21
TITLE: The Multi-Compartment SI(RD) Model with Regime Switching: An Application to COVID-19 Pandemic  Full Text
AUTHORS: Esquivel, ML ; Krasii, NP; Guerreiro, GR ; Patricio, P ;
PUBLISHED: 2021, SOURCE: SYMMETRY-BASEL, VOLUME: 13, ISSUE: 12
INDEXED IN: Scopus WOS CrossRef: 7
22
TITLE: Auto and externally induced regime switching diffusions
AUTHORS: Esqufvel, ML ; Krasii, NP; Mota, PP ;
PUBLISHED: 2020, SOURCE: Communications on Stochastic Analysis, VOLUME: 14, ISSUE: 1-2
INDEXED IN: Scopus
23
TITLE: Examples of financial market models obtained by euler discretization of continuous models
AUTHORS: Esquível, ML ; Krasii, NP;
PUBLISHED: 2020, SOURCE: Global and Stochastic Analysis, VOLUME: 7, ISSUE: 1
INDEXED IN: Scopus
24
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: 5
25
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
27
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
28
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
29
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
30
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
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