Daniel Peña
Impact in
- Statistics and Probability top 0.2%
- Advanced Statistical Methods and Models
- Statistical Methods and Inference
- Finance top 1%
- Financial Risk and Volatility Modeling
Papers in
-
- Advanced Statistical Methods and Models 45
- Statistical Methods and Inference 25
- Co-authors
- Francisco J. PrietoAna JustelRuben H. ZamarGeorge E. P. BoxVı́ctor J. YohaiNuno CratoJorge CaiadoJulio Rodríguez
- Journals
- Journal of the American Statistical Association (12 papers)Journal of Statistical Planning and Inference (8 papers)Test (7 papers)Journal of Time Series Analysis (7 papers)Journal of Business and Economic Statistics (7 papers)
- Partner nations
- SpainUnited StatesArgentina
In The Last Decade
Daniel Peña
133 papers receiving 3.2k citations
Peers
Comparison fields: 5 of 191
- Statistics and Probability 1.1k
- Finance 624
- Statistics, Probability and Uncertainty 412
- General Economics, Econometrics and Finance 377
- Signal Processing 432
Countries citing papers authored by Daniel Peña
This map shows the geographic impact of Daniel Peña's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Daniel Peña with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Daniel Peña more than expected).
Fields of papers citing papers by Daniel Peña
This network shows the impact of papers produced by Daniel Peña. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Daniel Peña. The network helps show where Daniel Peña may publish in the future.
Co-authors
The 25 scholars most cited alongside Daniel Peña, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 1 | |
| 2 | Las nuevas oportunidades del Big Data para las instituciones financieras | 2019 | 1 |
| 3 | 2015 | 32 | |
| 4 | Big Data and Statistics: Trend or Change? | 2014 | 2 |
| 5 | Discussion of "Testing for the existence of cluster" | 2009 | 1 |
| 6 | 2007 | 9 | |
| 7 | Comparison of time series with unequal length | 2007 | 4 |
| 8 | An interpolated periodogram-based metric for comparison of time series with unequal lengths | 2006 | 0 |
| 9 | Persistence and Kurtosis in GARCH and Stochastic Volatility Models | 2004 | 5 |
| 10 | El valor económico de la lengua española | 2003 | 1 |
| 11 | Una revisión de los métodos de remuestreo en series temporales | 2002 | 1 |
| 12 | Heterogeneity and model uncertainty in bayesian regression models | 1999 | 1 |
| 13 | 1996 | 27 | |
| 14 | Los modelos Arima, el estado de equilibrio en variables económicas y su estimación | 1990 | 1 |
| 15 | Cointegración y reducción de dimensionalidad en series temporales multivariantes | 1990 | 2 |
| 16 | 1989 | 21 | |
| 17 | 1988 | 28 | |
| 18 | Un contraste de normalidad basado en la transformación de Box-Cox | 1986 | 1 |
| 19 | 1984 | 14 | |
| 20 | Interacción en la identificación de modelos ARMA univariantes | 1979 | 0 |
About Daniel Peña
Daniel Peña is a scholar working on Statistics and Probability, Computational Mathematics, Statistics, Probability and Uncertainty, Finance and Management Science and Operations Research, having authored 148 papers that have together received 3.4k indexed citations. Recurring topics across this work include Advanced Statistical Methods and Models (45 papers), Statistical Methods and Inference (25 papers), Financial Risk and Volatility Modeling (22 papers), Forecasting Techniques and Applications (20 papers), Complex Systems and Time Series Analysis (18 papers), Advanced Statistical Process Monitoring (15 papers), Time Series Analysis and Forecasting (13 papers) and Monetary Policy and Economic Impact (13 papers). The work is most often cited by research in Statistics and Probability (1.1k citations), Finance (624 citations), Statistics, Probability and Uncertainty (412 citations), General Economics, Econometrics and Finance (377 citations) and Signal Processing (432 citations). Daniel Peña has collaborated with scholars based in Spain, United States and Argentina. Frequent co-authors include Francisco J. Prieto, Ana Justel, Ruben H. Zamar, George E. P. Box, Vı́ctor J. Yohai, Nuno Crato, Jorge Caiado, Julio Rodríguez, Pilar Poncela and Pedro Galeano. Their work appears in journals such as Journal of the American Statistical Association, Journal of Statistical Planning and Inference, Test, Journal of Time Series Analysis and Journal of Business and Economic Statistics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.