The following pages link to Kęstutis Kubilius (Q340124):
Displaying 50 items.
- Exact confidence intervals of the extended Orey index for Gaussian processes (Q340126) (← links)
- Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q392707) (← links)
- (Q454861) (redirect page) (← links)
- The rate of convergence of Hurst index estimate for the stochastic differential equation (Q454862) (← links)
- (Q589092) (redirect page) (← links)
- (Q799021) (redirect page) (← links)
- Invariance principle for symmetric statistics (Q799022) (← links)
- On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes (Q799299) (← links)
- On the equivalence of multiparameter Gaussian processes (Q867078) (← links)
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
- On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion (Q899656) (← links)
- On the convergence of weighted sums of martingale differences (Q908581) (← links)
- Limit theorem for a random walk in a reversible random environment (Q923509) (← links)
- On the convergence of stochastic integrals with respect to \(p\)-semimartingales (Q951213) (← links)
- On Stratonovich integral equations driven by continuous \(p\)-semimartingales (Q996789) (← links)
- On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales (Q1033571) (← links)
- Asymptotics of distributions of martingales (Q1054353) (← links)
- On strong invariance for local time of partial sums (Q1068455) (← links)
- A functional form for the lower Lipschitz condition for the stable subordinator (Q1104630) (← links)
- Invariance principles for renewal processes when only moments of low order exist (Q1116529) (← links)
- On the rate of convergence in the multidimensional CLT for martingales (Q1178911) (← links)
- A strong invariance principle for the extremes of multivariate stationary \(m\)-dependent sequences (Q1200621) (← links)
- Weak invariance of the multidimensional rank statistic with unbounded scores for nonstationary absolutely regular processes (Q1200623) (← links)
- On the rate of convergence of the diffusion approximations (Q1324860) (← links)
- Bracketing smooth functions (Q1336988) (← links)
- Skorohod integral of a product of two stochastic processes (Q1356621) (← links)
- On the asymptotic accuracy of least-squares estimators in nearly unstable AR(1) processes (Q1366484) (← links)
- On the asymptotic normality of estimates in the nearly non-stationary AR(1) models (Q1381645) (← links)
- Maxima with random indexes (Q1387438) (← links)
- Stochastic integral representation theorem for quantum semimartingales. (Q1405086) (← links)
- On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type (Q1415881) (← links)
- On the necessity of the Lindeberg condition for the normal convergence of martingales (Q1566447) (← links)
- An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation (Q1589834) (← links)
- Extended covariance identities and inequalities (Q1612930) (← links)
- Parameter estimation in fractional diffusion models (Q1680119) (← links)
- The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartin\-gale of special type. (Q1766066) (← links)
- Absolute continuity of joint laws of multiple stable stochastic integrals (Q1776116) (← links)
- Continuous Ocone martingales as weak limits of rescaled martingales (Q1860598) (← links)
- On weak and strong solutions of an integral equation driven by a continuous \(p\)-semimartingale (Q1881785) (← links)
- Lower limits of iterated Wiener processes (Q1892959) (← links)
- Law of the iterated logarithm and local variations at zero of the sticky Brownian motion (Q1892963) (← links)
- Rate of convergence in the invariance principle for martingale difference arrays (Q1901218) (← links)
- CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index (Q2197613) (← links)
- In memoriam Bronius Grigelionis (1935.11.01--2014.05.23) (Q2257574) (← links)
- \(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index (Q2485747) (← links)
- A theory of stochastic integration for bond markets (Q2496508) (← links)
- A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion (Q2520520) (← links)
- Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales (Q2640988) (← links)
- Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I (Q2641003) (← links)
- Rate of convergence of distributions of semimartingales to the distribution of a diffusion process with jumps. II (Q2641004) (← links)
