Access Statistics for Daniel Peña

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian look at diagnostics in the univariate linear model 0 0 0 0 1 5 9 33
A Note on likelihood estimation of missing values in time series 0 0 1 4 1 1 4 13
A bayesian approach for predicting with polynomial regresión of unknown degree 0 0 0 97 1 1 2 237
A methodology for population projections: an application to Spain 0 0 0 27 0 2 2 142
A multivariate Kolmogorov-Smornov test of goodnes of fit 1 2 2 17 1 2 3 34
A multivariate generalized independent factor GARCH model with an application to financial stock returns 0 0 1 224 0 1 2 418
A note on prediction and interpolation errors in time series 0 0 0 111 0 0 0 378
A powerful portmanteau test of lack of fit for time series 0 0 0 6 1 1 8 74
A procedure for robust estimation and diagnostics in regression 0 0 0 2 0 0 0 17
A robust partial least squares method with applications 0 0 0 282 0 0 3 757
A simple diagnostic tool for local prior sensitivity 0 0 0 0 0 0 0 12
A simple method to identify significant effects in unreplicated two-level factorial designs 0 0 0 4 0 0 1 17
An interpolated periodogram-based metric for comparison of time series with unequal lengths 0 0 0 55 1 1 2 251
Bayesian Unmasking in Linear Models 0 0 0 1 1 1 1 489
Bayesian curve estimation by model averaging 0 0 0 131 1 1 2 1,209
Bayesian outliers functions for linear models 0 0 0 0 0 0 0 6
Bayesian unmasking in linear models 0 0 0 0 1 1 1 10
Clustering Big Data by Extreme Kurtosis Projections 1 1 2 55 1 1 3 58
Clustering and classifying images with local and global variability 0 0 0 29 1 2 2 143
Comparing probabilistic methods for outlier detection 0 0 0 4 1 2 2 22
Comparison of time series with unequal length 0 0 1 346 2 3 19 1,707
Comparison of time series with unequal length in the frequency domain 0 0 1 141 0 0 1 328
Computing missing values in time series 0 0 0 3 0 0 2 19
DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY 0 0 0 13 0 0 0 115
Densidad de predicción basada en momentos condicionados y máxima entropía: aplicación a la predicción de potencia eólica 0 0 0 18 1 2 2 118
Descriptive measures of multivariate scatter and linear dependence 0 0 0 1 1 2 2 14
Detecting level shifts in the presence of conditional heteroscedasticity 0 0 0 86 0 1 1 228
Detection of outlier patches in autoregressive time series 0 0 1 17 0 1 2 58
Eigenstructure of nonstationary factor models 0 0 0 5 0 1 5 75
Estimating and Forecasting GARCH Volatility in the Presence of Outiers 0 0 0 74 0 0 0 127
Exploring ICA for time series decomposition 0 0 2 198 2 3 15 436
Forecasting with nostationary dynamic factor models 0 0 1 5 0 0 1 42
Gibbs sampling will fail in outlier problems with strong masking 0 0 0 1 0 0 0 14
Graphical identification of TAR models 0 0 0 27 1 1 2 96
Grupos atípicos en modelos econométricos 0 0 0 2 2 4 6 48
Handwritten digit classification 0 0 0 30 0 1 2 179
Heterogeneity and model uncertainty in bayesian regression models 0 0 0 0 0 0 0 11
Independent components techniques based on kurtosis for functional data analysis 0 1 9 54 3 4 21 129
Interpolation, outliers and inverse autocorrelations 0 0 1 8 0 0 2 28
Is stochastic volatility more flexible than garch? 1 1 2 252 3 4 5 520
Is there an identity within international stock market volatilities? 0 0 0 62 1 1 1 257
La investigación internacional en TQM: análisis de tendencias (1994-1999) 0 0 0 0 0 0 0 22
Linear Combination of Information in Time Series Analysis 0 0 0 0 0 0 0 178
Linear combination of information in time series analysis 0 0 0 0 0 0 0 9
Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example 0 0 0 1 0 0 1 7
