Daniel Peña - Author Profile

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Peña, Daniel

Author ID:	pena.daniel
Published as:	Peña, Daniel; Peña, D.; Pena, Daniel more...less
Homepage:	http://portal.uc3m.es/portal/page/portal/dpto_estadistica/personal/daniel_pena_s...
External Links:	MGP · Wikidata · ResearchGate · GND · IdRef

Documents Indexed:	94 Publications since 1985, including 1 Book and 1 Additional arXiv Preprint
	2 Contributions as Editor · 1 Further Contribution
Co-Authors:	61 Co-Authors with 89 Joint Publications
	965 Co-Co-Authors

all top 5

Co-Authors

7	single-authored
10	Galeano, Pedro
9	Alonso, Andrés M.
7	Romo, Juan J.
7	Tsay, Ruey S.
7	Yohai, Víctor Jaime
6	Sánchez, Ismael
5	Guttman, Irwin
5	Rodríguez, Julio
5	Zamar, Ruben H.
4	Justel, Ana
3	Caiado, Jorge
3	Carnero, M. Angeles
3	Crato, Nuno
3	Poncela, Pilar
3	Prieto, Francisco Javier
3	Ruiz, Esther
3	Tiao, George C.
2	Benito, Mónica
2	Guerrero, Victor M.
2	Juan, Jesús
2	Molina, Isabel
2	Nieto, Fabio H.
2	Pérez, Betsabé
2	Viladomat, Júlia
1	Alpízar-Jara, Russell
1	Bermejo, Miguel Ángel
1	Bisgaard, Søren
1	Bolívar, Stevenson
1	Box, George Edward Pelham
1	Braumann, Carlos A.
1	Bura, Efstathia
1	Calderón-Martínez, José A.
1	Campoy-Cervera, Pascual
1	Cataño, Duván Humberto
1	Chiann, Chang
1	Correal, María Elsa
1	Cox, David Roxbee
1	Delicado, Pedro F.
1	Efron, Bradley
1	Escribano, Alvaro
1	Fonseca, Miguel A.
1	Fried, Roland
1	García-Portugués, Eduardo
1	Gil, Juan A.
1	Gómez, Victor
1	Infante, Paulo
1	Li, Bing
1	Li, Lexin
1	Maravall, Agustin
1	Marron, James Stephen
1	Martins, Ana Paula
1	Mexia, João Tiago Praça Nunes
1	Muler, Nora E.
1	Muñoz-García, David F.
1	Nachtsheim, Christopher J.
1	Nunez, Olivier G.
1	Oliveira, Manuela M.
1	Pankratz, Alan E.
1	Redondas, Dolores
1	Rodríguez-Caballero, Carlos Vladimir
1	Rosado, Fernando F.
1	Saboyá, Dagoberto
1	Sánchez, María Jesús
1	Setodji, Claude M.
1	Silva, Eliud
1	Smucler, Ezequiel
1	Stigler, Stephen M.
1	Thieler, Anita Monika
1	van der Linde, Angelika
1	Weiss, Robert E.
1	Yan, Guohua

all top 5

Serials

8	Journal of the American Statistical Association
8	Journal of Statistical Planning and Inference
6	Statistics & Probability Letters
5	Journal of Time Series Analysis
4	Communications in Statistics. Theory and Methods
4	Computational Statistics and Data Analysis
4	Test
4	Statistica Sinica
3	Biometrika
3	Journal of Econometrics
3	Trabajos de Estadistica
2	Journal of Multivariate Analysis
2	Revista Colombiana de Estadística
2	Statistical Science
2	Estadística
2	Journal of Statistical Computation and Simulation
2	Statistics and Computing
1	Annals of the Institute of Statistical Mathematics
1	The Annals of Statistics
1	Trabajos de Estadistica y de Investigacion Operativa
1	Communications in Statistics. Simulation and Computation
1	Journal of the Royal Statistical Society. Series B
1	Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales de Madrid
1	Statistical Papers
1	Resenhas do Instituto do Matemática e Estatística da Universidade de São Paulo
1	Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales (España)
1	Journal of Applied Statistics
1	International Journal of Wavelets, Multiresolution and Information Processing
1	Journal of Forecasting
1	Boletín de la Sociedad Estadística e Investigación Operativa
1	Statistical Analysis and Data Mining
1	Qüestiió
1	Wiley Series in Probability and Statistics
1	Journal de la Société Française de Statistique
1	Stat

