papers
Publications (11)
stat.ME2008
Full Bayesian analysis for a class of jump-diffusion models
Laura L. R. Rifo, Soledad Torres
math.PR2019
Oscillating Gaussian Processes
Pauliina Ilmonen, Soledad Torres, Lauri Viitasaari
math.ST2017
Statistical Inference in Fractional Poisson Ornstein-Uhlenbeck Process
Héctor Araya, Natalia Bahamonde, Tania Roa +1
math.PR2011
Is a Brownian skew?
Antoine Lejay, Ernesto Mordecki, Soledad Torres
math.PR2019
Stochastic Differential Equations with Discontinuous Diffusions
Soledad Torres, Lauri Viitasaari
The paper investigates one-dimensional stochastic differential equations driven by Hölder continuous processes, allowing the diffusion coefficient to have discontinuities, and incl…
#stochastic differential equations#discontinuous diffusion#fractional brownian motion#holder continuity
math.PR2007
Donsker theorem for the Rosenblatt process and a binary market model
Ciprian Tudor, Soledad Torres
math.PR2018
On generalized ARCH model with stationary liquidity
Pauliina Ilmonen, Soledad Torres, Ciprian Tudor +2
math.PR2016
Fractional stochastic differential equation with discontinuous diffusion
Johanna Garzón, Jorge A. León, Soledad Torres
math.PR2011
A strong convergence to the Rosenblatt process
Johanna Garzon, Soledad Torres, Ciprian Tudor
math.ST2009
Maximum likelihood estimators and random walks in long memory models
Karine Bertin, Soledad Torres, Ciprian Tudor
math.ST2019
Parameter estimation for random sampled Regression Model with Long Memory Noise
Héctor Araya, Natalia Bahamonde, Lisandro FermÃn +2