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…
A novel method and comparison of methods for constructing Markov bridges
F. Baltazar-Larios, Luz Judith R. Esparza
In this study, we address the central issue of statistical inference for Markov jump processes using discrete time observations. The primary problem at hand is to accurately estima…
Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model
Laura Eslava, Fernando Baltazar-Larios, Bor Reynoso
We propose a method for obtaining maximum likelihood estimates (MLEs) of a Markov-Modulated Jump-Diffusion Model (MMJDM) when the data is a discrete time sample of the diffusion pr…
Maximum likelihood estimation for a stochastic SEIR system for COVID-19
Fernando Baltazar-Larios, Francisco Delgado-Vences, Saul Diaz-Infante
The parameter estimation of epidemic data-driven models is a crucial task. In some cases, we can formulate a better model by describing uncertainty with appropriate noise terms. Ho…