1
TITLE: Pseudo Maximum Likelihood and Moments Estimators for Some Ergodic Diffusions
AUTHORS: Pedro Mota ; Manuel L Esquível ;
SOURCE: Contributions to Statistics - Recent Studies on Risk Analysis and Statistical Modeling, PUBLISHED: 2018
INDEXED IN: CrossRef
2
TITLE: Default propensity implicit in pulled to par V@R for bonds  Full Text
AUTHORS: Manuel L Esquivel ; Raquel M Gaspar; Joao B Sousa ;
SOURCE: Discussiones Mathematicae Probability and Statistics, VOLUME: 37, ISSUE: 1-2, PUBLISHED: 2017
INDEXED IN: CrossRef
IN MY: ORCID
3
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;
SOURCE: REVSTAT-STATISTICAL JOURNAL, VOLUME: 15, ISSUE: 2, PUBLISHED: 2017
INDEXED IN: WOS
4
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 ;
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, PUBLISHED: 2016
INDEXED IN: WOS CrossRef
5
TITLE: Model selection for stock prices data  Full Text
AUTHORS: Pedro P Mota ; Manuel L Esquivel ;
SOURCE: JOURNAL OF APPLIED STATISTICS, VOLUME: 43, ISSUE: 16, PUBLISHED: 2016
INDEXED IN: Scopus WOS CrossRef
6
TITLE: On some statistical models with a random number of observations
AUTHORS: Manuel L Esquivel ; Pedro P Mota ; Joao Tiago Mexia ;
SOURCE: JOURNAL OF STATISTICAL THEORY AND PRACTICE, VOLUME: 10, ISSUE: 4, PUBLISHED: 2016
INDEXED IN: Scopus WOS CrossRef
7
TITLE: Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation  Full Text
AUTHORS: Beleza Sousa, JB ; Esquivel, ML ; Gaspar, RM;
SOURCE: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, VOLUME: 44, ISSUE: 10, PUBLISHED: 2015
INDEXED IN: Scopus WOS CrossRef
8
TITLE: On a Spread Model for Portfolio Credit Risk Modeling  Full Text
AUTHORS: Manuel L Esquivel ; Gracinda R Guerreiro ; Jose M Fernandes ; Ana F Silva;
SOURCE: International Conference on Numerical Analysis and Applied Mathematics (ICNAAM) in PROCEEDINGS OF THE INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS 2014 (ICNAAM-2014), VOLUME: 1648, PUBLISHED: 2015
INDEXED IN: Scopus WOS CrossRef
9
TITLE: On a continuous time stock price model with regime switching, delay, and threshold  Full Text
AUTHORS: Pedro P Mota ; Manuel L Esquivel ;
SOURCE: QUANTITATIVE FINANCE, VOLUME: 14, ISSUE: 8, PUBLISHED: 2014
INDEXED IN: Scopus WOS CrossRef
10
TITLE: On some auto-induced regime switching double-threshold glued diffusions
AUTHORS: Esquivel, ML ; Mota, PP ;
SOURCE: Journal of Statistical Theory and Practice, VOLUME: 8, ISSUE: 4, PUBLISHED: 2014
INDEXED IN: Scopus CrossRef: 2
IN MY: ORCID
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