Soledad Torres

Available identifiers

zbMath Open torres.soledadMaRDI QIDQ181881

List of research outcomes

Publication	Date of Publication	Type
Stochastic differential equations with discontinuous diffusion coefficients	2023-10-12	Paper
Spatio-Temporal Weighted Regression Model with Fractional-Colored Noise: Parameter estimation and consistency	2023-09-20	Paper
Parameter estimation for a discrete time model driven by fractional Poisson process	2023-07-03	Paper
Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion	2023-07-03	Paper
Forward integration of bounded variation coefficients with respect to Hölder continuous processes	2023-06-02	Paper
ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE	2023-05-23	Paper
On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case	2023-05-23	Paper
Representation of solutions to sticky stochastic differential equations	2023-04-13	Paper
Two consistent estimators for the skew Brownian motion	2023-03-09	Paper
Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation	2022-10-06	Paper
Studies on the basic reproduction number in stochastic epidemic models with random perturbations	2022-08-25	Paper
Correction to: ``Studies on the basic reproduction number in stochastic epidemic models with random perturbations	2022-08-25	Paper
Euler scheme for fractional delay stochastic differential equations by rough paths techniques	2022-07-01	Paper
Bayesian inference for fractional oscillating Brownian motion	2022-05-10	Paper
Long memory estimation in a non-Gaussian bivariate process	2022-03-03	Paper
Least-square estimators in linear regression models under negatively superadditive dependent random observations	2022-01-25	Paper
Least square estimators in linear regression models under negatively superadditive dependent random observations	2021-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q5009794	2021-08-06	Paper
Oscillating Gaussian processes	2021-05-03	Paper
On local linearization method for stochastic differential equations driven by fractional Brownian motion	2021-03-02	Paper
On the ARCH model with stationary liquidity	2021-02-10	Paper
Penalisation techniques for one-dimensional reflected rough differential equations	2020-10-07	Paper
Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\).	2020-08-06	Paper
Donsker type theorem for fractional Poisson process	2019-09-05	Paper
On generalized ARCH model with stationary liquidity	2018-06-22	Paper
The multifractal random walk as pathwise stochastic integral: construction and simulation	2018-04-20	Paper
ARCH model and fractional Brownian motion	2018-02-15	Paper
Fractional stochastic differential equation with discontinuous diffusion	2018-01-25	Paper
Statistical Inference in Fractional Poisson Ornstein-Uhlenbeck Process	2017-12-13	Paper
Bayesian inference on the memory parameter for gamma-modulated regression models	2016-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q2944055	2015-09-07	Paper
Quadratic variations for the fractional-colored stochastic heat equation	2014-09-24	Paper
Is a Brownian Motion Skew?	2014-05-26	Paper
Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process	2013-10-18	Paper
Stochastic predator-prey model with Allee effect on prey	2012-12-28	Paper
A strong convergence to the Rosenblatt process	2012-05-04	Paper
Numerical Method for Reflected Backward Stochastic Differential Equations	2012-02-19	Paper
Maximum-likelihood estimators and random walks in long memory models	2011-12-21	Paper
Option pricing under a gamma-modulated diffusion process	2011-11-15	Paper
Drift parameter estimation in fractional diffusions driven by perturbed random walks	2011-02-11	Paper
Is a Brownian skew?	2011-01-05	Paper
A stochastic scheme of approximation for ordinary differential equations	2009-11-20	Paper
Full Bayesian Analysis for a Class of Jump-Diffusion Models	2009-07-16	Paper
Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model	2009-06-17	Paper
Class of skew-distributions: theory and applications in biology	2006-11-07	Paper
The Euler scheme for a class of anticipating stochastic differential equations	2005-05-20	Paper
Robust Portmanteau TRA Tests and Their Limit Distribution	2005-01-14	Paper
Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations	2005-01-03	Paper
https://portal.mardi4nfdi.de/entity/Q4811453	2004-09-06	Paper
Numerical method for backward stochastic differential equations	2003-05-06	Paper
Euler scheme for solutions of a countable system of stochastic differential equations	2002-04-21	Paper
The Euler scheme for Hilbert space valued stochastic differential equations	2002-02-03	Paper

Research outcomes over time

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