Dmitrij Melichov

Statistics

Publications

Citations

H-Index

Active since

2008

Affiliations

Vilnius Gediminas Technical University(Current)

Vilnius University

Institute of Mathematics and Informatics

Dmitrij Melichov is an author at Vilnius Gediminas Technical University specializing in engineering, stochastic differential equations, and stochastic processes.

Publications per year

2008–2015

Publications

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

On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractional Brownian Motion

Kęstutis Kubilius, Dmitrij Melichov · Informatica · 2011 · 16 citations

Engineering, Finance, Stochastic Modeling +13

Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift

Kęstutis Kubilius, Viktor Skorniakov, Dmitrij Melichov · Journal of Statistical Computation and Simulation · 2015 · 16 citations

Engineering, Finance, Mathematics +14

On estimation of the Hurst index of solutions of stochastic integral equations

Kęstutis Kubilius, Dmitrij Melichov · Lietuvos matematikos rinkinys · 2008 · 13 citations · Full text

Engineering, Mathematics, Probability Theory +9

Estimating the Hurst index of the solution of a stochastic integral equation

Kęstutis Kubilius, Dmitrij Melichov · Lietuvos matematikos rinkinys · 2009 · 10 citations · Full text

Engineering, Data Science, Dynamical Systems +8

1–5 of 5