| Publication | Date of Publication | Type |
|---|
Stability properties for the stochastic Anderson model with anticipating initial value
Discrete and Continuous Dynamical Systems. Series B | 2026-08-28 | Paper |
Drift parameter estimation for the noisy Ornstein-Uhlenbeck process driven by a Rosenblatt process
Statistics & Probability Letters | 2026-08-06 | Paper |
Spatio--temporal weighted regression model with fractional-colored noise: parameter estimation and consistency
Journal of Statistical Planning and Inference | 2026-07-06 | Paper |
Drift parameter identification for the Ornstein-Uhlenbeck process driven by Ornstein-Uhlenbeck with small general Gaussian noise
Statistical Papers | 2026-07-01 | Paper |
Non-central limit theorem for the oscillation of the Rosenblatt process.
Czechoslovak Mathematical Journal | 2026-02-20 | Paper |
Generalized Hermite process: tempering, properties and applications
Monte Carlo Methods and Applications | 2025-03-25 | Paper |
Parameter estimation for fractional power type diffusion: A hybrid Bayesian-deep learning approach
Communications in Statistics. Theory and Methods | 2024-11-20 | Paper |
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 |
Modeling Chile fishing data using environmental exogenous variables with GARCH-X model
Journal of the Iranian Statistical Society JIRSS | 2024-04-30 | Paper |
Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion
Random Operators and Stochastic Equations | 2023-11-30 | 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 |
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 |
| Generalized Hermite process: tempering, properties and applications | 2022-10-05 | Paper |
Non symmetric Rosenblatt process over a compact
Communications in Statistics: Theory and Methods | 2022-05-25 | Paper |
Bayesian inference for fractional oscillating Brownian motion
Computational Statistics | 2022-05-10 | Paper |
| Hermite spatial variations for the solution to the stochastic heat equation | 2021-11-11 | Paper |
| Gamma mixed fractional L\'evy Ornstein-Uhlenbeck process | 2021-07-20 | Paper |
Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise
Stochastics and Dynamics | 2021-03-09 | Paper |
On local linearization method for stochastic differential equations driven by fractional Brownian motion
Stochastic Analysis and Applications | 2021-03-02 | 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 |
Behavior of the Hermite sheet with respect to the Hurst index
Stochastic Processes and their Applications | 2019-06-28 | Paper |
| Statistical Inference in Fractional Poisson Ornstein-Uhlenbeck Process | 2017-12-13 | Paper |
