Héctor Araya

Ph.D. en Matemática

Profesor Asistente

FACULTAD DE INGENIERÍA Y CIENCIAS

CHILE

Viña

Email: [email protected]

Héctor Araya

Ph.D. en Matemática

Grupo: Data Science

Obtuvo su Ph.D. en Matemática del Consorcio de la Pontificia Universidad Católica de Valparaíso, Universidad Técnica Federico Santa María y Universidad de Valparaíso.

La investigación del académico Araya se enfoca, en general, en el área de análisis estocástico. Específicamente, en métodos numéricos para ecuaciones diferenciales estocásticas, modelación en matemática-estadística, cálculo de Malliavin, Inferencia en procesos, entre otros. En el ámbito de gestión académica, el profesor ha formado parte del Comité de Certificación de Ingeniería en Estadística, el Comité para Acreditación del Doctorado en Estadística, y fue director del Magíster en Estadística en la Universidad de Valparaíso.

Además, el académico Araya ha realizado diversas publicaciones en revistas científicas y presentaciones en conferencias. Se ha adjudicado distintos honores, como el fondo FONDECYT Postdoctorado 2019, Mathamsud y ECOS 2022, y diversas visitas a centros de investigaciones y departamentos de matemática en México, Estados Unidos, Francia y Colombia.

Spatio—Temporal Weighted Regression model with fractional-colored noise</>

Fermín, L., Gómez, S., Torres, S., Araya, H. & Roa, T., dic. 2026, In: Journal of Statistical Planning and Inference, 245.

STABILITY PROPERTIES FOR THE STOCHASTIC ANDERSON MODEL WITH ANTICIPATING INITIAL VALUE</>

Araya, H., León, J., Torres, S. & Tudor, C., oct. 2026, In: Discrete and Continuous Dynamical Systems - Series B, 40, p. 274-296.

Drift parameter estimation for the noisy Ornstein–Uhlenbeck process driven by a Rosenblatt process</>

Araya, H., Plaza-Vega, F. & Alvarado, E., oct. 2026, In: Statistics and Probability Letters, 237.

Deep learning and surplus production models for multivariate autoregressive modeling and simulation of the jack mackerel fishery associated with environmental conditions</>

Plaza-Vega, F., Yáñez, E., Fréon, P., Araya, H. & Aranis, A., jun. 2026, In: Deep-Sea Research Part II: Topical Studies in Oceanography, 227.

Drift parameter identification for the Ornstein-Uhlenbeck process driven by Ornstein-Uhlenbeck with small General Gaussian noise</>

Araya, H., Plaza-Vega, F. & Alvarado, E., jun. 2026, In: Statistical Papers, 67, 3.

EULER SCHEME FOR SOME SDEs WITH FRACTIONAL NOISE AND MARKOV SWITCHING</>

Araya, H., Garzón, J. & Torres, S., 2026, In: Theory of Probability and its Applications, 71, 1, p. 73-87.

Generalized Hermite process</>

Araya, H., mar. 2025, In: Monte Carlo Methods and Applications, 31, 1, p. 75-90.

Non-central limit theorem for the oscillation of the Rosenblatt process</>

Araya, H. & Tudor, C., 2025, In: Czechoslovak Mathematical Journal, 75, 4, p. 1255-1274.

Generalized Hermite process</>

Araya, H., 2025, In: Monte Carlo Methods and Applications, 31, 1, p. 75-90.

Anchovy (Engraulis ringens) and Pacific sardine (Sardinops sagax) variability changes in northern Chile associated with the environment and inter species synchronicity</>

Plaza-Vega, F. & Araya, H., feb. 2024, In: Progress in Oceanography, 221.

Gamma mixed fractional Lévy Ornstein–Uhlenbeck process</>

Araya, H., Garzón, J. & Rubilar-Torrealba, R., ene. 2024, In: Modern Stochastics: Theory and Applications, 11, 1, p. 63-83.

Least squares estimation for the Ornstein–Uhlenbeck process with small Hermite noise</>

Araya, H., Torres, S. & Tudor, C., 2024, In: Statistical Papers, 65, 7, p. 4745-4766.

Environmental effect on the variability of anchovy (Engraulis ringens) in northern Chile</>

Plaza, F., Araya, H. & Yáñez, E., abr. 2023, In: Fisheries Research, 260.

ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE</>

Araya, H., Bahamonde, N., Fermín, L., Roa, T. & Torres, S., ene. 2023, In: Statistica Sinica, 33, 1, p. 1-26.