Missing Observations and Additive Outliers in Time Series Models 0 0 0 0 0 0 1 1,702
Missing observations and additive outliers in time series models 0 0 0 4 0 0 1 31
Missing observations in ARIMA models: Skipping strategy versus outlier approach 0 0 0 0 0 0 1 50
Missing observations in ARIMA models: skipping strategy versus additive outlier approach 0 1 2 9 0 1 5 31
Model selection criteria and quadratic discrimination in ARMA and SETAR time series models 0 0 0 275 0 0 2 1,032
Multivariate analysis in vector time series 0 1 2 589 0 1 8 1,529
New in-sample prediction errors in time series with applications 0 0 0 89 0 0 1 537
On bayesian robustness: an asymptotic approach 0 0 0 1 0 0 0 5
Outlier detection in multivariate time series via projection pursuit 0 1 2 572 0 3 7 1,396
Outliers and conditional autoregressive heteroscedasticity in time series 0 0 0 269 1 3 3 745
Outliers in multivariate time series 0 0 7 28 1 2 17 81
PROPERTIES OF PREDICTORS IN OVERDIFFERENCED NEARLY NONSTATIONARY AUTOREGRESSION 0 0 0 17 0 0 0 85
Pooling information and forecasting with dynamic factor analysis 0 0 0 1 0 0 2 13
Properties of predictors in overdifferenced nearly nonstationary autoregression 0 0 0 2 0 0 0 27
Proyecciones de demanda de educación en España 0 0 0 6 1 1 2 59
Recombining dependent data: an Order Statistics 0 0 0 28 1 1 1 122
Recombining partitions from multivariate data: a clustering method on Bayes factors 0 0 0 4 0 0 0 20
Recombining partitions via unimodality tests 0 0 0 7 0 0 4 40
Robust Henderson III estimators of variance components in the nested error model 0 0 0 64 0 0 1 165
Robust covariance matrix estimation and multivariate outlier detection 0 0 0 5 0 1 2 25
Robust estimation in linear regression models with fixed effects 0 0 0 82 2 3 3 311
SPURIOUS AND HIDDEN VOLATILITY 0 0 0 39 1 1 1 146
Spurious and hidden volatility 0 0 0 71 1 1 1 211
Statiscal research in Europe:1985-1997 0 0 0 1 0 0 1 32
The detection of influential subsets in linear regression using an influence matrix 0 0 0 7 0 0 1 20
The identification of multiple outliers in arima models 0 0 3 9 2 3 6 54
The kurtosis coeficient and the linear discriminant function 0 0 0 5 0 0 1 35
Trend in statistical research productivity by journal publications over the period 1985-1997 0 0 0 2 1 1 2 19
Variance changes detection in multivariate time series 0 0 0 215 0 0 1 533
Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings 0 1 1 64 0 2 4 76
What do international energy prices have in common after taking into account the key drivers? 0 0 0 13 9 10 10 35
Total Working Papers 3 9 41 4,871 48 84 226 18,252
19 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial 0 0 2 22 2 2 8 53
A Powerful Portmanteau Test of Lack of Fit for Time Series 0 0 0 77 1 1 1 244
A conditionally heteroskedastic independent factor model with an application to financial stock returns 0 0 1 12 0 0 3 46
A multivariate Kolmogorov-Smirnov test of goodness of fit 0 0 1 191 2 4 10 644
A note on prediction and interpolation errors in time series 0 0 0 4 1 1 1 40
A periodogram-based metric for time series classification 0 1 4 123 0 2 7 333
A robust procedure to build dynamic factor models with cluster structure 0 0 1 24 0 0 7 79
A simple diagnostic tool for local prior sensitivity 0 0 0 2 0 0 0 20
A testing approach to clustering scalar time series 0 1 2 2 0 1 4 6
Agustín Maravall: An interview with the International Journal of Forecasting 0 1 2 17 1 3 8 59
Bayesian curve estimation by model averaging 0 0 0 4 0 1 2 24
Bayesian unmasking in linear models 0 0 0 6 0 0 0 23
COINTEGRATION AND COMMON FACTORS 0 0 0 1 1 1 2 12
Cluster Identification Using Projections 0 0 0 19 0 0 0 49
Comment on “Factor Models for High-Dimensional Tensor Time Series” 0 0 1 4 1 1 2 7
