Edit Profile Kubilius, Kȩstutis Compute Distance To: Compute Author ID: kubilius.kestutis Published as: Kubilius, K.; Kubilius, Kestutis; Kubilius, Kęstutis; Kubilius, Kȩstutis External Links: MGP · Wikidata Documents Indexed: 47 Publications since 1981, including 1 Book Reviewing Activity: 98 Reviews all top 5 Co-Authors 24 single-authored 8 Melichov, Dmitrij 5 Mishura, Yuliya Stepanivna 4 Skorniakov, Viktor 3 Mikulevicius, Remigijus 3 Ralchenko, Kostiantyn V. 2 Račkauskas, Alfredas Yurgevich 2 Sakhno, Lyudmyla Mykhaĭlivna 1 Jacod, Jean 1 Leipus, Remigijus 1 Mackevičius, Vigirdas 1 Mémin, Jean 1 Paulauskas, Vygantas Ionovič 1 Platen, Eckhard 1 Seleznjev, Oleg 1 Shiryaev, Al’bert Nikolaevich 1 Surgailis, Donatas all top 5 Serials 13 Lithuanian Mathematical Journal 4 Statistics & Probability Letters 4 Lietuvos Matematikos Rinkinys 3 Nonlinear Analysis. Modelling and Control 2 Acta Applicandae Mathematicae 2 Stochastic Processes and their Applications 2 Modern Stochastics. Theory and Applications 2 Lietuvos Matematikos Rinkinys. Lietuvos Matematiku Draugijos Darbai 1 Journal of Statistical Computation and Simulation 1 Litovskiĭ Matematicheskiĭ Sbornik 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Mathematical Methods of Statistics 1 Monte Carlo Methods and Applications 1 Informatica (Vilnius) 1 Methodology and Computing in Applied Probability 1 Mathematical Modelling and Analysis 1 Stochastics 1 Electronic Journal of Statistics 1 Bocconi & Springer Series all top 5 Fields 43 Probability theory and stochastic processes (60-XX) 11 Statistics (62-XX) 3 History and biography (01-XX) 2 General and overarching topics; collections (00-XX) 2 Integral equations (45-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 31 Publications have been cited 125 times in 81 Documents Cited by ▼ Year ▼ The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartingale of special type. Zbl 1059.60068Kubilius, K. 25 2002 Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion. Zbl 1393.60061Kubilius, K.; Melichov, D. 11 2010 Rate of weak convergence of the Euler approximation for diffusion processes with jumps. Zbl 0996.65003Kubilius, Kestutis; Platen, Eckhard 9 2002 Parameter estimation in fractional diffusion models. Zbl 1388.60006Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn 8 2017 Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\). Zbl 1326.60048Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn; Seleznjev, Oleg 7 2015 The rate of convergence of Hurst index estimate for the stochastic differential equation. Zbl 1255.60065Kubilius, K.; Mishura, Y. 7 2012 On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion. Zbl 1384.62073Kubilius, K.; Skorniakov, V. 6 2016 On weak and strong solutions of an integral equation driven by a continuous \(p\)-semimartingale. Zbl 1055.60067Kubilius, K. 6 2003 The existence and uniqueness of the solution of the integral equation driven by fractional Brownian motion. Zbl 1013.60045Kubilius, Kȩstutis 6 2000 On comparison of the estimators of the Hurst index of the solutions of stochastic differential equations driven by the fractional Brownian motion. Zbl 1264.60048Kubilius, Kȩstutis; Melichov, Dmitrij 5 2011 On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type. Zbl 1032.60058Kubilius, K. 4 2003 An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation. Zbl 0963.45012Kubilius, K. 4 1999 Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift. Zbl 07184713Kubilius, K.; Skorniakov, V.; Melichov, D. 3 2016 On estimation of the extended Orey index for Gaussian processes. Zbl 1337.60053Kubilius, K. 3 2015 On the convergence of stochastic integrals with respect to \(p\)-semimartingales. Zbl 1161.60018Kubilius, K. 2 2008 On the asymptotic behavior of an approximation of SIEs driven by \(p\)-semimartingales. Zbl 1002.60061Kubilius, K. 2 2002 Rate of convergence in the functional central limit theorem for one-dimensional semimartingales. Zbl 0855.60038Kubilius, K. 2 1994 Exponential inequality for local martingales. Zbl 0807.60043Kubilius, Kęstutis; Mémin, Jean 2 1994 CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index. Zbl 1450.60017Kubilius, K. 1 2020 The rate of convergence of the Hurst index estimate for a stochastic differential equation. Zbl 1416.60061Kubilius, Kęstutis; Skorniakov, Viktor; Ralchenko, Kostiantyn 1 2017 A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion. Zbl 1416.60050Kubilius, K.; Skorniakov, V. 1 2017 Exact confidence