1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.ST2025
Adaptive estimation in regression models for weakly dependent data and explanatory variable with known density
Karine Bertin, Lisandro Fermin, Miguel Padrino
This article is dedicated to the estimation of the regression function when the explanatory variable is a weakly dependent process whose correlation coefficient exhibits exponentia…
q-fin.RM2025
Modeling Maximum drawdown Records with Piecewise Deterministic Markov Processe in Capital Markets
Rolando Rubilar-Torrealba, Lisandro Fermin, Soledad Torres
We propose to model the records of the maximum Drawdown in capital markets by means a Piecewise Deterministic Markov Process (PDMP). We derive statistical results such as the mean…
math.PR2008★ 1 cited
Aggregation of weakly dependent doubly stochastic processes
Lisandro J. Fermin
The aim of this paper is to extend the aggregation convergence results given in (Dacunha-Castelle and Fermin 2005, Dacunha-Castelle and Fermin 2008) to doubly stochastic linear and…