D. Melichov

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
Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift Journal of Statistical Computation and Simulation	2020-04-01	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
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
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

Research outcomes over time

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