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Browsing by Author Melichov, Dmitrij
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Showing results 1 to 5 of 5
Issue Date
Title
Author(s)
2011
Apie stochastinių diferencialinių lygčių sprendinių Hursto indekso vertinimą
Melichov, Dmitrij
2011
On comparison of the estimators of the hurst index of the solutions of stochastic differential equations driven by the fractional Brownian motion
Kubilius, Kęstutis
;
Melichov, Dmitrij
2011
On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractional Brownian Motion
Kubilius, Kęstutis
;
Melichov, Dmitrij
2011
On estimation of the Hurst index of solutions of stochastic differential equations
Melichov, Dmitrij
2010
On the convergence rates of Gladyshev's Hurst index estimator
Kubilius, Kęstutis
;
Melichov, Dmitrij
Showing results 1 to 5 of 5
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