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Dmitrij Melichov

Identifiers

  • name variant Dmitrij Melichov 0.60 · backfill

Papers (3)

  1. On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process math.PR · 2016 · author #2
  2. Exact confidence intervals of the extended Orey index for Gaussian processes math.PR · 2015 · author #2
  3. Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift math.PR · 2015 · author #3

Mentions

  • 1505.04292 #2 · backfill · confidence 0.70 Dmitrij Melichov
  • 1501.06850 #3 · backfill · confidence 0.70 Dmitrij Melichov

Frequent Coauthors