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Pré-Publicações/Pre-Prints

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Filters: Author is Manuel L. Esquível [Clear All Filters]

2011

Esquível ML, Mota PP. 2011. On some auto-induced regime switching double threshold glued diffusions. Preprint. Abstract

Esquível ML, Dimas L, Mexia JT, Didier P. 2011. Pequenas perturbações com grandes efeitos no Value-at-Risk. Preprint. Abstract

Esquível ML, da Silva JL, Mexia JT, Ramos L. 2011. Rate of convergence of some asymptotic expansions for distribution approximations via an Esseen type estimate. Preprint. Abstract

2010

Esquível ML. 2010. Some applications of probability generating function based methods to statistical estimation. Preprint. Abstract

2006

Esquível ML. 2006. A conditional Gaussian martingale algorithm for global optimization. Preprint.

Esquível ML. 2006. Probability generating functions for discrete real valued random variables. Preprint. Abstract

2005

Mota PM, Esquível ML. 2005. Sobre a estimação de limiares em processos contínuos com regimes. Preprint. Abstract

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