Maximum likelihood estimation for integrated diffusion processes F Baltazar-Larios, M Sørensen Contemporary quantitative finance: Essays in honour of eckhard platen, 407-423, 2010 | 27 | 2010 |
A stochastic expectation–maximisation (EM) algorithm for construction of mortality tables LJR Esparza, F Baltazar-Larios Annals of Actuarial Science 12 (1), 1-22, 2018 | 5 | 2018 |
Bayesian estimation for the Markov-modulated diffusion risk model F Baltazar-Larios, LJR Esparza Selected Contributions on Statistics and Data Science in Latin America: 33 …, 2019 | 4 | 2019 |
Maximum likelihood estimation for a stochastic SEIR system with a COVID-19 application F Baltazar-Larios, F Delgado-Vences, S Diaz-Infante International Journal of Computer Mathematics 101 (12), 1356-1378, 2024 | 3 | 2024 |
Inference for a discretized stochastic logistic differential equation and its application to biological growth F Delgado-Vences, F Baltazar-Larios, AO Vargas, E Morales-Bojórquez, ... Journal of Applied Statistics 50 (6), 1231-1254, 2023 | 3 | 2023 |
Statistical inference for partially observed Markov-modulated diffusion risk model F Baltazar-Larios, LJR Esparza Methodology and Computing in Applied Probability 24 (2), 571-593, 2022 | 3 | 2022 |
Approximations of the ultimate ruin probability in the classical risk model using the Banach's fixed-point theorem and the continuity of the ruin probability J Martínez Sánchez, F Baltazar-Larios Kybernetika 58 (2), 254-276, 2022 | 2 | 2022 |
Parameter estimation and model selection for stochastic differential equations for biological growth F Baltazar-Larios, FJ Delgado-Vences, AO Vargas arXiv preprint arXiv:2301.08294, 2023 | 1 | 2023 |
A novel method and comparison of methods for constructing Markov bridges F Baltazar-Larios, LJR Esparza arXiv preprint arXiv:2301.06098, 2023 | 1 | 2023 |
Bayesian estimation for a mortality model via the aging process LJR Esparza, F Baltazar-Larios Statistics and Its Interface 15 (1), 19-28, 2022 | 1 | 2022 |
Likelihood estimation for stochastic differential equations with mixed effects F Baltazar-Larios, M Bladt, M Sørensen arXiv preprint arXiv:2408.17257, 2024 | | 2024 |
Insights of the Intersection of Phase-Type Distributions and Positive Systems LJR Esparza, FB Larios arXiv preprint arXiv:2408.10142, 2024 | | 2024 |
Simulating diffusion bridges using the Wiener chaos expansion F Delgado-Vences, GA Salcedo-Varela, F Baltazar-Larios arXiv preprint arXiv:2401.06248, 2024 | | 2024 |
Statistical inference for a Stochastic generalized logistic differential equation ELG Fernando Baltazar-Larios, Francisco Delgado-Vences, Saul Diaz-Infante Communications in Nonlinear Science and Numerical Simulation, 2024 | | 2024 |
Statistical inference for a stochastic partial differential equation related to an ecological niche F Baltazar‐Larios, F Delgado‐Vences, L Peralta Mathematical Methods in the Applied Sciences, 2024 | | 2024 |
Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model B Reynoso, F Baltazar-Larios, L Eslava Interdisciplinary Statistics in Mexico: AME Virtual Meeting, September 10–11 …, 2022 | | 2022 |
Mortality modeling in Mexico 2000-2015 using phase type distributions F Baltazar Larios, LJR Esparza Inter disciplina 9 (25), 305-328, 2021 | | 2021 |
Modelación de la mortalidad en México 2000-2015 utilizando distribuciones tipo fase F Baltazar Larios, LJR Esparza Inter disciplina 9 (25), 305-328, 2021 | | 2021 |
A minimum-entropy-production criterion to compare credit risk models F Baltazar-Larios, PP Longoria Numerical Analysis and Applied Mathematics ICNAAM 2012: International …, 2012 | | 2012 |
Statistical inference for a stochastic generalized logistic differential equation | | |