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 2 19 98
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection 0 0 0 54 0 1 6 155
A note on prediction and interpolation errors in time series 0 0 0 111 0 1 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 1 10 86
Bayesian estimation of the gaussian mixture garch model 0 0 1 338 0 1 14 724
Functional outlier detection with a local spatial depth 0 0 0 14 0 0 9 37
Model selection criteria and quadratic discrimination in ARMA and SETAR time series models 0 0 0 275 0 1 16 1,048
Modeling financial time series with the skew slash distribution 0 1 1 66 0 2 13 187
Multivariate analysis in vector time series 0 1 1 590 2 6 13 1,542
Outlier detection in multivariate time series via projection pursuit 0 0 2 575 1 3 18 1,417
Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model 0 0 1 64 0 4 19 128
Spatial depth-based classification for functional data 0 0 0 53 0 2 17 179
The Mahalanobis distance for functional data with applications to classification 0 1 1 39 0 1 14 164
Two-sample Hotelling's T² statistics based on the functional Mahalanobis semi-distance 0 2 3 42 1 5 17 198
Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process 0 0 0 106 0 1 8 344
Variance changes detection in multivariate time series 0 0 0 215 0 0 5 539
Total Working Papers 0 5 10 2,816 4 31 216 7,486

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 1 1 12 50
A functional analysis of NOx levels: location and scale estimation and outlier detection 0 0 1 25 0 1 7 181
A note on prediction and interpolation errors in time series 0 0 0 4 0 2 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 7 67
BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY 0 0 1 13 1 2 15 84
Bayesian estimation of the Gaussian mixture GARCH model 0 0 2 59 0 4 23 164
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 1 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 3 31
Outlier Detection in Multivariate Time Series by Projection Pursuit 0 0 0 30 0 0 6 128
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 1 15 48
The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection 0 0 0 38 2 2 7 139
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 0 4 315 5 14 145 1,452

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Statistics updated 2026-08-07