×

zbMATH — the first resource for mathematics

Kubilius, Kȩstutis

Compute Distance To:
Author ID: kubilius.kestutis Recent zbMATH articles by "Kubilius, Kȩstutis"
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

Publications by Year

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 1059.60068
Kubilius, K.
25
2002
Quadratic variations and estimation of the Hurst index of the solution of SDE driven by a fractional Brownian motion. Zbl 1393.60061
Kubilius, K.; Melichov, D.
11
2010
Rate of weak convergence of the Euler approximation for diffusion processes with jumps. Zbl 0996.65003
Kubilius, Kestutis; Platen, Eckhard
9
2002
Parameter estimation in fractional diffusion models. Zbl 1388.60006
Kubilius, 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 1326.60048
Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn; Seleznjev, Oleg
7
2015
The rate of convergence of Hurst index estimate for the stochastic differential equation. Zbl 1255.60065
Kubilius, K.; Mishura, Y.
7
2012
On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion. Zbl 1384.62073
Kubilius, K.; Skorniakov, V.
6
2016
On weak and strong solutions of an integral equation driven by a continuous \(p\)-semimartingale. Zbl 1055.60067
Kubilius, K.
6
2003
The existence and uniqueness of the solution of the integral equation driven by fractional Brownian motion. Zbl 1013.60045
Kubilius, 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 1264.60048
Kubilius, Kȩstutis; Melichov, Dmitrij
5
2011
On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type. Zbl 1032.60058
Kubilius, K.
4
2003
An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation. Zbl 0963.45012
Kubilius, K.
4
1999
Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift. Zbl 07184713
Kubilius, K.; Skorniakov, V.; Melichov, D.
3
2016
On estimation of the extended Orey index for Gaussian processes. Zbl 1337.60053
Kubilius, K.
3
2015
On the convergence of stochastic integrals with respect to \(p\)-semimartingales. Zbl 1161.60018
Kubilius, K.
2
2008
On the asymptotic behavior of an approximation of SIEs driven by \(p\)-semimartingales. Zbl 1002.60061
Kubilius, K.
2
2002
Rate of convergence in the functional central limit theorem for one-dimensional semimartingales. Zbl 0855.60038
Kubilius, K.
2
1994
Exponential inequality for local martingales. Zbl 0807.60043
Kubilius, Kęstutis; Mémin, Jean
2
1994
CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index. Zbl 1450.60017
Kubilius, K.
1
2020
The rate of convergence of the Hurst index estimate for a stochastic differential equation. Zbl 1416.60061
Kubilius, 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 1416.60050
Kubilius, K.; Skorniakov, V.
1
2017
Exact confidence intervals of the extended Orey index for Gaussian processes. Zbl 1351.60039
Kubilius, Kęstutis; Melichov, Dmitrij
1
2016
On the convergence rate of Gladyshev’s Hurst index estimator. Zbl 1342.60057
Kubilius, K.; Melichov, D.
1
2010
Estimating the Hurst index of the solution of a stochastic integral equation. Zbl 1339.60082
Kubilius, Kęstutis; Melichov, Dmitrij
1
2009
On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales. Zbl 1181.60106
Kubilius, K.
1
2009
Rate of convergence in the invariance principle for martingale difference arrays. Zbl 0868.60031
Kubilius, K.
1
1994
On the rate of convergence in the multidimensional CLT for martingales. Zbl 0739.60018
Kubilius, K.
1
1991
On the rate of convergence of the distributions of semimartingales to the distribution of stable process. Zbl 0733.60065
Kubilius, K.
1
1990
Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I. Zbl 0721.60060
Kubilius, K.
1
1990
Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales. Zbl 0721.60034
Kubilius, K.; Mikulevičius, R.
1
1990
On necessary and sufficient conditions for the convergence of semimartingales. Zbl 0518.60043
Kubilius, K.; Mikulevičius, R.
1
1983
CLT for quadratic variation of Gaussian processes and its application to the estimation of the Orey index. Zbl 1450.60017
