The following pages link to Radomyra Shevchenko (Q785415):
Displaying 6 items.
- Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416) (← links)
- Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean (Q1984653) (← links)
- Asymptotic behaviour of level sets of needlet random fields (Q2105072) (← links)
- Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (Q2301111) (← links)
- Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case (Q5085211) (← links)
- On quadratic variations for the fractional-white wave equation (Q6040491) (← links)