| Publication | Date of Publication | Type |
|---|
On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces Statistics & Probability Letters | 2019-02-20 | Paper |
| The infinitely many zeros of stochastic coupled oscillators driven by random forces | 2017-05-16 | Paper |
A non parametric approach for calibration with functional data STATISTICA SINICA | 2015-10-26 | Paper |
| A simulation study of functional density-based inverse regression | 2015-06-23 | Paper |
Local linearization-Runge-Kutta methods: a class of A-stable explicit integrators for dynamical systems Mathematical and Computer Modelling | 2015-02-19 | Paper |
| Group Lasso estimation of high-dimensional covariance matrices | 2014-02-03 | Paper |
Group Lasso estimation of high-dimensional covariance matrices (available as arXiv preprint) | 2014-02-03 | Paper |
Nonparametric estimation of covariance functions by model selection Electronic Journal of Statistics | 2013-05-27 | Paper |
Nonparametric estimation of covariance functions by model selection Electronic Journal of Statistics | 2013-05-27 | Paper |
A non-Bayesian predictive approach for statistical calibration Journal of Statistical Computation and Simulation | 2013-03-21 | Paper |
Adaptive covariance estimation with model selection Mathematical Methods of Statistics | 2013-02-15 | Paper |
QR-based methods for computing Lyapunov exponents of stochastic differential equations International Journal of Numerical Analysis and Modeling. Series B | 2012-08-28 | Paper |
High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise BIT | 2010-10-13 | Paper |
Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations Computational Science – ICCS 2006 | 2008-12-09 | Paper |
Numerical simulation of nonlinear dynamical systems driven by commutative noise Journal of Computational Physics | 2007-11-01 | Paper |
A higher order local linearization method for solving ordinary differential equations Applied Mathematics and Computation | 2007-03-12 | Paper |
Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview Asia-Pacific Financial Markets | 2007-01-24 | Paper |
Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes Journal of Computational and Applied Mathematics | 2006-10-30 | Paper |
Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints Journal of Time Series Analysis | 2006-05-24 | Paper |
The local linearization method for numerical integration of random differential equations BIT | 2005-10-18 | Paper |
Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations Applied Mathematics Letters | 2005-09-27 | Paper |
A class of orthogonal integrators for stochastic differential equations Journal of Computational and Applied Mathematics | 2005-06-30 | Paper |
Dynamic properties of the local linearization method for initial value problems. Applied Mathematics and Computation | 2003-01-28 | Paper |
A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations Applied Mathematics and Computation | 2003-01-28 | Paper |
Local linearization method for the numerical solution of stochastic differential equations Annals of the Institute of Statistical Mathematics | 2003-01-20 | Paper |
Approximation of continuous time stochastic processes by the local linearization method revisited Stochastic Analysis and Applications | 2002-11-05 | Paper |
Metric sample spaces of continuous geometric curves and estimation of their centroids Mathematische Nachrichten | 2002-06-26 | Paper |
The kappa measure of agreement between two groups of observers. Revista Investigación Operacional | 2001-11-12 | Paper |
Nonlinear EEG analysis based on a neural mass model Biological Cybernetics | 2001-05-07 | Paper |
Geometric selection of centers for radial basis function approximations involved in intensive computer simulations Mathematics and Computers in Simulation | 1999-09-01 | Paper |
Cross-validation of covariance structures using the frobenius matrix distance as a discrepancy function Journal of Statistical Computation and Simulation | 1998-02-05 | Paper |
Parametric representation of anatomical structures of the human body by means of trigonometric interpolating sums Journal of Computational Physics | 1997-10-19 | Paper |
Modeling the electroencephalogram by means of spatial spline smoothing and temporal autoregression Biological Cybernetics | 1995-04-24 | Paper |
Distance between probability measures based on the relative operating characteristic curves Statistics | 1995-02-28 | Paper |