2 citations · 3 across the 3 of their papers we have counts for
3 papers
math.PR2019
Numerical scheme for stochastic differential equations driven by fractional Brownian motion with 1/4 < H < 1/2
H. Araya, J. A. León, S. Torres
In this article, we study a numerical scheme for stochastic differential equations driven by fractional Brownian motion with Hurst parameter H in (1/4; 1/2). Towards this end, we a…
math.ST2019★ 2 cited
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…
math.ST2017★ 1 cited
Statistical Inference in Fractional Poisson Ornstein-Uhlenbeck Process
Héctor Araya, Natalia Bahamonde, Tania Roa +1
In this article, we study the problem of parameter estimation for a discrete Ornstein - Uhlenbeck model driven by Poisson fractional noise. Based on random walk approximation for t…