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math.ST2021
Parameter estimation in diffusion models with low regularity coefficients
Dmytro Ivanenko, Rostyslav Pogorielov
The article considers parameter estimation constructing such as quasi-maximum likelyhood estimation and one step estimation in statistical models generated by solution of stochasti…
math.ST2013★ 2 cited
LAN property for families of distributions of solutions to Levy driven SDE's
Dmytro Ivanenko, Alexey Kulik
The LAN property is proved in the statistical model based on discrete-time observations of a solution to a Lévy driven SDE. The proof is based on a general sufficient condition for…
math.ST2007
Asymptotically Optimal Estimator of the Parameter of Semi-Linear Autoregression
Dmytro Ivanenko
The difference equations , where is a square integrable difference martingale, and the differential equation , wh…