3 papers
stat.ME2026
Multidimensional Integral Fractional Ornstein--Uhlenbeck Process with an Application to Animal Movement
J. H. Ramírez-González, Erick A. Chacón-Montalván, Paula Moraga +1
Fractional Ornstein--Uhlenbeck (fOU) processes model temporal dependence and memory, including long-range dependence, while retaining the classical Ornstein--Uhlenbeck process as a…
stat.ML2025
Neural Networks for Tamed Milstein Approximation of SDEs with Additive Symmetric Jump Noise Driven by a Poisson Random Measure
Jose-Hermenegildo Ramirez-Gonzalez, Ying Sun
This work aims to estimate the drift and diffusion functions in stochastic differential equations (SDEs) driven by a particular class of Lévy processes with finite jump intensity,…
math.PR2024
A new family of Gaussian processes for modeling animal movement: application to bat telemetry data
Jose Hermenegildo Ramirez Gonzalez, Antonio Murillo Salas, Ying Sun
Modeling animal movement is essential for addressing various ecological and biological questions. However, developing an effective predictive model for animal movement is a challen…