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 2 4 4 83
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection 0 0 0 54 0 0 2 149
A note on prediction and interpolation errors in time series 0 0 0 111 0 0 2 380
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation 0 0 0 119 1 3 6 249
Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations 0 0 0 118 1 1 1 77
Bayesian estimation of the gaussian mixture garch model 0 0 0 337 2 2 4 713
Functional outlier detection with a local spatial depth 0 0 0 14 1 1 5 29
Model selection criteria and quadratic discrimination in ARMA and SETAR time series models 0 0 0 275 1 2 2 1,034
Modeling financial time series with the skew slash distribution 0 0 0 65 0 0 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 1 2 4 575 3 7 14 1,407
Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model 0 0 2 63 0 2 6 112
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 1 1 2 152
Two-sample Hotelling's T² statistics based on the functional Mahalanobis semi-distance 0 0 0 39 3 3 4 184
Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process 0 0 0 106 0 1 2 337
Variance changes detection in multivariate time series 0 0 0 215 0 0 1 534
Total Working Papers 1 2 7 2,808 15 27 59 7,306

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 0 3 174
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 2 2 62
BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY 0 1 1 13 0 1 4 70
Bayesian estimation of the Gaussian mixture GARCH model 0 0 0 57 2 3 4 144
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 2 2 3 124
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 3 4 5 102
On the connection between model selection criteria and quadratic discrimination in ARMA time series models 0 0 0 3 0 0 1 29
Outlier Detection in Multivariate Time Series by Projection Pursuit 0 0 0 30 1 1 1 123
Shifts in Individual Parameters of a GARCH Model 0 0 1 53 0 0 1 111
Spatial depth-based classification for functional data 0 0 0 5 3 4 6 37
The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection 0 0 0 38 1 1 2 133
The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process 0 0 0 19 0 2 2 70
Total Journal Articles 0 1 4 312 13 20 38 1,328

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Statistics updated 2025-12-06