| Publication | Date of Publication | Type |
|---|
| scientific article; zbMATH DE number 7781218 (Why is no real title available?) | 2023-12-20 | Paper |
| From constant to rough: A survey of continuous volatility modeling | 2023-09-02 | Paper |
CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index
Statistics & Probability Letters | 2020-09-01 | Paper |
Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
The rate of convergence of the Hurst index estimate for a stochastic differential equation
Nonlinear Analysis: Modelling and Control | 2019-07-12 | Paper |
On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process
Nonlinear Analysis: Modelling and Control | 2019-07-12 | Paper |
Parameter estimation in fractional diffusion models
Bocconi & Springer Series | 2017-11-22 | Paper |
A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion
Statistics & Probability Letters | 2016-12-15 | Paper |
Exact confidence intervals of the extended Orey index for Gaussian processes
Methodology and Computing in Applied Probability | 2016-11-11 | Paper |
On the convergence rate of Gladyshev's Hurst index estimator
Nonlinear Analysis. Modelling and Control | 2016-06-29 | Paper |
On estimation of the Hurst index of solutions of stochastic integral equations
Lietuvos Matematikos Rinkinys. Lietuvos Matematiku Draugijos Darbai | 2016-06-10 | Paper |
Estimating the Hurst index of the solution of a stochastic integral equation
Lietuvos Matematikos Rinkinys. Lietuvos Matematiku Draugijos Darbai | 2016-05-30 | Paper |
On estimation of the extended Orey index for Gaussian processes
Stochastics | 2016-04-27 | Paper |
On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion
Statistics & Probability Letters | 2015-12-30 | Paper |
Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\)
Electronic Journal of Statistics | 2015-10-28 | Paper |
Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\)
Electronic Journal of Statistics | 2015-10-28 | Paper |
In memoriam Bronius Grigelionis (1935.11.01--2014.05.23)
Lithuanian Mathematical Journal | 2015-02-25 | Paper |
Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion
Lithuanian Mathematical Journal | 2014-01-15 | Paper |
| scientific article; zbMATH DE number 6159449 (Why is no real title available?) | 2013-04-30 | Paper |
| On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion | 2013-01-15 | Paper |
The rate of convergence of Hurst index estimate for the stochastic differential equation
Stochastic Processes and their Applications | 2012-10-10 | Paper |
| scientific article; zbMATH DE number 5955783 (Why is no real title available?) | 2011-10-10 | Paper |
| scientific article; zbMATH DE number 5864612 (Why is no real title available?) | 2011-03-10 | Paper |
On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales
Lithuanian Mathematical Journal | 2009-11-06 | Paper |
On the convergence of stochastic integrals with respect to \(p\)-semimartingales
Statistics & Probability Letters | 2008-10-30 | Paper |
On Stratonovich integral equations driven by continuous \(p\)-semimartingales
Acta Applicandae Mathematicae | 2007-07-19 | Paper |
The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
On weak and strong solutions of an integral equation driven by a continuous \(p\)-semimartingale
Lithuanian Mathematical Journal | 2004-10-15 | Paper |
| scientific article; zbMATH DE number 2095623 (Why is no real title available?) | 2004-08-30 | Paper |
On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type
Acta Applicandae Mathematicae | 2003-12-09 | Paper |
| scientific article; zbMATH DE number 1880263 (Why is no real title available?) | 2003-03-11 | Paper |
| scientific article; zbMATH DE number 1799738 (Why is no real title available?) | 2003-01-19 | Paper |
Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps
Monte Carlo Methods and Applications | 2002-05-14 | Paper |
An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation
Lithuanian Mathematical Journal | 2001-03-05 | Paper |
On the asymptotic normality of estimates in the nearly non-stationary AR(1) models
Lithuanian Mathematical Journal | 1998-04-01 | Paper |
On the asymptotic accuracy of least-squares estimators in nearly unstable AR(1) processes
Mathematical Methods of Statistics | 1997-11-13 | Paper |
| scientific article; zbMATH DE number 868173 (Why is no real title available?) | 1996-04-21 | Paper |
Rate of convergence in the invariance principle for martingale difference arrays
Lithuanian Mathematical Journal | 1995-11-07 | Paper |
| scientific article; zbMATH DE number 695951 (Why is no real title available?) | 1994-12-19 | Paper |
On the rate of convergence of the diffusion approximations
Lithuanian Mathematical Journal | 1994-07-19 | Paper |
On the rate of convergence in the multidimensional CLT for martingales
Lithuanian Mathematical Journal | 1992-06-26 | Paper |
| On the rate of convergence in the multidimensional CLT for martingales | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4213143 (Why is no real title available?) | 1990-01-01 | Paper |
Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales
Lithuanian Mathematical Journal | 1990-01-01 | Paper |
Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I
Lithuanian Mathematical Journal | 1990-01-01 | Paper |
Rate of convergence of distributions of semimartingales to the distribution of a diffusion process with jumps. II
Lithuanian Mathematical Journal | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 3942606 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3820818 (Why is no real title available?) | 1983-01-01 | Paper |
Asymptotics of distributions of martingales
Lithuanian Mathematical Journal | 1981-01-01 | Paper |
