Projects per year
Personal profile
Research Interests
My current research interests are, in general, in the area of stochastic processes. Specifically, in the topics of numerical methods in stochastic differential equations, existence and uniqueness, applications using Malliavin calculus, inference in stochastic processes, nonlinear time series, Bayesian statistics for stochastic processes and applications in fisheries, and marine biology using time series.
Key Words
Stochastic Processes, Mathematical Statistics, Statistics, Time Series, Inference, Bayesian Statistics
Profession
Professor of Mathematics and Computer Science, Universidad de Playa Ancha 2010
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Education/Academic qualification
PhD, Pontificia Universidad Católica de Valparaíso
Award Date: 26 Nov 2018
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Stochastic differential equations driven by fractional Brownian motion with Markov switching: Existence, uniqueness, approximations and inference
Araya, H. (Principal Investigator)
Agencia Nacional de Investigación y Desarrollo
15/03/23 → 14/03/26
Project: Research
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ECUACIONES DIFERENCIALES ESTOCÁSTICAS DIRIGIDAS POR EL MOVIMIENTO BROWNIANO FRACCIONARIO: ESTUDIO TEÓRICO Y NUMÉRICO
Araya, H. (Principal Investigator)
Comisión Nacional de Investigación Científica y Tecnológica
15/03/19 → 15/03/22
Project: Research
Research output
- 20 Article
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Anchovy (Engraulis ringens) and Pacific sardine (Sardinops sagax) variability changes in northern Chile associated with the environment and inter species synchronicity: GARCH model with exogenous variable and hybrid Bayesian deep learning estimation approach
Plaza-Vega, F. & Araya, H., Feb 2024, In: Progress in Oceanography. 221, 103190.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Gamma mixed fractional Lévy Ornstein–Uhlenbeck process
Araya, H., Garzón, J. & Rubilar-Torrealba, R., Jan 2024, In: Modern Stochastics: Theory and Applications. 11, 1, p. 63-83 21 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Least squares estimation for the Ornstein–Uhlenbeck process with small Hermite noise
Araya, H., Torres, S. & Tudor, C. A., Sep 2024, In: Statistical Papers. 65, 7, p. 4745-4766 22 p.Research output: Contribution to journal › Article › peer-review
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Parameter estimation for fractional power type diffusion: A hybrid Bayesian-deep learning approach
Araya, H. & Plaza-Vega, F., 2024, In: Communications in Statistics - Theory and Methods. 53, 22, p. 8234-8254 21 p.Research output: Contribution to journal › Article › peer-review
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Environmental effect on the variability of anchovy (Engraulis ringens) in northern Chile: Autoregressive conditional heteroskedastic approach with exogenonus variable and missing values
Plaza, F., Araya, H. & Yáñez, E., Apr 2023, In: Fisheries Research. 260, 106607.Research output: Contribution to journal › Article › peer-review
1 Scopus citations