Daniel Peña
Names
Identifer
Contact
Affiliations
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Universidad Carlos III de Madrid
/ Instituto Flores de Lemus (weight: 50%)
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Universidad Carlos III de Madrid
/ Departamento de Estadistica (weight: 50%)
Research profile
author of:
- Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings (RePEc:aah:create:2019-23)
by Duván Humberto Cataño & Carlos Vladimir Rodríguez-Caballero & Daniel Peña - Missing Observations and Additive Outliers in Time Series Models (RePEc:bde:wpaper:9612)
by Agustín Maravall & Daniel Peña - Missing observations in ARIMA models: Skipping strategy versus outlier approach (RePEc:bde:wpaper:9701)
by Victor Gómez & Agustin Maravall & Daniel Peña - Multifold Predictive Validation in ARMAX Time Series Models (RePEc:bes:jnlasa:v:100:y:2005:p:135-146)
by Daniel Pena & Ismael Sanchez - Outlier Detection in Multivariate Time Series by Projection Pursuit (RePEc:bes:jnlasa:v:101:y:2006:p:654-669)
by Galeano, Pedro & Pena, Daniel & Tsay, Ruey S. - Cluster Identification Using Projections (RePEc:bes:jnlasa:v:96:y:2001:m:december:p:1433-1445)
by Pena D. & Prieto F.J. - A Powerful Portmanteau Test of Lack of Fit for Time Series (RePEc:bes:jnlasa:v:97:y:2002:m:june:p:601-610)
by Pena D. & Rodriguez J. - The Estimation of Food Expenditures from Household Budget Data in the Presence of Bulk Purchases (RePEc:bes:jnlbes:v:16:y:1998:i:3:p:292-303)
by Pena, Daniel & Ruiz-Castillo, Javier - Measuring Intervention Effects on Multiple Time Series Subjected to Linear Restrictions: A Banking Example (RePEc:bes:jnlbes:v:16:y:1998:i:4:p:489-97)
by Guerrero, Victor M & Pena, Daniel & Poncela, Pilar - Robust Methods of Building Regression Models-An Application to the Housing Sector (RePEc:bes:jnlbes:v:2:y:1984:i:1:p:10-20)
by Pena, Daniel & Ruiz-Castillo, Javier - Influential Observations in Time Series (RePEc:bes:jnlbes:v:8:y:1990:i:2:p:235-41)
by Pena, Daniel - Cointegration And Common Factors (RePEc:bla:jtsera:v:15:y:1994:i:6:p:577-586)
by Alvaro Escribano & Daniel Peña - Properties of Predictors in Overdifferenced Nearly Nonstationary Autoregression (RePEc:bla:jtsera:v:22:y:2001:i:1:p:45-66)
by Ismael Sanchez & Daniel Pena - Effects of outliers on the identification and estimation of GARCH models (RePEc:bla:jtsera:v:28:y:2007:i:4:p:471-497)
by M. Angeles Carnero & Daniel Peña & Esther Ruiz - Measuring the Advantages of Multivariate vs. Univariate Forecasts (RePEc:bla:jtsera:v:28:y:2007:i:6:p:886-909)
by Daniel Peña & Ismael Sánchez - A testing approach to clustering scalar time series (RePEc:bla:jtsera:v:44:y:2023:i:5-6:p:667-685)
by Daniel Peña & Ruey S. Tsay - The Autocorrelation Function Of Seasonal Arma Models (RePEc:bla:jtsera:v:5:y:1984:i:4:p:269-272)
by Daniel Peña - Linear Combination of Information in Time Series Analysis (RePEc:cie:wpaper:9507)
by Victor M. Guerrero & Daniel Peña - Bayesian Unmasking in Linear Models (RePEc:cor:louvco:1996019)
by JUSTEL, Ana & PEÑA , Daniel - La investigación internacional en TQM : análisis de tendencias (1994-1999) (RePEc:cte:dbrepe:6312)
by Montes, María J. - Reflexiones sobre la enseñanza experimental de la estadística (RePEc:cte:derepe:3009)
by Peña, Daniel - Grupos atípicos en modelos econométricos (RePEc:cte:dsrepe:10755)
by Justel, Ana & Sánchez, María Jesús - Experiencias de mejora de la calidad en la universidad (RePEc:cte:dsrepe:10881)
by Peña, Daniel - El futuro de los métodos estadísticos (RePEc:cte:dsrepe:3639)
