SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Kęstutis Kubilius · Study

Home/Author

Kęstutis Kubilius

6 works· latest 2023· 2 institutionscluster: provisionalORCID 0000-0002-1195-4243

h-index6

i106

Citations202

Works here6

02

10

12

15

23

Most cited in this library

The existence and uniqueness of the solution of an integral equation driven by a p-semimartingale of special type2002 · 65 citations
Quadratic variations and estimation of the hurst index of the solution of SDE driven by a fractional Brownian motion2010 · 31 citations
The rate of convergence of Hurst index estimate for the stochastic differential equation2012 · 28 citations
Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index H ∈ (0, 12)2015 · 27 citations
Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps2002 · 27 citations

Works

6 shown

From Constant to Rough: A Survey of Continuous Volatility Modeling

Mathematics·2023·4 authors·Open access

24citations

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

KTH Publication Database DiVA (KTH Royal Institute of Technology)·2015·4 authors·Open access

27citations

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

Stochastic Processes and their Applications·2012·2 authors·Open access

28citations

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

Lithuanian Mathematical Journal·2010·2 authors

31citations

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

Stochastic Processes and their Applications·2002·1 author·Open access

65citations

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

Monte Carlo Methods and Applications·2002·2 authors

27citations