Dr Dmytro Marushkevych

Back to

E-mail

d.marushkevych@unsw.edu.au

Location

School of Mathematics and Statistics Room 4111 Anita B. Lawrence Centre 91ɫ��Ƭ Sydney Sydney NSW 2052

Journal articles | 2025

Ciołek G; Marushkevych D; Podolskij M, 2025, 'On Lasso estimator for the drift function in diffusion models', Bernoulli, 31, pp. 1811 - 1833,

Journal articles | 2022

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,

Journal articles | 2020

Chigansky P; Kleptsyna M; Marushkevych D, 2020, 'Mixed fractional Brownian motion: A spectral take', Journal of Mathematical Analysis and Applications, 482,

Journal articles | 2020

Chigansky P; Kleptsyna M; Marushkevych D, 2020, 'On the eigenproblem for Gaussian bridges', Bernoulli, 26, pp. 1706 - 1726,

Journal articles | 2020

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,

Journal articles | 2020

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,

Journal articles | 2020

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,

Journal articles | 2016

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,

Journal articles | 2016

Marushkevych D, 2016, 'Large deviations for drift parameter estimator of mixed fractional Ornstein-Uhlenbeck process', MODERN STOCHASTICS-THEORY AND APPLICATIONS, 3, pp. 107 - 117,

91ɫ��Ƭ

Follow

Dr Dmytro Marushkevych

Follow me