by Peña, Daniel - La mejora de la calidad en la educación: reflexiones y experiencias (RePEc:cte:dsrepe:3645)
by Peña, Daniel - A Note on likelihood estimation of missing values in time series (RePEc:cte:werepe:2748)
by Tiao, George C. - ARIMA models, the steady state of economic variables and their estimation (RePEc:cte:werepe:2760)
by Peña, Daniel & Espasa, Antoni - Measuring influence in dynamic regression models (RePEc:cte:werepe:2768)
by Peña, Daniel - Interpolation, outliers and inverse autocorrelations (RePEc:cte:werepe:2770)
by Maravall, Agustín - The detection of influential subsets in linear regression using an influence matrix (RePEc:cte:werepe:2798)
by Yohai, Víctor J. - A simple method to identify significant effects in unreplicated two-level factorial designs (RePEc:cte:werepe:2818)
by Juan, Jesús - A Bayesian look at diagnostics in the univariate linear model (RePEc:cte:werepe:2831)
by Guttman, Irwin - Comparing probabilistic methods for outlier detection (RePEc:cte:werepe:2841)
by Guttman, Irwin - Missing observations and additive outliers in time series models (RePEc:cte:werepe:2888)
by Maravall, Agustín - Bayesian outliers functions for linear models (RePEc:cte:werepe:5816)
by Tiao, George C. - A powerful portmanteau test of lack of fit for time series (RePEc:cte:wsrepe:10133)
by Rodríguez, Julio - Linear combination of information in time series analysis (RePEc:cte:wsrepe:10340)
by Guerrero, Víctor M. - Properties of predictors in overdifferenced nearly nonstationary autoregression (RePEc:cte:wsrepe:10347)
by Sánchez, Ismael - Bayesian unmasking in linear models (RePEc:cte:wsrepe:10458)
by Justel, Ana - A simple diagnostic tool for local prior sensitivity (RePEc:cte:wsrepe:10486)
by Zamar, Rubén - Robust covariance matrix estimation and multivariate outlier detection (RePEc:cte:wsrepe:10497)
by Prieto, Francisco J. - Missing observations in ARIMA models: skipping strategy versus additive outlier approach (RePEc:cte:wsrepe:10576)
by Gómez, Víctor & Maravall, Agustín - Pooling information and forecasting with dynamic factor analysis (RePEc:cte:wsrepe:10709)
by Poncela, Pilar - A procedure for robust estimation and diagnostics in regression (RePEc:cte:wsrepe:10710)
by Yohai, Víctor J. - Measuring service quality by linear indicators (RePEc:cte:wsrepe:10736)
by Peña, Daniel - Clustering Big Data by Extreme Kurtosis Projections (RePEc:cte:wsrepe:24522)
by Rendon Aguirre, Janeth Carolina - Estimation of the common component in Dynamic Factor Models (RePEc:cte:wsrepe:27047)
by Caro Navarro, Ángela & Peña, Daniel - What do international energy prices have in common after taking into account the key drivers? (RePEc:cte:wsrepe:31647)
by Camacho, Maximo - Cointegration and common factors (RePEc:cte:wsrepe:3680)
by Escribano, Álvaro & Peña, Daniel - On bayesian robustness: an asymptotic approach (RePEc:cte:wsrepe:3736)
by Zamar, Rubén - Computing missing values in time series (RePEc:cte:wsrepe:3737)
by Gómez, Víctor & Maravall, Agustín - Forecasting growth with time series models (RePEc:cte:wsrepe:3740)
by Peña, Daniel - A multivariate Kolmogorov-Smornov test of goodnes of fit (RePEc:cte:wsrepe:3955)
by Justel, Ana & Zamar, Rubén - Gibbs sampling will fail in outlier problems with strong masking (RePEc:cte:wsrepe:4203)
by Justel, Ana - Inflation and inequality bias in the presence of bulk purchases for food and drinks (RePEc:cte:wsrepe:4514)
by Peña, Daniel & Ruiz-Castillo, Javier - Combining information in statistical modelling (RePEc:cte:wsrepe:4516)