Kubilius, K.
1
2020
Parameter estimation in fractional diffusion models. Zbl 1388.60006
Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn
8
2017
The rate of convergence of the Hurst index estimate for a stochastic differential equation. Zbl 1416.60061
Kubilius, 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 1416.60050
Kubilius, K.; Skorniakov, V.
1
2017
On some estimators of the Hurst index of the solution of SDE driven by a fractional Brownian motion. Zbl 1384.62073
Kubilius, K.; Skorniakov, V.
6
2016
Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift. Zbl 07184713
Kubilius, K.; Skorniakov, V.; Melichov, D.
3
2016
Exact confidence intervals of the extended Orey index for Gaussian processes. Zbl 1351.60039
Kubilius, 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 1326.60048
Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn; Seleznjev, Oleg
7
2015
On estimation of the extended Orey index for Gaussian processes. Zbl 1337.60053
Kubilius, K.
3
2015
The rate of convergence of Hurst index estimate for the stochastic differential equation. Zbl 1255.60065
Kubilius, 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 1264.60048
Kubilius, 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 1393.60061
Kubilius, K.; Melichov, D.
11
2010
On the convergence rate of Gladyshev’s Hurst index estimator. Zbl 1342.60057
Kubilius, K.; Melichov, D.
1
2010
Estimating the Hurst index of the solution of a stochastic integral equation. Zbl 1339.60082
Kubilius, Kęstutis; Melichov, Dmitrij
1
2009
On tightness of solutions of stochastic integral equations driven by \(p\)-semimartingales. Zbl 1181.60106
Kubilius, K.
1
2009
On the convergence of stochastic integrals with respect to \(p\)-semimartingales. Zbl 1161.60018
Kubilius, K.
2
2008
On weak and strong solutions of an integral equation driven by a continuous \(p\)-semimartingale. Zbl 1055.60067
Kubilius, K.
6
2003
On weak solutions of an integral equation driven by a \(p\)-semimartingale of special type. Zbl 1032.60058
Kubilius, K.
4
2003
The existence and uniqueness of the solution of an integral equation driven by a \(p\)-semimartingale of special type. Zbl 1059.60068
Kubilius, K.
25
2002
Rate of weak convergence of the Euler approximation for diffusion processes with jumps. Zbl 0996.65003
Kubilius, Kestutis; Platen, Eckhard
9
2002
On the asymptotic behavior of an approximation of SIEs driven by \(p\)-semimartingales. Zbl 1002.60061
Kubilius, K.
2
2002
The existence and uniqueness of the solution of the integral equation driven by fractional Brownian motion. Zbl 1013.60045
Kubilius, Kȩstutis
6
2000
An approximation of a nonlinear integral equation driven by a function of bounded \(p\)-variation. Zbl 0963.45012
Kubilius, K.
4
1999
Rate of convergence in the functional central limit theorem for one-dimensional semimartingales. Zbl 0855.60038
Kubilius, K.
2
1994
Exponential inequality for local martingales. Zbl 0807.60043
Kubilius, Kęstutis; Mémin, Jean
2
1994
Rate of convergence in the invariance principle for martingale difference arrays. Zbl 0868.60031
Kubilius, K.
1
1994
On the rate of convergence in the multidimensional CLT for martingales. Zbl 0739.60018
Kubilius, K.
1
1991
On the rate of convergence of the distributions of semimartingales to the distribution of stable process. Zbl 0733.60065
Kubilius, K.
1
1990
Rate of convergence of the distribution of semimartingales to the distribution of a diffusion process with jumps. I. Zbl 0721.60060
Kubilius, K.
1
1990
Necessary and sufficient conditions for the convergence to nonquasicontinuous semimartingales. Zbl 0721.60034
Kubilius, K.; Mikulevičius, R.
1
1990
On necessary and sufficient conditions for the convergence of semimartingales. Zbl 0518.60043
Kubilius, K.; Mikulevičius, R.
1
1983
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

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.