Kęstutis Kubilius

Available identifiers

zbMath Open kubilius.kestutisWikidataQ16457783 ScholiaQ16457783MaRDI QIDQ340124

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6182100	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	2020-09-01	Paper
Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift	2020-04-01	Paper
On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process	2019-07-12	Paper
The rate of convergence of the Hurst index estimate for a stochastic differential equation	2019-07-12	Paper
Parameter estimation in fractional diffusion models	2017-11-22	Paper
A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion	2016-12-15	Paper
Exact confidence intervals of the extended Orey index for Gaussian processes	2016-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q2815486	2016-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q2811613	2016-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q2809664	2016-05-30	Paper
On estimation of the extended Orey index for Gaussian processes	2016-04-27	Paper
On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion	2015-12-30	Paper
Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\)	2015-10-28	Paper
In memoriam Bronius Grigelionis (1935.11.01--2014.05.23)	2015-02-25	Paper
Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion	2014-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q4917421	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	2012-10-10	Paper
https://portal.mardi4nfdi.de/entity/Q3173822	2011-10-10	Paper
https://portal.mardi4nfdi.de/entity/Q3080475	2011-03-10	Paper
On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales	2009-11-06	Paper
On the convergence of stochastic integrals with respect to \(p\)-semimartingales	2008-10-30	Paper
On Stratonovich integral equations driven by continuous \(p\)-semimartingales	2007-07-19	Paper
The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type.	2005-02-25	Paper
On weak and strong solutions of an integral equation driven by a continuous \(p\)-semimartingale	2004-10-15	Paper
https://portal.mardi4nfdi.de/entity/Q4809696	2004-08-30	Paper
On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type	2003-12-09	Paper
https://portal.mardi4nfdi.de/entity/Q4798624	2003-03-11	Paper
https://portal.mardi4nfdi.de/entity/Q3146432	2003-01-19	Paper
Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps	2002-05-14	Paper
An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation	2001-03-05	Paper
On the asymptotic normality of estimates in the nearly non-stationary AR(1) models	1998-04-01	Paper
On the asymptotic accuracy of least-squares estimators in nearly unstable AR(1) processes	1997-11-13	Paper
https://portal.mardi4nfdi.de/entity/Q4874057	1996-04-21	Paper
Rate of convergence in the invariance principle for martingale difference arrays	1995-11-07	Paper
https://portal.mardi4nfdi.de/entity/Q4313607	1994-12-19	Paper
On the rate of convergence of the diffusion approximations	1994-07-19	Paper
On the rate of convergence in the multidimensional CLT for martingales	1992-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q3363508	1991-01-01	Paper
Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales	1990-01-01	Paper
Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I	1990-01-01	Paper
Rate of convergence of distributions of semimartingales to the distribution of a diffusion process with jumps. II	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3359509	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3713246	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3667693	1983-01-01	Paper
Asymptotics of distributions of martingales	1981-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Kęstutis Kubilius