by Peña, Daniel - Measuring intervention effects on multiplie time series subjected to linear restrictions: A Banking Example (RePEc:cte:wsrepe:6212)
by Guerrero, Victor M. & Poncela, Pilar - The identification of multiple outliers in arima models (RePEc:cte:wsrepe:6220)
by Sánchez, María Jesús - Eigenstructure of nonstationary factor models (RePEc:cte:wsrepe:6224)
by Poncela, Pilar - Heterogeneity and model uncertainty in bayesian regression models (RePEc:cte:wsrepe:6260)
by Justel, A. - Outliers in multivariate time series (RePEc:cte:wsrepe:6285)
by Tsay, Ruey S. & Pankratz, Alan E. - Trend in statistical research productivity by journal publications over the period 1985-1997 (RePEc:cte:wsrepe:6355)
by Gil, J. A. & Rodriguez, J. - Statiscal research in Europe:1985-1997 (RePEc:cte:wsrepe:6356)
by Gil, J. A. & Rodriguez, J. - The kurtosis coeficient and the linear discriminant function (RePEc:cte:wsrepe:6358)
by Prieto, Francisco J. - Detection of outlier patches in autoregressive time series (RePEc:cte:wsrepe:9821)
by Justel, A. & Tsay, Ruey S. - Forecasting time series with sieve bootstrap (RePEc:cte:wsrepe:9858)
by Alonso Fernández, Andrés Modesto & Peña, Daniel & Romo, Juan - An interview to George Box (RePEc:cte:wsrepe:9920)
by Peña, Daniel - Resampling time series by missing values techniques (RePEc:cte:wsrepe:9923)
by Alonso Fernández, Andrés Modesto & Peña, Daniel & Romo, Juan - Forecasting with nostationary dynamic factor models (RePEc:cte:wsrepe:9959)
by Poncela, Pilar - Descriptive measures of multivariate scatter and linear dependence (RePEc:cte:wsrepe:9960)
by Rodríguez, Julio - Outliers and conditional autoregressive heteroscedasticity in time series (RePEc:cte:wsrepe:ws010704)
by Carnero, María Ángeles - Is stochastic volatility more flexible than garch? (RePEc:cte:wsrepe:ws010805)
by Carnero, María Ángeles - New in-sample prediction errors in time series with applications (RePEc:cte:wsrepe:ws011107)
by Sánchez, Ismael - Introducing model uncertainty in time series bootstrap (RePEc:cte:wsrepe:ws011409)
by Alonso Fernández, Andrés Modesto & Peña, Daniel & Romo, Juan - Multivariate analysis in vector time series (RePEc:cte:wsrepe:ws012415)
by Galeano, Pedro - A bayesian approach for predicting with polynomial regresión of unknown degree (RePEc:cte:wsrepe:ws032104)
by Guttman, Irwin & Redondas, María Dolores - Bayesian curve estimation by model averaging (RePEc:cte:wsrepe:ws034410)
by Redondas, María Dolores - Detecting level shifts in the presence of conditional heteroscedasticity (RePEc:cte:wsrepe:ws036313)
by Carnero, María Ángeles - Dimensionality reduction with image data (RePEc:cte:wsrepe:ws041003)
by Peña, Daniel & Benito Bonito, Mónica - Variance changes detection in multivariate time series (RePEc:cte:wsrepe:ws041305)
by Galeano, Pedro - Model selection criteria and quadratic discrimination in ARMA and SETAR time series models (RePEc:cte:wsrepe:ws041406)
by Galeano, Pedro - Spurious and hidden volatility (RePEc:cte:wsrepe:ws042007)
by Carnero, María Ángeles - A note on prediction and interpolation errors in time series (RePEc:cte:wsrepe:ws042710)
by Galeano, Pedro - Outlier detection in multivariate time series via projection pursuit (RePEc:cte:wsrepe:ws044211)
by Galeano, Pedro & Tsay, Ruey S. - A robust partial least squares method with applications (RePEc:cte:wsrepe:ws071304)
by González, Javier & Romera, Rosario - A methodology for population projections: an application to Spain (RePEc:cte:wsrepe:ws084512)
