Daniel Peña

16 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-9137-1557

Department of Statistics and Institute of Big Data, Universidad Carlos III de Madrid, Getafe, Spain

Publications

• Comment on “Factor Models for High-Dimensional Tensor Time Series” — Journal of the American Statistical Association 2022
• Forecasting Multiple Time Series With One-Sided Dynamic Principal Components — Journal of the American Statistical Association 2019
• Generalized Dynamic Principal Components — Journal of the American Statistical Association 2016
• Dimension reduction in time series and the dynamic factor model — Biometrika 2009
• Robust estimation for ARMA models — The Annals of Statistics 2009 (name-matched, not ORCID-linked)
• Outlier Detection in Multivariate Time Series by Projection Pursuit — Journal of the American Statistical Association 2006
• Multifold Predictive Validation in ARMAX Time Series Models — Journal of the American Statistical Association 2005
• A Powerful Portmanteau Test of Lack of Fit for Time Series — Journal of the American Statistical Association 2002
• Cluster Identification Using Projections — Journal of the American Statistical Association 2001
• Outliers in multivariate time series — Biometrika 2000 (name-matched, not ORCID-linked)
• A Fast Procedure for Outlier Diagnostics in Large Regression Problems — Journal of the American Statistical Association 1999
• The Detection of Influential Subsets in Linear Regression by Using an Influence Matrix — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1995
• The Detection of Influential Subsets in Linear Regression by Using an Influence Matrix — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1995
• Comparing probabilistic methods for outlier detection in linear models — Biometrika 1993
• Identifying a Simplifying Structure in Time Series — Journal of the American Statistical Association 1987
• Comment — Journal of the American Statistical Association 1985