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02/07/2023
Gaussian Volterra processes: asymptotic growth and statistical estimation
The paper is devoted to three-parametric self-similar Gaussian Volterra ...
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09/07/2022
Asymptotic expansion of an estimator for the Hurst coefficient
Asymptotic expansion is presented for an estimator of the Hurst coeffici...
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05/28/2021
Parameter estimation in CKLS model by continuous observations
We consider a stochastic differential equation of the form dr_t = (a - b...
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02/02/2021
Divergence of an integral of a process with small ball estimate
The paper contains sufficient conditions on the function f and the stoch...
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07/02/2020
Approximate solution of the integral equations involving kernel with additional singularity
The paper is devoted to the approximate solutions of the Fredholm integr...
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03/30/2020