Kestutis Kubilius

Identifiers

• name variant Kestutis Kubilius 0.60 · backfill

Papers (7)

1. A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion math.PR · 2016 · author #1
2. On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process math.PR · 2016 · author #1
3. On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion math.PR · 2015 · author #1
4. Exact confidence intervals of the extended Orey index for Gaussian processes math.PR · 2015 · author #1
5. Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift math.PR · 2015 · author #1
6. Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index $H\in(0,\frac12)$ math.PR · 2015 · author #1
7. On estimation of the Orey index for a class of Gaussian processes math.PR · 2013 · author #1

Mentions

• 1507.07180 #1 · backfill · confidence 0.70 Kestutis Kubilius
• 1505.04292 #1 · backfill · confidence 0.70 Kestutis Kubilius
• 1501.06850 #1 · backfill · confidence 0.70 Kestutis Kubilius
• 1501.04471 #1 · backfill · confidence 0.70 Kestutis Kubilius
• 1301.2883 #1 · backfill · confidence 0.70 Kestutis Kubilius

Frequent Coauthors

• Dmitrij Melichov 3 shared papers
• Viktor Skorniakov 3 shared papers
• Kostiantyn Ralchenko 1 shared papers
• Oleg Seleznjev 1 shared papers
• Yuliya Mishura 1 shared papers