by Rodríguez, Julio - A multivariate generalized independent factor GARCH model with an application to financial stock returns (RePEc:cte:wsrepe:ws087528)
by García-Ferrer, Antonio & González-Prieto, Ester - Clustering and classifying images with local and global variability (RePEc:cte:wsrepe:ws090101)
by Giuliodori, Andrea - Graphical identification of TAR models (RePEc:cte:wsrepe:ws097723)
by Sánchez, Ismael - Time series segmentation by Cusum, AutoSLEX and AutoPARM methods (RePEc:cte:wsrepe:ws098025)
by Badagian Baharian, Ana Laura & Kaiser Remiro, Regina & Peña, Daniel - Recombining dependent data: an Order Statistics (RePEc:cte:wsrepe:ws098526)
by Álvarez, Adolfo - Robust estimation in linear regression models with fixed effects (RePEc:cte:wsrepe:ws098827)
by Molina, Isabel & Pérez, Betsabé - Exploring ICA for time series decomposition (RePEc:cte:wsrepe:ws111611)
by García-Ferrer, Antonio & González-Prieto, Ester - Handwritten digit classification (RePEc:cte:wsrepe:ws111712)
by Giuliodori, Andrea - Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica (RePEc:cte:wsrepe:ws111813)
by Sánchez, Ismael - Robust Henderson III estimators of variance components in the nested error model (RePEc:cte:wsrepe:ws114332)
by Pérez, Betsabé & Molina, Isabel - Recombining partitions via unimodality tests (RePEc:cte:wsrepe:ws130706)
by Álvarez, Adolfo - The change-point problem and segmentation of processes with conditional heteroskedasticity (RePEc:cte:wsrepe:ws131718)
by Peña, Daniel & Badagian Baharian, Ana Laura & Kaiser Remiro, Regina - Recombining partitions from multivariate data: a clustering method on Bayes factors (RePEc:cte:wsrepe:ws140804)
by Álvarez, Adolfo - Independent components techniques based on kurtosis for functional data analysis (RePEc:cte:wsrepe:ws141006)
by Prieto, Francisco J. & Rendón, Carolina - Sebastián Coll y Marta Guijarro: Estadística aplicada a las ciencias sociales, Madrid, Pirámide, 1998 (RePEc:cup:reveco:v:18:y:2000:i:03:p:687-690_00)
by Peña, Daniel - Bayesian unmasking in linear models (RePEc:eee:csdana:v:36:y:2001:i:1:p:69-84)
by Justel, Ana & Pena, Daniel - A periodogram-based metric for time series classification (RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684)
by Caiado, Jorge & Crato, Nuno & Pena, Daniel - Bayesian curve estimation by model averaging (RePEc:eee:csdana:v:50:y:2006:i:3:p:688-709)
by Pena, Daniel & Redondas, Dolores - Detecting defects with image data (RePEc:eee:csdana:v:51:y:2007:i:12:p:6395-6403)
by Benito, Monica & Pena, Daniel - What drives industrial energy prices? (RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003959)
by Camacho, Maximo & Caro, Angela & Peña, Daniel - Estimating GARCH volatility in the presence of outliers (RePEc:eee:ecolet:v:114:y:2012:i:1:p:86-90)
by Carnero, M. Angeles & Peña, Daniel & Ruiz, Esther - Forecasting with nonstationary dynamic factor models (RePEc:eee:econom:v:119:y:2004:i:2:p:291-321)
by Pena, Daniel & Poncela, Pilar - A robust procedure to build dynamic factor models with cluster structure (RePEc:eee:econom:v:216:y:2020:i:1:p:35-52)
by Alonso, Andrés M. & Galeano, Pedro & Peña, Daniel - Missing observations in ARIMA models: Skipping approach versus additive outlier approach (RePEc:eee:econom:v:88:y:1998:i:2:p:341-363)
by Gomez, Victor & Maravall, Agustin & Pena, Daniel - George Box: An interview with the International Journal of Forecasting (RePEc:eee:intfor:v:17:y:2001:i:1:p:1-9)
by Pena, Daniel - Detecting nonlinearity in time series by model selection criteria (RePEc:eee:intfor:v:21:y:2005:i:4:p:731-748)
