Projects per year
Personal profile
Research Interests
Consistency study of estimators in parametric and non-parametric models, in models for time-indexed observations, in which noise has the characteristic of long memory.
Key Words
Stochastic Processes, Long Memory Processes, Parametric Estimation, Non Parametric Estimation
Profession
Statistics, Pontificia Universidad Católica de Valparaíso 2014
Education/Academic qualification
PhD, Pontificia Universidad Católica de Valparaíso
Award Date: 1 Jun 2021
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Dive into the research topics where Tania Roa is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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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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AMSUD240024: Statistical inference for Jacobi and Volterra models: Applications in Genetic and Finance.
Roa, T. (International Coordinator)
Agencia Nacional de Investigación y Desarrollo
2/06/25 → 2/06/27
Project: Research
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Numerical Discretization methods for stochastic differential equations driven by fractional Brownian motion and random times: parametric estimation, statistical inference and applications
Roa, T. (Principal Investigator)
Agencia Nacional de Investigación y Desarrollo
15/04/22 → 15/04/24
Project: Research
Research output
- 5 Article
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Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion
Roa, T., Torres, S. & Tudor, C., 2023, In: Communications in Statistics - Theory and Methods. 52, 11, p. 3730-3750 21 p.Research output: Contribution to journal › Article › peer-review
Open Access1 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 -
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