Los datos mostrados de la Universidad Carlos III de Madrid son parciales, pues con ellos se pretende responder a 2 preguntas:

  • ¿Quién investiga un tema concreto?
  • ¿Qué investiga un/a investigador/a, grupo o departamento específico?

Por esta razón sólo recoge investigadores/as en activo.

Además, sólo se recogen los resultados de investigación siguiendo estos límites:

  • Proyectos de investigación desde 2006.
  • Publicaciones, Tesis doctorales, Patentes y Software desde 2008.

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

Actividades

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 Ver en origen

  • EISSN 1526-4025
  • ISSN 1524-1904
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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

  • ISSN 0747-4938
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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

  • EISSN 1467-6419
  • ISSN 0950-0804

Este/a investigador/a no tiene libros.

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 Ver en origen

  • 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

https://doi.org/10.1007/978-3-319-55846-2 Ver en origen

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 Ver en origen

  • 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 Ver en origen

  • 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 Ver en origen

  • EISSN 1863-8260
  • ISSN 1133-0686
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 Ver en origen

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

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 Ver en origen

  • EISSN 1879-1727
  • ISSN 0927-5398
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

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

Este/a investigador/a no tiene informes técnicos.

Estimar la probabilidad de abandono de clientes

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

Ejecución: 08-02-2016 - 07-05-2016

Tipo: Regional

Financiado por: 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

Ejecución: 15-07-2015 - 14-07-2016

Tipo: Regional

Financiado por: 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
... Ver más Contraer

Ejecución: 01-01-2006 - 31-03-2007

Tipo: Regional

Financiado por: COMUNIDAD DE MADRID-UC3M

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

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

Ejecución: 30-10-2017 - 29-04-2018

Tipo: Regional

Financiado por: 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
... Ver más Contraer

Ejecución: 01-01-2016 - 31-12-2019

Tipo: Nacional

Financiado por: 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

Ejecución: 01-06-2020 - 31-05-2023

Tipo: Nacional

Financiado por: 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

Ejecución: 01-12-2020 - 30-11-2021

Tipo: Regional

Financiado por: 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

Fecha de defensa: 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

Fecha de defensa: 16-06-2015

Defensa realizada en: CAMPUS DE LEGANES

Bayesian inference for high dimensional factor copula models

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

Fecha de defensa: 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

Fecha de defensa: 19-02-2015

Defensa realizada en: CAMPUS DE GETAFE

Spatial Depth-Based Methods for Functional Data

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

Fecha de defensa: 28-11-2014

Este/a investigador/a no tiene patentes o licencias de software.

Última actualización de los datos: 11/08/23 18:13