Search Results - "Yakovliev, Mykyta"

Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations by Ralchenko, Kostiantyn, Yakovliev, Mykyta

“…The object of investigation is the mixed fractional Brownian motion of the form ${X_{t}}=\kappa {B_{t}^{{H_{1}}}+\sigma {B_{t}^{{H_{2}}}$, driven by two…”
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Estimation in a linear errors-in-variables model under a mixture of classical and Berkson errors by Yakovliev, Mykyta, Kukush, Alexander

“…A linear structural regression model is studied, where the covariate is observed with a mixture of the classical and Berkson measurement errors. Both variances…”
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Asymptotic Normality of Parameter Estimators for~Mixed Fractional Brownian Motion with Trend by Ralchenko, Kostiantyn, Yakovliev, Mykyta

“…We investigate the mixed fractional Brownian motion of the form Xt = θt+σWt +κBtH , driven by a standard Brownian motion W and a fractional Brownian motion B H…”
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Asymptotically normal estimation of parameters of mixed fractional Brownian motion by Ralchenko, Kostiantyn, Yakovliev, Mykyta

“…We investigate the mixed fractional Brownian motion of the form Xt = σ Wt + κ BtH, driven by a standard Brownian motion W and a fractional Brownian motion BH…”
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