The following pages link to Daniel Peña (Q197280):
Displaying 47 items.
- Statistical Learning for Big Dependent Data (Q3389456) (← links)
- Optimal collapsing of mixture distributions in robust recursive estimation (Q3473158) (← links)
- (Q3484175) (← links)
- Measuring the Advantages of Multivariate vs. Univariate Forecasts (Q3505336) (← links)
- (Q3622356) (← links)
- Comparison of Times Series with Unequal Length in the Frequency Domain (Q3625331) (← links)
- Dimension reduction in time series and the dynamic factor model (Q3633171) (← links)
- Identifying a Simplifying Structure in Time Series (Q3761507) (← links)
- Analisis de diseños factoriales sin replicacion (Q3988019) (← links)
- (Q3991247) (← links)
- Comparing probabilistic methods for outlier detection in linear models (Q4280030) (← links)
- COINTEGRATION AND COMMON FACTORS (Q4319852) (← links)
- (Q4322326) (← links)
- (Q4458419) (← links)
- (Q4458441) (← links)
- (Q4461337) (← links)
- Cluster Identification Using Projections (Q4468349) (← links)
- A Powerful Portmanteau Test of Lack of Fit for Time Series (Q4468411) (← links)
- A Fast Procedure for Outlier Diagnostics in Large Regression Problems (Q4541221) (← links)
- The Identification of Multiple Outliers in ARIMA Models (Q4707037) (← links)
- (Q4725567) (← links)
- (Q4829125) (← links)
- (Q4840377) (← links)
- (Q4866180) (← links)
- Tests for comparing time series of unequal lengths (Q4925447) (← links)
- Nearest‐neighbors medians clustering (Q4969850) (← links)
- On a new procedure for identifying a dynamic common factor model (Q5009653) (← links)
- Wavelet estimation for factor models with time-varying loadings (Q5063217) (← links)
- (Q5101781) (← links)
- Temporal disaggregation and restricted forecasting of multiple population time series (Q5124803) (← links)
- Forecasting Multiple Time Series With One-Sided Dynamic Principal Components (Q5208073) (← links)
- Outlier detection and robust estimation in linear regression models with fixed group effects (Q5219520) (← links)
- (Q5308664) (← links)
- (Q5386589) (← links)
- Dimensionless Measures of Variability and Dependence for Multivariate Continuous Distributions (Q5421539) (← links)
- Effects of outliers on the identification and estimation of GARCH models (Q5430496) (← links)
- Multifold Predictive Validation in ARMAX Time Series Models (Q5754800) (← links)
- Outlier Detection in Multivariate Time Series by Projection Pursuit (Q5754973) (← links)
- Comment on “Factor Models for High-Dimensional Tensor Time Series” (Q5881067) (← links)
- Bayesian unmasking in linear models. (Q5940874) (← links)
- Forecasting time series with sieve bootstrap (Q5956231) (← links)
- Understanding complex predictive models with ghost variables (Q6114845) (← links)
- A testing approach to clustering scalar time series (Q6135376) (← links)
- Distance-weighted discrimination of face images for gender classification (Q6540517) (← links)
- Robust forecasting of multiple time series with one-sided dynamic principal components (Q6606406) (← links)
- Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series (Q6621654) (← links)
- Selecting the number of factors in multi-variate time series (Q6655924) (← links)
