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math.PR2026
Quasihelix properties of selected Volterra Gaussian processes
Yuliya Mishura, Kostiantyn Ralchenko
We study local quasihelix and generalized quasihelix properties of several Gaussian Volterra processes with tempered, power-weighted, and logarithmic kernels, including tempered fr…
math.PR2026
Drift parameter estimation in the double mixed fractional Brownian model via solutions of Fredholm equations with singular kernels
Yuliya Mishura, Kostiantyn Ralchenko, Mykyta Yakovliev
We consider drift parameter estimation in a model driven by the sum of two independent fractional Brownian motions with different Hurst indices. Although the maximum likelihood est…