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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Galeano, Pedro
Showing results 1 to 12 of 12
| Issue Date | Title | Author(s) | Type | | Sep-2004 | A note on prediction and interpolation errors in time series | Galeano, Pedro; Peña, Daniel | workingPaper |
| Sep-2010 | A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation | Ausín, Concepción; Galeano, Pedro; Ghosh, Pulak | workingPaper |
| May-2005 | Bayesian estimation of the gaussian mixture garch model | Ausín, Concepción; Galeano, Pedro | workingPaper |
| May-2013 | A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection | Virbickaite, Audrone; Ausín, Concepción; Galeano, Pedro | workingPaper |
| Jun-2012 | Modeling financial time series with the skew slash distribution | Fuente, Cristina G. de la; Galeano, Pedro; Wiper, Michael P. | workingPaper |
| 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 |
| Sep-2004 | Outlier detection in multivariate time series via projection pursuit | Galeano, Pedro; Peña, Daniel; Tsay, Ruey S. | workingPaper |
| May-2012 | Spatial depth-based classification for functional data | Sguera, Carlo; Galeano, Pedro; Lillo, Rosa E. | workingPaper |
| May-2013 | The Mahalanobis distance for functional data with applications to classification | Joseph, Esdras; Galeano, Pedro; Lillo, Rosa E. | workingPaper |
| Dec-2004 | Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process | Galeano, Pedro | workingPaper |
| Feb-2004 | Variance changes detection in multivariate time series | Galeano, Pedro; Peña, Daniel | workingPaper |
Showing results 1 to 12 of 12
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