Data science, big data and statistics 0 1 2 45 1 2 17 164
Descriptive measures of multivariate scatter and linear dependence 0 0 0 13 1 1 1 76
Detecting defects with image data 0 0 0 6 1 1 1 36
Detecting nonlinearity in time series by model selection criteria 0 0 0 36 0 0 1 121
Dimension reduction in time series and the dynamic factor model 0 0 1 68 1 1 2 148
Distributional aspects of public rental housing and rent control policies in Spain 0 0 0 44 0 0 2 158
Effects of outliers on the identification and estimation of GARCH models 0 1 1 94 0 2 4 243
Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure 0 0 0 14 0 0 2 55
Estimating GARCH volatility in the presence of outliers 0 2 2 22 1 3 4 78
Forecasting Multiple Time Series With One-Sided Dynamic Principal Components 0 0 0 4 0 0 0 7
Forecasting with nonstationary dynamic factor models 0 1 1 117 1 2 6 268
Generalized Dynamic Principal Components 0 1 3 10 0 1 3 36
George Box: An interview with the International Journal of Forecasting 0 0 0 20 0 0 0 74
Identification of TAR models using recursive estimation 0 0 0 30 0 0 0 89
Influential Observations in Time Series 0 0 0 0 0 1 2 272
Introducing model uncertainty by moving blocks bootstrap 0 0 0 5 0 0 0 35
Los modelos Arima, el estado de equilibrio en variables económicas y su estimación 0 1 1 129 0 1 2 559
Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example 0 0 0 0 0 0 0 263
Measuring the Advantages of Multivariate vs. Univariate Forecasts 0 0 0 71 1 2 2 321
Missing observations in ARIMA models: Skipping approach versus additive outlier approach 0 1 4 78 0 1 7 217
Multifold Predictive Validation in ARMAX Time Series Models 0 0 0 22 1 1 1 99
Observaciones influyentes en modelos econométricos 0 1 1 97 0 1 1 200
On sieve bootstrap prediction intervals 0 0 0 4 0 0 0 29
On the connection between model selection criteria and quadratic discrimination in ARMA time series models 0 0 0 3 0 0 0 28
Outlier Detection in Multivariate Time Series by Projection Pursuit 0 0 0 30 0 0 1 122
Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression 0 0 0 1 0 0 0 4
Rejoinder on: Data science, big data and statistics 0 0 0 2 0 1 1 22
Resampling time series using missing values techniques 0 0 0 74 1 1 1 206
Robust Methods of Building Regression Models-An Application to the Housing Sector 0 0 0 0 0 0 0 146
Robust principal component analysis for functional data 0 0 1 179 0 0 3 571
Sebastián Coll y Marta Guijarro: Estadística aplicada a las ciencias sociales, Madrid, Pirámide, 1998 0 0 0 29 0 1 1 114
Several Bayesians: A review 0 0 1 25 0 0 2 59
Sparse estimation of dynamic principal components for forecasting high-dimensional time series 0 0 0 10 0 0 4 22
Statistical inference and Monte Carlo algorithms 0 0 1 65 0 0 3 175
Statistical research in Europe: 1985–1997 0 0 0 3 2 2 2 26
THE AUTOCORRELATION FUNCTION OF SEASONAL ARMA MODELS 0 0 1 2 0 0 3 10
Temporal disaggregation and restricted forecasting of multiple population time series 0 0 0 7 0 0 0 46
The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases 0 0 0 0 0 0 0 574
The kurtosis coefficient and the linear discriminant function 0 0 0 11 1 1 1 75
The relationship between farm and retail prices in the Spanish broiler chicken industry: An application of the Box-Jenkins approach 0 0 0 0 0 0 0 7
The stochastic control of process capability indices 0 0 0 18 1 1 1 113
Understanding complex predictive models with ghost variables 0 0 0 0 2 3 7 11
What drives industrial energy prices? 0 0 1 7 0 0 2 13
Total Journal Articles 0 12 35 1,903 24 47 145 7,531

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Statistics updated 2025-03-03