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 1 20 99
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection 0 0 0 54 0 1 7 156
A note on prediction and interpolation errors in time series 0 0 0 111 0 1 7 387
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation 0 0 0 119 1 1 9 255
Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations 0 0 0 118 2 3 13 89
Bayesian estimation of the gaussian mixture garch model 0 0 1 338 0 1 14 725
Functional outlier detection with a local spatial depth 0 0 0 14 1 1 10 38
Model selection criteria and quadratic discrimination in ARMA and SETAR time series models 0 0 0 275 0 0 16 1,048
Modeling financial time series with the skew slash distribution 0 0 1 66 0 0 12 187
Multivariate analysis in vector time series 0 0 1 590 1 3 14 1,543
Outlier detection in multivariate time series via projection pursuit 1 1 3 576 1 2 18 1,418
Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model 0 0 1 64 0 0 18 128
Spatial depth-based classification for functional data 0 0 0 53 0 1 18 180
The Mahalanobis distance for functional data with applications to classification 0 0 1 39 0 1 14 165
Two-sample Hotelling's T² statistics based on the functional Mahalanobis semi-distance 0 0 3 42 1 3 19 200
Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process 0 0 0 106 0 0 7 344
Variance changes detection in multivariate time series 0 0 0 215 0 0 5 539
Total Working Papers 1 1 11 2,817 7 19 221 7,501

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 1 12 50
A functional analysis of NOx levels: location and scale estimation and outlier detection 1 1 2 26 1 1 8 182
A note on prediction and interpolation errors in time series 0 0 0 4 0 0 8 48
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation 0 0 0 10 0 0 6 67
BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY 0 0 1 13 0 1 15 84
Bayesian estimation of the Gaussian mixture GARCH model 0 0 2 59 0 0 22 164
Comments on: Some recent theory for autoregressive count time series 0 0 0 0 0 0 4 24
Measures of influence for the functional linear model with scalar response 0 0 0 20 0 0 3 125
Monitoring multivariate variance changes 0 0 0 10 0 1 4 55
Multiple break detection in the correlation structure of random variables 0 0 0 21 0 0 12 110
On the connection between model selection criteria and quadratic discrimination in ARMA time series models 0 0 0 3 0 0 2 31
Outlier Detection in Multivariate Time Series by Projection Pursuit 0 0 0 30 1 2 8 130
Shifts in Individual Parameters of a GARCH Model 0 0 0 53 0 0 10 121
Spatial depth-based classification for functional data 0 0 0 5 0 0 15 48
The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection 0 0 0 38 1 3 8 140
The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process 0 0 0 19 1 1 9 78
Total Journal Articles 1 1 5 316 4 10 146 1,457

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Statistics updated 2026-10-11