The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:

  • Who is researching a specific topic?
  • What is an expert, group or particular department researching?

The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.

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Author profile at the institutional portal

Galeano San Miguel, Pedro pgaleano@est-econ.uc3m.es

Estadística / Universidad Carlos III de Madrid

Publications

Sequential detection of parameter changes in dynamic conditional correlation models

  • Pape, Katharina
  • Galeano San Miguel, Pedro
  • Wied, Dominik

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY (p. 475-495) - 5/2021

https://doi.org/10.1002/asmb.2578 View at source

  • EISSN 1526-4025
  • ISSN 1524-1904
Open Access

A robust procedure to build dynamic factor models with cluster structure

  • Alonso Fernandez, Andres Modesto
  • Galeano San Miguel, Pedro
  • Peña Sanchez De Rivera, Daniel

Journal of Econometrics (p. 35-52) - 5/2020

https://doi.org/10.1016/j.jeconom.2020.01.004 View at source

  • EISSN 1872-6895
  • ISSN 0304-4076
Open Access

Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction

  • Ausin Olivera, Maria Concepcion
  • Galeano San Miguel, Pedro

Energy Economics - 10/2020

https://doi.org/10.1016/j.eneco.2020.104961 View at source

  • EISSN 1873-6181
  • ISSN 0140-9883

Rejoinder on: Data science, big data and statistics

  • Galeano San Miguel, Pedro
  • Peña Sanchez De Rivera, Daniel

TEST (p. 363-368) - 6/2019

10.1007/s11749-019-00652-8 View at source

  • EISSN 1863-8260
  • ISSN 1133-0686

Data science, big data and statistics

  • Galeano San Miguel, Pedro
  • Peña Sanchez De Rivera, Daniel

TEST (p. 289-329) - 4/2019

https://doi.org/10.1007/s11749-019-00651-9 View at source

  • EISSN 1863-8260
  • ISSN 1133-0686
Open Access

Estimation, imputation and prediction for the functional linear model with scalar response with responses missing at random

  • Febrero Bande, Manuel
  • Galeano San Miguel, Pedro
  • Gonzalez-manteiga ., Wenceslao

COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 91-103) - 3/2019

https://doi.org/10.1016/j.csda.2018.07.006 View at source

  • EISSN 1872-7352
  • ISSN 0167-9473
Open Access

Parallel Bayesian Inference for High-Dimensional Dynamic Factor Copulas

  • Nguyen, Hoang
  • Ausin Olivera, Maria Concepcion
  • Galeano San Miguel, Pedro

Journal of Financial Econometrics (p. 118-151) - 10/2019

10.1093/jjfinec/nby032 View at source

  • EISSN 1479-8417
  • ISSN 1479-8409
Open Access

Las nuevas oportunidades del Big Data para las instituciones financieras

  • Galeano San Miguel, Pedro
  • Peña Sanchez De Rivera, Daniel

Papeles de economía española (p. 78-97) - 1/2019

  • ISSN 0210-9107

Particle learning for Bayesian semi-parametric stochastic volatility model

  • Lopes, Hedibert F.
  • Ausin Olivera, Maria Concepcion
  • Galeano San Miguel, Pedro

Econometric Reviews - 1/2019

10.1080/07474938.2018.1514022 View at source

  • EISSN 1532-4168
  • ISSN 0747-4938

Functional Principal Component Regression and Functional Partial Least-squares Regression: An Overview and a Comparative Study

  • Febrero Bande, Manuel
  • Galeano San Miguel, Pedro
  • Gonzalez-manteiga ., Wenceslao

INTERNATIONAL STATISTICAL REVIEW (p. 61-83) - 4/2017

https://doi.org/10.1111/insr.12116 View at source

  • EISSN 1751-5823
  • ISSN 1751-5823

This researcher has no books.