all top 5

Fields

94	Statistics (62-XX)
13	Numerical analysis (65-XX)
6	Computer science (68-XX)
4	History and biography (01-XX)
4	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
3	General and overarching topics; collections (00-XX)
2	Linear and multilinear algebra; matrix theory (15-XX)
2	Probability theory and stochastic processes (60-XX)
1	Dynamical systems and ergodic theory (37-XX)
1	Systems theory; control (93-XX)
1	Information and communication theory, circuits (94-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

71 Publications have been cited 864 times in 631 Documents	Cited by ▼	Year ▼
A periodogram-based metric for time series classification. Zbl 1445.62222 Caiado, Jorge; Crato, Nuno; Peña, Daniel	75	2006
A multivariate Kolmogorov-Smirnov test of goodness of fit. Zbl 0883.62054 Justel, Ana; Peña, Daniel; Zamar, Rubén	69	1997
Outliers in multivariate time series. Zbl 1028.62073 Tsay, Ruey S.; Peña, Daniel; Pankratz, Alan E.	56	2000
Identifying a simplifying structure in time series. Zbl 0623.62081 Peña, Daniel; Box, George E. P.	52	1987
A powerful portmanteau test of lack of fit for time series. Zbl 1073.62554 Peña, Daniel; Rodríguez, Julio	45	2002
Forecasting time series with sieve bootstrap. Zbl 1007.62077 Alonso, Andrés M.; Peña, Daniel; Romo, Juan	33	2002
Cluster identification using projections. Zbl 1051.62055 Peña, Daniel; Prieto, Francisco J.	30	2001
Nonstationary dynamic factor analysis. Zbl 1088.62077 Peña, Daniel; Poncela, Pilar	30	2006
Comparison of times series with unequal length in the frequency domain. Zbl 1161.37348 Caiado, Jorge; Crato, Nuno; Peña, Daniel	28	2009
The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series. Zbl 1332.62302 Peña, Daniel; Rodríguez, Julio	23	2006
A fast procedure for outlier diagnostics in large regression problems. Zbl 1072.62618 Peña, Daniel; Yohai, Victor	22	1999
Robust estimation for ARMA models. Zbl 1162.62405 Muler, Nora; Peña, Daniel; Yohai, Víctor J.	22	2009
Multivariate analysis in vector time series. Zbl 1098.62558 Galeano, Pedro; Peña, Daniel	21	2000
Missing observations in ARIMA models: Skipping approach versus additive outlier approach. Zbl 1054.62621 Gómez, Víctor; Maravall, Agustín; Peña, Daniel	20	1999
The detection of influential subsets in linear regression by using an influence matrix. Zbl 0825.62579 Peña, Daniel; Yohai, Victor J.	20	1995
Covariance changes detection in multivariate time series. Zbl 1098.62114 Galeano, Pedro; Peña, Daniel	18	2007
Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure. Zbl 1203.62114 Peña, Daniel; Prieto, Francisco J.; Viladomat, Júlia	17	2010
Effects of outliers on the identification and estimation of GARCH models. Zbl 1164.62041 Carnero, M. Ángeles.; Peña, Daniel; Ruiz, Esther	17	2007
Outlier detection in multivariate time series by projection pursuit. Zbl 1119.62360 Galeano, Pedro; Peña, Daniel; Tsay, Ruey S.	15	2006
Descriptive measures of multivariate scatter and linear dependence. Zbl 1023.62057 Peña, Daniel; Rodríguez, Julio	14	2003
Forecasting with nonstationary dynamic factor models. Zbl 1282.91270 Peña, Daniel; Poncela, Pilar	14	2004
Clustering time series by linear dependency. Zbl 1430.62191 Alonso, Andrés M.; Peña, Daniel	12	2019
On sieve bootstrap prediction intervals. Zbl 1048.62049 Alonso, Andrés M.; Peña, Daniel; Romo, Juan	11	2003
Detection of outlier patches in autoregressive time series. Zbl 0978.62081 Justel, Ana; Peña, Daniel; Tsay, Ruey S.	10	2001
