Publicaciones /  Publications

(2018) A. Arratia, A. Cabaña, E.M. Cabaña, Embedding in law of discrete time ARMA processes in continuous time stationary processesJournal of Statistical Planning and Inference 197, 156-167.
(2017) A. Cabaña, A. M. Estrada, J.Peña and A. J. Quiroz, Permutation tests in the two-sample problem for functional data, in Contributions to Statistics: Functional Statistics and Related fields, 77-86,  G. Aneiros, E. G. Bongiorno,R. Cao, P. Vieu Editors, Springer  ISSN 1431-1968 ISBN 978-3-319-55845-5.
(2016) A. Arratia, A. Cabaña, E.M. Cabaña, A construction of Continuous time ARMA models by iterations of Ornstein-Uhlenbeck processes, SORT, VOL. 40, No. 2.          
(2017) A. Arratia, . Cabaña; E. M. Cabaña. An Alternative to CARMA Models via Iterations of Ornstein–Uhlenbeck Processes. Trends in Mathematics 6, Extended Abstracts Summer 2015. 6, pp. 101 - 107. Birkhausser, 2017.
(2017) A. Fernández Fontelo; A. Cabaña; P. Puig; D. Moriña. Applying INAR-Hidden Markov Chains in the Analysis of Under-Reported Data. Trends in Mathematics 7, Extended Abstracts Fall 2015.7, Birkhäuser, 2017.
(2016) A. Arratia, A. Cabaña, E.M. Cabaña, A construction of Continuous time ARMA models by iterations of Ornstein-Uhlenbeck processes, SORT VOL 40, No. 2, 1-36.                                                                                               
(2016) A. Fernández, A. Cabaña, P.Puig, D. Moriña, Under-reported data analysis with INAR-hidden Markov chains, Statistics in Medicine VOL 35, Issue 26, 4875-4890.
(2016) A. Arratia, A. Cabaña, A. Serés, Towards a sharp estimation of transfer entropy for identifying causality in financial time series. Proceedings of the First Workshop on MIning DAta for financial applications (MIDAS 2016) co-located with the 2016 European
Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD2016). 
           
(2015) A. Cabaña, I. Serra, An approach to solve the weakness of block maxima method. Current topics in Risk analysis: ICRA6 and RISK2015 Conference, M. Guillén, A.Juan, H. Ramalinho, I. Serra, C. Serrat (Eds) ISBN: 978-84-9844-496-4, 179-186.    
(2014) A. Arratia, A. Cabaña, E.M. Cabaña  Modeling stationary data by a class of generalized Ornstein-Uhlenbeck processes: the Gaussian case. Advances in Intelligent Data Analysis XIII LNCS 8819, Blockeel, H., van Leewuwen, M. Vinciotti, V, (Eds)
(2013) A. Arratia and A.Cabaña Tracing the temporal evolution of clusters in a financial stock market
Computational Economics 41, 213-231.
(2012) A. Arratia, A. Cabaña, E.M. Cabaña, Modeling stationary data by a class of generalised Ornstein-Uhlenbeck
 processes
(2012) A. Cabaña, E.M. Cabaña and M. Scavino,   Weak convergence of Marked Empirical Processes for focused inference on AR(p) vs AR(p+1) stationary time series,  Methodology and Computing in Applied Probability 14, 793-810, DOI 10.1007/s11009-011-9270-7
(2011) A. Cabaña and  E. M. Cabaña, On the focusing of Cramér -von Mises Test, Publicaciones Matemáticas del Uruguay,
Volumen con contribuciones asociadas al Coloquio Fundacional del Instituto Franco Uruguayo de Matemática.
(2009) A. Cabaña ,  Comments on: Goodness-of-fit-tests in mixed models, TEST Vol. 18, No. 2 , 240-243.
(2009) A. Cabaña , E.M. Cabaña, Goodness-of-fit for continuous regression,  Methodology and Computing in Applied Probability, 11, 119-144
(2008) A. Cabaña, E.M. Cabaña y M. Scavino, Transforming processes in inference:
goodness-of-fit for autorregressive models, Proceedings IWAP2008.
(2007) A. Cabaña, E.M. Cabaña y M. Scavino, Transformaciones de procesos en inferencia estadística,  Actas XXX Congreso Nacional
de Estadística e Investigación Operativa, ISBN: 978-84-690-7249-3
(2005) A. Cabaña , E.M. Cabaña, Goodness-of-fit to the Exponential Distribution focused on Weibull alternatives.
 Communications in Statistics. Simulation and computation, Vol. 34, No. 3, 711-724.
(2005) A. Cabaña , A.J.Quiroz, Using the Empirical Moment generating Function in testing for the Weibull and the
type I extreme value distributions, Test14, No. 2, 417-431.
(2003) A. Cabaña , E.M. Cabaña, Tests of normality Basd on Transformed Empirical Processes,Methodology and Computing in Applied Probability 5, 309-335.
(2003) A. Cabaña y J. Ortega  SERIES Y PROBABILIDADES, Tercer Taller de Formación Matemática, TForMa.
(2001) A. Cabaña , E.M. Cabaña, Modified Anderson-Darling Tests with selective Power Inprovement, PMU 9 No. 2, 1-13
(2001) A. Cabaña , E.M. Cabaña, Goodness-of-Fit Tests based on Quadratic Functionals of Transformed Empirical Processes, Statistics 35, 171-189
(2001) A. Cabaña . Asymptotic distribution of quadratic functionals of Transformed Empirical Processes. Ac. Cient. Ven. ,52, supl. 2 12-15.
(2000) A. Cabaña , E.M. Cabaña, Tests of symmetry based on Transformed Empirical Processes, Can. Jr. Stat. 28, 829-839
(1998) A. Cabaña, E.M. Cabaña, Goodness-of-fit tests based on Transformed Empirical Processes, Ac. Cient. Ven. ,49 no. 4 234-240.
(1997) A. Cabaña, E.M. Cabaña, Transformed Empirical Processes and Kolmogorov-Smirnov Tests for multivariate distributions, Ann. Statist. 25 , no. 6 2388-2409.
(1997) E. M. Cabaña,Contiguity, goodness-of-fit tests and transformed empirical processes (X Escuela Venezolana de Matemáticas -Lecture notes written with the collaboration of Alejandra Cabaña ) (Spanish), Asociación Matemática Venezolana y Centro de Estudios Avanzados del IVIC, Caracas, Venezuela, 99 pp, 13 il.
(1997) A. Cabaña, E.M. Cabaña, Modified Anderson-Darling tests with selective power improvement. (Spanish) Proceedings of the Fourth "Dr. Antonio A. R. Monteiro" Congress on Mathematics (Spanish) (Bahía Blanca), 1--16, Univ. Nac. del Sur, Bahía Blanca, Argentina.
(1996) A. Cabaña . Transformations of the empirical measure and Kolmogorov-Smirnov tests. Ann. Statist. 24, no. 5, 2020-2035.
(1995) A. Cabaña , E.M. Cabaña, . Bridge-to-bridge transformations and Kolmogorov-Smirnov tests. Comm. Statist. Theory Methods 25 , no. 1, 227-234.
(1994) A. Cabaña , E.M. Cabaña . Goodness-of-fit and comparison tests of the Kolmogorov-Smirnov type for bivariate populations. Ann. Statist. 22 , no. 3, 1447-1459.
(1993)A. Cabaña Transformations du pont brownien empirique et tests de type Kolmogorov-Smirnov. C. R. Acad. Sci. Paris Ser. I Math. 317, no. 3, 315-318.