1 citations · 2 across the 7 of their papers we have counts for
9 papers
Parameter Estimation for Time-Scaled Inhomogeneous Phase-Type Distributions from Discrete Observations
Fernando Baltazar-Larios, Alejandra Quintos
Inhomogeneous phase-type (IPH) distributions extend classical phase-type (PH) models by allowing transition intensities to vary over time, offering greater flexibility for modeling…
Likelihood estimation for stochastic differential equations with mixed effects
Fernando Baltazar-Larios, Mogens Bladt, Michael Sørensen
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several expe…
Statistical inference for a stochastic generalized logistic differential equation
Fernando Baltazar-Larios, Francisco Delgado-Vences, Saul Diaz-Infante +1
This research aims to estimate three parameters in a stochastic generalized logistic differential equation. We assume the intrinsic growth rate and shape parameters are constant bu…
Simulating diffusion bridges using the Wiener chaos expansion
Francisco Delgado-Vences, Gabriel Adrián Salcedo-Varela, Fernando Baltazar-Larios
In this paper, we simulate diffusion bridges by using an approximation of the Wiener-chaos expansion (WCE), or a Fourier-Hermite expansion, for a related diffusion process. Indeed,…
Statistical inference for a stochastic partial differential equation related to an ecological niche
Fernando Baltazar-Larios, Francisco Delgado-Vences, Liliana Peralta
In this paper, we use a stochastic partial differential equation (SPDE) as a model for the density of a population under the influence of random external forces/stimuli given by th…
Parameter estimation and model selection for stochastic differential equations for biological growth
F. Baltazar-Larios, F. J. Delgado-Vences, A. Ornelas Vargas
In this paper, we consider stochastic versions of three classical growth models given by ordinary differential equations (ODEs). Indeed we use stochastic versions of Von Bertalanff…