Research output per year
Research output per year
Research output
- 20 Article
- 20 results
Search results
-
2024
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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2023
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 -
ON THE CONSISTENCY OF LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE JITTERED CASE
Araya, H., Bahamonde, N., Fermín, L., Roa, T. & Torres, S., Jan 2023, In: Statistica Sinica. 33, 1, p. 331-351 21 p.Research output: Contribution to journal › Article › peer-review
Open Access3 Scopus citations -
ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE
Araya, H., Bahamonde, N., Fermín, L., Roa, T. & Torres, S., Jan 2023, In: Statistica Sinica. 33, 1, p. 1-26 26 p.Research output: Contribution to journal › Article › peer-review
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Parameter estimation for a discrete time model driven by fractional Poisson process
Araya, H., Bahamonde, N., Roa, T. & Torres, S., 2023, In: Communications in Statistics - Theory and Methods. 52, 10, p. 3452-3477 26 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion
Araya, H. & Barrera, J., 1 Dec 2023, In: Random Operators and Stochastic Equations. 31, 4, p. 339-349 11 p.Research output: Contribution to journal › Article › peer-review
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2022
Bayesian inference for fractional Oscillating Brownian motion
Araya, H., Slaoui, M. & Torres, S., Apr 2022, In: Computational Statistics. 37, 2, p. 887-907 21 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Modeling Chile Fishing Data Using Environmental Exogenous Variables with GARCH-X Model
Barrera, J. & Araya, H., 2022, In: Journal of the Iranian Statistical Society. 21, 1, p. 19-35 17 p.Research output: Contribution to journal › Article › peer-review
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2021
Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise
Araya, H. & Tudor, C. A., Mar 2021, In: Stochastics and Dynamics. 21, 2, 2150009.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
Hermite spatial variations for the solution to the stochastic heat equation
Araya, H., Garzón, J., Moreno, N. & Plaza, F., 2021, In: Mathematical Communications. 26, 2, p. 253-270 18 p.Research output: Contribution to journal › Article › peer-review
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Impacts of Whale-Watching on the Short-Term Behavior of Fin Whales (Balaenoptera physalus) in a Marine Protected Area in the Southeastern Pacific
Santos-Carvallo, M., Barilari, F., Pérez-Alvarez, M. J., Gutiérrez, L., Pavez, G., Araya, H., Anguita, C., Cerda, C. & Sepúlveda, M., 8 Mar 2021, In: Frontiers in Marine Science. 8, 623954.Research output: Contribution to journal › Article › peer-review
Open Access8 Scopus citations -
Non symmetric Rosenblatt process over a compact
Araya, H., Garzón, J. & Roa, T., 2021, In: Communications in Statistics - Theory and Methods. 50, 23, p. 5517-5529 13 p.Research output: Contribution to journal › Article › peer-review
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On local linearization method for stochastic differential equations driven by fractional Brownian motion
Araya, H., León, J. A. & Torres, S., 2021, In: Stochastic Analysis and Applications. 39, 1, p. 55-90 36 p.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
2020
Numerical Scheme for Stochastic Differential Equations Driven by Fractional Brownian Motion with 1 / 4 < H< 1 / 2 .
Araya, H., León, J. A. & Torres, S., 1 Sep 2020, In: Journal of Theoretical Probability. 33, 3, p. 1211-1237 27 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
2019
Behavior of the Hermite sheet with respect to theHurst index
Araya, H. & Tudor, C. A., Jul 2019, In: Stochastic Processes and their Applications. 129, 7, p. 2582-2605 24 p.Research output: Contribution to journal › Article › peer-review
Open Access4 Scopus citations -
Donsker type theorem for fractional Poisson process
Araya, H., Bahamonde, N., Torres, S. & Viens, F., Jul 2019, In: Statistics and Probability Letters. 150, p. 1-8 8 p.Research output: Contribution to journal › Article › peer-review
Open Access5 Scopus citations -
Theoretical models of reaction times arising from simple-choice tasks
Tejo, M., Araya, H., Niklitschek-Soto, S. & Marmolejo-Ramos, F., 15 Aug 2019, In: Cognitive Neurodynamics. 13, 4, p. 409-416 8 p.Research output: Contribution to journal › Article › peer-review
Open Access10 Scopus citations