Publicaciones (18) Publicaciones de ANA ALEJANDRA CABAÑA NIGRO

2023

  1. Estimated Covid-19 burden in Spain: ARCH underreported non-stationary time series

    BMC medical research methodology, Vol. 23, Núm. 1, pp. 75

2021

  1. Cumulated burden of COVID-19 in Spain from a Bayesian perspective

    European Journal of Public Health, Vol. 31, Núm. 4, pp. 917-920

  2. Sentiment analysis of financial news: Mechanics and statistics

    Data Science for Economics and Finance: Methodologies and Applications (Springer International Publishing), pp. 195-216

2020

  1. American and exotic options in a market with frictions

    European Journal of Finance, Vol. 26, Núm. 2-3, pp. 179-199

  2. Deep and Wide Neural Networks Covariance Estimation

    Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

  3. Estimating the real burden of disease under a pandemic situation: The SARS-CoV2 case

    PLoS ONE, Vol. 15, Núm. 12 December

2018

  1. Embedding in law of discrete time ARMA processes in continuous time stationary processes

    Journal of Statistical Planning and Inference, Vol. 197, pp. 156-167

2017

  1. An alternative to CARMA models via iterations of Ornstein–Uhlenbeck processes

    Trends in Mathematics, Vol. 6, pp. 101-107

2016

  1. A construction of continuous-time ARMA models by iterations of Ornstein-Uhlenbeck processes

    Sort: Statistics and Operations Research Transactions, Vol. 40, Núm. 2, pp. 267-302

  2. Towards a sharp estimation of transfer entropy for identifying causality in financial time series

    CEUR Workshop Proceedings

2014

  1. Modeling stationary data by a class of generalized ornstein-uhlenbeck processes: The Gaussian case

    Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), Vol. 8819, pp. 13-24

2013

  1. A Graphical Tool for Describing the Temporal Evolution of Clusters in Financial Stock Markets

    Computational Economics, Vol. 41, Núm. 2, pp. 213-231

2009

  1. Comments on: Goodness-of-fit-tests in mixed models

    Test, Vol. 18, Núm. 2, pp. 240-243

  2. Goodness-of-fit tests for continuous regression

    Methodology and Computing in Applied Probability

2007

  1. Towards a global method for comparing classifiers

    XXX Congreso Nacional de Estadística e Investigación Operativa y de las IV Jornadas de Estadística Pública: actas

  2. Transformaciones de procesos en la inferencia estadística

    XXX Congreso Nacional de Estadística e Investigación Operativa y de las IV Jornadas de Estadística Pública: actas

2005

  1. Goodness-of-fit to the exponential distribution, focused on Weibull alternatives

    Communications in Statistics: Simulation and Computation, Vol. 34, Núm. 3, pp. 711-723

  2. Using the empirical moment generating function in testing for the weibull and the type I extreme value distributions

    Test, Vol. 14, Núm. 2, pp. 417-431