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 7 11 90
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection 0 0 0 54 0 2 4 151
A note on prediction and interpolation errors in time series 0 0 0 111 1 3 5 383
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation 0 0 0 119 2 5 11 254
Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations 0 0 0 118 0 5 6 82
Bayesian estimation of the gaussian mixture garch model 1 1 1 338 1 6 10 719
Functional outlier detection with a local spatial depth 0 0 0 14 0 4 9 33
Model selection criteria and quadratic discrimination in ARMA and SETAR time series models 0 0 0 275 0 3 5 1,037
Modeling financial time series with the skew slash distribution 0 0 0 65 0 6 9 181
Multivariate analysis in vector time series 0 0 0 589 1 3 3 1,532
Outlier detection in multivariate time series via projection pursuit 0 0 3 575 0 3 14 1,410
Particle learning for Bayesian non-parametric Markov Switching Stochastic Volatility model 1 1 3 64 1 8 14 120
Spatial depth-based classification for functional data 0 0 0 53 3 13 13 175
The Mahalanobis distance for functional data with applications to classification 0 0 0 38 1 6 8 158
Two-sample Hotelling's T² statistics based on the functional Mahalanobis semi-distance 0 0 0 39 1 4 8 188
Use of cumulative sums for detection of changepoints in the rate parameter of a poisson process 0 0 0 106 0 6 8 343
Variance changes detection in multivariate time series 0 0 0 215 1 4 5 538
Total Working Papers 2 2 7 2,810 12 88 143 7,394

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 2 9 9 47
A functional analysis of NOx levels: location and scale estimation and outlier detection 0 0 0 24 0 3 5 177
A note on prediction and interpolation errors in time series 0 0 0 4 0 4 4 44
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation 0 0 0 10 2 4 6 66
BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY 0 0 1 13 2 9 13 79
Bayesian estimation of the Gaussian mixture GARCH model 1 2 2 59 3 12 16 156
Comments on: Some recent theory for autoregressive count time series 0 0 0 0 0 3 3 23
Measures of influence for the functional linear model with scalar response 0 0 0 20 0 1 4 125
Monitoring multivariate variance changes 0 0 0 10 1 3 3 54
Multiple break detection in the correlation structure of random variables 0 0 0 21 1 6 11 108
On the connection between model selection criteria and quadratic discrimination in ARMA time series models 0 0 0 3 0 2 3 31
Outlier Detection in Multivariate Time Series by Projection Pursuit 0 0 0 30 0 3 4 126
Shifts in Individual Parameters of a GARCH Model 0 0 1 53 0 4 5 115
Spatial depth-based classification for functional data 0 0 0 5 2 9 15 46
The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection 0 0 0 38 0 2 3 135
The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process 0 0 0 19 0 7 9 77
Total Journal Articles 1 2 4 314 13 81 113 1,409

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Statistics updated 2026-03-04