Comparing probabilistic methods for outlier detection in linear models. Zbl 0800.62443 Peña, Daniel; Guttman, Irwin	10	1993
Outliers and influence: Evaluation by posteriors of parameters in the linear model. Zbl 0704.62024 Guttman, I.; Peña, D.	10	1988
Cointegration and common factors. Zbl 0807.62066 Escribano, Alvaro; Peña, Daniel	9	1994
Influential observations on time series. Zbl 0800.62557 Peña, Daniel	9	1990
The identification of multiple outliers in ARIMA models. Zbl 1104.62326 Jesús Sánchez, María; Peña, Daniel	8	2003
The kurtosis coefficient and the linear discriminant function. Zbl 0969.62044 Peña, Daniel; Prieto, Francisco J.	8	2000
Measuring the advantages of multivariate vs univariate forecasts. Zbl 1150.62061 Peña, Daniel; Sánchez, Ismael	8	2007
Box on quality and discovery with design, control, and robustness. Zbl 0957.62107	7	2000
A simple method to identify significant effects in unreplicated two-level factorial designs. Zbl 0800.62486 Juan, Jesús; Peña, Daniel	7	1992
A Dirichlet random coefficient regression model for quality indicators. Zbl 1077.62128 Peña, Daniel; Yohai, Victor	7	2006
A robust procedure to build dynamic factor models with cluster structure. Zbl 1456.62176 Alonso, Andrés M.; Galeano, Pedro; Peña, Daniel	7	2020
A course in time series analysis. Lectures of the ECAS ’97, Madrid, Spain, September 15–19, 1997. Zbl 0960.62093	6	2001
Optimal collapsing the mixture distributions in robust recursive estimation. Zbl 0696.62169 Peña, Daniel; Guttman, Irwin	6	1989
Dimensionless measures of variability and dependence for multivariate continuous distributions. Zbl 1315.62055 Peña, Daniel; van der Linde, Angelika	6	2007
Bayesian unmasking in linear models. Zbl 1080.62512 Justel, Ana; Peña, Daniel	5	2001
Introducing model uncertainty in time series bootstrap. Zbl 1035.62088 Alonso, Andrés M.; Peña, Daniel; Romo, Juan	5	2004
Common seasonality in multivariate time series. Zbl 1356.62153 Nieto, Fabio H.; Peña, Daniel; Saboyá, Dagoberto	5	2016
Statistical learning for big dependent data. Zbl 1465.62003 Peña, Daniel; Tsay, Ruey S.	5	2021
Outlier detection and robust estimation in linear regression models with fixed group effects. Zbl 1453.62572 Pérez, Betsabé; Molina, Isabel; Peña, Daniel	5	2014
Introducing model uncertainty by moving blocks bootstrap. Zbl 1104.62096 Alonso, Andrés M.; Peña, Daniel; Romo, Juan	5	2006
Improved model selection criteria for SETAR time series models. Zbl 1332.62324 Galeano, Pedro; Peña, Daniel	4	2007
Measuring the importance of outliers in ARIMA models. Zbl 0616.62124 Peña, Daniel	4	1987
Forecasting multiple time series with one-sided dynamic principal components. Zbl 1428.62401 Peña, Daniel; Smucler, Ezequiel; Yohai, Victor J.	4	2019
Outliers and conditional autoregressive heteroscedasticity in time series. Zbl 1034.62077 Carnero, M. Angeles; Peña, Daniel; Ruiz, Esther	3	2001
Bayesian approach to robustifying the Kalman filter. Zbl 0714.62093 Peña, Daniel; Guttman, Irwin	3	1988
Dimension reduction in multivariate time series. Zbl 05196687 Peña, Daniel; Poncela, Pilar	3	2006
Bayesian likelihood robustness in linear models. Zbl 1160.62313 Peña, Daniel; Zamar, Ruben; Yan, Guohua	3	2009
Multifold predictive validation in ARMAX time series models. Zbl 1117.62410 Peña, Daniel; Sánchez, Ismael	3	2005
A Bayesian look at diagnostics in the univariate linear model. Zbl 0822.62057 Guttman, Irwin; Peña, Daniel	2	1993
Combining multiple time series predictors: A useful inferential procedure. Zbl 1020.62090 Guerrero, Víctor M.; Peña, Daniel	2	2003
