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

Peña Sanchez De Rivera, Daniel dpena@est-econ.uc3m.es

Estadística / Universidad Carlos III de Madrid

Publications

Open Access

A testing approach to clustering scalar time series

  • Peña Sanchez De Rivera, Daniel
  • Tsay, Ruey S.

JOURNAL OF TIME SERIES ANALYSIS (p. 667-685) - 9/2023

https://doi.org/10.1111/jtsa.12706 View at source

  • EISSN 1467-9892
  • ISSN 0143-9782
Open Access

Understanding complex predictive models with ghost variables

  • Delicado Useros, Pedro Fco
  • Peña Sanchez De Rivera, Daniel

TEST (p. 107-145) - 3/2023

10.1007/s11749-022-00826-x View at source

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

What drives industrial energy prices?

  • Camacho, Maximo
  • Caro Navarro, Angela
  • Peña Sanchez De Rivera, Daniel

ECONOMIC MODELLING (p. 1-14) - 3/2023

10.1016/j.econmod.2022.106158 View at source

  • EISSN 1873-6122
  • ISSN 0264-9993

Wavelet estimation for factor models with time-varying loadings

  • Cataño, Duvan Humberto
  • Rodriguez Caballero, C. Vladimir
  • Peña Sanchez De Rivera, Daniel
  • Chiann, Chang

International Journal of Wavelets, Multiresolution and Information Processing (p. 1-27) - 1/2022

https://doi.org/10.1142/s0219691321500338 View at source

Comment on Factor Models for High-Dimensional Tensor Time Series

  • Peña Sanchez De Rivera, Daniel

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (p. 118-123) - 1/2022

10.1080/01621459.2021.2024214 View at source

  • EISSN 1537-274X
  • ISSN 0162-1459
Open Access

30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial

  • Escribano Saez, Alvaro
  • Peña Sanchez De Rivera, Daniel
  • Ruiz Ortega, Esther

INTERNATIONAL JOURNAL OF FORECASTING (p. 1333-1337) - 10/2021

10.1016/j.ijforecast.2021.06.004 View at source

  • EISSN 1872-8200
  • ISSN 0169-2070
Open Access

Sparse estimation of dynamic principal components for forecasting high-dimensional time series

  • Peña Sanchez De Rivera, Daniel
  • Smucler, Ezequiel
  • Yohai, Victor Jaime

INTERNATIONAL JOURNAL OF FORECASTING (p. 1498-1508) - 10/2021

10.1016/j.ijforecast.2020.10.008 View at source

  • EISSN 1872-8200
  • ISSN 0169-2070
Open Access

On a New Procedure for Identifying a Dynamic Common Factor Model = Sobre un nuevo procedimiento para identificar un modelo de factores comunes dinámicos

  • Bolivar, Stevenson
  • Nieto, Fabio H.
  • Peña Sanchez De Rivera, Daniel

Revista Colombiana de Estadistica (Revista Colombiana de Estadistica) (p. 1-21) - 1/2021

https://doi.org/10.15446/rce.v44n1.84816 View at source

  • ISSN 0120-1751
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

Agustín Maravall: An interview with the International Journal of Forecasting

  • Peña Sanchez De Rivera, Daniel

INTERNATIONAL JOURNAL OF FORECASTING - 1/2020

https://doi.org/10.1016/j.ijforecast.2019.12.005 View at source

  • EISSN 1872-8200
  • ISSN 0169-2070

Propuestas para la reforma de la Universidad Española

  • Peña Sanchez De Rivera, Daniel

2010

Editor: FUNDACION ALTERNATIVAS

  • ISBN 978-84-92957-18-7
Open Access

Presentación. In: Análisis econométrico y big data

  • Peña Sanchez De Rivera, Daniel
  • Poncela Blanco, Maria Pilar
  • Ruiz Ortega, Esther

Análisis econométrico y big data (p. 3) - 6/2021

Editor: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)

  • ISBN 9788417609542

Presentación. In: Nuevo métodos de predicción económica con datos masivos

  • Peña Sanchez De Rivera, Daniel
  • Poncela Blanco, Maria Pilar
  • Ruiz Ortega, Esther

Nuevo métodos de predicción económica con datos masivos (p. 1-3) - 2/2021

Editor: FUNDACIÓN DE LOS BANCOS Y CAJAS DE CECA (FUNCAS)

  • ISBN 9788417609481

Time series segmentation procedures to detect, locate and estimate change-points. In: Empirical economic and financial research: theory, methods and practice

  • Badagian Baharian, Ana Laura
  • Kaiser Remiro, Regina
  • Peña Sanchez De Rivera, Daniel

Empirical economic and financial research: theory, methods and practice (p. 45-59) - 1/2015

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

Robust Henderson III Estimators of Variance Components in the Nested Error Model. In: Modern Mathematical Tools and Techniques in Capturing Complexity

