| Publication | Date of Publication | Type |
|---|
Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise
Statistical Papers | 2024-11-18 | Paper |
Stochastic differential equations driven by small general Gaussian noise: non parametric estimation
Matemática Contemporânea | 2024-05-30 | Paper |
Stochastic differential equations with discontinuous diffusion coefficients
Theory of Probability and Mathematical Statistics | 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
Communications in Statistics: Theory and Methods | 2023-07-03 | Paper |
Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion
Communications in Statistics: Theory and Methods | 2023-07-03 | Paper |
Forward integration of bounded variation coefficients with respect to Hölder continuous processes
Bernoulli | 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
STATISTICA SINICA | 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
STATISTICA SINICA | 2023-05-23 | Paper |
Representation of solutions to sticky stochastic differential equations
Stochastics and Dynamics | 2023-04-13 | Paper |
Two consistent estimators for the skew Brownian motion
ESAIM: Probability and Statistics | 2023-03-09 | Paper |
Vector-valued generalized Ornstein-Uhlenbeck processes: properties and parameter estimation
Scandinavian Journal of Statistics | 2022-10-06 | Paper |
Studies on the basic reproduction number in stochastic epidemic models with random perturbations
Advances in Difference Equations | 2022-08-25 | Paper |
Correction to: ``Studies on the basic reproduction number in stochastic epidemic models with random perturbations
Advances in Difference Equations | 2022-08-25 | Paper |
Euler scheme for fractional delay stochastic differential equations by rough paths techniques
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-01 | Paper |
Bayesian inference for fractional oscillating Brownian motion
Computational Statistics | 2022-05-10 | Paper |
Long memory estimation in a non-Gaussian bivariate process
Applied Mathematics and Computation | 2022-03-03 | Paper |
Least-square estimators in linear regression models under negatively superadditive dependent random observations
Statistics | 2022-01-25 | Paper |
Least square estimators in linear regression models under negatively superadditive dependent random observations
| 2021-10-06 | Paper |
A CLT for a class of stochastic integrals with application in statistics
| 2021-08-06 | Paper |
Oscillating Gaussian processes
Statistical Inference for Stochastic Processes | 2021-05-03 | Paper |
On local linearization method for stochastic differential equations driven by fractional Brownian motion
Stochastic Analysis and Applications | 2021-03-02 | Paper |
On the ARCH model with stationary liquidity
Metrika | 2021-02-10 | Paper |
Penalisation techniques for one-dimensional reflected rough differential equations
Bernoulli | 2020-10-07 | Paper |
Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\).
Journal of Theoretical Probability | 2020-08-06 | Paper |
Donsker type theorem for fractional Poisson process
Statistics \& Probability Letters | 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
Journal of Theoretical Probability | 2018-04-20 | Paper |
ARCH model and fractional Brownian motion
Statistics \& Probability Letters | 2018-02-15 | Paper |
Fractional stochastic differential equation with discontinuous diffusion
Stochastic Analysis and Applications | 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
Entropy | 2016-06-15 | Paper |
scientific article; zbMATH DE number 6479093 (Why is no real title available?)
| 2015-09-07 | Paper |
Quadratic variations for the fractional-colored stochastic heat equation
Electronic Journal of Probability | 2014-09-24 | Paper |
Is a Brownian Motion Skew?
Scandinavian Journal of Statistics | 2014-05-26 | Paper |
Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process
Stochastic Models | 2013-10-18 | Paper |
Stochastic predator-prey model with Allee effect on prey
Nonlinear Analysis. Real World Applications | 2012-12-28 | Paper |
A strong convergence to the Rosenblatt process
Journal of Mathematical Analysis and Applications | 2012-05-04 | Paper |
Numerical method for reflected backward stochastic differential equations
Stochastic Analysis and Applications | 2012-02-19 | Paper |
Maximum-likelihood estimators and random walks in long memory models
Statistics | 2011-12-21 | Paper |
Option pricing under a gamma-modulated diffusion process
Annals of Finance | 2011-11-15 | Paper |
Drift parameter estimation in fractional diffusions driven by perturbed random walks
Statistics \& Probability Letters | 2011-02-11 | Paper |
Is a Brownian skew?
| 2011-01-05 | Paper |
A stochastic scheme of approximation for ordinary differential equations
Electronic Communications in Probability | 2009-11-20 | Paper |
Full Bayesian Analysis for a Class of Jump-Diffusion Models
Communications in Statistics: Theory and Methods | 2009-07-16 | Paper |
Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model
Stochastic Analysis and Applications | 2009-06-17 | Paper |
Class of skew-distributions: theory and applications in biology
Statistics | 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
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations
International Statistical Review | 2005-01-03 | Paper |
scientific article; zbMATH DE number 2096689 (Why is no real title available?)
| 2004-09-06 | Paper |
Numerical method for backward stochastic differential equations
The Annals of Applied Probability | 2003-05-06 | Paper |
Euler scheme for solutions of a countable system of stochastic differential equations
Statistics \& Probability Letters | 2002-04-21 | Paper |
The Euler scheme for Hilbert space valued stochastic differential equations
Statistics \& Probability Letters | 2002-02-03 | Paper |
