2 citations · 2 across the 3 of their papers we have counts for
4 papers
Consistency and Convergence of the Backward-Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion
Alexander Abreu, Lisandro Fermin, Ernesto Mordecki +1
We study the backward-Euler scheme for a class of stochastic functional differential equations (SFDEs) with memory driven by a fractional Brownian motion with Hurst parameter H > 1…
Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion via Fractional Calculus Techniques
Alexander Abreu, Héctor Araya, Lisandro Fermin +2
We study a stochastic functional differential equation (SFDE) with memory driven by a fractional Brownian motion (fBm) with Hurst parameter H>1/2. An Euler-type numerical scheme is…
Spatio-Temporal Weighted Regression Model with Fractional-Colored Noise: Parameter estimation and consistency
Héctor Araya, Lisandro Fermín, Silfrido Gómez +2
Geographical and Temporal Weighted Regression (GTWR) model is an important local technique for exploring spatial heterogeneity in data relationships, as well as temporal dependence…
Parameter estimation for random sampled Regression Model with Long Memory Noise
Héctor Araya, Natalia Bahamonde, Lisandro Fermín +2
In this article, we present the least squares estimator for the drift parameter in a linear regression model driven by the increment of a fractional Brownian motion sampled at rand…