Tests for comparing time series of unequal lengths. Zbl 1431.62357 Caiado, Jorge; Crato, Nuno; Peña, Daniel	2	2012
Dimension reduction in time series and the dynamic factor model. Zbl 1255.62276 Peña, Daniel	2	2009
Nearest-neighbors medians clustering. Zbl 07260335 Peña, Daniel; Viladomat, Júlia; Zamar, Ruben	2	2012
Data science, big data and statistics. Zbl 1428.62021 Galeano, Pedro; Peña, Daniel	2	2019
Properties of predictors in overdifferenced nearly nonstationary autoregression. Zbl 0968.62067 Sánchez, Ismael; Peña, Daniel	1	2001
Statistical research in Europe: 1985–1997. Zbl 0954.62002 Gil, Juan A.; Peña, Daniel; Rodríguez, Julio	1	2000
A simple diagnostic tool for local prior sensitivity. Zbl 0892.62011 Peña, Daniel; Zamar, Ruben	1	1997
On Bayesian robustness: An asymptotic approach. Zbl 0839.62025 Peña, Daniel; Zamar, Ruben H.	1	1996
Outliers and conditional autoregressive heteroscedasticity in time series. Zbl 1092.62581 Carnero, M. Angeles; Peña, Daniel; Ruiz, Esther	1	2001
Resampling time series using missing values techniques. Zbl 1047.62075 Alonso, Andrés M.; Peña, Daniel; Romo, Juan	1	2003
Heterogeneity and model uncertainty in Bayesian regression models. Zbl 1204.62039 Justel, Ana; Peña, Daniel	1	1999
Temporal disaggregation and restricted forecasting of multiple population time series. Zbl 1511.62429 Silva, E.; Guerrero, V. M.; Peña, D.	1	2011
Detecting defects with image data. Zbl 1445.62317 Benito, Mónica; Peña, Daniel	1	2007
Bayesian curve estimation by model averaging. Zbl 1431.62169 Peña, Daniel; Redondas, Dolores	1	2006
Distance-weighted discrimination of face images for gender classification. Zbl 07850035 Benito, Mónica; García-Portugués, Eduardo; Marron, J. S.; Peña, Daniel	1	2017
Threshold dynamic factor model. Zbl 07578275 Correal, María Elsa; Peña, Daniel	1	2008
On a new procedure for identifying a dynamic common factor model. Zbl 1470.62129 Bolívar, Stevenson; Nieto, Fabio H.; Peña, Daniel	1	2021
Statistical learning for big dependent data. Zbl 1465.62003 Peña, Daniel; Tsay, Ruey S.	5	2021
On a new procedure for identifying a dynamic common factor model. Zbl 1470.62129 Bolívar, Stevenson; Nieto, Fabio H.; Peña, Daniel	1	2021
A robust procedure to build dynamic factor models with cluster structure. Zbl 1456.62176 Alonso, Andrés M.; Galeano, Pedro; Peña, Daniel	7	2020
Clustering time series by linear dependency. Zbl 1430.62191 Alonso, Andrés M.; Peña, Daniel	12	2019
Forecasting multiple time series with one-sided dynamic principal components. Zbl 1428.62401 Peña, Daniel; Smucler, Ezequiel; Yohai, Victor J.	4	2019
Data science, big data and statistics. Zbl 1428.62021 Galeano, Pedro; Peña, Daniel	2	2019
Distance-weighted discrimination of face images for gender classification. Zbl 07850035 Benito, Mónica; García-Portugués, Eduardo; Marron, J. S.; Peña, Daniel	1	2017
Common seasonality in multivariate time series. Zbl 1356.62153 Nieto, Fabio H.; Peña, Daniel; Saboyá, Dagoberto	5	2016
Outlier detection and robust estimation in linear regression models with fixed group effects. Zbl 1453.62572 Pérez, Betsabé; Molina, Isabel; Peña, Daniel	5	2014
Tests for comparing time series of unequal lengths. Zbl 1431.62357 Caiado, Jorge; Crato, Nuno; Peña, Daniel	2	2012
Nearest-neighbors medians clustering. Zbl 07260335 Peña, Daniel; Viladomat, Júlia; Zamar, Ruben	2	2012
