| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q6182100 | 2023-12-20 | Paper |
| From constant to rough: A survey of continuous volatility modeling | 2023-09-02 | Paper |
| CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index | 2020-09-01 | Paper |
| 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 |
| The rate of convergence of the Hurst index estimate for a stochastic differential equation | 2019-07-12 | Paper |
| Parameter estimation in fractional diffusion models | 2017-11-22 | Paper |
| A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion | 2016-12-15 | Paper |
| Exact confidence intervals of the extended Orey index for Gaussian processes | 2016-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2815486 | 2016-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2811613 | 2016-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2809664 | 2016-05-30 | Paper |
| On estimation of the extended Orey index for Gaussian processes | 2016-04-27 | Paper |
| On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion | 2015-12-30 | 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 |
| In memoriam Bronius Grigelionis (1935.11.01--2014.05.23) | 2015-02-25 | 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 |
| The rate of convergence of Hurst index estimate for the stochastic differential equation | 2012-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3173822 | 2011-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3080475 | 2011-03-10 | Paper |
| On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales | 2009-11-06 | Paper |
| On the convergence of stochastic integrals with respect to \(p\)-semimartingales | 2008-10-30 | Paper |
| On Stratonovich integral equations driven by continuous \(p\)-semimartingales | 2007-07-19 | Paper |
| The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type. | 2005-02-25 | Paper |
| On weak and strong solutions of an integral equation driven by a continuous \(p\)-semimartingale | 2004-10-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4809696 | 2004-08-30 | Paper |
| On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type | 2003-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4798624 | 2003-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3146432 | 2003-01-19 | Paper |
| Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps | 2002-05-14 | Paper |
| An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation | 2001-03-05 | Paper |
| On the asymptotic normality of estimates in the nearly non-stationary AR(1) models | 1998-04-01 | Paper |
| On the asymptotic accuracy of least-squares estimators in nearly unstable AR(1) processes | 1997-11-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4874057 | 1996-04-21 | Paper |
| Rate of convergence in the invariance principle for martingale difference arrays | 1995-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4313607 | 1994-12-19 | Paper |
| On the rate of convergence of the diffusion approximations | 1994-07-19 | Paper |
| On the rate of convergence in the multidimensional CLT for martingales | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3363508 | 1991-01-01 | Paper |
| Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales | 1990-01-01 | Paper |
| Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I | 1990-01-01 | Paper |
| Rate of convergence of distributions of semimartingales to the distribution of a diffusion process with jumps. II | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3359509 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3713246 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3667693 | 1983-01-01 | Paper |
| Asymptotics of distributions of martingales | 1981-01-01 | Paper |