intervals of the extended Orey index for Gaussian processes. Zbl 1351.60039Kubilius, Kęstutis; Melichov, Dmitrij 1 2016 On the convergence rate of Gladyshev’s Hurst index estimator. Zbl 1342.60057Kubilius, K.; Melichov, D. 1 2010 Estimating the Hurst index of the solution of a stochastic integral equation. Zbl 1339.60082Kubilius, Kęstutis; Melichov, Dmitrij 1 2009 On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales. Zbl 1181.60106Kubilius, K. 1 2009 Rate of convergence in the invariance principle for martingale difference arrays. Zbl 0868.60031Kubilius, K. 1 1994 On the rate of convergence in the multidimensional CLT for martingales. Zbl 0739.60018Kubilius, K. 1 1991 On the rate of convergence of the distributions of semimartingales to the distribution of stable process. Zbl 0733.60065Kubilius, K. 1 1990 Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I. Zbl 0721.60060Kubilius, K. 1 1990 Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales. Zbl 0721.60034Kubilius, K.; Mikulevičius, R. 1 1990 On necessary and sufficient conditions for the convergence of semimartingales. Zbl 0518.60043Kubilius, K.; Mikulevičius, R. 1 1983 CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index. Zbl 1450.60017Kubilius, K. 1 2020 Parameter estimation in fractional diffusion models. Zbl 1388.60006Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn 8 2017 The rate of convergence of the Hurst index estimate for a stochastic differential equation. Zbl 1416.60061Kubilius, Kęstutis; Skorniakov, Viktor; Ralchenko, Kostiantyn 1 2017 A short note on a class of statistics for estimation of the Hurst index of fractional Brownian motion. Zbl 1416.60050Kubilius, K.; Skorniakov, V. 1 2017 On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion. Zbl 1384.62073Kubilius, K.; Skorniakov, V. 6 2016 Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift. Zbl 07184713Kubilius, K.; Skorniakov, V.; Melichov, D. 3 2016 Exact confidence intervals of the extended Orey index for Gaussian processes. Zbl 1351.60039Kubilius, Kęstutis; Melichov, Dmitrij 1 2016 Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\). Zbl 1326.60048Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn; Seleznjev, Oleg 7 2015 On estimation of the extended Orey index for Gaussian processes. Zbl 1337.60053Kubilius, K. 3 2015 The rate of convergence of Hurst index estimate for the stochastic differential equation. Zbl 1255.60065Kubilius, K.; Mishura, Y. 7 2012 On comparison of the estimators of the Hurst index of the solutions of stochastic differential equations driven by the fractional Brownian motion. Zbl 1264.60048Kubilius, Kȩstutis; Melichov, Dmitrij 5 2011 Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion. Zbl 1393.60061Kubilius, K.; Melichov, D. 11 2010 On the convergence rate of Gladyshev’s Hurst index estimator. Zbl 1342.60057Kubilius, K.; Melichov, D. 1 2010 Estimating the Hurst index of the solution of a stochastic integral equation. Zbl 1339.60082Kubilius, Kęstutis; Melichov, Dmitrij 1 2009 On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales. Zbl 1181.60106Kubilius, K. 1 2009 On the convergence of stochastic integrals with respect to \(p\)-semimartingales. Zbl 1161.60018Kubilius, K. 2 2008 On weak and strong solutions of an integral equation driven by a continuous \(p\)-semimartingale. Zbl 1055.60067Kubilius, K. 6 2003 On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type. Zbl 1032.60058Kubilius, K. 4 2003 The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartingale of special type. Zbl 1059.60068Kubilius, K. 25 2002 Rate of weak convergence of the Euler approximation for diffusion processes with jumps. Zbl 0996.65003Kubilius, Kestutis; Platen, Eckhard 9 2002 On the asymptotic behavior of an approximation of SIEs driven by \(p\)-semimartingales. Zbl 1002.60061Kubilius, K. 2 2002 The existence and uniqueness of the solution of the integral equation driven by fractional Brownian motion. Zbl 1013.60045Kubilius, Kȩstutis 6 2000 An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation. Zbl 0963.45012Kubilius, K. 4 1999 Rate of convergence in the functional central limit theorem for one-dimensional semimartingales. Zbl 0855.60038Kubilius, K. 2 1994 Exponential inequality for local martingales. Zbl 0807.60043Kubilius, Kęstutis; Mémin, Jean 2 1994 Rate of convergence in the invariance principle for martingale difference arrays. Zbl 0868.60031Kubilius, K. 1 1994 On the rate of convergence in the multidimensional