2026 Daniel Peña: Mathematics Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Mathematics	40	2035	1788	31	31	199	7404

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Mathematics

2035

1788

199

7404

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

665
Citations
Robust principal component analysis for functional data

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

457
Citations
A Course in Time Series Analysis

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

429
Citations
Multivariate Outlier Detection and Robust Covariance Matrix Estimation

Daniel Peña;Francisco J Prieto

369
Citations
A periodogram-based metric for time series classification

Jorge Caiado;Nuno Crato;Daniel Peña

333
Citations
Identifying a Simplifying Structure in Time Series

Daniel Peña;George E. P. Box

333
Citations
Persistence and Kurtosis in GARCH and Stochastic Volatility Models

M. Angeles Carnero;Daniel Peña;Esther Ruiz

270
Citations
Outliers in multivariate time series

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

246
Citations
Nonstationary dynamic factor analysis

Daniel Peña;Pilar Poncela

205
Citations
A Powerful Portmanteau Test of Lack of Fit for Time Series

Daniel Peña;Julio Rodríguez

164
Citations
Influential Observations in Time Series

Daniel Peña

153
Citations
Forecasting time series with sieve bootstrap

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

149
Citations
Outlier Detection in Multivariate Time Series by Projection Pursuit

Pedro Galeano;Daniel Peña;Ruey S Tsay

149
Citations
The Detection of Influential Subsets in Linear Regression by Using an Influence Matrix

Daniel Peña;Victor J. Yohai

139
Citations
EFFECTS OF OUTLIERS ON THE IDENTIFICATION AND ESTIMATION OF GARCH MODELS

M. Angeles Carnero;Daniel Peña;Esther Ruiz

138
Citations
Cluster Identification Using Projections

Daniel Peña;Francisco J Prieto

138
Citations
Missing observations in ARIMA models: Skipping approach versus additive outlier approach

Vı́ctor Gómez;Agustı́n Maravall;Daniel Peña

126
Citations
Robust estimation for ARMA models

Nora Muler;Daniel Peña;Víctor J. Yohai

111
Citations
Periodicity of extinctions in the geologic past: deterministic versus stochastic explanations.

Jennifer A. Kitchell;Daniel Pena

106
Citations
Estimating GARCH volatility in the presence of outliers

M. Angeles Carnero;Daniel Peña;Esther Ruiz

103
Citations
COINTEGRATION AND COMMON FACTORS

Alvaro Escribano;Daniel Peña

101
Citations
Multivariate Analysis in Vector Time Series

Pedro Galeano;Daniel Pella Peña

99
Citations

Frequent Co-Authors

Victor J. Yohai University of Buenos Aires

Ruey S. Tsay University of Chicago

James Stephen Marron University of North Carolina at Chapel Hill

George E. P. Box University of Wisconsin–Madison

James O. Berger Duke University

Alois Kneip University of Bonn

Joseph B. Kadane Carnegie Mellon University

Robert L. Winkler Duke University

Giovanni Parmigiani Harvard University

Roberto Colom Autonomous University of Madrid

External Links

Wikipedia of Daniel Peña Personal website of Daniel Peña Google Scholar page

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