21
TITLE: From ODE to Open Markov Chains, via SDE: An application to models for infections in individuals and populations
AUTHORS: Manuel L Esquível ; Paula Patrício ; Gracinda R Guerreiro ;
PUBLISHED: 2020, SOURCE: Computational and Mathematical Biophysics, VOLUME: 8, ISSUE: 1
INDEXED IN: Scopus CrossRef: 3
IN MY: ORCID
22
TITLE: Pulled-to-Par Returns for Zero-Coupon Bonds Historical Simulation Value at Risk
AUTHORS: Beleza Sousa, JB ; Manuel L Esquivel ; Raquel M Gaspar ;
PUBLISHED: 2020, SOURCE: JOURNAL OF STATISTICAL THEORY AND PRACTICE, VOLUME: 14, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 2
IN MY: ORCID
24
TITLE: Pseudo Maximum Likelihood and Moments Estimators for Some Ergodic Diffusions
AUTHORS: Pedro Mota ; Manuel L Esquível ;
PUBLISHED: 2018, SOURCE: Contributions to Statistics - Recent Studies on Risk Analysis and Statistical Modeling
INDEXED IN: CrossRef
IN MY: ORCID
25
TITLE: Default propensity implicit in pulled to par V@R for bonds  Full Text
AUTHORS: Manuel L Esquivel ; Raquel M Gaspar ; Joao B Sousa ;
PUBLISHED: 2017, SOURCE: Discussiones Mathematicae Probability and Statistics, VOLUME: 37, ISSUE: 1-2
INDEXED IN: CrossRef: 1
IN MY: ORCID
26
TITLE: OPEN MARKOV CHAIN SCHEME MODELS FED BY SECOND ORDER STATIONARY AND NON STATIONARY PROCESSES  Full Text
AUTHORS: Manuel L Esquivel ; Gracinda R Guerreiro ; Jose M Fernandes;
PUBLISHED: 2017, SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 15, ISSUE: 2
INDEXED IN: WOS
27
TITLE: Open markov chain scheme models fed by second order stationary and non stationary processes
AUTHORS: Esquível, ML ; Guerreiro, GR ; Fernandes, JM;
PUBLISHED: 2017, SOURCE: Revstat Statistical Journal, VOLUME: 15, ISSUE: 2
INDEXED IN: Scopus
IN MY: ORCID
28
TITLE: An Open Markov Chain Scheme Model for a Credit Consumption Portfolio fed by ARIMA and SARMA Processes  Full Text
AUTHORS: Manuel L Esquivel ; Jose Moniz Fernandes ; Gracinda R Guerreiro ;
PUBLISHED: 2016, SOURCE: International Conference on Numerical Analysis and Applied Mathematics (ICNAAM) in PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2015 (ICNAAM-2015), VOLUME: 1738
INDEXED IN: Scopus WOS CrossRef
29
TITLE: Model selection for stock prices data  Full Text
AUTHORS: Pedro P Mota ; Manuel L Esquivel ;
PUBLISHED: 2016, SOURCE: JOURNAL OF APPLIED STATISTICS, VOLUME: 43, ISSUE: 16
INDEXED IN: Scopus WOS CrossRef: 7
30
TITLE: On some statistical models with a random number of observations
AUTHORS: Esquivel, ML ; Mota, PP ; Mexia, JT ;
PUBLISHED: 2016, SOURCE: JOURNAL OF STATISTICAL THEORY AND PRACTICE, VOLUME: 10, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef: 7
Page 3 of 5. Total results: 47.