, Daniel | workingPaper |
| Jul-2000 | Resampling time series by missing values techniques | Alonso, Andrés M.; Peña, Daniel; Romo, Juan | workingPaper |
Showing results 80 to 99 of 116
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