D. Peña

Latest

• Detecting outliers in high dimensional time series by dynamic factor models
• A robust procedure to build dynamic factor models with cluster structure
• Las nuevas oportunidades de big data para las instituciones financieras
• Data science, big data and statistics
• Rejoinder on: Data Science, big data and statistics
• Distance-weighted discrimination of face images for gender classification
• Finding outliers in linear and nonlinear time series
• Additive outlier detection in seasonal ARIMA models by a modified Bayesian information criterion
• An unified approach to model selection, discrimination, goodness of fit and outliers in time series
• Covariance changes detection in multivariate time series
• Improved model selection criteria for SETAR time series models
• On the connection between model selection criteria and quadratic discrimination in time series models
• Outlier detection in multivariate time series by projection pursuit
• A note on prediction and interpolation errors in time series
• Multivariate analysis in vector time series