Kęstutis Kubilius

The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type

Kęstutis Kubilius · Stochastic Processes and their Applications · 2002 · 66 citations

Engineering, Mathematics, Financial Economics +13

The rate of convergence of Hurst index estimate for the stochastic differential equation

Kęstutis Kubilius, Yuliya Mishura · Stochastic Processes and their Applications · 2012 · 32 citations · Full text

Engineering, Meteorology, Dynamical Systems +10

Quadratic variations and estimation of the hurst index of the solution of SDE driven by a fractional Brownian motion

Kęstutis Kubilius, Dmitrij Melichov · Lithuanian Mathematical Journal · 2010 · 31 citations

Engineering, Physics, Financial Economics +13

Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps

Kęstutis Kubilius, Eckhard Platen · Monte Carlo Methods and Applications · 2002 · 26 citations

Engineering, Mathematics, Fluid Dynamics +14

Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index H ∈ (0, 12)

Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko et al. · DiVA at Umeå University (Umeå University) · 2015 · 26 citations · Full text

Engineering, Industrial Engineering, Probability Theory +16