1 citations · 6 across the 12 of their papers we have counts for
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On a Couple of Unresolved Group Testing Conjectures
Ugnė Čižikovienė, Viktor Skorniakov
In the recent review published in 2019, Malinovsky and Albert conjectured analytical formulae of the optimal sample sizes for the modified Dorfman and Sterret group testing schemes…
A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion
Kestutis Kubilius, Viktor Skorniakov
We propose some class of statistics suitable for estimation of the Hurst index of the fractional Brownian motion based on the second order increments of an observed discrete trajec…
On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion
Kestutis Kubilius, Viktor Skorniakov
Strongly consistent and asymptotically normal estimators of the Hurst parameter of solutions of stochastic differential equations are proposed. The estimators are based on discrete…
Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift
Kestutis Kubilius, Viktor Skorniakov, Dmitrij Melichov
Strongly consistent and asymptotically normal estimators of the Hurst index and volatility parameters of solutions of stochastic differential equations with polynomial drift are pr…
On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion
K. Kubilius, V. Skorniakov, D. Melichov
Strongly consistent and asymptotic normal estimators of the Hurst index of a stochastic differential equation driven by a fractional Brownian motion are proposed. The estimators ar…