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Viktor Skorniakov

Identifiers

  • name variant Viktor Skorniakov 0.60 · backfill

Papers (5)

  1. On asymptotic normality of certain linear rank statistics math.ST · 2017 · author #1
  2. On a covariance structure of some subset of self-similar Gaussian processes math.PR · 2017 · author #1
  3. A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion math.PR · 2016 · author #2
  4. On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion math.PR · 2015 · author #2
  5. Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift math.PR · 2015 · author #2

Mentions

  • 1507.07180 #2 · backfill · confidence 0.70 Viktor Skorniakov
  • 1501.06850 #2 · backfill · confidence 0.70 Viktor Skorniakov

Frequent Coauthors