Dasha Loukianova

On Nummelin splitting for continuous time Harris recurrent Markov processes and application to kernel estimation for multi-dimensional diffusions

Eva Löcherbach, Dasha Loukianova · Stochastic Processes and their Applications · 2007 · 31 citations · Full text

Hidden Markov Model, Diffusion Process, Markov Kernel +4

Maximum likelihood estimator consistency for a ballistic random walk in a parametric random environment

Francis Comets, Mikael Falconnet, Oleg Loukianov et al. · Stochastic Processes and their Applications · 2013 · 18 citations · Full text

Asymptotic normality and efficiency of the maximum likelihood estimator for the parameter of a ballistic random walk in a random environment

Mikael Falconnet, Dasha Loukianova, Catherine Matias · Mathematical Methods of Statistics · 2014 · 13 citations · Full text

Maximum likelihood estimator consistency for recurrent random walk in a parametric random environment with finite support

Francis Comets, Mikael Falconnet, Oleg Loukianov et al. · Stochastic Processes and their Applications · 2016 · 10 citations · Full text

Engineering, Finite Support, Parametric Random Environment +9

The law of iterated logarithm for additive functionals and martingale additive functionals of Harris recurrent Markov processes

Eva Löcherbach, Dasha Loukianova · Stochastic Processes and their Applications · 2008 · 10 citations · Full text

Engineering, Entropy, Martingale Additive Functionals +10