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?
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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.
Peña Sanchez De Rivera, Daniel dpena@est-econ.uc3m.es
Actividades
- Artículos 36
- Libros 1
- Capítulos de libro 7
- Congresos 18
- Documentos de trabajo 17
- Informes técnicos 0
- Proyectos de investigación 11
- Tesis dirigidas 10
- Patentes o licencias de software 0
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 Ver en origen
- EISSN 0006-3444
- ISSN 1464-3510
Big data y estadistica: ¿tendencia o cambio?
- Peña Sanchez De Rivera, Daniel
Boletin de Estadistica e Investigacion Operativa (Boletin de Estadistica e Investigacion Operativa) (p. 313-324) - 1/2014
- ISSN 1889-3805
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 Ver en origen
- EISSN 1532-4141
- ISSN 0361-0918
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 Ver en origen
- EISSN 1873-6122
- ISSN 0264-9993
Estimating GARCH volatility in the presence of outliers
- Carnero, Ma
- Peña Sanchez De Rivera, Daniel
- Ruiz Ortega, Esther
ECONOMICS LETTERS (p. 86-90) - 1/2012
https://doi.org/10.1016/j.econlet.2011.09.023 Ver en origen
- EISSN 1873-7374
- ISSN 0165-1765
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 Ver en origen
- EISSN 1099-095X
- ISSN 1180-4009
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 Ver en origen
- EISSN 1872-8200
- ISSN 0169-2070
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 Ver en origen
- EISSN 1872-8200
- ISSN 0169-2070
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 Ver en origen
- EISSN 1872-8200
- ISSN 0169-2070
A conditionally heteroskedastic independent factor model with an application to financial stock returns
- Garcia Ferrer, Antonio
- Gonzalez Prieto, Ester
- Peña Sanchez De Rivera, Daniel
INTERNATIONAL JOURNAL OF FORECASTING (p. 70-93) - 1/2012
https://doi.org/10.1016/j.ijforecast.2011.02.010 Ver en origen
- EISSN 1872-8200
- ISSN 0169-2070
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
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
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
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
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
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
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
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
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
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
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
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
Robust dynamic principal components
- Peña Sanchez De Rivera, Daniel
Current and Future Challenges in Robust Statistics (Banff Center) - 2015
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
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 Ver en origen
- EISSN 1537-274X
- ISSN 0162-1459
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
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 Ver en origen
- EISSN 1996-8507
- ISSN 1017-0405
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
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
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
A Methodology for Population Projections: An Application to Spain
- Alonso Fernandez, Andres Modesto
- Peña Sanchez De Rivera, Daniel
- Rodríguez, Julio
2008
Editor: UNIVERSIDAD CARLOS III DE MADRID
Recombining partitions via unimodality tests
- Alvarez Pinto, Adolfo Andres
- Peña Sanchez De Rivera, Daniel
2013
Editor: Universidad Carlos III de Madrid. Departamento de Estadística
Estimation of the common component in Dynamic Factor Models
- Caro Navarro, Angela
- Peña Sanchez De Rivera, Daniel
2018
A Multivariate Generalized Independent Factor GARCH Model with an Application to Financial Stock Returns
- Garcia Ferrer, Antonio
- Gonzalez Prieto, Ester
- Peña Sanchez De Rivera, Daniel
2008
Editor: UNIVERSIDAD CARLOS III DE MADRID
Este/a investigador/a no tiene informes técnicos.
CCG06-UC3M/HUM-0866 - Selección de modelos estadísticos en condiciones de heterogeneidad
- Peña Sanchez De Rivera, Daniel
- Montes Botella, Carlos
- Sanchez Rodriguez-morcillo, Ismael
- Romera Ayllon, Maria Rosario
- Lillo Rodriguez, Rosa Elvira
- Viladomat Comerma, Julia
- Casas Lopez, Omar Jesus
- Molina Peralta, Isabel
- Diasparra Ramos, Maikol Alejandra
- Ramirez Cobo, Josefa
- Grane Chavez, Aurea
- Leton Molina, Emilio
- Marin Diazaraque, Juan Miguel
- Torrado Robles, Nuria
- Perez Garrido, Betsabe
- Giuliodori, Maria Andrea
- Gonzalez Prieto, Ester
- Bermejo Mancera, Miguel Angel
- Cañada Jaime, Hector
Ejecución: 01-01-2007 - 29-02-2008
Tipo: Regional
Financiado por: COMUNIDAD DE MADRID-UC3M
Dynamic Factor Models for Heterogeneous Data
- Caro Navarro, Angela
- Peña Sanchez De Rivera, Daniel
- Camacho Alonso, Máximo
Fecha de defensa: 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
Fecha de defensa: 03-02-2012
Statistical classification of images
- Giuliodori, Maria Andrea
- Lillo Rodriguez, Rosa Elvira
- Peña Sanchez De Rivera, Daniel
Fecha de defensa: 19-09-2011
Defensa realizada en: CAMPUS DE LEGANES
Recombining observations in cluster analysis: The SAGRA method.
- Alvarez Pinto, Adolfo Andres
- Peña Sanchez De Rivera, Daniel
Fecha de defensa: 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
Fecha de defensa: 19-06-2017
Independent component analysis for time series
- Gonzalez Prieto, Ester
- Peña Sanchez De Rivera, Daniel
- Garcia Ferrer, Antonio
Fecha de defensa: 15-07-2011
Defensa realizada en: CAMPUS DE GETAFE
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
Fecha de defensa: 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
Fecha de defensa: 20-09-2013
Defensa realizada en: 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
Fecha de defensa: 05-05-2010
Este/a investigador/a no tiene patentes o licencias de software.
Perfiles de investigador/a
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ORCID
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Scopus Author ID
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Dialnet id