R. J. Biscay

Available identifiers

zbMath Open biscay.rolando-jMaRDI QIDQ557772

List of research outcomes

Publication	Date of Publication	Type
On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces	2019-02-20	Paper
The infinitely many zeros of stochastic coupled oscillators driven by random forces	2017-05-16	Paper
A non parametric approach for calibration with functional data	2015-10-26	Paper
https://portal.mardi4nfdi.de/entity/Q5258723	2015-06-23	Paper
Local linearization-Runge-Kutta methods: a class of A-stable explicit integrators for dynamical systems	2015-02-19	Paper
Group Lasso estimation of high-dimensional covariance matrices	2014-02-03	Paper
Nonparametric estimation of covariance functions by model selection	2013-05-27	Paper
A non-Bayesian predictive approach for statistical calibration	2013-03-21	Paper
Adaptive covariance estimation with model selection	2013-02-15	Paper
https://portal.mardi4nfdi.de/entity/Q2905678	2012-08-28	Paper
High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise	2010-10-13	Paper
Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations	2008-12-09	Paper
Numerical simulation of nonlinear dynamical systems driven by commutative noise	2007-11-01	Paper
A higher order local linearization method for solving ordinary differential equations	2007-03-12	Paper
Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview	2007-01-24	Paper
Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes	2006-10-30	Paper
Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints	2006-05-24	Paper
The local linearization method for numerical integration of random differential equations	2005-10-18	Paper
Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations	2005-09-27	Paper
A class of orthogonal integrators for stochastic differential equations	2005-06-30	Paper
Dynamic properties of the local linearization method for initial value problems.	2003-01-28	Paper
A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations	2003-01-28	Paper
Local linearization method for the numerical solution of stochastic differential equations	2003-01-20	Paper
Approximation of continuous time stochastic processes by the local linearization method revisited	2002-11-05	Paper
https://portal.mardi4nfdi.de/entity/Q2762656	2002-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q2756500	2001-11-12	Paper
Nonlinear EEG analysis based on a neural mass model	2001-05-07	Paper
Geometric selection of centers for radial basis function approximations involved in intensive computer simulations	1999-09-01	Paper
Cross-validation of covariance structures using the frobenius matrix distance as a discrepancy function	1998-02-05	Paper
Parametric representation of anatomical structures of the human body by means of trigonometric interpolating sums	1997-10-19	Paper
Modeling the electroencephalogram by means of spatial spline smoothing and temporal autoregression	1995-04-24	Paper
Distance between probability measures based on the relative operating characteristic curves	1995-02-28	Paper

Research outcomes over time

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