Manuel Leote Tavares Ingles Esquivel


AuthID: R-000-A6Q

Confirmed Publications: 45



21
22
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
23
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
24
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
25
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
IN MY: ORCID | ResearcherID
26
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
IN MY: ORCID | ResearcherID
27
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: 6
IN MY: ORCID | ResearcherID
28
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
IN MY: ORCID | ResearcherID
29
TITLE: Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation  Full Text
AUTHORS: Beleza Sousa, JB ; Esquivel, ML ; Gaspar, RM ;
PUBLISHED: 2015, SOURCE: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, VOLUME: 44, ISSUE: 10
INDEXED IN: Scopus WOS CrossRef: 1
IN MY: ORCID | ResearcherID
30
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;
PUBLISHED: 2015, 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
INDEXED IN: Scopus WOS CrossRef: 1
IN MY: ORCID | ResearcherID
Page 3 of 5. Total results: 45.

A place for researchers and their institutions

Useful Links

Get Help

© 2024 CRACS & Inesc TEC - All Rights Reserved Privacy Policy | Terms of Service