Temporal disaggregation and restricted forecasting of multiple population time series. Zbl 1511.62429 Silva, E.; Guerrero, V. M.; Peña, D.	1	2011
Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure. Zbl 1203.62114 Peña, Daniel; Prieto, Francisco J.; Viladomat, Júlia	17	2010
Comparison of times series with unequal length in the frequency domain. Zbl 1161.37348 Caiado, Jorge; Crato, Nuno; Peña, Daniel	28	2009
Robust estimation for ARMA models. Zbl 1162.62405 Muler, Nora; Peña, Daniel; Yohai, Víctor J.	22	2009
Bayesian likelihood robustness in linear models. Zbl 1160.62313 Peña, Daniel; Zamar, Ruben; Yan, Guohua	3	2009
Dimension reduction in time series and the dynamic factor model. Zbl 1255.62276 Peña, Daniel	2	2009
Threshold dynamic factor model. Zbl 07578275 Correal, María Elsa; Peña, Daniel	1	2008
Covariance changes detection in multivariate time series. Zbl 1098.62114 Galeano, Pedro; Peña, Daniel	18	2007
Effects of outliers on the identification and estimation of GARCH models. Zbl 1164.62041 Carnero, M. Ángeles.; Peña, Daniel; Ruiz, Esther	17	2007
Measuring the advantages of multivariate vs univariate forecasts. Zbl 1150.62061 Peña, Daniel; Sánchez, Ismael	8	2007
Dimensionless measures of variability and dependence for multivariate continuous distributions. Zbl 1315.62055 Peña, Daniel; van der Linde, Angelika	6	2007
Improved model selection criteria for SETAR time series models. Zbl 1332.62324 Galeano, Pedro; Peña, Daniel	4	2007
Detecting defects with image data. Zbl 1445.62317 Benito, Mónica; Peña, Daniel	1	2007
A periodogram-based metric for time series classification. Zbl 1445.62222 Caiado, Jorge; Crato, Nuno; Peña, Daniel	75	2006
Nonstationary dynamic factor analysis. Zbl 1088.62077 Peña, Daniel; Poncela, Pilar	30	2006
The log of the determinant of the autocorrelation matrix for testing goodness of fit in time series. Zbl 1332.62302 Peña, Daniel; Rodríguez, Julio	23	2006
Outlier detection in multivariate time series by projection pursuit. Zbl 1119.62360 Galeano, Pedro; Peña, Daniel; Tsay, Ruey S.	15	2006
A Dirichlet random coefficient regression model for quality indicators. Zbl 1077.62128 Peña, Daniel; Yohai, Victor	7	2006
Introducing model uncertainty by moving blocks bootstrap. Zbl 1104.62096 Alonso, Andrés M.; Peña, Daniel; Romo, Juan	5	2006
Dimension reduction in multivariate time series. Zbl 05196687 Peña, Daniel; Poncela, Pilar	3	2006
Bayesian curve estimation by model averaging. Zbl 1431.62169 Peña, Daniel; Redondas, Dolores	1	2006
Multifold predictive validation in ARMAX time series models. Zbl 1117.62410 Peña, Daniel; Sánchez, Ismael	3	2005
Forecasting with nonstationary dynamic factor models. Zbl 1282.91270 Peña, Daniel; Poncela, Pilar	14	2004
Introducing model uncertainty in time series bootstrap. Zbl 1035.62088 Alonso, Andrés M.; Peña, Daniel; Romo, Juan	5	2004
Descriptive measures of multivariate scatter and linear dependence. Zbl 1023.62057 Peña, Daniel; Rodríguez, Julio	14	2003
On sieve bootstrap prediction intervals. Zbl 1048.62049 Alonso, Andrés M.; Peña, Daniel; Romo, Juan	11	2003
The identification of multiple outliers in ARIMA models. Zbl 1104.62326 Jesús Sánchez, María; Peña, Daniel	8	2003
Combining multiple time series predictors: A useful inferential procedure. Zbl 1020.62090 Guerrero, Víctor M.; Peña, Daniel	2	2003
Resampling time series using missing values techniques. Zbl 1047.62075 Alonso, Andrés M.; Peña, Daniel; Romo, Juan	1	2003
A powerful portmanteau test of lack of fit for time series. Zbl 1073.62554 Peña, Daniel; Rodríguez, Julio	45	2002
