D. O. Ivanenko

Available identifiers

Publication	Date of Publication	Type
Parameter estimation in models generated by SDEs with symmetric alpha-stable noise	2023-06-20	Paper
Small time chaos approximations for heat kernels of multidimensional diffusions	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	2021-01-08	Paper
A method for checking efficiency of estimators in statistical models driven by Lévy's noise	2016-08-29	Paper
Uniform LAN property of locally stable L\'{e}vy process observed at high frequency	2016-01-21	Paper
Malliavin calculus approach to statistical inference for Lévy driven SDE's	2015-04-16	Paper
LAN property for discretely observed solutions to Lévy driven SDE's	2015-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q2933412	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	2011-04-06	Paper
https://portal.mardi4nfdi.de/entity/Q5430680	2007-12-16	Paper
Asymptotically Optimal Estimator of the Parameter of Semi-Linear Autoregression	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
https://portal.mardi4nfdi.de/entity/Q4798428	2003-03-19	Paper

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