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Modern Stochastics: Theory and Applications


Cited by 6
On the distribution of integral functionals of a homogeneous diffusion process

The Extended Orey Index for Gaussian Processes
Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko
https://doi.org/10.1007/978-3-319-71030-3_6
Book:  Bocconi & Springer Series (Parameter Estimation in Fractional Diffusion Models) Volume 8 (2017), p. 269
Description and Properties of the Basic Stochastic Models
Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko
https://doi.org/10.1007/978-3-319-71030-3_1
Book:  Bocconi & Springer Series (Parameter Estimation in Fractional Diffusion Models) Volume 8 (2017), p. 1
The Hurst Index Estimators for a Fractional Brownian Motion
Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko
https://doi.org/10.1007/978-3-319-71030-3_2
Book:  Bocconi & Springer Series (Parameter Estimation in Fractional Diffusion Models) Volume 8 (2017), p. 45
Estimation of the Hurst Index from the Solution of a Stochastic Differential Equation
Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko
https://doi.org/10.1007/978-3-319-71030-3_3
Book:  Bocconi & Springer Series (Parameter Estimation in Fractional Diffusion Models) Volume 8 (2017), p. 75
Parameter Estimation in the Mixed Models via Power Variations
Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko
https://doi.org/10.1007/978-3-319-71030-3_4
Book:  Bocconi & Springer Series (Parameter Estimation in Fractional Diffusion Models) Volume 8 (2017), p. 125
Drift Parameter Estimation in Diffusion and Fractional Diffusion Models
Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko
https://doi.org/10.1007/978-3-319-71030-3_5
Book:  Bocconi & Springer Series (Parameter Estimation in Fractional Diffusion Models) Volume 8 (2017), p. 161


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