2 citations · 3 across the 5 of their papers we have counts for
5 papers
Spatio-Temporal Weighted Regression Model with Fractional-Colored Noise: Parameter estimation and consistency
Héctor Araya, Lisandro Fermín, Silfrido Gómez +2
Geographical and Temporal Weighted Regression (GTWR) model is an important local technique for exploring spatial heterogeneity in data relationships, as well as temporal dependence…
Small-time approximation of the transition density for diffusions with singularities. Application to the Wright-Fisher model
Tania Roa, María Inés Fariello, Gerardo Martínez +1
The Wright-Fisher (W-F) diffusion model serves as a foundational framework for interpreting population evolution through allele frequency dynamics over time. Despite the known tran…
Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion
Tania Roa, Soledad Torres, Ciprian tudor
In this article, we study the limit distribution of the least square estimator, properly normalized, from a regression model in which observations are assumed to be finite () a…
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…
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…