Héctor Araya

Available identifiers

zbMath Open araya.hectorMaRDI QIDQ785390

List of research outcomes

Publication	Date of Publication	Type
Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion	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	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	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
Generalized Hermite process: tempering, properties and applications	2022-10-05	Paper
Non symmetric Rosenblatt process over a compact	2022-05-25	Paper
Bayesian inference for fractional oscillating Brownian motion	2022-05-10	Paper
https://portal.mardi4nfdi.de/entity/Q5164445	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	2021-03-09	Paper
On local linearization method for stochastic differential equations driven by fractional Brownian motion	2021-03-02	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
Behavior of the Hermite sheet with respect to the Hurst index	2019-06-28	Paper
Statistical Inference in Fractional Poisson Ornstein-Uhlenbeck Process	2017-12-13	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Héctor Araya