Forecasting time series with sieve bootstrap. Zbl 1007.62077 Alonso, Andrés M.; Peña, Daniel; Romo, Juan	33	2002
Cluster identification using projections. Zbl 1051.62055 Peña, Daniel; Prieto, Francisco J.	30	2001
Detection of outlier patches in autoregressive time series. Zbl 0978.62081 Justel, Ana; Peña, Daniel; Tsay, Ruey S.	10	2001
A course in time series analysis. Lectures of the ECAS ’97, Madrid, Spain, September 15–19, 1997. Zbl 0960.62093	6	2001
Bayesian unmasking in linear models. Zbl 1080.62512 Justel, Ana; Peña, Daniel	5	2001
Outliers and conditional autoregressive heteroscedasticity in time series. Zbl 1034.62077 Carnero, M. Angeles; Peña, Daniel; Ruiz, Esther	3	2001
Properties of predictors in overdifferenced nearly nonstationary autoregression. Zbl 0968.62067 Sánchez, Ismael; Peña, Daniel	1	2001
Outliers and conditional autoregressive heteroscedasticity in time series. Zbl 1092.62581 Carnero, M. Angeles; Peña, Daniel; Ruiz, Esther	1	2001
Outliers in multivariate time series. Zbl 1028.62073 Tsay, Ruey S.; Peña, Daniel; Pankratz, Alan E.	56	2000
Multivariate analysis in vector time series. Zbl 1098.62558 Galeano, Pedro; Peña, Daniel	21	2000
The kurtosis coefficient and the linear discriminant function. Zbl 0969.62044 Peña, Daniel; Prieto, Francisco J.	8	2000
Box on quality and discovery with design, control, and robustness. Zbl 0957.62107	7	2000
Statistical research in Europe: 1985–1997. Zbl 0954.62002 Gil, Juan A.; Peña, Daniel; Rodríguez, Julio	1	2000
A fast procedure for outlier diagnostics in large regression problems. Zbl 1072.62618 Peña, Daniel; Yohai, Victor	22	1999
Missing observations in ARIMA models: Skipping approach versus additive outlier approach. Zbl 1054.62621 Gómez, Víctor; Maravall, Agustín; Peña, Daniel	20	1999
Heterogeneity and model uncertainty in Bayesian regression models. Zbl 1204.62039 Justel, Ana; Peña, Daniel	1	1999
A multivariate Kolmogorov-Smirnov test of goodness of fit. Zbl 0883.62054 Justel, Ana; Peña, Daniel; Zamar, Rubén	69	1997
A simple diagnostic tool for local prior sensitivity. Zbl 0892.62011 Peña, Daniel; Zamar, Ruben	1	1997
On Bayesian robustness: An asymptotic approach. Zbl 0839.62025 Peña, Daniel; Zamar, Ruben H.	1	1996
The detection of influential subsets in linear regression by using an influence matrix. Zbl 0825.62579 Peña, Daniel; Yohai, Victor J.	20	1995
Cointegration and common factors. Zbl 0807.62066 Escribano, Alvaro; Peña, Daniel	9	1994
Comparing probabilistic methods for outlier detection in linear models. Zbl 0800.62443 Peña, Daniel; Guttman, Irwin	10	1993
A Bayesian look at diagnostics in the univariate linear model. Zbl 0822.62057 Guttman, Irwin; Peña, Daniel	2	1993
A simple method to identify significant effects in unreplicated two-level factorial designs. Zbl 0800.62486 Juan, Jesús; Peña, Daniel	7	1992
Influential observations on time series. Zbl 0800.62557 Peña, Daniel	9	1990
Optimal collapsing the mixture distributions in robust recursive estimation. Zbl 0696.62169 Peña, Daniel; Guttman, Irwin	6	1989
Outliers and influence: Evaluation by posteriors of parameters in the linear model. Zbl 0704.62024 Guttman, I.; Peña, D.	10	1988
Bayesian approach to robustifying the Kalman filter. Zbl 0714.62093 Peña, Daniel; Guttman, Irwin	3	1988
Identifying a simplifying structure in time series. Zbl 0623.62081 Peña, Daniel; Box, George E. P.	52	1987
Measuring the importance of outliers in ARIMA models. Zbl 0616.62124 Peña, Daniel	4	1987

