Outlier detection in functional data by depth measures, with application to identify abnormal NOx levels M Febrero, P Galeano, W González‐Manteiga Environmetrics: The official journal of the International Environmetrics …, 2008 | 335 | 2008 |
Multivariate analysis in vector time series P Galeano, DP Pena Resenhas do Instituto de Matemática e Estatística da Universidade de São …, 2000 | 147 | 2000 |
Outlier detection in multivariate time series by projection pursuit P Galeano, D Peña, RS Tsay Journal of the American Statistical Association 101 (474), 654-669, 2006 | 144 | 2006 |
A functional analysis of NOx levels: location and scale estimation and outlier detection M Febrero, P Galeano, W González-Manteiga Computational Statistics 22, 411-427, 2007 | 128 | 2007 |
The Mahalanobis distance for functional data with applications to classification P Galeano, E Joseph, RE Lillo Technometrics 57 (2), 281-291, 2015 | 125 | 2015 |
Bayesian estimation of the Gaussian mixture GARCH model MC Ausín, P Galeano Computational Statistics & Data Analysis 51 (5), 2636-2652, 2007 | 113 | 2007 |
Functional principal component regression and functional partial least‐squares regression: An overview and a comparative study M Febrero‐Bande, P Galeano, W González‐Manteiga International Statistical Review 85 (1), 61-83, 2017 | 111 | 2017 |
Spatial depth-based classification for functional data C Sguera, P Galeano, R Lillo Test 23, 725-750, 2014 | 90 | 2014 |
Covariance changes detection in multivariate time series P Galeano, D Peña Journal of Statistical Planning and Inference 137 (1), 194-211, 2007 | 70 | 2007 |
Bayesian inference methods for univariate and multivariate GARCH models: A survey A Virbickaite, MC Ausín, P Galeano Journal of Economic Surveys 29 (1), 76-96, 2015 | 62 | 2015 |
Data science, big data and statistics P Galeano, D Peña Test 28 (2), 289-329, 2019 | 55 | 2019 |
Monitoring correlation change in a sequence of random variables D Wied, P Galeano Journal of Statistical Planning and Inference 143 (1), 186-196, 2013 | 52 | 2013 |
Multiple break detection in the correlation structure of random variables P Galeano, D Wied Computational Statistics & Data Analysis 76, 262-282, 2014 | 50 | 2014 |
Functional outlier detection by a local depth with application to no x levels C Sguera, P Galeano, RE Lillo Stochastic environmental research and risk assessment 30 (4), 1115-1130, 2016 | 48 | 2016 |
Shifts in individual parameters of a GARCH model P Galeano, RS Tsay Journal of Financial Econometrics 8 (1), 122-153, 2010 | 48 | 2010 |
A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation MC Ausín, P Galeano, P Ghosh European Journal of Operational Research 232 (2), 350-358, 2014 | 43 | 2014 |
Outlier detection in multivariate time series via projection pursuit P Galeano, D Pea, RS Tsay Statistics and Econometrics Working Papers ws044211, Universidad Carlos III …, 2004 | 41 | 2004 |
A robust procedure to build dynamic factor models with cluster structure AM Alonso, P Galeano, D Peña Journal of Econometrics 216 (1), 35-52, 2020 | 40 | 2020 |
Measures of influence for the functional linear model with scalar response M Febrero-Bande, P Galeano, W González-Manteiga Journal of multivariate analysis 101 (2), 327-339, 2010 | 35 | 2010 |
The gaussian mixture dynamic conditional correlation model: Parameter estimation, value at risk calculation, and portfolio selection P Galeano, MC Ausín Journal of Business & Economic Statistics 28 (4), 559-571, 2010 | 30 | 2010 |