Dataciencia

Colección SciELO Chile

Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process

Indexado

WoS	WOS:000322564700001
Scopus	SCOPUS_ID:84882384375

DOI

10.1080/15326349.2013.808899

Año

2013

Tipo

artículo de investigación

Citas Totales

Autores Afiliación Chile

Instituciones Chile

% Participación
Internacional

Autores
Afiliación Extranjera

Instituciones
Extranjeras

Abstract

We compare, theoretically and numerically, the maximum likelihood and the Bayes estimators for discretely observed fractional diffusions.

Revista

Revista	ISSN
Stochastic Models	1532-6349

Métricas Externas

PlumX	Altmetric	Dimensions

Muestra métricas de impacto externas asociadas a la publicación. Para mayor detalle:

Plumx: https://plumanalytics.com/learn/about-metrics/
Altmetric: https://www.altmetric.com/about-altmetrics/what-are-altmetrics/
Dimensions: https://www.dimensions.ai/why-dimensions/

Disciplinas de Investigación

WOS
Statistics & Probability

Scopus
Sin Disciplinas

SciELO
Sin Disciplinas

Muestra la distribución de disciplinas para esta publicación.

Publicaciones WoS (Ediciones: ISSHP, ISTP, AHCI, SSCI, SCI), Scopus, SciELO Chile.

Colaboración Institucional

Muestra la distribución de colaboración, tanto nacional como extranjera, generada en esta publicación.

Autores - Afiliación

Ord.	Autor	Género	Institución - País
1	Rifo, Laura	Mujer	UNICAMP Campinas - Brasil Universidade Estadual de Campinas - Brasil
2	TORRES-DIAZ, MARIA SOLEDAD	Mujer	Universidad de Valparaíso - Chile
3	Tudor, Ciprian A.	Hombre	Univ Lille - Francia Acad Econ Studies - Rumania Laboratoire Paul Painlevé - Francia Bucharest University of Economic Studies - Rumania Laboratoire Paul Painlevé (LPP) - Francia

Muestra la afiliación y género (detectado) para los co-autores de la publicación.

Financiamiento

Fuente
FONDECYT
Ministerio de Economía y Competitividad
Fondo Nacional de Desarrollo Científico y Tecnológico
Comisión Nacional de Investigación Científica y Tecnológica
CONICYT-PIA
ECOS/Conicyt
ECOS
DIPUV
Fondo Nacional de Desarrollo CientÃfico, TecnolÃ³gico y de InnovaciÃ³n TecnolÃ³gica
MathAmsud
Corporation for National and Community Service
Mountain Equipment Co-operative
ANR "Masterie" (France)
CNCS (Romania)
CONICYT-PIA: Stochastic Analysis Research Network
Conicyt-MEL
MEC (Chile)

Muestra la fuente de financiamiento declarada en la publicación.

Agradecimientos

Agradecimiento
Laura Rifo was partially supported by Conicyt-MEL grant 81100005. Soledad Torres was supported by Dipuv grant 26/2009, ECOS/CONICYT C10E03 210, MATHAMSUD 13MATH-04 SIN Stochastic Analysis Statistics Inference and Applications in Neuroscience, Fondecyt Grant N. 1130586, ACT1112, CONICYT-PIA: Stochastic Analysis Research Network. Ciprian Tudor was supported by the CNCS grant PN-II-ID-PCCE-2011-2-0015 (Romania). Associate member of the team Samm, Universite de Pantheon-Sorbonne Paris 1. The author also acknowledges partial support from MEC 80112022. grant (Chile) and ANR "Masterie" BLANC 012103 (France).
Laura Rifo was partially supported by Conicyt-MEL grant 81100005. Soledad Torres was supported by Dipuv grant 26/2009, ECOS/CONICYT C10E03 210, MATHAMSUD 13MATH-04 SIN Stochastic Analysis Statistics Inference and Applications in Neuroscience, Fondecyt Grant N. 1130586, ACT1112, CONICYT-PIA: Stochastic Analysis Research Network. Ciprian Tudor was supported by the CNCS grant PN-II-ID-PCCE-2011-2-0015 (Romania). Associate member of the team Samm, Université de Panthéon-Sorbonne Paris 1. The author also acknowledges partial support from MEC 80112022. grant (Chile) and ANR “Masterie” BLANC 012103 (France).

Agradecimiento

Laura Rifo was partially supported by Conicyt-MEL grant 81100005. Soledad Torres was supported by Dipuv grant 26/2009, ECOS/CONICYT C10E03 210, MATHAMSUD 13MATH-04 SIN Stochastic Analysis Statistics Inference and Applications in Neuroscience, Fondecyt Grant N. 1130586, ACT1112, CONICYT-PIA: Stochastic Analysis Research Network. Ciprian Tudor was supported by the CNCS grant PN-II-ID-PCCE-2011-2-0015 (Romania). Associate member of the team Samm, Universite de Pantheon-Sorbonne Paris 1. The author also acknowledges partial support from MEC 80112022. grant (Chile) and ANR "Masterie" BLANC 012103 (France).

Laura Rifo was partially supported by Conicyt-MEL grant 81100005. Soledad Torres was supported by Dipuv grant 26/2009, ECOS/CONICYT C10E03 210, MATHAMSUD 13MATH-04 SIN Stochastic Analysis Statistics Inference and Applications in Neuroscience, Fondecyt Grant N. 1130586, ACT1112, CONICYT-PIA: Stochastic Analysis Research Network. Ciprian Tudor was supported by the CNCS grant PN-II-ID-PCCE-2011-2-0015 (Romania). Associate member of the team Samm, Université de Panthéon-Sorbonne Paris 1. The author also acknowledges partial support from MEC 80112022. grant (Chile) and ANR “Masterie” BLANC 012103 (France).