1 citations · 1 across the 3 of their papers we have counts for
3 papers
stat.ME2023
On the Generic Cut--Point Detection Procedure in the Binomial Group Testing
Ugnė Čižikovienė, Viktor Skorniakov
Initially announced by Dorfman in 1943, (Binomial) Group Testing (BGT) was quickly recognized as a useful tool in many other fields as well. To apply any particular BGT procedure e…
math.PR2016
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…
math.PR2015★ 1 cited
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…