The following pages link to R. J. Biscay (Q557772):
Displaying 26 items.
- A class of orthogonal integrators for stochastic differential equations (Q557773) (← links)
- Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564) (← links)
- A higher order local linearization method for solving ordinary differential equations (Q870151) (← links)
- (Q1300476) (redirect page) (← links)
- Geometric selection of centers for radial basis function approximations involved in intensive computer simulations (Q1300477) (← links)
- Modeling the electroencephalogram by means of spatial spline smoothing and temporal autoregression (Q1346067) (← links)
- Local linearization method for the numerical solution of stochastic differential equations (Q1373252) (← links)
- Nonlinear EEG analysis based on a neural mass model (Q1581328) (← links)
- On the oscillatory behavior of coupled stochastic harmonic oscillators driven by random forces (Q1726848) (← links)
- Dynamic properties of the local linearization method for initial value problems. (Q1855145) (← links)
- A numerical method for the computation of the Lyapunov exponents of nonlinear ordinary differential equations (Q1855767) (← links)
- Parametric representation of anatomical structures of the human body by means of trigonometric interpolating sums (Q1924691) (← links)
- Adaptive covariance estimation with model selection (Q1935400) (← links)
- Nonparametric estimation of covariance functions by model selection (Q1952083) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Local linearization-Runge-Kutta methods: a class of A-stable explicit integrators for dynamical systems (Q2256430) (← links)
- Weak local linear discretizations for stochastic differential equations: convergence and numerical schemes (Q2433776) (← links)
- Numerical simulation of nonlinear dynamical systems driven by commutative noise (Q2458556) (← links)
- Computing the noise covariance matrix of the local linearization scheme for the numerical solution of stochastic differential equations (Q2565578) (← links)
- The local linearization method for numerical integration of random differential equations (Q2568632) (← links)
- (Q2756500) (← links)
- (Q2762656) (← links)
- (Q2905678) (← links)
- A non parametric approach for calibration with functional data (Q3448725) (← links)
- Local Linearization-Runge Kutta (LLRK) Methods for Solving Ordinary Differential Equations (Q3545018) (← links)
- Estimation of Nonparametric Autoregressive Time Series Models Under Dynamical Constraints (Q5467608) (← links)
