Statistical and Stochastic modeling for time-dependent data

SaSMoTiDep 18-MATH-17

Publications

 

 

  1. Joint analysis of nonlinear longitudinal and time-to-event data: application to modeling pregnancy outcomes – Rolando de la Cruz, Marc Lavielle, Cristian Meza and Vicente Nuñez-Antón (2020), Submitted.
  2. Joint Modeling of Nonlinear Longitudinal Data and Discrete-Time Survival Outcome – Rolando de la Cruz, Marc Lavielle, Maritza Márquez, Cristian Meza and Vicente Nuñez-Antón, In Preparation.
  3. Genome association study through nonlinear mixed models for heights of Chilean children using the SAEM algorithm – Susana Eyheramendy, Marc Lavielle and Cristian Meza, In Preparation.
  4. Bayesian variable selection in a spatial Poisson regression – Meili Baragatti, Rolando de la Cruz and Cristian Meza, In Preparation.
  5. A Bayesian approach for the segmentation of series with a functional effect – Meili Baragatti, Karine Bertin, Emilie Lebarbier and Cristian Meza (2019) Statistical Modelling, Volume 19 (2), 194-220.
  6. Segmentation of multiple series with a functional effect using a Bayesian approach – Meili Baragatti, Karine Bertin, Emilie Lebarbier and Cristian Meza, In preparation.
  7. Adaptive density estimation on bounded domains – Karine Bertin, Salima El Kolei and Nicolas Klutchnikoff (2019) Annales de l’Institut Henri Poincaré - Probabilités et Statistiques, Volume 55 (4), 1916-1947.
  8. Adaptive density estimation on bounded domains under mixing conditions – Karine Bertin, Nicolas Klutchnikoff, José León and Clémentine Prieur (2020) To appear in Electronic Journal of Statistics.
  9. Non-parametric Bayesian approach for gamma degradation process – Karine Bertin, Rolando de la Cruz, Cristian Meza and Christian Paroissin (in preparation).
  10. High dimensional VAR with low rank transition – Pierre Alquier, Karine Bertin, Paul Doukhan and Rémy Garnier (2020) To appear in Statistics and Computing.
  11. An ARMA model for uncomplete ray light stellar observations – Jean-Marc Bardet, Natalia Bahamonde, Karine Bertin and Paul Doukhan, In Preparation.
  12. INGARCH random field models for modeling death – Natalia Bahamonde, Paul Doukhan and Joseph Rynkiewicz, In Preparation.
  13. Data driven smooth test of incomplete observations – Natalia Bahamonde, Paul Doukhan, Dennis Pommeret, Laurence Reboul, In Preparation.
  14. Discrete valued lifetime random fields models – Natalia Bahamonde, Paul Doukhan and Yahia Sahli, In Preparation.
  15. Estimation of parameters in ecological time series – Karine Bertin, Paul Doukhan, Pablo Marquet and Rolando Rebolledo, In Preparation.
  16. Non symmetric Rosenblatt process over a compact – Héctor Araya, Johanna Garzón and Tania Roa (2020) To appear in Communications in Statistics - Theory and Methods.
  17. Variability and singularity arising from a Piecewise-Deterministic Markov Process applied to model poor patient compliance in the multi-IV case – Lisandro J. Fermín and Jacques Lévy-Véhel (2020) To appear in Journal of Applied Statistics.
  18. Euler scheme for fractional delay stochastic differential equations by rough paths techniques – Johanna Garzón, Samy Tindel and Soledad Torres (2019) Acta Mathematica Scientia Volume 39B (3),747-763.
  19. On consistency of least square estimator in models sampled at random times driven by long memory noise – Héctor Araya, Natalia Bahamonde, Lisandro J. Fermín, Tania Roa and Soledad Torres (2020), Submitted.
  20. Affine rough models --  Martin Keller-Ressel, Martin Larsson and Sergio Pulido. Rough Volatility, SIAM, forthcoming (Book chapter).
  21. Polynomial Volterra processes -- Eduardo Abi Jaber, Christa Cuchiero and Sergio Pulido, In preparation.
  22. Extinction and stationary distribution for a stochastic SEIR and SIS models – Andres Rios and Viswanathan Arunachalam, In preparation.
  23. Adaptive regression estimation onto a Brownian path -- Karine Bertin and Nicolas Klutchnikoff. In preparation.

 

 

Unidad
Universidad de Valparaíso