Research output per year
Research output per year
- 23 results
Search results
-
2021
Calibration of transition intensities for a multistate model: Application to long-term care
Esquível, M. L., Guerreiro, G. R., Oliveira, M. C. & Real, P. C., 8 Feb 2021, In: Risks. 9, 2, p. 1-17 17 p., 37.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)1 Downloads (Pure) -
Identifying the main predictors of length of care in social care in Portugal
Lopes, H., Guerreiro, G., Esquível, M. & Mateus, C., 2021, In: Portuguese Journal of Public Health. 39, 1, p. 21–35 15 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Downloads (Pure) -
On a parallelised diffusion induced stochastic algorithm with pure random search steps for global optimisation
Esquível, M. L., Krasii, N. P., Mota, P. P. & Machado, N., 1 Dec 2021, In: Mathematics. 9, 23, 3043.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Open markov type population models: From discrete to continuous time
Esquível, M. L., Krasii, N. P. & Guerreiro, G. R., 1 Jul 2021, In: Mathematics. 9, 13, 1496.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Citations (Scopus)1 Downloads (Pure) -
2020
Auto and externally induced regime switching diffusions
Esquível, M. L., Krasii, N. P. & Mota, P., 2020, In: Communications on Stochastic Analysis. 14, 1-2, p. 31-53 23 p.Research output: Contribution to journal › Article › peer-review
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Examples of financial market models obtained by euler discretization of continuous models
Esquível, M. L. & Krasii, N. P., 1 Jan 2020, In: Global and Stochastic Analysis. 7, 1, p. 35-54 20 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile10 Citations (Scopus) -
From ODE to Open Markov Chains, via SDE: an application to models for infections in individuals and populations
Esquível, M. L., Patrício, P. C. C. G. D. S. & Guerreiro, G. R. D., 17 Dec 2020, In: Computacional and Mathematical Biophysics. 8, 1, p. 180-197 18 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Downloads (Pure) -
Pulled-to-Par Returns for Zero-Coupon Bonds Historical Simulation Value at Risk
Sousa, J. B., Esquível, M. L. & Gaspar, R. M., 1 Jun 2020, In: Journal of Statistical Theory and Practice. 14, 2, 30.Research output: Contribution to journal › Article › peer-review
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2019
On a Stochastic Model for a Cooperative Banking Scheme for Microcredit
Esquível, M. L., Mota, P. & Pina, J. P., 2019, (Accepted/In press) In: Theory Of Probability And Its Applications.Research output: Contribution to journal › Article › peer-review
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2017
Open Markov chain scheme models fed by second order stationary and non-stationary processes
Guerreiro, G. R. D., Esquível, M. L. & Fernandes, J. M., 2017, In: Revstat-Statistical Journal. 15, 2, p. 277-297 21 p.Research output: Contribution to journal › Article › peer-review
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2016
Model selection for stock prices data
Mota, P. P. & Esquível, M. L., 9 Dec 2016, In: Journal of Applied Statistics. 43, 16, p. 2977-2987 11 p.Research output: Contribution to journal › Article › peer-review
Open Access4 Citations (Scopus) -
Nitrogen balancing and xylose addition enhances growth capacity and protein content in Chlorella minutissima cultures
Freitas, B. C. B., Esquível, M. G., Matos, R. G., Arraiano, C. M., Morais, M. G. & Costa, J. A. V., 1 Oct 2016, In: Bioresource Technology. 218, p. 129-133 5 p.Research output: Contribution to journal › Article › peer-review
13 Citations (Scopus) -
On some statistical models with a random number of observations
Esquível, M. L., Mota, P. P. & Tiago Mexia, J., 1 Oct 2016, In: Journal of Statistical Theory and Practice. 10, 4, p. 805-823 19 p.Research output: Contribution to journal › Article › peer-review
5 Citations (Scopus) -
2015
Brownian Bridge and Other Path-dependent Gaussian Processes Vectorial Simulation
Sousa, J. A. M., Esquível, M. L. & Gaspar, R. M., Nov 2015, In: Communications in Statistics: Simulation and Computation. 44, 10, p. 2608-2621 14 p.Research output: Contribution to journal › Article › peer-review
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2014
On a continuous time stock price model with regime switching, delay, and threshold
Esquível, M. L. & Mota, P. J. D. S. P., 1 Jan 2014, In: Quantitative Finance. 14, 8, p. 1479-1488Research output: Contribution to journal › Article › peer-review
Open Access9 Citations (Scopus) -
On some auto-induced regime switching double threshold glued diffusions
Mota, P. J. D. S. P. & Esquível, M. L., 1 Jan 2014, In: Journal of Statistical Theory and Practice. 8, 4, p. 760-771Research output: Contribution to journal › Article › peer-review
Open Access4 Citations (Scopus) -
On the evolution and asymptotic analysis of open Markov populations: application to consumption credit
Esquível, M. L. & Guerreiro, G. R. D., 1 Jan 2014, In: Stochastic Models. 30, 3, p. 365–389Research output: Contribution to journal › Article › peer-review
Open Access8 Citations (Scopus) -
The Rate of Convergence of some Asymptotic Expansions for Distribution Approximations via an Esseen Type Estimate
Ramos, L. P. C., Esquível, M. L. & Lita da Silva, J. F., 1 Jan 2014, In: Communications in Statistics - Theory and Methods. 43, 2, p. 266-290Research output: Contribution to journal › Article › peer-review
Open Access -
2013
Small Perturbations with Large Effects on Value-at-Risk
Didier, P. L. & Esquível, M. L., 1 Jan 2013, In: Discussiones Mathematicae Probability and Statistics. 33, 1-2, p. 151-169Research output: Contribution to journal › Article › peer-review
Open Access -
2012
Machine Learning Vasicek Model Calibration with Gaussian Processes
Esquível, M. L., 1 Jan 2012, In: Communications In Statistics-Simulation And Computation. 41, 6, p. 776-786Research output: Contribution to journal › Article › peer-review
Open Access8 Citations (Scopus) -
Unifying exotic option closed formulas
Esquível, M. L., 1 Jan 2012, In: Review Of Derivatives Research. 15, 2, p. 99-128Research output: Contribution to journal › Article › peer-review
Open Access1 Citation (Scopus) -
2009
Some applications of probability generating function based methods to statistical estimation
Esquível, M. L., 1 Jan 2009, In: Discuss. Math. Probab. Stat.. 29, 2, p. 131--153Research output: Contribution to journal › Article › peer-review
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2004
On the asymptotic behavior of the second moment of the Fourier transform of a random measure
Esquivel, M. L., 2004, In: International Journal Of Mathematics And Mathematical Sciences. 2004, 63, p. 3423-3434 12 p., 671470 .Research output: Contribution to journal › Article › peer-review