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.
Peña Sanchez De Rivera, Daniel dpena@est-econ.uc3m.es
Publications
- Articles 37
- Books 1
- Book chapters 7
- Conferences 18
- Working papers 17
- Technical reports 0
- Research projects 11
- Supervised theses 10
- Patent or software license 0
Modelo factorial dinámico threshold = Threshold Dynamic Factor Model
- Elsa Correal, Maria
- Peña Sanchez De Rivera, Daniel
Revista Colombiana de Estadistica (Revista Colombiana de Estadistica) (p. 183-192) - 12/2008
- ISSN 0120-1751
Bayesian Analysis of Dynamic Factor Models: An Application to Air Pollution and Mortality in São Paulo, Brazil
- Peña Sanchez De Rivera, Daniel
- Safadi, Thelma
ENVIRONMETRICS (p. 582-601) - 9/2008
https://doi.org/10.1002/env.899 View at source
- EISSN 1099-095X
- ISSN 1180-4009
Comments on Invariant Coordinate Selection
- Peña Sanchez De Rivera, Daniel
- Viladomat Comerma, Julia
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS (p. 3-58) - 1/2009
- EISSN 1467-9876
- ISSN 0035-9254
Coments on Testing for the Existence of Cluster by Fuentes and Casella
- Peña Sanchez De Rivera, Daniel
- Alvarez Pinto, Adolfo Andres
SORT-Statistics and Operations Research Transactions (p. 153-158) - 1/2009
- EISSN 2013-8830
- ISSN 1696-2281
Bayesian Likelihood Robustness in Linear Models
- Peña Sanchez De Rivera, Daniel
- Zamar, Ruben Horacio
- Yan, Guohua
Journal of Statistical Planning and Inference (p. 2196-2207) - 1/2009
- EISSN 1873-1171
- ISSN 0378-3758
Comparison of Times Series with Unequal Lengths in the Frequency Domain
- Peña Sanchez De Rivera, Daniel
- Caiado, Jorge
- Crato, Nuno
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION (p. 527-540) - 1/2009
https://doi.org/10.1080/03610910802562716 View at source
- EISSN 1532-4141
- ISSN 0361-0918
A Robust Partial Least Squares Regression Method with Applications
- Gonzalez Hernandez, Javier
- Peña Sanchez De Rivera, Daniel
- Romera Ayllon, Maria Rosario
JOURNAL OF CHEMOMETRICS (p. 78-90) - 1/2009
https://doi.org/10.1002/cem.1195 View at source
- EISSN 1099-128X
- ISSN 0886-9383
Dimension Reduction in Time Series and the Dynamic Factor Model
- Peña Sanchez De Rivera, Daniel
BIOMETRIKA (p. 494-496) - 6/2009
https://doi.org/10.1093/biomet/asp009 View at source
- EISSN 1464-3510
- ISSN 1464-3510
Eigenvectors of a Kurtosis Matrix as Interesting Directions to Reveal Cluster Structure
- Peña Sanchez De Rivera, Daniel
- Prieto Fernandez, Francisco Javier
- Viladomat Comerma, Julia
JOURNAL OF MULTIVARIATE ANALYSIS (p. 1995-2007) - 10/2010
Editor: UNIVERSIDAD CARLOS III DE MADRID
https://doi.org/10.1016/j.jmva.2010.04.014 View at source
- EISSN 1095-7243
- ISSN 0047-259X
Identification of TAR Models Using Recursive Estimation
- Bermejo Mancera, Miguel Angel
- Peña Sanchez De Rivera, Daniel
- Sanchez Rodriguez-morcillo, Ismael
JOURNAL OF FORECASTING (p. 31-50) - 1/2011
- EISSN 1099-131X
- ISSN 0277-6693
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
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
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
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
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
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
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
Ponencia invitada
- Provencio Pulla, Mariano
Joint Meeting of the American Statistical Association and IMS - 18/4/2008
- iMarina
- UC3M
Comparison of Principal Component Analysis and Independent Component Analysis for Financial Time Series
- Garcia Ferrer, Antonio
The 28th Annual International Symposium on Forecasting: Information Communication Technology Forecasting in a Digitalworld - 16/6/2008
- iMarina
- UC3M
Robust Discriminant Analysis Based on Partial Least Squares
- Leton Molina, Emilio
- Peña Sanchez De Rivera, Daniel
- Romera Ayllon, Maria Rosario
