| Machine learning Vasicek model calibration with Gaussian processes JB Sousa, ML Esquível, RM Gaspar Communications in Statistics-Simulation and Computation 41 (6), 776-786, 2012 | 26 | 2012 |
| On a continuous time stock price model with regime switching, delay, and threshold PP Mota, ML Esquível Quantitative Finance 14 (8), 1479-1488, 2014 | 22 | 2014 |
| Stochastic finance AN Shiryaev, M do Rosário Grossinho, PE Oliveira, ML Esquível Springer Science & Business Media, 2006 | 21 | 2006 |
| On the evolution and asymptotic analysis of open Markov populations: application to consumption credit ML Esquível, JM Fernandes, GR Guerreiro Stochastic Models 30 (3), 365-389, 2014 | 14 | 2014 |
| Model selection for stock prices data PP Mota, ML Esquível Journal of Applied Statistics 43 (16), 2977-2987, 2016 | 13 | 2016 |
| A conditional Gaussian martingale algorithm for global optimization ML Esquível International Conference on Computational Science and Its Applications, 841-851, 2006 | 13 | 2006 |
| On some auto-induced regime switching double-threshold glued diffusions ML Esquível, PP Mota Journal of Statistical Theory and Practice 8, 760-771, 2014 | 12 | 2014 |
| Open Markov type population models: From discrete to continuous time ML Esquível, NP Krasii, GR Guerreiro Mathematics 9 (13), 1496, 2021 | 11 | 2021 |
| On some statistical models with a random number of observations ML Esquível, PP Mota, JT Mexia Journal of Statistical Theory and Practice 10 (4), 805-823, 2016 | 11 | 2016 |
| Probability generating functions for discrete real-valued random variables ML Esquível Theory of Probability & Its Applications 52 (1), 40-57, 2008 | 10 | 2008 |
| Open Markov Chain Scheme Models fed by Second Order Stationary and non Stationary Processes ML Esquível, GR Guerreiro, JM Fernandes REVSTAT-Statistical Journal 15 (2), 277-297, 2017 | 9 | 2017 |
| The multi-compartment SI (RD) model with regime switching: An application to COVID-19 pandemic ML Esquível, NP Krasii, GR Guerreiro, P Patrício Symmetry 13 (12), 2427, 2021 | 8 | 2021 |
| Calibration of transition intensities for a multistate model: application to long-term care ML Esquível, GR Guerreiro, MC Oliveira, P Corte Real Risks 9 (2), 37, 2021 | 7 | 2021 |
| From ODE to Open Markov Chains, via SDE: an application to models for infections in individuals and populations ML Esquível, P Patrício, GR Guerreiro Computational and Mathematical Biophysics 8 (1), 180-197, 2020 | 7 | 2020 |
| Convergência do estimador dos mínimos quadrados em modelos lineares, Estaística Jubilar JT Mexia, PC Real, ML Esquível, JL da Silva Actas do XII Congresso da Sociedade Portuguesa de Estatística, Edições SPE …, 2005 | 5 | 2005 |
| Auto and externally induced regime switching diffusions ML Esquível, NP Krasii, PP Mota Communications on Stochastic Analysis 14 (1-2), 49-54, 2020 | 4 | 2020 |
| One factor machine learning Gaussian short rate JB Sousa, ML Esquível, RM Gaspar Portuguese Finance Network 2014, 2014 | 4 | 2014 |
| Unifying exotic option closed formulas C Veiga, U Wystup, ML Esquível Review of Derivatives Research 15, 99-128, 2012 | 4 | 2012 |
| Some applications of probability generating function based methods to statistical estimation M Esquível Discussiones Mathematicae Probability and Statistics 29 (2), 131-153, 2009 | 4 | 2009 |
| Sur une classe de distributions aléatoires périodiques ML ESQUiVEL Ann. Sci. Math. Québec 17 (2), 169-186, 1993 | 4 | 1993 |
Gracinda Rita GuerreiroProfessor de Matemática, Faculdade de Ciências e Tecnologia da Universidade Nova de LisboaE-mail confirmado em fct.unl.pt
