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Outlier detection in multivariate time series by projection pursuit
Galeano, Pedro; Peña, Daniel; Tsay, Ruey S. - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 654-669
Persistent link: https://www.econbiz.de/10003334667
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Monitoring multivariate variance changes
Pape, Katharina; Wied, Dominik; Galeano, Pedro - 2015
Persistent link: https://www.econbiz.de/10011326689
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Monitoring multivariate variance changes
Pape, Katharina; Wied, Dominik; Galeano, Pedro - In: Journal of empirical finance 39 (2016), pp. 54-68
Persistent link: https://www.econbiz.de/10011663296
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A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.; Galeano, Pedro; Peña, Daniel - In: Journal of econometrics 216 (2020) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10012439635