Publicaciones en colaboración con investigadores/as de Universidad Nacional de Educación a Distancia (35)

2024

  1. Searching for correct specification in spatial probit models. Classical approaches versus Gradient Boosting algorithm

    Spatial Statistics, Vol. 61

2022

  1. Non-parametric analysis of serial dependence in time series using ordinal patterns

    Computational Statistics and Data Analysis, Vol. 168

  2. Spatial partial causality

    European Physical Journal: Special Topics, Vol. 231, Núm. 9, pp. 1735-1739

2021

  1. Audit quality and fees: evidence from Spain

    Revista española de financiación y contabilidad, Vol. 50, Núm. 4, pp. 469-492

  2. Information theory and symbolic analysis: Theory and applications

    Entropy

  3. Selection of embedding dimension and delay time in phase space reconstruction via symbolic dynamics

    Entropy, Vol. 23, Núm. 2, pp. 1-13

  4. Statistical tests of symbolic dynamics

    Mathematics, Vol. 9, Núm. 8

2020

  1. Spatial models for online retail churn: Evidence from an online grocery delivery service in Madrid

    Papers in Regional Science, Vol. 99, Núm. 6, pp. 1643-1665

2019

  1. A test for deterministic dynamics in spatial processes

    Spatial Economic Analysis, Vol. 14, Núm. 3, pp. 361-377

  2. Symbolic correlation integral

    Econometric Reviews, Vol. 38, Núm. 5, pp. 533-556

  3. Symbolic recurrence analysis of rr interval to detect atrial fibrillation

    Journal of Clinical Medicine, Vol. 8, Núm. 11

  4. The impact of geographical factors on churn prediction: an application to an insurance company in Madrid's urban area

    Scandinavian Actuarial Journal, Vol. 2019, Núm. 3, pp. 188-203

  5. Two tests for dependence (Of unknown form) between time series

    Entropy, Vol. 21, Núm. 9

2018

  1. Symbolic recurrence plots to analyze dynamical systems

    Chaos, Vol. 28, Núm. 6

2016

  1. A note on the SG(m) test

    Journal of Geographical Systems, Vol. 18, Núm. 1, pp. 87-96

  2. Selection of temporal lags when modeling economic and financial processes

    Nonlinear Dynamics, Psychology, and Life Sciences, Vol. 20, Núm. 4, pp. 445-469

2015

  1. Identifying the most relevant lag with runs

    Entropy, Vol. 17, Núm. 5, pp. 2706-2722

2014

  1. A permutation entropy based test for causality: The volume-stock price relation

    Physica A: Statistical Mechanics and its Applications, Vol. 398, pp. 280-288

  2. Nonparametric correlation integral-based tests for linear and nonlinear stochastic processes

    Decisions in Economics and Finance, Vol. 37, Núm. 1, pp. 181-193

  3. Symbolic Correlation Integral

    INTERNATIONAL WORK-CONFERENCE ON TIME SERIES (ITISE 2014)