Dmitrij Melichov

Available identifiers

zbMath Open melichov.dmitrijMaRDI QIDQ340125

List of research outcomes

Publication	Date of Publication	Type
Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift	2020-04-01	Paper
On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process	2019-07-12	Paper
Exact confidence intervals of the extended Orey index for Gaussian processes	2016-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q2815486	2016-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q2811613	2016-06-10	Paper
https://portal.mardi4nfdi.de/entity/Q2809664	2016-05-30	Paper
Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion	2014-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q4917421	2013-04-30	Paper
On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion	2013-01-15	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Dmitrij Melichov