Una aplicación del análisis de series temporales funcionales a los precios horarios de la electricidad en el mercado MIBEL. In: Análisis Econométrico y Big Data

  • Galeano San Miguel, Pedro

Análisis Econométrico y Big Data (p. 163-189) - 6/2021

Editor: FUNCAS

  • ISBN 978-84-17609-54-2

Parameter estimation of the functional linear model with scalar response with responses missing at random. In: Functional statistics and related fields

  • Galeano San Miguel, Pedro
  • Febrero Bande, Manuel
  • Gonzalez-manteiga ., Wenceslao

Functional statistics and related fields (p. 105-111) - 1/2017

Editor: SPRINGER

https://doi.org/10.1007/978-3-319-55846-2 View at source

Finding outliers in linear and nonlinear time series. In: Robustness and complex data structures

  • Galeano San Miguel, Pedro
  • Peña Sanchez De Rivera, Daniel

Robustness and complex data structures (p. 243-260) - 1/2013

Editor: SPRINGER

  • ISBN 9783642354939

Additive Outlier Detection in Seasonal ARIMA Models by a Modified Bayesian Information Criterion. In: Economic Time Series: Modeling and Seasonality

  • Galeano San Miguel, Pedro
  • Peña Sanchez De Rivera, Daniel

Economic Time Series: Modeling and Seasonality (p. 317-336) - 3/2012

Editor: CRC Press & IEEE

  • ISBN 978-1-43-984657-5

Principal Components Selection for Estimating the Functional Linear Model with Scalar Response. In: Statistical Methods for the Analysis of Large Data-Sets

  • Galeano San Miguel, Pedro
  • Gonzalez-manteiga ., Wenceslao
  • Febrero Bande, Manuel

Statistical Methods for the Analysis of Large Data-Sets (p. 223-226) - 1/2009

Editor: CLEUP

  • ISBN 978-88-612-9425-7

An Unified Approach to Model Selection, Discrimination, Goodness of Fit and Outliers in Time Series. In: Advances in Mathematical and Statistical Modeling

  • Peña Sanchez De Rivera, Daniel
  • Galeano San Miguel, Pedro

Advances in Mathematical and Statistical Modeling (p. 267-278) - 10/2008

Editor: Birkhauser

  • ISBN 978-0-8176-4625-7

Influence in the Functional Linear Model with Scalar Response. In: Functional and Operational Statistics

  • Febrero Bande, Manuel
  • Galeano San Miguel, Pedro
  • Gonzalez-manteiga ., Wenceslao

Functional and Operational Statistics (p. 165-171) - 10/2008

Editor: SPRINGER

https://doi.org/10.1007/978-3-7908-2062-1_26 View at source

  • ISBN 978-3-7908-2061-4

Una introducción a las seriestemporales funcionales

  • Galeano San Miguel, Pedro

Análisis económico y Big Data - 2020

Estimation, imputation and prediction for the functional linear model with scalar response with missing responses

  • Galeano San Miguel, Pedro
  • Febrero Bande, Manuel
  • Gonzalez-manteiga ., Wenceslao

11th International Conference of the ERCIM WG on Computational and Methodological Statistics and 12th International Conference on Computational and Financial Econometrics (p. 218) - 2018

Editor: ECOSTA ECONOMETRICS AND STATISTICS

Cleaning a large set of time series for common, cluster and specific outliers

  • Peña Sanchez De Rivera, Daniel
  • Galeano San Miguel, Pedro

International Conference on Robust Statistics - 2017

Parameter estimation of the functional linear model with scalar response with responses missing at random

  • Galeano San Miguel, Pedro
  • Febrero Bande, Manuel
  • Gonzalez-manteiga ., Wenceslao

International Workshop on Functional and Operational Statistics. A Coruña. (p. 105-111) - 2017

Editor: SPRINGER

https://doi.org/10.1007/978-3-319-55846-2_14 View at source

  • ISBN 978-3-319-55845-5

Un teorema de verificacion para la indexabilidad de restless bandits con estado real

  • Velilla Cerdan, Santiago

XXXVI Congreso Nacional de Estadística e Investigación Operativa (SEIO 2016). X Jornadas de Estadística Pública (p. 61-62) - 2016

Editor: UNIVERSIDAD CASTILLA - LA MANCHA

https://doi.org/10.18239/jor_07.2016 View at source

Outlier detection in high-dimensional time series

  • Galeano San Miguel, Pedro
  • Peña Sanchez De Rivera, Daniel

9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016) - 2016

Modelling high dimensional stock dependence using factor copulas

  • Nguyen, Hoang
  • Ausin Olivera, Maria Concepcion
  • Galeano San Miguel, Pedro