2nd International Workshop on Computacional and Financial Econometrics CFE08 - 2008
An Alternative Approach to Robust Small Area Estimation
- Molina Peralta, Isabel
- Perez Garrido, Betsabe
- Peña Sanchez De Rivera, Daniel
Conference on Small Area Estimation, SAE 2011 - 2011
Outlier Detection in ARIMA and Seasonal ARIMA Models by Bayesian Information Type Criteria
- Peña Sanchez De Rivera, Daniel
Workshop in Honor of Professor Pedro A. Morettin: Time Series, Wavelets and Functional Data Analysis - 2012
Dynamic principal components in time domain
- Peña Sanchez De Rivera, Daniel
Frontiers of Statistics and Forecasting Conference in Celebration of the 80th Birthday of George C. Tiao - 2013
Factor models for multivariate time series analysis
- Peña Sanchez De Rivera, Daniel
Advances in Latent Variables: Methods, Models and Applications (SIS 2013 Statistical Conference) - 2013
Dynamic principal components in the time domain for non stationery time series
- Peña Sanchez De Rivera, Daniel
Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, High Dimensional Inference and Beyond - 2014
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
A Multivariate Generalized Independent Factor GARCH Model with an Application to Financial Stock Returns
- Garcia Ferrer, Antonio
- Gonzalez-Prieto, E
- Pena, E
22/6/2008
Editor: UNIVERSIDAD CARLOS III DE MADRID
- iMarina
- UC3M
A Methodology for Population Projections: An Application to Spain
- Alonso, Andrés M., Peña, D., Rodríguez, J.
Statistics And Econometrics Series - 1/9/2008
Editor: UNIVERSIDAD CARLOS III DE MADRID
- iMarina
- UC3M
Estimating and Forecasting GARCH Volatility in the Presence of Outliers
- Carnero Fernandez, Maria Angeles
- Peña Sanchez De Rivera, Daniel
- Ruiz Ortega, Esther
2008
Editor: INSTITUTO VALENCIANO DE INVESTIGACIONES ECONÓMICAS (IVIE)
Clustering and Classifying Images with Local and Global Variability
- Peña Sanchez De Rivera, Daniel
- Giuliodori, Maria Andrea
- Lillo Rodriguez, Rosa Elvira
2009
Editor: UNIVERSIDAD CARLOS III DE MADRID
Robust Estimation in Linear Regression Models with Fixed Effects
- Peña Sanchez De Rivera, Daniel
- Molina Peralta, Isabel
- Perez Garrido, Betsabe
2009
Editor: UNIVERSIDAD CARLOS III DE MADRID
Nearest-Neighbours Median Cluster Algorithm
- Peña Sanchez De Rivera, Daniel
- Viladomat Comerma, Julia
- Zamar, Ruben Horacio
2009
Editor: UNIVERSIDAD CARLOS III DE MADRID
Exploring ICA for time series decomposition
- Garcia Ferrer, Antonio
- Gonzalez Prieto, Ester
- Peña Sanchez De Rivera, Daniel
2011
Editor: UNIVERSIDAD CARLOS III DE MADRID
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
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
Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica
- Bermejo Mancera, Miguel Angel
- Peña Sanchez De Rivera, Daniel
- Sanchez Rodriguez-morcillo, Ismael
2011
Editor: Universidad Carlos III de Madrid. Departamento de Estadística
This researcher has no technical reports.
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
Period: 01-01-2006 - 31-12-2006
Type of funding: Regional
Funding entity: COMUNIDAD DE MADRID-UC3M
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
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
- iMarina
- UC3M
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
- iMarina
- UC3M
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
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
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
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.
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
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)
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
- iMarina
- 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
This researcher has no patents or software licenses.
Researcher profiles
-
ORCID
-
Scopus Author ID
-
Dialnet id