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Daniel Peña Sánchez de Rivera


Última actualización: 30/07/2015

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Full Professor at Universidad Carlos III de Madrid since 1990, Director of the Institute UC3M-BS of Financial Big Data. Ph.D. Universidad Politécnica de Madrid (1976). He has been the Rector (Chancellor) of the Universidad Carlos III de Madrid since April, 2007 to March, 2015.

Fields of Interest

Times Series. Multivariate Analysis. Robust and Diagnostic Methods. Big Data. Bayesian Inference. Quality Improvement Methods.


Daniel Peña Sánchez de Rivera

Phone: +34 91 6249806
Fax: +34 91 6249849
Office: 10.1.23 Getafe

Recent Publications

  • “Generalized Dynamic Principal Components” (with V. Yohai), The Journal of American Statistical Association, 2016 (in press).
  • “Common Seasonality in Multivariate Time Series”, (with F. H. Nieto and D. Saboyá), Statistica Sinica, 2016 (in press).
  • “A conditionally heteroskedastic independent factor model with an application to financial stock returns” (with A. García Ferrer y E. Gonzalez), International Journal of Forecasting, 28, 70-93, 2012.