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Browsing by Author Melichov, Dmitrij

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Issue DateTitleAuthor(s)
2011Apie stochastinių diferencialinių lygčių sprendinių Hursto indekso vertinimąMelichov, Dmitrij
2011On comparison of the estimators of the hurst index of the solutions of stochastic differential equations driven by the fractional Brownian motionKubilius, Kęstutis; Melichov, Dmitrij
2011On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractional Brownian MotionKubilius, Kęstutis; Melichov, Dmitrij
2011On estimation of the Hurst index of solutions of stochastic differential equationsMelichov, Dmitrij
2010On the convergence rates of Gladyshev's Hurst index estimatorKubilius, Kęstutis; Melichov, Dmitrij
Showing results 1 to 5 of 5

 

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