9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016)<br/> - 2016

Approximate bayesian computation for phase-type distributions

  • Ausin Olivera, Maria Concepcion
  • Galeano San Miguel, Pedro
  • Wilson, Simon

9th International Conference of the ERCIM WG on Computational and Methodological Statistics (CMStatistics 2016) - 2016

Statistical analysis of networks with R

  • Galeano San Miguel, Pedro

Workshop on Big Data and Statistics - 2015

Dating multiple change points in time series correlations with applications to financial returns

  • Galeano San Miguel, Pedro

Statistical Models for Complex Data - 2015

Open Access

Variational Inference for high dimensional structured factor copulas

  • Nguyen, Hoang
  • Ausin Olivera, Maria Concepcion
  • Galeano San Miguel, Pedro

COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 1-23) - 11/2018

Editor: ECOSTA ECONOMETRICS AND STATISTICS

https://doi.org/10.1016/j.csda.2020.107012 View at source

  • ISBN 978-9963-2227-5-9
  • EISSN 1872-7352
  • ISSN 0167-9473
Open Access

Two-sample Hotelling's T² statistics based on the functional Mahalanobis semi-distance

  • Joseph, Esdras
  • Galeano San Miguel, Pedro
  • Lillo Rodriguez, Rosa Elvira

2015

Editor: UNIVERSIDAD CARLOS III DE MADRID

Monitoring multivariate variance changes

  • Pape, Katharina
  • Wied, Dominik
  • Galeano San Miguel, Pedro

Journal of Empirical Finance (p. 54-68) - 12/2015

Editor: University of Dortmund

https://doi.org/10.1016/j.jempfin.2016.08.007 View at source

  • EISSN 1879-1727
  • ISSN 0927-5398
Open Access

Functional outlier detection with a local spatial depth

  • Sguera, Carlo
  • Galeano San Miguel, Pedro
  • Lillo Rodriguez, Rosa Elvira

International Conference on Robust Statistics, 2015 - 2014

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Bayesian estimation of a Dynamic Conditional Correlation model with multivariate Skew-Slash innovations

  • Garcia De La Fuente, Cristina
  • Galeano San Miguel, Pedro
  • Wiper, Michael Peter

2014

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Modeling financial time series with the skew slash distribution

  • Garcia De La Fuente, Cristina
  • Galeano San Miguel, Pedro
  • Wiper, Michael Peter

2012

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

This researcher has no technical reports.

PID2022-138114NB-I00 - Modelización de dependencias en altas dimensiones. - HI-DEMO

  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion
  • Garcia Sipols, Ana Elizabeth
  • Galeano San Miguel, Pedro
  • Alonso Fernandez, Andres Modesto
  • Strzalkowska-kominiak, Ewa

Period: 01-09-2023 - 31-08-2026

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

PID2019-108311GB-I00 - Procedimientos estadísticos computacionales para datos dinámicos con estructura de dependencia compleja y aplicaciones

  • Galeano San Miguel, Pedro
  • Alonso Fernandez, Andres Modesto
  • Garcia Sipols, Ana Elizabeth
  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion

Period: 01-06-2020 - 31-05-2023

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

Creación de un área sobre Big Data en economía y finanzas en Funcas

  • Peña Sanchez De Rivera, Daniel
  • Prieto Fernandez, Francisco Javier
  • Galeano San Miguel, Pedro
  • Alonso Fernandez, Andres Modesto

Period: 01-12-2020 - 30-11-2021

Type of funding: Regional

Funding entity: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)

Patrones de consumo y redes socio-económicas. Tipologías y patrones

  • Peña Sanchez De Rivera, Daniel
  • Galeano San Miguel, Pedro

Period: 30-10-2017 - 29-04-2018

Type of funding: Regional

Funding entity: IMPACT RATING S.L.