all cited Publications top 5 cited Publications

all top 5

Cited by 1,084 Authors

41	Peña, Daniel
16	Alonso, Andrés M.
10	Loperfido, Nicola M. R.
9	D’Urso, Pierpaolo
9	Vilar, José Antonio
8	Battaglia, Francesco Paolo
8	Galeano, Pedro
7	Fisher, Thomas J.
7	Fried, Roland
7	Yao, Qiwei
6	Fokianos, Konstantinos
6	Maharaj, Elizabeth Ann
6	Nordhausen, Klaus
6	Tsay, Ruey S.
6	Yohai, Víctor Jaime
5	Baragona, Roberto
5	Caiado, Jorge
5	Chen, Rong
5	Cucina, Domenico
5	Gallagher, Colin M.
5	Giordano, Francesco
5	McElroy, Tucker S.
5	Oja, Hannu
5	Poncela, Pilar
5	Romo, Juan J.
5	Shang, Han Lin
5	Wied, Dominik
4	Euán, Carolina
4	Jin, Lei
4	Lafuente-Rego, Borja
4	Mahdi, Esam
4	Mahmoudi, Mohammad Reza
4	Ojeda, Silvia María
4	Ombao, Hernando C.
4	Perna, Cira
4	Ruiz, Esther
4	Veiga, Helena
3	Arbués, Ignacio
3	Bondon, Pascal
3	Bustos, Oscar H.
3	Cipra, Tomáš
3	Clements, Michael P.
3	Crato, Nuno
3	Croux, Christophe
3	Dehling, Herold G.
3	Duchesne, Pierre
3	Guerrero, Victor M.
3	La Rocca, Michele
3	Liu, Xialu
3	Lu, Wanbo
3	Lund, Robert B.
3	Mattera, Raffaele
3	McLeod, Angus Ian
3	Meintanis, Simos George
3	Muler, Nora E.
3	Pauly, Markus
3	Politis, Dimitris Nicolas
3	Reisen, Valdério Anselmo
3	Rice, Gregory
3	Ruiz-Gazen, Anne
3	Samaranayake, V. A.
3	Smucler, Ezequiel
3	Vallejos, Ronny O.
3	Vilar, Juan Manuel
3	Virta, Joni
3	Voss, Daniel T.
3	Wang, Dehui
3	Zhu, Fukang
2	Abraham, Bovas
2	Akpan, Emmanuel Alphonsus
2	Alshammri, Fayed
2	Attouch, Mohammed Kadi
2	Baek, Changryong
2	Bakshaev, Aleksej
2	Balakrishna, Narayana
2	Balakrishnan, Narayanaswamy
2	Barigozzi, Matteo
2	Bastos, João A.
2	Boente, Graciela
2	Britos, Grisel Maribel
2	Carnero, M. Angeles
2	Casals, José
2	Cerioli, Andrea
2	Cerqueti, Roy
2	Chan, Wai-Sum
2	Choi, Jieun
2	Chouakria, Ahlame Douzal
2	Cui, Yunwei
2	D’Amato, Valeria
2	Davis, Richard A.
2	De Giovanni, Livia
2	De Gooijer, Jan G.
2	De Luca, Giovanni
2	Dette, Holger
2	Ebner, Bruno
2	Fetitah, Omar
2	Fouskakis, Dimitris
2	Frühwirth, Rudolf
2	Fukuda, Kosei
2	Gagnon, Philippe
...and 984 more Authors