by Pena, Daniel & Rodriguez, Julio - A conditionally heteroskedastic independent factor model with an application to financial stock returns (RePEc:eee:intfor:v:28:y:2012:i:1:p:70-93)
by García-Ferrer, Antonio & González-Prieto, Ester & Peña, Daniel - Agustín Maravall: An interview with the International Journal of Forecasting (RePEc:eee:intfor:v:36:y:2020:i:4:p:1241-1251)
by Peña, Daniel - 30 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial (RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337)
by Escribano, Alvaro & Peña, Daniel & Ruiz, Esther - Sparse estimation of dynamic principal components for forecasting high-dimensional time series (RePEc:eee:intfor:v:37:y:2021:i:4:p:1498-1508)
by Peña, Daniel & Smucler, Ezequiel & Yohai, Victor J. - Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure (RePEc:eee:jmvana:v:101:y:2010:i:9:p:1995-2007)
by Peña, Daniel & Prieto, Francisco J. & Viladomat, Júlia - Descriptive measures of multivariate scatter and linear dependence (RePEc:eee:jmvana:v:85:y:2003:i:2:p:361-374)
by Peña, Daniel & Rodríguez, Julio - Distributional aspects of public rental housing and rent control policies in Spain (RePEc:eee:juecon:v:15:y:1984:i:3:p:350-370)
by Pena, Daniel & Ruiz-Castillo, Javier - A multivariate Kolmogorov-Smirnov test of goodness of fit (RePEc:eee:stapro:v:35:y:1997:i:3:p:251-259)
by Justel, Ana & Peña, Daniel & Zamar, Rubén - A simple diagnostic tool for local prior sensitivity (RePEc:eee:stapro:v:36:y:1997:i:2:p:205-212)
by Peña, Daniel & Zamar, Ruben - The kurtosis coefficient and the linear discriminant function (RePEc:eee:stapro:v:49:y:2000:i:3:p:257-261)
by Peña, Daniel & Prieto, Francisco J. - On sieve bootstrap prediction intervals (RePEc:eee:stapro:v:65:y:2003:i:1:p:13-20)
by Alonso, Andrés M. & Peña, Daniel & Romo, Juan - A note on prediction and interpolation errors in time series (RePEc:eee:stapro:v:73:y:2005:i:1:p:71-78)
by Galeano, Pedro & Peña, Daniel - On the connection between model selection criteria and quadratic discrimination in ARMA time series models (RePEc:eee:stapro:v:77:y:2007:i:9:p:896-900)
by Galeano, Pedro & Peña, Daniel - Proyecciones de demanda de educación en España (RePEc:fbb:wpaper:201081)
by Alonso Fernández Andrés M. & Peña Sánchez de Rivera Daniel & Rodríguez Puerta Julio - Observaciones influyentes en modelos econométricos (RePEc:iec:inveco:v:11:y:1987:i:1:p:3-24)
by Daniel Peña - Los modelos Arima, el estado de equilibrio en variables económicas y su estimación (RePEc:iec:inveco:v:14:y:1990:i:2:p:191-211)
by Antoni Espasa & Daniel Peña - Properties Of Predictors In Overdifferenced Nearly Nonstationary Autoregression (RePEc:ivi:wpasad:1999-08)
by Daniel Peña & Ismael Sánchez - Detecting Level Shifts In The Presence Of Conditional Heteroscedasticity (RePEc:ivi:wpasad:2004-06)
by M. Angeles Carnero & Daniel Peña & Esther Ruiz - Spurious And Hidden Volatility (RePEc:ivi:wpasad:2004-45)
by M. Angeles Carnero & Daniel Peña & Esther Ruiz - Estimating and Forecasting GARCH Volatility in the Presence of Outiers (RePEc:ivi:wpasad:2008-13)
by M. Angeles Carnero & Daniel Peña & Esther Ruiz - Identification of TAR models using recursive estimation (RePEc:jof:jforec:v:30:y:2011:i:1:p:31-50)
by Miguel Ángel Bermejo & Daniel Peña & Ismael Sánchez - Dimension reduction in time series and the dynamic factor model (RePEc:oup:biomet:v:96:y:2009:i:2:p:494-496)
by Daniel Peña - The relationship between farm and retail prices in the Spanish broiler chicken industry: An application of the Box-Jenkins approach (RePEc:oup:erevae:v:7:y:1980:i:3:p:267-288.)
