Dmytro Marushkevych

Available identifiers

zbMath Open marushkevych.dmytroMaRDI QIDQ340818

List of research outcomes

Publication	Date of Publication	Type
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	2022-06-01	Paper
On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model	2021-01-19	Paper
Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting	2020-05-04	Paper
On the eigenproblem for Gaussian bridges	2020-04-27	Paper
Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process	2016-11-15	Paper

Research outcomes over time

This page was built for person: Dmytro Marushkevych