Lisandro J. Fermín

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Consistency and Convergence of the Backward-Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion (available as arXiv preprint)	2026-09-29	Paper
Adaptive estimation in regression models for weakly dependent data and explanatory variable with known density Statistics	2026-08-21	Paper
Spatio--temporal weighted regression model with fractional-colored noise: parameter estimation and consistency Journal of Statistical Planning and Inference	2026-07-06	Paper
Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion via Fractional Calculus Techniques (available as arXiv preprint)	2026-01-01	Paper
Adaptive estimation in regression models for weakly dependent data and explanatory variable with known density (available as arXiv preprint)	2025-01-01	Paper
Spatio-Temporal Weighted Regression Model with Fractional-Colored Noise: Parameter estimation and consistency	2023-09-20	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
Spatio-Temporal Weighted Regression Model with Fractional-Colored Noise: Parameter estimation and consistency (available as arXiv preprint)	2023-01-01	Paper
A proof of consistency of the MLE for nonlinear Markov-switching AR processes Statistics & Probability Letters	2022-03-04	Paper
Variability and singularity arising from a piecewise-deterministic Markov process applied to model poor patient compliance in the multi-IV case Journal of Applied Statistics	2022-03-01	Paper
A Robbins–Monro Algorithm for Non‐Parametric Estimation of NAR Process with Markov Switching: Consistency Journal of Time Series Analysis	2017-12-01	Paper
Variability and singularity arising from poor compliance in a pharmacokinetic model. II: The multi-oral case Journal of Mathematical Biology	2017-03-17	Paper
Aggregation of autoregressive processes and long memory	2008-11-12	Paper
Aggregation of weakly dependent doubly stochastic processes	2008-05-13	Paper
Aggregation of weakly dependent doubly stochastic processes (available as arXiv preprint)	2008-01-01	Paper
Aggregation of autoregressive processes and long memory (available as arXiv preprint)	2008-01-01	Paper
Aggregation of Doubly Stochastic Interactive Gaussian Processes and Toeplitz forms of U-Statistics Lecture Notes in Statistics	2007-01-09	Paper
Disaggregation of long memory processes on \(\mathcal C^\infty\) class Electronic Communications in Probability	2006-11-03	Paper
Disaggregation of long memory processes on \(\mathcal C^\infty\) class Electronic Communications in Probability	2006-11-03	Paper

Research outcomes over time

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