Andrius Jankunas

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Optimal contingent claims.
The Annals of Applied Probability
2003-05-06Paper
Estimation of parameters of linear stochastic difference equations.
Mathematical Methods of Statistics
2003-02-10Paper
Optimal adaptive control for estimation of parameters of ARX models
IEEE Transactions on Automatic Control
2000-10-17Paper
Local asymptotic normality for linear homogeneous difference equations with non-Gaussian noise
Journal of Theoretical Probability
2000-03-27Paper
Estimation of parameters of linear homogeneous stochastic differential equations
Stochastic Processes and their Applications
2000-03-01Paper


Research outcomes over time


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