The following pages link to Soledad Torres (Q181881):
Displaying 46 items.
- Bayesian inference on the memory parameter for gamma-modulated regression models (Q296437) (← links)
- A strong convergence to the Rosenblatt process (Q412475) (← links)
- Drift parameter estimation in fractional diffusions driven by perturbed random walks (Q625008) (← links)
- Option pricing under a gamma-modulated diffusion process (Q645515) (← links)
- Quadratic variations for the fractional-colored stochastic heat equation (Q743502) (← links)
- Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). (Q785391) (← links)
- A stochastic scheme of approximation for ordinary differential equations (Q1038845) (← links)
- ARCH model and fractional Brownian motion (Q1698250) (← links)
- The multifractal random walk as pathwise stochastic integral: construction and simulation (Q1745273) (← links)
- Numerical method for backward stochastic differential equations (Q1872402) (← links)
- Stochastic predator-prey model with Allee effect on prey (Q1926471) (← links)
- Oscillating Gaussian processes (Q2023470) (← links)
- Bayesian inference for fractional oscillating Brownian motion (Q2135897) (← links)
- Euler scheme for fractional delay stochastic differential equations by rough paths techniques (Q2153083) (← links)
- Studies on the basic reproduction number in stochastic epidemic models with random perturbations (Q2167028) (← links)
- Correction to: ``Studies on the basic reproduction number in stochastic epidemic models with random perturbations'' (Q2167151) (← links)
- Penalisation techniques for one-dimensional reflected rough differential equations (Q2203628) (← links)
- On the ARCH model with stationary liquidity (Q2227202) (← links)
- Donsker type theorem for fractional Poisson process (Q2322591) (← links)
- Long memory estimation in a non-Gaussian bivariate process (Q2668362) (← links)
- Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process (Q2854346) (← links)
- (Q2944055) (← links)
- Maximum-likelihood estimators and random walks in long memory models (Q3106392) (← links)
- Numerical Method for Reflected Backward Stochastic Differential Equations (Q3114568) (← links)
- Robust Portmanteau TRA Tests and Their Limit Distribution (Q3155367) (← links)
- Class of skew-distributions: theory and applications in biology (Q3409016) (← links)
- Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (Q3633141) (← links)
- Fractional stochastic differential equation with discontinuous diffusion (Q4602040) (← links)
- The Euler scheme for a class of anticipating stochastic differential equations (Q4677081) (← links)
- (Q4811453) (← links)
- Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations (Q4832083) (← links)
- On local linearization method for stochastic differential equations driven by fractional Brownian motion (Q4964410) (← links)
- (Q5009794) (← links)
- Least-square estimators in linear regression models under negatively superadditive dependent random observations (Q5023870) (← links)
- Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation (Q5043789) (← links)
- Full Bayesian Analysis for a Class of Jump-Diffusion Models (Q5321902) (← links)
- Is a Brownian Motion Skew? (Q5418629) (← links)
- Two consistent estimators for the skew Brownian motion (Q5881039) (← links)
- Representation of solutions to sticky stochastic differential equations (Q5887748) (← links)
- The Euler scheme for Hilbert space valued stochastic differential equations (Q5934102) (← links)
- Euler scheme for solutions of a countable system of stochastic differential equations (Q5953977) (← links)
- ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE (Q6039855) (← links)
- On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case (Q6039877) (← links)
- Stochastic differential equations with discontinuous diffusion coefficients (Q6050286) (← links)
- Forward integration of bounded variation coefficients with respect to Hölder continuous processes (Q6103218) (← links)
- Is a Brownian skew? (Q6222781) (← links)
