| Publication | Date of Publication | Type |
|---|
Scaling limit of heavy tailed nearly unstable cumulative INAR(\infty) processes and rough fractional diffusions
(available as arXiv preprint) | N/A | Paper |
Local asymptotic normality for joint parameter estimation in the mixed fractional Ornstein-Uhlenbeck process with continuous observations
Journal of Statistical Planning and Inference | 2026-08-20 | Paper |
Scaling limit of heavy-tailed nearly unstable cumulative INAR(\(\infty\)) processes and rough fractional diffusions
Methodology and Computing in Applied Probability | 2026-03-31 | Paper |
Parameter estimation for fractional autoregressive process with seasonal structure
Statistical Theory and Related Fields | 2025-10-27 | Paper |
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise
Journal of Statistical Planning and Inference | 2024-06-17 | Paper |
Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process
Communications in Mathematics and Statistics | 2023-07-11 | Paper |
Parameter identification for mixed fractional Brownian motions with the drift parameter
Physica A | 2022-08-12 | Paper |
Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system
Physica A | 2022-05-16 | Paper |
A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift
AIMS Mathematics | 2022-04-29 | Paper |
| Asymptotics of Karhunen-Lo{\`e}ve Eigenvalues for sub-fractional Brownian motion and its application | 2021-10-07 | Paper |
Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion
Journal of Integral Equations and Applications | 2021-07-05 | Paper |
The properties of generalized collision branching processes
Mathematical Problems in Engineering | 2021-05-07 | Paper |
Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise
Statistical Inference for Stochastic Processes | 2020-08-25 | Paper |
| Maximum likelihood estimation for mixed fractional Vasicek processes | 2020-03-30 | Paper |
Occupation times of intervals until last passage times for spectrally negative Lévy processes
Journal of Theoretical Probability | 2018-10-24 | Paper |
Nonparametric estimation for a spectrally negative Lévy process based on high frequency data
Journal of Computational and Applied Mathematics | 2018-10-10 | Paper |
| Malliavin Derivative for the Unknown Parameter in surplus process with mixed fractional Brownian motion | 2018-02-03 | Paper |
| Controlled Mean-Reverting Estimation for The AR(1) Model with Stationary Gaussian Noise | 2017-10-26 | Paper |
Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation
Journal of Computational and Applied Mathematics | 2017-09-27 | Paper |
Mixed Gaussian processes: a filtering approach
The Annals of Probability | 2016-09-30 | Paper |
Mixed Gaussian processes: a filtering approach
The Annals of Probability | 2016-09-30 | Paper |
| Experiment design for controlled partially observed fractional diffusion process | 2016-09-28 | Paper |
| Non-parametric threshold estimation for classical risk process perturbed by diffusion | 2016-06-21 | Paper |
Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise
Mathematical Methods of Statistics | 2015-03-13 | Paper |
Controlled drift estimation in fractional diffusion linear systems
Stochastics and Dynamics | 2013-07-24 | Paper |
