Dmytro Marushkevych

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
Consistent support recovery for high-dimensional diffusions Stochastic Processes and their Applications	2026-09-04	Paper
Weighted Nuclear Elastic Net Estimation of (Near-) Low-Rank Drift Matrices in Ornstein-Uhlenbeck Processes (available as arXiv preprint)	2026-01-01	Paper
On Lasso estimator for the drift function in diffusion models Bernoulli	2025-05-27	Paper
On Lasso estimator for the drift function in diffusion models Bernoulli	2025-05-27	Paper
On Lasso estimator for the drift function in diffusion models	2022-09-13	Paper
Linear filtering with fractional noises: large time and small noise asymptotics SIAM Journal on Control and Optimization	2022-06-01	Paper
On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model Electronic Journal of Statistics	2021-01-19	Paper
On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model Electronic Journal of Statistics	2021-01-19	Paper
Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting Probability, Uncertainty and Quantitative Risk	2020-05-04	Paper
On the eigenproblem for Gaussian bridges Bernoulli	2020-04-27	Paper
On the eigenproblem for Gaussian bridges Bernoulli	2020-04-27	Paper
Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process Modern Stochastics. Theory and Applications	2016-11-15	Paper

Research outcomes over time

This page was built for person: Dmytro Marushkevych