ECO2015-66593-P - "Big data" y datos complejos en Empresa y Finanzas

  • Peña Sanchez De Rivera, Daniel
  • Romo Urroz, Juan
  • Muñoz Garcia, Alberto
  • Garcia Sipols, Ana Elizabeth
  • Senra Diaz, Eva
  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion
  • Romera Ayllon, Maria Rosario
  • Galeano San Miguel, Pedro
  • Lillo Rodriguez, Rosa Elvira
  • Velilla Cerdan, Santiago
  • Niño Mora, Jose
  • Cascos Fernandez, Ignacio
  • Alonso Fernandez, Andres Modesto
  • Jimenez Recaredo, Raul Jose
  • Cabras, Stefano
  • Arribas Gil, Ana
  • Martin Apaolaza, Nirian
  • Aguilera Morillo, Maria Del Carmen
... View more Collapse

Period: 01-01-2016 - 31-12-2019

Type of funding: National

Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

Estimar la probabilidad de abandono de clientes

  • Peña Sanchez De Rivera, Daniel
  • Galeano San Miguel, Pedro
  • Lillo Rodriguez, Rosa Elvira
  • Liberatore, Federico

Period: 08-02-2016 - 07-05-2016

Type of funding: Regional

Funding entity: DIA -DISTRIBUIDORA INTERNACIONAL DE

Análisis de Redes de clientes mediante técnicas de Big Data

  • Galeano San Miguel, Pedro
  • Peña Sanchez De Rivera, Daniel
  • Romo Urroz, Juan
  • Sguera, Carlo
  • Quijano Sanchez, Lara
  • Liberatore, Federico

Period: 15-07-2015 - 14-07-2016

Type of funding: Regional

Funding entity: BANCO SANTANDER, SA

UC3M-ECO-05-061 - Modelización estadística y análisis de datos

  • Peña Sanchez De Rivera, Daniel
  • Muñoz Garcia, Alberto
  • Martin De Diego, Isaac
  • Sanchez Rodriguez-morcillo, Ismael
  • Romo Urroz, Juan
  • Redondas Marrero, Maria Dolores
  • Wiper, Michael Peter
  • Benito Bonito, Monica
  • Ausin Olivera, Maria Concepcion
  • Romera Ayllon, Maria Rosario
  • Galeano San Miguel, Pedro
  • Lillo Rodriguez, Rosa Elvira
  • Velilla Cerdan, Santiago
  • Villagarcia Casla, Teresa
  • Viladomat Comerma, Julia
  • Casas Lopez, Omar Jesus
  • Leton Molina, Emilio
  • Marin Diazaraque, Juan Miguel
  • Alonso Fernandez, Andres Modesto
  • Fried, Roland Hermann
  • Gzyl ., Henryk
  • Yohai, Victor Jaime
  • Zamar, Ruben Horacio
  • Tiao, George C.
  • Gonzalez Prieto, Ester
  • Silva Urrutia, Jose Eliud
  • Gonzalez Hernandez, Javier
... View more Collapse

Period: 01-01-2006 - 31-03-2007

Type of funding: Regional

Funding entity: COMUNIDAD DE MADRID-UC3M

Modeling financial returns with skew-slash innovations

  • Galeano San Miguel, Pedro
  • Garcia De La Fuente, Cristina
  • Wiper, Michael Peter

Reading date: 17-11-2014

Distancias para datos funcionales= The Mahalanobis distance for functional data with applications in statistical problems

  • Joseph, Esdras
  • Lillo Rodriguez, Rosa Elvira
  • Galeano San Miguel, Pedro

Reading date: 16-06-2015

Reading institution: CAMPUS DE LEGANES

Bayesian inference for high dimensional factor copula models

  • Ausin Olivera, Maria Concepcion
  • Nguyen, Hoang
  • Galeano San Miguel, Pedro

Reading date: 11-07-2019

Tutela multinivel de los derechos: obstáculos procesales/ Bayesian Non-Parametrics for Time-Varying Volatility Models

  • Galeano San Miguel, Pedro
  • Virbickaite, Audrone
  • Ausin Olivera, Maria Concepcion

Reading date: 19-02-2015

Reading institution: CAMPUS DE GETAFE

Spatial Depth-Based Methods for Functional Data

  • Lillo Rodriguez, Rosa Elvira
  • Sguera, Carlo
  • Galeano San Miguel, Pedro

Reading date: 28-11-2014

This researcher has no patents or software licenses.

Last data update: 8/24/24 2:21 PM