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Daniel Peña Sánchez de Rivera

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Última actualización: 23/02/2021
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Emeritus professor at Universidad Carlos III de Madrid, 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

  • Time series
  • Big Data and Multivariate analysis
  • Robust and Diagnostic procedures
Daniel Peña Sánchez de Rivera

E-Mail: daniel.pena@uc3m.es
Phone: +34 91 6249806
Fax: +34 91 6249849
Office: 10.1.23 Getafe

Recent Publications

  • Galeano, P. and Peña, D. (2019) “Statistics, Big Data and Data Science” with discussion, TEST, 28, 289-368.
  • Peña,D. Smucler, E. and Yohai ,V. (2019). "Forecasting Multiple Time Series with One-Sided Dynamic Principal Components”. The Journal of American Statistical Association (in press, 2019)"
  • Alonso, A. and Peña, D. (2019). “Clustering Time Series by Linear Dependency”. Statistics and Computing, 29,4, pp 655–676.