By Dr Dmytro Marushkevych

Journal articles

Ciołek G; Marushkevych D; Podolskij M, 2025, 'On Lasso estimator for the drift function in diffusion models', Bernoulli, 31, pp. 1811 - 1833, http://dx.doi.org/10.3150/24-BEJ1781

Afterman D; Chigansky P; Kleptsyna M; Marushkevych D, 2022, 'LINEAR FILTERING WITH FRACTIONAL NOISES: LARGE TIME AND SMALL NOISE ASYMPTOTICS', SIAM Journal on Control and Optimization, 60, pp. 1463 - 1487, http://dx.doi.org/10.1137/20M1360359

Chigansky P; Kleptsyna M; Marushkevych D, 2020, 'On the eigenproblem for Gaussian bridges', Bernoulli, 26, pp. 1706 - 1726, http://dx.doi.org/10.3150/19-BEJ1157

Kleptsyna ML; Marushkevych DA; Chigansky PY, 2020, 'Asymptotic Accuracy in Estimation of a Fractional Signal in a Small White Noise', Automation and Remote Control, 81, pp. 411 - 429, http://dx.doi.org/10.1134/S0005117920030030

Chigansky P; Kleptsyna M; Marushkevych D, 2020, 'Mixed fractional Brownian motion: A spectral take', Journal of Mathematical Analysis and Applications, 482, http://dx.doi.org/10.1016/j.jmaa.2019.123558

Marushkevych D; Popier A, 2020, 'Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting', Probability Uncertainty and Quantitative Risk, 5, http://dx.doi.org/10.1186/s41546-020-0043-5

Ciołek G; Marushkevych D; Podolskij M, 2020, 'On dantzig and lasso estimators of the drift in a high dimensional ornstein-uhlenbeck model', Electronic Journal of Statistics, 14, pp. 4395 - 4420, http://dx.doi.org/10.1214/20-EJS1775

Marushkevych D; Munchak Y, 2016, 'Estimation of Parameters and Verification of Statistical Hypotheses for Gaussian Models of Stock Price', Lietuvos statistikos darbai, 55, pp. 91 - 101, http://dx.doi.org/10.15388/ljs.2016.13871

Marushkevych D, 2016, 'Large deviations for drift parameter estimator of mixed fractional Ornstein–Uhlenbeck process', Modern Stochastics: Theory and Applications, 3, pp. 107 - 117, http://dx.doi.org/10.15559/16-vmsta54

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