| Publication | Date of Publication | Type |
|---|
| Asymptotic normality of estimators for all parameters in the Vasicek model by discrete observations | 2024-11-06 | Paper |
| Properties of the entropic risk measure EVaR in relation to selected distributions | 2024-10-24 | Paper |
| Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model | 2024-07-16 | Paper |
| Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations | 2024-04-30 | Paper |
| Stochastic differential equations driven by additive Volterra-Lévy and Volterra-Gaussian noises | 2024-03-16 | Paper |
| Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\) | 2024-02-13 | Paper |
| Asymptotically normal estimation of parameters of mixed fractional Brownian motion | 2024-02-02 | Paper |
| Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index | 2023-10-12 | Paper |
| Strongly consistent estimation of all parameters in the Vasicek model by discrete observations | 2023-07-10 | Paper |
| Parameter estimation in mixed fractional stochastic heat equation | 2023-06-22 | Paper |
| Gaussian Volterra processes: Asymptotic growth and statistical estimation | 2023-05-17 | Paper |
| Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations | 2022-09-14 | Paper |
| Analytical and computational problems related to fractional Gaussian noise | 2022-09-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5088086 | 2022-07-04 | Paper |
| Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend | 2022-05-16 | Paper |
| Parameter estimation in CKLS model by continuous observations | 2022-03-04 | Paper |
| Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation | 2021-09-29 | Paper |
| Discrete-Time Approximations and Limit Theorems | 2021-08-02 | Paper |
| Fractional stochastic heat equation with piecewise constant coefficients | 2021-03-09 | Paper |
| Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation | 2021-01-14 | Paper |
| Two methods of estimation of the drift parameters of the Cox-Ingersoll-Ross process: continuous observations | 2020-05-11 | Paper |
| On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity | 2020-04-15 | Paper |
| Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model | 2020-03-03 | Paper |
| Maximum likelihood estimation in the non-ergodic fractional Vasicek model | 2019-11-20 | Paper |
| Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions | 2019-10-17 | Paper |
| Existence and uniqueness of mild solution to fractional stochastic heat equation | 2019-10-08 | Paper |
| Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises | 2019-08-21 | Paper |
| Maximum likelihood estimation for Gaussian process with nonlinear drift | 2019-07-12 | Paper |
| The rate of convergence of the Hurst index estimate for a stochastic differential equation | 2019-07-12 | Paper |
| Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process | 2019-03-05 | Paper |
| Stochastic differential equations with generalized stochastic volatility and statistical estimators | 2018-10-10 | Paper |
| Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation | 2018-04-16 | Paper |
| Drift parameter estimation in the models involving fractional Brownian motion | 2018-03-08 | Paper |
| Parameter estimation in fractional diffusion models | 2017-11-22 | Paper |
| Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process | 2017-02-17 | Paper |
| Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise | 2017-01-09 | Paper |
| Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility | 2017-01-05 | Paper |
| Maximum likelihood drift estimation for Gaussian process with stationary increments | 2016-12-01 | Paper |
| Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model | 2016-11-15 | 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 |
| Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion | 2015-09-16 | Paper |
| A generalisation of the fractional Brownian field based on non-Euclidean norms | 2015-06-12 | Paper |
| Multifractional Poisson process, multistable subordinator and related limit theorems | 2015-04-01 | Paper |
| Smooth approximations for fractional and multifractional fields | 2013-06-06 | Paper |
| Absolute continuous approximations for multifractal processes and fields | 2012-07-16 | Paper |
| Approximation of multifractional Brownian motion by absolutely continuous processes | 2012-02-19 | Paper |
| Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations | 2011-07-18 | Paper |
| Path properties of multifractal Brownian motion | 2011-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607402 | 2009-02-28 | Paper |
| Properties of the entropic risk measure EVaR in relation to selected distributions | N/A | Paper |
