Access Statistics for Pedro Galeano

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Non-Parametric Approach to Asymmetric Dynamic Conditional Correlation Model With Application to Portfolio Selection 0 0 0 37 0 6 17 96
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection 0 0 0 54 1 4 8 155
A note on prediction and interpolation errors in time series 0 0 0 111 1 3 7 386
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation 0 0 0 119 0 0 11 254
Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations 0 0 0 118 0 3 9 85
Bayesian estimation of the gaussian mixture garch model 0 0 1 338 1 5 14 724
Functional outlier detection with a local spatial depth 0 0 0 14 0 4 13 37
Model selection criteria and quadratic discrimination in ARMA and SETAR time series models 0 0 0 275 0 10 15 1,047
Modeling financial time series with the skew slash distribution 0 0 0 65 1 5 14 186
Multivariate analysis in vector time series 1 1 1 590 4 8 11 1,540
Outlier detection in multivariate time series via projection pursuit 0 0 3 575 2 6 18 1,416
Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model 0 0 2 64 1 5 18 125
Spatial depth-based classification for functional data 0 0 0 53 2 4 17 179
The Mahalanobis distance for functional data with applications to classification 1 1 1 39 1 6 14 164
Two-sample Hotelling's T² statistics based on the functional Mahalanobis semi-distance 1 2 2 41 3 8 16 196
Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process 0 0 0 106 1 1 8 344
Variance changes detection in multivariate time series 0 0 0 215 0 1 6 539
Total Working Papers 3 4 10 2,814 18 79 216 7,473

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection 0 0 0 5 0 2 11 49
A functional analysis of NOx levels: location and scale estimation and outlier detection 0 1 1 25 1 4 8 181
A note on prediction and interpolation errors in time series 0 0 0 4 1 3 7 47
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation 0 0 0 10 0 1 7 67
BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY 0 0 1 13 0 3 15 82
Bayesian estimation of the Gaussian mixture GARCH model 0 0 2 59 1 5 20 161
Comments on: Some recent theory for autoregressive count time series 0 0 0 0 0 1 4 24
Measures of influence for the functional linear model with scalar response 0 0 0 20 0 0 4 125
Monitoring multivariate variance changes 0 0 0 10 0 0 3 54
Multiple break detection in the correlation structure of random variables 0 0 0 21 0 2 13 110
On the connection between model selection criteria and quadratic discrimination in ARMA time series models 0 0 0 3 0 0 3 31
Outlier Detection in Multivariate Time Series by Projection Pursuit 0 0 0 30 0 2 6 128
Shifts in Individual Parameters of a GARCH Model 0 0 1 53 0 6 11 121
Spatial depth-based classification for functional data 0 0 0 5 1 2 17 48
The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection 0 0 0 38 0 2 5 137
The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process 0 0 0 19 0 0 9 77
Total Journal Articles 0 1 5 315 4 33 143 1,442

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Statistics updated 2026-06-04