ON THE CONSISTENCY OF LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE</>

Araya, H., Bahamonde, N., Fermín, L., Roa, T. & Torres, S., ene. 2023, In: Statistica Sinica, 33, 1, p. 331-351.

Parameter estimation for fractional power type diffusion</>

Araya, H. & Plaza-Vega, F., 2023, In: Communications in Statistics - Theory and Methods, 53, 22, p. 8234-8254.

Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion</>

Araya, H. & Barrera, J., 2023, In: Random Operators and Stochastic Equations, 31, 4, p. 339-349.

Bayesian inference for fractional Oscillating Brownian motion</>

Araya, H., Slaoui, M. & Torres, S., abr. 2022, In: Computational Statistics, 37, 2, p. 887-907.

Modeling Chile Fishing Data Using Environmental Exogenous Variables with GARCH-X Model</>

Barrera, J. & Araya, H., 2022, In: Journal of the Iranian Statistical Society, 21, 1, p. 19-35.

Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise</>

Araya, H. & Tudor, C., mar. 2021, In: Stochastics and Dynamics, 21, 2.

Impacts of Whale-Watching on the Short-Term Behavior of Fin Whales (Balaenoptera physalus) in a Marine Protected Area in the Southeastern Pacific</>

Santos-Carvallo, M., Barilari, F., Pérez-Alvarez, M., Gutiérrez, L., Pavez, G., Araya, H., Anguita, C., Cerda, C. & Sepúlveda, M., mar. 2021, In: Frontiers in Marine Science, 8.

Héctor Araya

Héctor Araya

Spatio—Temporal Weighted Regression model with fractional-colored noise</>

STABILITY PROPERTIES FOR THE STOCHASTIC ANDERSON MODEL WITH ANTICIPATING INITIAL VALUE</>

Drift parameter estimation for the noisy Ornstein–Uhlenbeck process driven by a Rosenblatt process</>

Deep learning and surplus production models for multivariate autoregressive modeling and simulation of the jack mackerel fishery associated with environmental conditions</>

Drift parameter identification for the Ornstein-Uhlenbeck process driven by Ornstein-Uhlenbeck with small General Gaussian noise</>

EULER SCHEME FOR SOME SDEs WITH FRACTIONAL NOISE AND MARKOV SWITCHING</>

Generalized Hermite process</>

Non-central limit theorem for the oscillation of the Rosenblatt process</>

Generalized Hermite process</>

Anchovy (Engraulis ringens) and Pacific sardine (Sardinops sagax) variability changes in northern Chile associated with the environment and inter species synchronicity</>

Gamma mixed fractional Lévy Ornstein–Uhlenbeck process</>

Least squares estimation for the Ornstein–Uhlenbeck process with small Hermite noise</>

Environmental effect on the variability of anchovy (Engraulis ringens) in northern Chile</>

ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE</>

ON THE CONSISTENCY OF LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE</>

Parameter estimation for fractional power type diffusion</>

Trajectory fitting estimation for stochastic differential equations driven by fractional Brownian motion</>

Bayesian inference for fractional Oscillating Brownian motion</>

Modeling Chile Fishing Data Using Environmental Exogenous Variables with GARCH-X Model</>

Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise</>

Impacts of Whale-Watching on the Short-Term Behavior of Fin Whales (Balaenoptera physalus) in a Marine Protected Area in the Southeastern Pacific</>

On local linearization method for stochastic differential equations driven by fractional Brownian motion</>

Hermite spatial variations for the solution to the stochastic heat equation</>

Non symmetric Rosenblatt process over a compact</>

Parameter estimation for a discrete time model driven by fractional Poisson process</>

Numerical Scheme for Stochastic Differential Equations Driven by Fractional Brownian Motion with 1 / 4 < H< 1 / 2 .</>

Theoretical models of reaction times arising from simple-choice tasks</>

Donsker type theorem for fractional Poisson process</>

Behavior of the Hermite sheet with respect to theHurst index</>

Desarrollo de una plataforma fármaco-proteómica para evaluar potenciales interacciones farmacológicas y su impacto clínico en pacientes trasplantados hepáticos en tratamiento multidroga</>

ECUACIONES DIFERENCIALES ESTOCÁSTICAS DIRIGIDAS POR EL MOVIMIENTO BROWNIANO FRACCIONARIO: ESTUDIO TEÓRICO Y NUMÉRICO</>

Stochastic differential equations driven by fractional Brownian motion with Markov switching: Existence, uniqueness, approximations and inference</>