D. Melichov

Available identifiers

zbMath Open melichov.dmitrijMaRDI QIDQ340125

List of research outcomes

Publication	Date of Publication	Type
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
Exact confidence intervals of the extended Orey index for Gaussian processes	2016-11-11	Paper
On the convergence rate of Gladyshev's Hurst index estimator	2016-06-29	Paper
On estimation of the Hurst index of solutions of stochastic integral equations	2016-06-10	Paper
Estimating the Hurst index of the solution of a stochastic integral equation	2016-05-30	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

Research outcomes over time

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