World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
40
Citations
7404
World Ranking
2035
National Ranking
31

Daniel Peña publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Daniel Peña sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 199 publications — 62nd percentile

62% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Daniel Peña D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Daniel Peña sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 40 D-Index — 45th percentile

45% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Research.com Recognitions

  • 2006 - Fellow of the American Statistical Association (ASA)

Overview

Daniel Peña is affiliated with Carlos III University of Madrid in Spain. Their research expertise is primarily situated within the field of Economics, Econometrics and Finance.

The scientist's work spans several subfields of study, including:

  • Finance
  • Statistics and Probability
  • Management Science and Operations Research
  • Economics and Econometrics
  • Artificial Intelligence

The main research topics covered by Daniel Peña include:

  • Financial Risk and Volatility Modeling
  • Forecasting Techniques and Applications
  • Advanced Statistical Methods and Models
  • Time Series Analysis and Forecasting
  • Complex Systems and Time Series Analysis
  • Statistical Methods and Inference
  • Monetary Policy and Economic Impact

The scientist has a publication record that includes journal articles, book publications, and contributions to edited volumes. Frequent publication venues are:

  • Wiley series in probability and statistics
  • International Journal of Forecasting
  • Journal of Time Series Analysis
  • Journal of Econometrics
  • Polymers

Daniel Peña's recent papers include:

  • A robust procedure to build dynamic factor models with cluster structure (2020), Journal of Econometrics
  • Effect of TiO2 Nanoparticles and Extrusion Process on the Physicochemical Properties of Biodegradable and Active Cassava Starch Nanocomposites (2023), Polymers
  • A Review of Outlier Detection and Robust Estimation Methods for High Dimensional Time Series Data (2023), Econometrics and Statistics
  • Sparse estimation of dynamic principal components for forecasting high-dimensional time series (2020), International Journal of Forecasting
  • 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial (2021), International Journal of Forecasting

Among book publications, one notable work is:

  • Statistical Learning for Big Dependent Data (2021), Wiley

Frequent co-authors of Daniel Peña include:

  • Ruey S. Tsay
  • Andrés M. Alonso
  • Víctor J. Yohai
  • Ezequiel Smucler
  • Matias Luis Avila

Daniel Peña has received the award of Fellow of the American Statistical Association (ASA) in 2006.

Best Publications

  • A multivariate Kolmogorov-Smirnov test of goodness of fit

    Ana Justel;Daniel Peña;Rubén Zamar

  • Robust principal component analysis for functional data

    N. Locantore;J. S. Marron;D. G. Simpson;N. Tripoli

  • A Course in Time Series Analysis

    Daniel Peña;George C. Tiao;Ruey S. Tsay

  • Multivariate Outlier Detection and Robust Covariance Matrix Estimation

    Daniel Peña;Francisco J Prieto

  • A periodogram-based metric for time series classification

    Jorge Caiado;Nuno Crato;Daniel Peña

  • Identifying a Simplifying Structure in Time Series

    Daniel Peña;George E. P. Box

  • Persistence and Kurtosis in GARCH and Stochastic Volatility Models

    M. Angeles Carnero;Daniel Peña;Esther Ruiz

  • Outliers in multivariate time series

    Ruey S. Tsay;Daniel Peña;Alan E. Pankratz

  • Nonstationary dynamic factor analysis

    Daniel Peña;Pilar Poncela

  • A Powerful Portmanteau Test of Lack of Fit for Time Series

    Daniel Peña;Julio Rodríguez

  • Influential Observations in Time Series

    Daniel Peña

  • Forecasting time series with sieve bootstrap

    Andre’es M. Alonso;Daniel Peña;Juan Romo

  • Outlier Detection in Multivariate Time Series by Projection Pursuit

    Pedro Galeano;Daniel Peña;Ruey S Tsay

  • The Detection of Influential Subsets in Linear Regression by Using an Influence Matrix

    Daniel Peña;Victor J. Yohai

  • EFFECTS OF OUTLIERS ON THE IDENTIFICATION AND ESTIMATION OF GARCH MODELS

    M. Angeles Carnero;Daniel Peña;Esther Ruiz

  • Cluster Identification Using Projections

    Daniel Peña;Francisco J Prieto

  • Missing observations in ARIMA models: Skipping approach versus additive outlier approach

    Vı́ctor Gómez;Agustı́n Maravall;Daniel Peña

  • Robust estimation for ARMA models

    Nora Muler;Daniel Peña;Víctor J. Yohai

  • Periodicity of extinctions in the geologic past: deterministic versus stochastic explanations.

    Jennifer A. Kitchell;Daniel Pena

  • Estimating GARCH volatility in the presence of outliers

    M. Angeles Carnero;Daniel Peña;Esther Ruiz

  • COINTEGRATION AND COMMON FACTORS

    Alvaro Escribano;Daniel Peña

  • Multivariate Analysis in Vector Time Series

    Pedro Galeano;Daniel Pella Peña

Frequent Co-Authors

Victor J. Yohai
Victor J. Yohai University of Buenos Aires
Ruey S. Tsay
Ruey S. Tsay University of Chicago
James Stephen Marron
James Stephen Marron University of North Carolina at Chapel Hill
George E. P. Box
George E. P. Box University of Wisconsin–Madison
James O. Berger
James O. Berger Duke University
Alois Kneip
Alois Kneip University of Bonn
Joseph B. Kadane
Joseph B. Kadane Carnegie Mellon University
Robert L. Winkler
Robert L. Winkler Duke University
Giovanni Parmigiani
Giovanni Parmigiani Harvard University
Roberto Colom
Roberto Colom Autonomous University of Madrid

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