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Pedro Galeano

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Personal Details

First Name: Pedro
Middle Name:
Last Name: Galeano
Suffix:

RePEc Short-ID: pga563

Email: [This author has chosen not to make the email address public]
Homepage: http://www.uc3m.es/portal/page/portal/dpto_estadistica/miembros/pedro_galeano_san_miguel
Postal Address:
Phone:

Affiliation

Departamento de Estadistica
Universidad Carlos III de Madrid
Location: Madrid, Spain
Homepage: http://halweb.uc3m.es/
Email:
Phone: 6249847
Fax: 6249849
Postal: C/ Madrid, 126 - 28903 GETAFE (MADRID)
Handle: RePEc:edi:dxuc3es (more details at EDIRC)

Works

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Working papers

  1. Carlo Sguera & Pedro Galeano & Rosa E. Lillo, 2014. "Functional outlier detection with a local spatial depth," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría we141410, Universidad Carlos III, Departamento de Estadística y Econometría.
  2. Cristina García de la Fuente & Pedro Galeano & Michael P. Wiper, 2014. "Bayesian estimation of a Dynamic Conditional Correlation model with multivariate Skew-Slash innovations," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws141711, Universidad Carlos III, Departamento de Estadística y Econometría.
  3. Audrone Virbickaite & M. Concepci\'on Aus\'in & Pedro Galeano, 2013. "A Bayesian Non-Parametric Approach to Asymmetric Dynamic Conditional Correlation Model With Application to Portfolio Selection," Papers 1301.5129, arXiv.org, revised Jan 2014.
  4. Esdras Joseph & Pedro Galeano & Rosa E. Lillo, 2013. "The Mahalanobis distance for functional data with applications to classification," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws131312, Universidad Carlos III, Departamento de Estadística y Econometría.
  5. Cristina G. de la Fuente & Pedro Galeano & Michael P. Wiper, 2012. "Modeling financial time series with the skew slash distribution," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws121108, Universidad Carlos III, Departamento de Estadística y Econometría.
  6. Carlo Sguera & Pedro Galeano & Rosa E. Lillo, 2012. "Spatial depth-based classification for functional data," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws120906, Universidad Carlos III, Departamento de Estadística y Econometría.
  7. Concepción Ausín & Pedro Galeano & Pulak Ghosh, 2010. "A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws103822, Universidad Carlos III, Departamento de Estadística y Econometría.
  8. María Concepcion Ausin & Pedro Galeano, 2005. "Bayesian Estimation Of The Gaussian Mixture Garch Model," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws053605, Universidad Carlos III, Departamento de Estadística y Econometría.
  9. Pedro Galeano, 2004. "Use Of Cumulative Sums For Detection Of Changepoints In The Rate Parameter Of A Poisson Process," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws046816, Universidad Carlos III, Departamento de Estadística y Econometría.
  10. Pedro Galeano & Daniel Peña & Ruey S. Tsay, 2004. "Outlier Detection In Multivariate Time Series Via Projection Pursuit," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws044211, Universidad Carlos III, Departamento de Estadística y Econometría.
  11. Pedro Galeano & Daniel Peña, 2004. "Model Selection Criteria And Quadratic Discrimination In Arma And Setar Time Series Models," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws041406, Universidad Carlos III, Departamento de Estadística y Econometría.
  12. Pedro Galeano & Daniel Peña, 2004. "A Note On Prediction And Interpolation Errors In Time Series," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws042710, Universidad Carlos III, Departamento de Estadística y Econometría.
  13. Pedro Galeano & Daniel Peña, 2004. "Variance Changes Detection In Multivariate Time Series," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws041305, Universidad Carlos III, Departamento de Estadística y Econometría.
  14. Pedro Galeano & Daniel Peña, 2001. "Multivariate Analysis In Vector Time Series," Statistics and Econometrics Working Papers, Universidad Carlos III, Departamento de Estadística y Econometría ws012415, Universidad Carlos III, Departamento de Estadística y Econometría.

Articles

  1. Galeano, Pedro & Wied, Dominik, 2014. "Multiple break detection in the correlation structure of random variables," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 76(C), pages 262-282.
  2. Ausín, M. Concepción & Galeano, Pedro & Ghosh, Pulak, 2014. "A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation," European Journal of Operational Research, Elsevier, Elsevier, vol. 232(2), pages 350-358.
  3. Pedro Galeano, 2012. "Comments on: Some recent theory for autoregressive count time series," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, Springer, vol. 21(3), pages 455-458, September.
  4. Pedro Galeano & Ruey S. Tsay, 2010. "Shifts in Individual Parameters of a GARCH Model," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(1), pages 122-153, Winter.
  5. Febrero-Bande, Manuel & Galeano, Pedro & González-Manteiga, Wenceslao, 2010. "Measures of influence for the functional linear model with scalar response," Journal of Multivariate Analysis, Elsevier, Elsevier, vol. 101(2), pages 327-339, February.
  6. Galeano, Pedro & Ausín, M. Concepción, 2010. "The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 28(4), pages 559-571.
  7. Ausin, Maria Concepcion & Galeano, Pedro, 2007. "Bayesian estimation of the Gaussian mixture GARCH model," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(5), pages 2636-2652, February.
  8. Galeano, Pedro & Peña, Daniel, 2007. "On the connection between model selection criteria and quadratic discrimination in ARMA time series models," Statistics & Probability Letters, Elsevier, Elsevier, vol. 77(9), pages 896-900, May.
  9. Galeano, Pedro, 2007. "The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 51(12), pages 6151-6165, August.
  10. Manuel Febrero & Pedro Galeano & Wenceslao González-Manteiga, 2007. "A functional analysis of NOx levels: location and scale estimation and outlier detection," Computational Statistics, Springer, Springer, vol. 22(3), pages 411-427, September.
  11. Galeano, Pedro & Pena, Daniel & Tsay, Ruey S., 2006. "Outlier Detection in Multivariate Time Series by Projection Pursuit," Journal of the American Statistical Association, American Statistical Association, American Statistical Association, vol. 101, pages 654-669, June.
  12. Galeano, Pedro & Peña, Daniel, 2005. "A note on prediction and interpolation errors in time series," Statistics & Probability Letters, Elsevier, Elsevier, vol. 73(1), pages 71-78, June.

NEP Fields

12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2010-10-02
  2. NEP-ECM: Econometrics (13) 2004-03-07 2004-09-12 2004-09-12 2005-01-09 2005-05-29 2010-10-02 2012-05-29 2012-06-25 2013-01-26 2013-05-24 2013-05-24 2014-07-21 2014-07-21. Author is listed
  3. NEP-ETS: Econometric Time Series (10) 2004-03-07 2004-03-07 2004-09-12 2004-09-12 2005-05-29 2010-10-02 2012-06-25 2013-01-26 2013-05-24 2014-07-21. Author is listed
  4. NEP-FIN: Finance (2) 2004-09-12 2005-05-29
  5. NEP-RMG: Risk Management (3) 2004-03-07 2010-10-02 2013-01-26. Author is listed
  6. NEP-URE: Urban & Real Estate Economics (2) 2012-05-29 2014-07-21

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