Delgado-Vences, Francisco
- Drift Estimation for Discretely Sampled SPDEs
2019/04/24 by Igor Cialenco, Cialenco, Igor, Francisco Delgado‐Vences +3 · 2 citations
Economics, Econometrics and Finance · Engineering · Mathematics · #60H15 #62M99 #65L09 #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Numerical methods in inverse problems #Probability (math.PR) #Statistics Theory (math.ST) #Stochastic processes and financial applications
- Modelling Italian mortality rates with a geometric-type fractional Ornstein-Uhlenbeck process
2019/01/03 by Francisco Delgado‐Vences, Delgado-Vences, Francisco, Arelly Ornelas +1 · 2 citations
Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Complex Systems and Time Series Analysis #Market Dynamics and Volatility