CLT for martingales. Zbl 0739.60018Kubilius, K. 1 1991 On the rate of convergence of the distributions of semimartingales to the distribution of stable process. Zbl 0733.60065Kubilius, K. 1 1990 Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I. Zbl 0721.60060Kubilius, K. 1 1990 Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales. Zbl 0721.60034Kubilius, K.; Mikulevičius, R. 1 1990 On necessary and sufficient conditions for the convergence of semimartingales. Zbl 0518.60043Kubilius, K.; Mikulevičius, R. 1 1983 all cited Publications top 5 cited Publications all top 5 Cited by 99 Authors 15 Kubilius, Kȩstutis 9 Shevchenko, Georgiy M. 7 Mishura, Yuliya Stepanivna 5 Ralchenko, Kostiantyn V. 4 Nualart, David 4 Skorniakov, Viktor 3 Melichov, Dmitrij 3 Mikulevicius, Remigijus 3 Shalaiko, Taras 3 Słomiński, Leszek 3 Xiao, Wei-Lin 3 Zhang, Weiguo 3 Zhang, Xili 2 Bruti-Liberati, Nicola 2 Falkowski, Adrian 2 Jiang, Hui 2 Platen, Eckhard 2 Račkauskas, Alfredas Yurgevich 2 Viitasaari, Lauri 2 Vuillermot, Pierre-A. 2 Zhang, Changyong 2 Ziemkiewicz, Bartosz 1 Ahmadian, Davood 1 Araya, Héctor 1 Avetisian, Diana 1 Bondarenko, Valeria 1 Bondarenko, Victor 1 Brouste, Alexandre 1 Buckwar, Evelyn 1 Carbonell, Felix 1 Chen, Xiaoyan 1 Chiba, Kohei 1 Comte, Fabienne 1 Czechowski, Zbigniew 1 da Silva, José Luís 1 de la Peña, Victor H. 1 Ding, Yiming 1 Dozzi, Marco E. 1 Dzhaparidze, Kacha 1 Erraoui, Mohamed 1 Essaky, El Hassan 1 Fu, Pei 1 Guerra, João M. E. 1 Hairer, Martin 1 Hu, Yaozhong 1 Iacus, Stefano Maria 1 Ilmonen, Pauliina 1 Jacod, Jean 1 Jimenez, Juan Carlos 1 Kachan, Ilya 1 Kashima, Kenji 1 Kawai, Reiichiro 1 Klass, Michael J. 1 Kozachenko, Yuriĭ Vasyl’ovych 1 Kříž, Pavel 1 Kubilyus, K. 1 Lai, Tze Leung 1 Lejay, Antoine 1 León, Jorge A. 1 Li, Xue-Mei 1 Liao, Junjun 1 Liu, Hui 1 Liu, Junfeng 1 Lohvinenko, S. S. 1 Lohvinenko, Stanislav 1 Mano, Pascal 1 Mao, Wei 1 Mao, Xuerong 1 Marie, Nicolas 1 Melnikov, Aleksander Viktorovich 1 Mikulyavichyus, R. A. 1 Neuenkirch, Andreas 1 Norvaiša, Rimas 1 Pei, Bin 1 Porter, John E. 1 Ren, Jiagang 1 Riedler, Martin Georg 1 Rouz, Omid Farkhondeh 1 Su, Yuxia 1 Sun, Lin 1 Telesca, Luciano 1 Torres, Soledad 1 Truskovskyi, Kyryl 1 van Zanten, J. H. 1 Vaskouski, Maksim 1 Voutilainen, Marko 1 Vyoral, Michal 1 Wang, Lin 1 Wang, Shaochen 1 Wang, Xiangjun 1 Wang, Yutian 1 Wang, Zhi 1 Wu, Jianglun 1 Wu, Liang 1 Xu, Yong 1 Yan, Litan 1 Zhang, Xicheng 1 Zhou, Hongjuan 1 Zhou, Youzhou all top 5 Cited in 44 Serials 10 Lithuanian Mathematical Journal 7 Stochastic Processes and their Applications 5 Statistics & Probability Letters 5 Stochastic Analysis and Applications 4 Statistical Inference for Stochastic Processes 3 Journal of Computational and Applied Mathematics 3 Nonlinear Analysis. Modelling and Control 3 Modern Stochastics. Theory and Applications 2 The Annals of Probability 2 Applied Mathematics and Computation 2 Journal of Statistical Computation and Simulation 2 Theory of Probability and Mathematical Statistics 2 Stochastics and Dynamics 1 Computers & Mathematics with Applications 1 Physica A 1 Rocky Mountain Journal of Mathematics 1 Stochastics 1 Chaos, Solitons and Fractals 1 Journal of Applied Probability 1 Journal of Differential Equations 1 Journal of Functional Analysis 1 Acta Applicandae Mathematicae 1 Applied Numerical Mathematics 1 Journal of Theoretical Probability 1 Applied Mathematics Letters 1 Applications of Mathematics 1 Computational Statistics 1 Communications in Statistics. Simulation and Computation 1 Communications in Statistics. Theory and Methods 1 Computational Economics 1 Journal of Mathematical Sciences (New York) 1 Random Operators and Stochastic Equations 1 Bulletin des Sciences Mathématiques 1 Abstract and Applied Analysis 1 Chaos 1 Methodology and Computing in Applied Probability 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Boletim da Sociedade Paranaense de Matemática. Terceira Série 1 Advances in Difference Equations 1 Stochastics 1 Frontiers of Mathematics in China 1 Electronic Journal of Statistics 1 Probability Surveys 1 Journal of Function Spaces all top 5 Cited in 10 Fields 78 Probability theory and stochastic processes (60-XX) 23 Statistics (62-XX) 8 Ordinary differential equations (34-XX) 7 Numerical analysis (65-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Partial differential equations (35-XX) 3 Real functions (26-XX) 1 Sequences, series, summability (40-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.