D. O. Ivanenko

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!

Publication	Date of Publication	Type
Solution of stochastic boundary value problem in SDE using transition probability density function decomposition Monte Carlo Methods and Applications	2026-06-10	Paper
Parameter estimation in models generated by SDEs with symmetric alpha-stable noise International Journal of Computer Mathematics	2023-06-20	Paper
Small time chaos approximations for heat kernels of multidimensional diffusions BIT	2023-02-16	Paper
Parameter estimation in diffusion models with low regularity coefficients	2021-03-10	Paper
Improved local approximation for multidimensional diffusions: The G-rates Theory of Probability and Mathematical Statistics	2021-01-08	Paper
A method for checking efficiency of estimators in statistical models driven by Lévy's noise Theory of Probability and Mathematical Statistics	2016-08-29	Paper
Uniform LAN property of locally stable Lévy process observed at high frequency	2016-01-21	Paper
Uniform LAN property of locally stable Lévy process observed at high frequency (available as arXiv preprint)	2016-01-21	Paper
Malliavin calculus approach to statistical inference for Lévy driven SDE's Methodology and Computing in Applied Probability	2015-04-16	Paper
LAN property for discretely observed solutions to Lévy driven SDE's Modern Stochastics. Theory and Applications	2015-01-16	Paper
Second derivative of the log-likelihood in the model given by a Lévy driven SDEs	2014-12-10	Paper
Second derivative of the log-likelihood in the model given by a Levy driven stochastic differential equations	2014-10-10	Paper
Existence of a limit distribution of a solution of a linear inhomogeneous stochastic differential equation Theory of Probability and Mathematical Statistics	2011-04-06	Paper
scientific article; zbMATH DE number 5220389 (Why is no real title available?)	2007-12-16	Paper
Asymptotically Optimal Estimator of the Parameter of Semi-Linear Autoregression (available as arXiv preprint)	2007-12-16	Paper
Martingale methods of estimation in a nonlinear autoregression model	2006-12-08	Paper
Estimation of matrix autoregression process parameters with nonstationary noise	2006-12-08	Paper
scientific article; zbMATH DE number 1885212 (Why is no real title available?)	2003-03-19	Paper

Research outcomes over time

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