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 2 79
A note on prediction and interpolation errors in time series 0 0 0 111 0 0 0 378
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation 0 0 0 119 0 0 1 243
Bayesian estimation of the gaussian mixture garch model 0 0 0 337 0 0 2 709
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
Outlier detection in multivariate time series via projection pursuit 0 1 2 572 0 3 7 1,396
Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model 0 0 1 61 0 0 1 106
Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process 0 0 0 106 0 0 0 335
Variance changes detection in multivariate time series 0 0 0 215 0 0 1 533
Total Working Papers 0 2 5 2,422 0 4 24 6,340
7 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
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 1 2 24 0 1 3 172
A note on prediction and interpolation errors in time series 0 0 0 4 1 1 1 40
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation 0 0 1 10 0 0 6 60
BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY 0 0 1 12 0 0 2 66
Bayesian estimation of the Gaussian mixture GARCH model 0 0 0 57 0 0 3 140
Comments on: Some recent theory for autoregressive count time series 0 0 0 0 1 1 1 20
Measures of influence for the functional linear model with scalar response 0 0 0 20 0 0 0 121
Monitoring multivariate variance changes 0 1 1 10 1 2 3 51
Multiple break detection in the correlation structure of random variables 0 0 0 21 0 0 2 97
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
Shifts in Individual Parameters of a GARCH Model 0 0 0 52 0 0 0 110
Spatial depth-based classification for functional data 0 0 0 5 0 0 1 31
The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection 0 0 0 38 0 1 2 132
The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process 0 0 0 19 0 0 0 68
Total Journal Articles 0 2 5 310 3 6 25 1,296

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Statistics updated 2025-03-03