by DANIEL PEÑA & Professor JOSÉ SUMPSI - Comparison of time series with unequal length in the frequency domain (RePEc:pra:mprapa:15310)
by Caiado, Jorge & Crato, Nuno & Peña, Daniel - Is there an identity within international stock market volatilities? (RePEc:pra:mprapa:2069)
by Caiado, Jorge & Crato, Nuno & Peña, Daniel - An interpolated periodogram-based metric for comparison of time series with unequal lengths (RePEc:pra:mprapa:2075)
by Caiado, Jorge & Crato, Nuno & Peña, Daniel - Comparison of time series with unequal length (RePEc:pra:mprapa:6605)
by Caiado, Jorge & Crato, Nuno & Peña, Daniel - Resampling time series using missing values techniques (RePEc:spr:aistmt:v:55:y:2003:i:4:p:765-796)
by Andrés Alonso & Daniel Peña & Juan Romo - Introducing model uncertainty by moving blocks bootstrap (RePEc:spr:stpapr:v:47:y:2006:i:2:p:167-179)
by Andrés Alonso & Daniel Peña & Juan Romo - Several Bayesians: A review (RePEc:spr:testjl:v:2:y:1993:i:1:p:1-32)
by Joseph Kadane & Javier Girón & Daniel Peña & Peter Fishburn & Simon French & D. Lindley & Giovanni Parmigiani & Robert Winkler - Data science, big data and statistics (RePEc:spr:testjl:v:28:y:2019:i:2:d:10.1007_s11749-019-00651-9)
by Pedro Galeano & Daniel Peña - Rejoinder on: Data science, big data and statistics (RePEc:spr:testjl:v:28:y:2019:i:2:d:10.1007_s11749-019-00652-8)
by Pedro Galeano & Daniel Peña - Understanding complex predictive models with ghost variables (RePEc:spr:testjl:v:32:y:2023:i:1:d:10.1007_s11749-022-00826-x)
by Pedro Delicado & Daniel Peña - Statistical inference and Monte Carlo algorithms (RePEc:spr:testjl:v:5:y:1996:i:2:p:249-344)
by George Casella & Juan Ferrándiz & Daniel Peña & David Insua & José Bernardo & P. García-López & A. González & J. Berger & A. Dawid & Thomas Diciccio & Martin Wells & Paul Gustafson & Larry Wasserman & - The stochastic control of process capability indices (RePEc:spr:testjl:v:7:y:1998:i:1:p:1-74)
by Nozer Singpurwalla & G. Box & D. Cox & D. Dey & A. Fries & J. Ghosh & M. Gómez-Villegas & T. Irony & W. Kliemann & S. Kotz & D. Lindley & M. McGrath & D. Peña & N. Singpurwalla - Robust principal component analysis for functional data (RePEc:spr:testjl:v:8:y:1999:i:1:p:1-73)
by N. Locantore & J. Marron & D. Simpson & N. Tripoli & J. Zhang & K. Cohen & Graciela Boente & Ricardo Fraiman & Babette Brumback & Christophe Croux & Jianqing Fan & Alois Kneip & John Marden & Daniel P - Statistical research in Europe: 1985–1997 (RePEc:spr:testjl:v:9:y:2000:i:1:p:255-281)
by Juan Gil & Daniel Peña & Julio Rodríguez - Temporal disaggregation and restricted forecasting of multiple population time series (RePEc:taf:japsta:v:38:y:2011:i:4:p:799-815)
by E. Silva & V. M. Guerrero & D. Peña - Generalized Dynamic Principal Components (RePEc:taf:jnlasa:v:111:y:2016:i:515:p:1121-1131)
by Daniel Peña & Victor J. Yohai - Forecasting Multiple Time Series With One-Sided Dynamic Principal Components (RePEc:taf:jnlasa:v:114:y:2019:i:528:p:1683-1694)
by Daniel Peña & Ezequiel Smucler & Victor J. Yohai - Comment on “Factor Models for High-Dimensional Tensor Time Series” (RePEc:taf:jnlasa:v:117:y:2022:i:537:p:118-123)
by Daniel Peña