Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy Maximum likelihood estimation for Gaussian process with nonlinear drift. (English) Zbl 1420.62364 Nonlinear Anal., Model. Control 23, No. 1, 120-140 (2018). MSC: 62M09 60G15 60G22 62F12 PDFBibTeX XMLCite \textit{Y. Mishura} et al., Nonlinear Anal., Model. Control 23, No. 1, 120--140 (2018; Zbl 1420.62364) Full Text: DOI
Khlifa, M. Bel Hadj; Mishura, Yu.; Ralchenko, K.; Shevchenko, G.; Zili, M. Stochastic differential equations with generalized stochastic volatility and statistical estimators. (English) Zbl 1402.60072 Theory Probab. Math. Stat. 96, 1-13 (2018) and Teor. Jmovirn. Mat. Stat. 96, 8-20 (2016). MSC: 60H10 62F10 62F12 PDFBibTeX XMLCite \textit{M. B. H. Khlifa} et al., Theory Probab. Math. Stat. 96, 1--13 (2018; Zbl 1402.60072) Full Text: DOI
Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility. (English) Zbl 1355.60071 Mod. Stoch., Theory Appl. 3, No. 4, 269-285 (2016). MSC: 60H10 62F10 62F12 PDFBibTeX XMLCite \textit{M. Bel Hadj Khlifa} et al., Mod. Stoch., Theory Appl. 3, No. 4, 269--285 (2016; Zbl 1355.60071) Full Text: DOI arXiv
Mishura, Yuliya; Voronov, Ivan Construction of maximum likelihood estimator in the mixed fractional-fractional Brownian motion model with double long-range dependence. (English) Zbl 1352.60059 Mod. Stoch., Theory Appl. 2, No. 2, 147-164 (2015). MSC: 60G22 62F10 62F12 45B05 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{I. Voronov}, Mod. Stoch., Theory Appl. 2, No. 2, 147--164 (2015; Zbl 1352.60059) Full Text: DOI arXiv
Kukush, O. G.; Mishura, Yu. S. Asymptotic effiency of statistical estimates in compound Poisson model. (Ukrainian, English) Zbl 1053.62094 Teor. Jmovirn. Mat. Stat. 68, 61-73 (2003); translation in Theory Probab. Math. Stat. 68, 67-80 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M09 62F12 62M05 62F10 PDFBibTeX XMLCite \textit{O. G. Kukush} and \textit{Yu. S. Mishura}, Teor. Ĭmovirn. Mat. Stat. 68, 61--73 (2003; Zbl 1053.62094); translation in Theory Probab. Math. Stat. 68, 67--80 (2004)
Kukush, A. G.; Mishura, Yu. S. Asymptotic properties of an intensity estimator of an inhomogeneous Poisson process in a combined model. (English. Russian original) Zbl 1045.62079 Theory Probab. Appl. 44, No. 2, 273-292 (1999); translation from Teor. Veroyatn. Primen. 44, No. 2, 351-372 (1999). MSC: 62M05 62F12 62G05 62M09 PDFBibTeX XMLCite \textit{A. G. Kukush} and \textit{Yu. S. Mishura}, Theory Probab. Appl. 44, No. 2, 273--292 (1999; Zbl 1045.62079); translation from Teor. Veroyatn. Primen. 44, No. 2, 351--372 (1999) Full Text: DOI