| |
Author  |
Title |
Year |
Publication |
Volume |
Pages |
Links |
|
|
Allende, H.; Elias, C.; Torres, S. |
Estimation of the option prime: Microsimulation of backward stochastic differential equations |
2004 |
International Statistical Review |
72 |
107-121 |
|
|
|
Araya, H.; Bahamonde, N.; Fermin, L.; Roa, T.; Torres, S. |
ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE |
2023 |
Statistica Sinica |
33 |
1-26 |
|
|
|
Araya, H.; Bahamonde, N.; Fermin, L.; Roa, T.; Torres, S. |
ON THE CONSISTENCY OF LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE JITTERED CASE |
2023 |
Statistica Sinica |
33 |
331-351 |
|