  • Perez Garrido, Betsabe
  • Peña Sanchez De Rivera, Daniel
  • Molina Peralta, Isabel

Modern Mathematical Tools and Techniques in Capturing Complexity (p. 329-339) - 1/2011

Editor: SPRINGER VERLAG GMBH

  • ISBN 978-3-642-20852-2

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
Open Access

A testing approach to cluster time series

  • Peña Sanchez De Rivera, Daniel

V International Workshop on Proximity Data, Multivariate Analysis and Classification (p. 20-20) - 2023

Editor: UNIVERSIDAD CARLOS III DE MADRID

  • ISBN 978-84-16829-90-3
Open Access

Modelling multiple seasonalities of NO2 hourly pollution levels

  • Ávila, Matías Luis
  • Alonso Fernandez, Andres Modesto
  • Peña Sanchez De Rivera, Daniel

XVIII Congreso de Biometría CEBMADRID (p. 57) - 2022

  • ISBN 978-84-16829-70-5

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

Clustering time series by dependence measures

  • Alonso Fernandez, Andres Modesto
  • Peña Sanchez De Rivera, Daniel

VI Jornada de Estadística UAM - 2017

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

A procedure for clustering time series

  • Alonso Fernandez, Andres Modesto
  • Peña Sanchez De Rivera, Daniel

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

Common seasonality in multivariate time series

  • Nieto Sanchez, Fabio Humberto
  • Peña Sanchez De Rivera, Daniel
  • Saboya, Dagoberto

JSM2016 (p. 1389-1410) - 10/2016

https://doi.org/10.5705/ss.2014.184t View at source

  • EISSN 1996-8507
  • ISSN 1017-0405

Big data and statistical advances

  • Peña Sanchez De Rivera, Daniel

Xornada sobre Big Data e Estatística - 2015

Robust dynamic principal components

  • Peña Sanchez De Rivera, Daniel

Current and Future Challenges in Robust Statistics (Banff Center) - 2015

Generalized dynamic principal components

  • Peña Sanchez De Rivera, Daniel

ITISE 2015 (International work-conference on Time Series)<br/> (p. 1121-1131) - 1/2015

https://doi.org/10.1080/01621459.2015.1072542 View at source

  • EISSN 1537-274X
  • ISSN 0162-1459

What do international energy prices have in common after taking into account the key drivers?

  • Camacho, Maximo
  • Caro Navarro, Angela
  • Peña Sanchez De Rivera, Daniel

2020

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Estimation of the common component in Dynamic Factor Models

  • Caro Navarro, Angela
  • Peña Sanchez De Rivera, Daniel

2018

Open Access

Clustering Big Data by Extreme Kurtosis Projections

  • Peña Sanchez De Rivera, Daniel
  • Prieto Fernandez, Francisco Javier
  • Rendon Aguirre, Janeth Carolina

2017

Open Access

Independent components techniques based on kurtosis for functional data analysis

  • Peña Sanchez De Rivera, Daniel
  • Prieto Fernandez, Francisco Javier
  • Rendon Aguirre, Janeth Carolina

2014

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Open Access

Recombining partitions from multivariate data: a clustering method on Bayes factors

  • Alvarez Pinto, Adolfo Andres
  • Peña Sanchez De Rivera, Daniel

2014

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

The change-point problem and segmentation of processes with conditional heteroskedasticity

  • Badagian Baharian, Ana Laura
  • Kaiser Remiro, Regina
  • Peña Sanchez De Rivera, Daniel

2013

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Recombining partitions via unimodality tests

  • Alvarez Pinto, Adolfo Andres
  • Peña Sanchez De Rivera, Daniel

2013

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Open Access

Exploring ICA for time series decomposition

  • Garcia Ferrer, Antonio
  • Gonzalez Prieto, Ester
  • Peña Sanchez De Rivera, Daniel

2011

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Handwritten digit classification

  • Giuliodori, Maria Andrea
  • Lillo Rodriguez, Rosa Elvira
  • Peña Sanchez De Rivera, Daniel

2011

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Open Access

Robust Henderson III estimators of variance components in the nested error model

  • Perez Garrido, Betsabe
  • Peña Sanchez De Rivera, Daniel
  • Molina Peralta, Isabel

2011

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

This researcher has no technical reports.

PID2019-109196GB-I00 - Aprendizaje Estadístico con Big Data para Problemas Complejos en Economía y Empresa

  • Romo Urroz, Juan
  • Muñoz Garcia, Alberto
  • Peña Sanchez De Rivera, Daniel
  • Prieto Fernandez, Francisco Javier
  • Romera Ayllon, Maria Rosario
  • Velilla Cerdan, Santiago
  • Niño Mora, Jose
  • Jimenez Recaredo, Raul Jose
  • Arribas Gil, Ana
... View more Collapse

Period: 01-06-2020 - 31-05-2024

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)

Cátedra DATA SCIENCE

  • Peña Sanchez De Rivera, Daniel
  • Prieto Fernandez, Francisco Javier

Period: 13-09-2018 - 12-09-2021

Type of funding: National

Funding entity: BANCO SANTANDER, SA

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

SEJ2007-64500 - Métodos estadísticos de decisión basados en conocimento.

