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 0 1 79
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection 0 0 0 54 0 1 2 149
A note on prediction and interpolation errors in time series 0 0 0 111 0 1 2 380
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation 0 0 0 119 0 3 4 246
Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations 0 0 0 118 0 0 0 76
Bayesian estimation of the gaussian mixture garch model 0 0 0 337 0 1 4 711
Functional outlier detection with a local spatial depth 0 0 0 14 0 1 4 28
Model selection criteria and quadratic discrimination in ARMA and SETAR time series models 0 0 0 275 0 0 0 1,032
Modeling financial time series with the skew slash distribution 0 0 0 65 0 3 3 175
Multivariate analysis in vector time series 0 0 1 589 0 0 1 1,529
Outlier detection in multivariate time series via projection pursuit 0 1 2 573 0 2 8 1,400
Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model 0 0 2 63 0 1 4 110
Spatial depth-based classification for functional data 0 0 0 53 0 0 0 162
The Mahalanobis distance for functional data with applications to classification 0 0 0 38 0 1 2 151
Two-sample Hotelling's T² statistics based on the functional Mahalanobis semi-distance 0 0 0 39 0 1 2 181
Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process 0 0 0 106 1 1 2 337
Variance changes detection in multivariate time series 0 0 0 215 0 0 1 534
Total Working Papers 0 1 5 2,806 1 16 40 7,280

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 0 0 38
A functional analysis of NOx levels: location and scale estimation and outlier detection 0 0 1 24 0 1 4 174
A note on prediction and interpolation errors in time series 0 0 0 4 0 0 1 40
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation 0 0 0 10 1 1 1 61
BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY 0 0 0 12 0 1 3 69
Bayesian estimation of the Gaussian mixture GARCH model 0 0 0 57 1 1 2 142
Comments on: Some recent theory for autoregressive count time series 0 0 0 0 0 0 1 20
Measures of influence for the functional linear model with scalar response 0 0 0 20 0 1 1 122
Monitoring multivariate variance changes 0 0 1 10 0 0 2 51
Multiple break detection in the correlation structure of random variables 0 0 0 21 0 0 2 98
On the connection between model selection criteria and quadratic discrimination in ARMA time series models 0 0 0 3 0 1 1 29
Outlier Detection in Multivariate Time Series by Projection Pursuit 0 0 0 30 0 0 0 122
Shifts in Individual Parameters of a GARCH Model 0 1 1 53 0 1 1 111
Spatial depth-based classification for functional data 0 0 0 5 0 1 3 33
The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection 0 0 0 38 0 0 1 132
The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process 0 0 0 19 1 1 1 69
Total Journal Articles 0 1 3 311 3 9 24 1,311

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Statistics updated 2025-10-06