The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:
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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.
Galeano San Miguel, Pedro pgaleano@est-econ.uc3m.es
Publications
- Articles 21
- Books 0
- Book chapters 7
- Conferences 27
- Working papers 6
- Technical reports 0
- Research projects 7
- Supervised theses 5
- Patent or software license 0
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
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
A Bayesian non-parametric approach to asymmetric dynamic conditional correlation model with application to portfolio selection
- Virbickaite, Audrone
- Ausin Olivera, Maria Concepcion
- Galeano San Miguel, Pedro
COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 814-829) - 8/2016
Editor: UNIVERSIDAD CARLOS III DE MADRID
https://doi.org/10.1016/j.csda.2014.12.005 View at source
- EISSN 1872-7352
- ISSN 0167-9473
Outlier Detection in Functional Data by Depth Measures with Application to Identify Abnormal NOx Levels
- Febrero Bande, Manuel
- Galeano San Miguel, Pedro
- Gonzalez-manteiga ., Wenceslao
ENVIRONMETRICS (p. 331-345) - 6/2008
https://doi.org/10.1002/env.878 View at source
- EISSN 1099-095X
- ISSN 1180-4009
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation
- Ausin Olivera, Maria Concepcion
- Galeano San Miguel, Pedro
- Ghosh, Pulak
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 350-358) - 1/2014
Editor: UNIVERSIDAD CARLOS III DE MADRID
https://doi.org/10.1016/j.ejor.2013.07.008 View at source
- EISSN 1872-6860
- ISSN 0377-2217
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
- ISSN 0747-4938
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
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 0306-7734
- ISSN 1751-5823
The Gaussian Mixture Dynamic Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation, and Portfolio Selection
- Galeano San Miguel, Pedro
- Ausin Olivera, Maria Concepcion
JOURNAL OF BUSINESS & ECONOMIC STATISTICS (p. 559-571) - 10/2010
https://doi.org/10.1198/jbes.2009.07238 View at source
- EISSN 1537-2707
- ISSN 0735-0015
Bayesian inference methods for univariate and multivariate GARCH Models: a Survey
- Virbickaite, Audrone
- Ausin Olivera, Maria Concepcion
- Galeano San Miguel, Pedro
JOURNAL OF ECONOMIC SURVEYS (p. 76-96) - 2/2015
https://doi.org/10.1111/joes.12046 View at source
- EISSN 1467-6419
- ISSN 0950-0804
This researcher has no books.
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
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
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
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
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
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
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
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
Robust Classification for Functional Data Via Spatial Depth-Based Methods
- Sguera, Carlo
- Galeano San Miguel, Pedro
- Lillo Rodriguez, Rosa Elvira
20th International Conference on Computational Statistics (COMPSTAT 2012) - 2012
Multiple break detection in the correlation structure of random variables
- Galeano San Miguel, Pedro
- Wied, Dominik
29th European Meeting of Statisticians (p. 262-282) - 8/2013
https://doi.org/10.1016/j.csda.2013.02.031 View at source
- EISSN 1872-7352
- ISSN 0167-9473
The Gaussian Mixture Conditional Correlation Model: Parameter Estimation, Value at Risk Calculation and Portfolio Selection
- Ausin Olivera, Maria Concepcion
- Galeano San Miguel, Pedro
2nd International Workshop on Computational Statistics and Financial Econometrics - 2008
Classification and Discriminant Procedures for Dependent Data
- Sguera, Carlo
- Galeano San Miguel, Pedro
- Lillo Rodriguez, Rosa Elvira
4th International Conference of the working group on Computing & Statistics (ERCIM'11) - 2011
The Estimation of Prediction Error in Functional Settings through Bootstrap Methods
- Galeano San Miguel, Pedro
5th International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM 2012) - 2012
Bayesian Non-Parametric Portfolio Allocation and Hedging Risk with Multivariate Asymmetric GARCH
- Virbickaite, Audrone
- Ausin Olivera, Maria Concepcion
- Galeano San Miguel, Pedro
6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012) / 5th International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM 2012) - 2012
The Mahalanobis distance for functional data with applications to classification
- Galeano San Miguel, Pedro
- Joseph, Esdras
- Lillo Rodriguez, Rosa Elvira
6th International Conference of the ERCIM WG on Computational and Methodological Statistics (p. 281-291) - 4/2013
Editor: UNIVERSIDAD CARLOS III DE MADRID
https://doi.org/10.1080/00401706.2014.902774 View at source
- EISSN 1537-2723
- ISSN 0040-1706
Spatial depth-based outlier detection for functional data
- Lillo Rodriguez, Rosa Elvira
- Sguera, Carlo
- Galeano San Miguel, Pedro
6th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2013) - 2013
Dating multiple change points in the correlation matrix
- Galeano San Miguel, Pedro
- Wied, Dominik
7th International Conference of the ERCIM WG on Computational and Methodological Statistics (ERCIM 2014) (p. 331-332) - 6/2014
Editor: University of Dortmund
https://doi.org/10.1007/s11749-016-0513-3 View at source
- EISSN 1863-8260
- ISSN 1133-0686
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
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
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
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.
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
Period: 01-01-2006 - 31-03-2007
Type of funding: Regional
Funding entity: COMUNIDAD DE MADRID-UC3M
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
Period: 01-01-2016 - 31-12-2019
Type of funding: National
Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL
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)
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
This researcher has no patents or software licenses.
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