  • Torrado Robles, Nuria (Investigador/a)

Period: 01-10-2007 - 31-03-2014

Type of funding: National

Funding entity: MINISTERIO DE EDUCACION Y CIENCIA DIR. GRAL. INVESTIGACION

CCG06-UC3M/HUM-0866 - Selección de modelos estadísticos en condiciones de heterogeneidad

  • Torrado Robles, Nuria (Investigador/a)

Period: 01-01-2007 - 29-02-2008

Type of funding: Regional

Funding entity: COMUNIDAD DE MADRID-UC3M

UC3M-ECO-05-072 - Técnicas no paramétricas y de computación intensiva en estadística

  • Romo Urroz, Juan
  • Muñoz Garcia, Alberto
  • Peña Sanchez De Rivera, Daniel
  • Torrente Orihuela, Ester Aurora
  • Prieto Fernandez, Francisco Javier
  • Durban Reguera, Maria Luz
  • Wiper, Michael Peter
  • Ausin Olivera, Maria Concepcion
  • Romera Ayllon, Maria Rosario
  • Lillo Rodriguez, Rosa Elvira
  • Velilla Cerdan, Santiago
  • Lopez Pintado, Sara
  • Villagarcia Casla, Teresa
  • Baillo Moreno, Amparo
  • Lopez Lopez, Angel
  • Molina Peralta, Isabel
  • Diasparra Ramos, Maikol Alejandra
  • Ramirez Cobo, Josefa
  • Franco Pereira, Alba Maria
  • Casado De Lucas, David
  • Marin Diazaraque, Juan Miguel
  • Alonso Fernandez, Andres Modesto
  • Lee Hwang, Dae-jin
  • Rodriguez, Alejandro Federico
  • Giuliodori, Maria Andrea
  • Cabras, Stefano
  • Alva Chavez ., Kenedy Pedro
... View more Collapse

Period: 01-01-2006 - 31-12-2006

Type of funding: Regional

Funding entity: COMUNIDAD DE MADRID-UC3M

Dynamic Factor Models for Heterogeneous Data

  • Caro Navarro, Angela
  • Peña Sanchez De Rivera, Daniel
  • Camacho Alonso, Máximo

Reading date: 18-12-2020

Robust estimation and outlier detection in linear models for grouped data

  • Molina Peralta, Isabel
  • Perez Garrido, Betsabe
  • Peña Sanchez De Rivera, Daniel

Reading date: 03-02-2012

Statistical classification of images

  • Giuliodori, Maria Andrea
  • Lillo Rodriguez, Rosa Elvira
  • Peña Sanchez De Rivera, Daniel

Reading date: 19-09-2011

Reading institution: CAMPUS DE LEGANES

Recombining observations in cluster analysis: The SAGRA method.

  • Alvarez Pinto, Adolfo Andres
  • Peña Sanchez De Rivera, Daniel

Reading date: 27-06-2014

Clustering in High Dimension for Multivariate and Functional Data Using Extreme Kurtosis Projections

  • Prieto Fernandez, Francisco Javier
  • Rendon Aguirre, Janeth Carolina
  • Peña Sanchez De Rivera, Daniel

Reading date: 19-06-2017

Métodos estadisticos en series temporales no lineales con aplicación a la predicción de eneregía eólica

  • Bermejo Mancera, Miguel Angel
  • Peña Sanchez De Rivera, Daniel
  • Sanchez Rodriguez-morcillo, Ismael

Reading date: 28-10-2011

Time series segmentation procedures to detect, locate and estimate change-points

  • Badagian Baharian, Ana Laura
  • Peña Sanchez De Rivera, Daniel
  • Kaiser Remiro, Regina

Reading date: 20-09-2013

Reading institution: FACULTAD CIENCIAS SOCIALES Y JURIDICAS

Combinación y Suavizado de Series de Tiempo para el Análisis Demográfico

  • Peña Sanchez De Rivera, Daniel
  • Silva Urrutia, Jose Eliud
  • Guerrero Guzman, Victor

Reading date: 05-05-2010

Contributions to the problem of cluster analysis

  • Peña Sanchez De Rivera, Daniel
  • Viladomat Comerma, Julia
  • Prieto Fernandez, Francisco Javier

Reading date: 09-07-2009

Independent component analysis for time series

  • Garcia Ferrer, Antonio (Director)
  • Ester González Prieto (Director) Doctorando: Ester González Prieto

1/1/2011

Reading date: 15-07-2011

Reading institution: CAMPUS DE GETAFE

This researcher has no patents or software licenses.

Last data update: 8/28/24 4:32 PM