all top 5

Cited in 136 Serials

61	Computational Statistics and Data Analysis
29	Chilean Journal of Statistics
28	Journal of Statistical Planning and Inference
27	Communications in Statistics. Simulation and Computation
25	Journal of Time Series Analysis
24	Communications in Statistics. Theory and Methods
24	Journal of Statistical Computation and Simulation
21	Journal of Multivariate Analysis
20	Journal of Applied Statistics
18	Statistics & Probability Letters
15	Journal of the American Statistical Association
15	Statistical Papers
13	Journal of Econometrics
12	Test
11	Computational Statistics
9	The Annals of Statistics
9	Journal of Forecasting
9	Advances in Data Analysis and Classification. ADAC
8	Journal of Classification
8	Statistical Methods and Applications
8	Electronic Journal of Statistics
7	International Journal of Approximate Reasoning
7	Applied Stochastic Models in Business and Industry
6	Revista Colombiana de Estadística
6	Statistics
6	Annals of Operations Research
6	Statistics and Computing
5	Insurance Mathematics & Economics
5	Econometric Reviews
5	European Journal of Operational Research
5	Bernoulli
4	Economics Letters
4	The Econometrics Journal
4	Statistical Analysis and Data Mining
4	The Annals of Applied Statistics
3	The Canadian Journal of Statistics
3	Annals of the Institute of Statistical Mathematics
3	Fuzzy Sets and Systems
3	International Statistical Review
3	Mathematics and Computers in Simulation
3	Statistica
3	Trabajos de Estadistica
3	Journal of Nonparametric Statistics
3	Mathematical Problems in Engineering
3	Statistical Modelling
3	Journal of Computational and Graphical Statistics
3	Sankhyā. Series A
3	Stat
2	Computer Physics Communications
2	Metrika
2	Psychometrika
2	Automatica
2	Information Sciences
2	Journal of Computational and Applied Mathematics
2	Metron
2	Acta Mathematicae Applicatae Sinica. English Series
2	Mathematical and Computer Modelling
2	Neural Computation
2	Studies in Nonlinear Dynamics and Econometrics
2	Australian & New Zealand Journal of Statistics
2	Journal of the Royal Statistical Society. Series B. Statistical Methodology
2	Statistical Inference for Stochastic Processes
2	Econometric Theory
2	Optimization and Engineering
2	Brazilian Journal of Probability and Statistics
2	Decisions in Economics and Finance
2	Hacettepe Journal of Mathematics and Statistics
2	SORT. Statistics and Operations Research Transactions
2	International Journal of Wavelets, Multiresolution and Information Processing
2	Statistical Methodology
2	Journal of the Korean Statistical Society
2	Journal of Probability and Statistics
2	Wiley Interdisciplinary Reviews. WIREs Computational Statistics
1	The American Statistician
1	Computers & Mathematics with Applications
1	Journal of the Franklin Institute
1	Lithuanian Mathematical Journal
1	Physica A
1	Scandinavian Journal of Statistics
1	Mathematics of Computation
1	Chaos, Solitons and Fractals
1	Applied Mathematics and Computation
1	Biometrical Journal
1	Computing
1	Hiroshima Mathematical Journal
1	Journal of Applied Probability
1	Kybernetika
1	Naval Research Logistics
1	Numerical Functional Analysis and Optimization
1	Statistica Neerlandica
1	Moscow University Computational Mathematics and Cybernetics
1	Probability and Mathematical Statistics
1	Stochastic Analysis and Applications
1	Physica D
1	Chinese Journal of Applied Probability and Statistics
1	Statistical Science
1	Applications of Mathematics
1	Applied Mathematical Modelling
1	Automation and Remote Control
1	Linear Algebra and its Applications
...and 36 more Serials

all top 5

Cited in 26 Fields

596	Statistics (62-XX)
64	Game theory, economics, finance, and other social and behavioral sciences (91-XX)
62	Numerical analysis (65-XX)
51	Probability theory and stochastic processes (60-XX)
21	Computer science (68-XX)
17	Operations research, mathematical programming (90-XX)
10	Linear and multilinear algebra; matrix theory (15-XX)
9	Biology and other natural sciences (92-XX)
8	Information and communication theory, circuits (94-XX)
6	Geophysics (86-XX)
6	Systems theory; control (93-XX)
3	Combinatorics (05-XX)
3	Harmonic analysis on Euclidean spaces (42-XX)
3	Functional analysis (46-XX)
2	History and biography (01-XX)
2	Measure and integration (28-XX)
2	Astronomy and astrophysics (85-XX)
1	General and overarching topics; collections (00-XX)
1	Special functions (33-XX)
1	Dynamical systems and ergodic theory (37-XX)
1	Approximations and expansions (41-XX)
1	Integral transforms, operational calculus (44-XX)
1	Operator theory (47-XX)
1	Calculus of variations and optimal control; optimization (49-XX)
1	Algebraic topology (55-XX)
1	Statistical mechanics, structure of matter (82-XX)

Citations by Year

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