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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
[This author has chosen not to make the email address public]
http://www.uc3m.es/portal/page/portal/dpto_estadistica/miembros/pedro_galeano_san_miguel
Madrid, Spain
http://halweb.uc3m.es/

: 6249847
6249849
C/ Madrid, 126 - 28903 GETAFE (MADRID)
RePEc:edi:dxuc3es (more details at EDIRC)
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  1. Lillo, Rosa E. & Galeano, Pedro & Joseph, Esdras, 2015. "Two-sample Hotelling's T² statistics based on the functional Mahalanobis semi-distance," DES - Working Papers. Statistics and Econometrics. WS ws1503, Universidad Carlos III de Madrid. Departamento de Estadística.
  2. Wiper, Michael P. & Galeano, Pedro & García de la Fuente, Cristina, 2014. "Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations," DES - Working Papers. Statistics and Econometrics. WS ws141711, Universidad Carlos III de Madrid. Departamento de Estadística.
  3. Galeano, Pedro & Ausín, Concepcion & Lopes, Hedibert F. & Virbickaite, Audrone, 2014. "Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model," DES - Working Papers. Statistics and Econometrics. WS ws142819, Universidad Carlos III de Madrid. Departamento de Estadística.
  4. Lillo, Rosa E. & Galeano, Pedro & Joseph, Esdras, 2013. "The Mahalanobis distance for functional data with applications to classification," DES - Working Papers. Statistics and Econometrics. WS ws131312, Universidad Carlos III de Madrid. Departamento de Estadística.
  5. 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.
  6. Lillo, Rosa E. & Galeano, Pedro & Sguera, Carlo, 2012. "Spatial depth-based classification for functional data," DES - Working Papers. Statistics and Econometrics. WS ws120906, Universidad Carlos III de Madrid. Departamento de Estadística.
  7. Wiper, Michael P. & Galeano, Pedro & Fuente, Cristina G. de la, 2012. "Modeling financial time series with the skew slash distribution," DES - Working Papers. Statistics and Econometrics. WS ws121108, Universidad Carlos III de Madrid. Departamento de Estadística.
  8. Ghosh, Pulak & Galeano, Pedro & Ausín, Concepción, 2010. "A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation," DES - Working Papers. Statistics and Econometrics. WS ws103822, Universidad Carlos III de Madrid. Departamento de Estadística.
  9. Galeano, Pedro & Ausín, Concepción, 2005. "Bayesian estimation of the gaussian mixture garch model," DES - Working Papers. Statistics and Econometrics. WS ws053605, Universidad Carlos III de Madrid. Departamento de Estadística.
  10. Peña, Daniel & Galeano, Pedro, 2004. "Variance changes detection in multivariate time series," DES - Working Papers. Statistics and Econometrics. WS ws041305, Universidad Carlos III de Madrid. Departamento de Estadística.
  11. Tsay, Ruey S. & Peña, Daniel & Galeano, Pedro, 2004. "Outlier detection in multivariate time series via projection pursuit," DES - Working Papers. Statistics and Econometrics. WS ws044211, Universidad Carlos III de Madrid. Departamento de Estadística.
  12. Peña, Daniel & Galeano, Pedro, 2004. "A note on prediction and interpolation errors in time series," DES - Working Papers. Statistics and Econometrics. WS ws042710, Universidad Carlos III de Madrid. Departamento de Estadística.
  13. Peña, Daniel & Galeano, Pedro, 2004. "Model selection criteria and quadratic discrimination in ARMA and SETAR time series models," DES - Working Papers. Statistics and Econometrics. WS ws041406, Universidad Carlos III de Madrid. Departamento de Estadística.
  14. Galeano, Pedro, 2004. "Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process," DES - Working Papers. Statistics and Econometrics. WS ws046816, Universidad Carlos III de Madrid. Departamento de Estadística.
  15. Peña, Daniel & Galeano, Pedro, 2001. "Multivariate analysis in vector time series," DES - Working Papers. Statistics and Econometrics. WS ws012415, Universidad Carlos III de Madrid. Departamento de Estadística.
  1. 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, vol. 232(2), pages 350-358.
  2. Galeano, Pedro & Wied, Dominik, 2014. "Multiple break detection in the correlation structure of random variables," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 262-282.
  3. Carlo Sguera & Pedro Galeano & Rosa Lillo, 2014. "Spatial depth-based classification for functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(4), pages 725-750, December.
  4. 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;Sociedad de Estadística e Investigación Operativa, vol. 21(3), pages 455-458, September.
  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, 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, vol. 28(4), pages 559-571.
  7. 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.
  8. Ausin, Maria Concepcion & Galeano, Pedro, 2007. "Bayesian estimation of the Gaussian mixture GARCH model," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2636-2652, February.
  9. Manuel Febrero & Pedro Galeano & Wenceslao González-Manteiga, 2007. "A functional analysis of NOx levels: location and scale estimation and outlier detection," Computational Statistics, Springer, vol. 22(3), pages 411-427, September.
  10. Galeano, Pedro & Peña, Daniel, 2007. "On the connection between model selection criteria and quadratic discrimination in ARMA time series models," Statistics & Probability Letters, Elsevier, vol. 77(9), pages 896-900, May.
  11. 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, vol. 51(12), pages 6151-6165, August.
  12. 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, vol. 101, pages 654-669, June.
  13. Galeano, Pedro & Peña, Daniel, 2005. "A note on prediction and interpolation errors in time series," Statistics & Probability Letters, Elsevier, vol. 73(1), pages 71-78, June.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (14) 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 2014-11-22 2015-04-02. Author is listed
  2. NEP-ETS: Econometric Time Series (11) 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 2014-11-22. Author is listed
  3. NEP-RMG: Risk Management (3) 2004-03-07 2010-10-02 2013-01-26. Author is listed
  4. NEP-FIN: Finance (2) 2004-09-12 2005-05-29
  5. NEP-BAN: Banking (1) 2010-10-02
  6. NEP-ORE: Operations Research (1) 2014-11-22
  7. NEP-URE: Urban & Real Estate Economics (1) 2012-05-29

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