Showing 1 - 18 results of 18 for search 'Kostiantyn Ralchenko', query time: 0.04s Refine Results
  1. 1
    Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model

    Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model by Kostiantyn Ralchenko

    Published 2015-04-01
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  2. 2
    Parameter estimation in mixed fractional stochastic heat equation

    Parameter estimation in mixed fractional stochastic heat equation by Diana Avetisian, Kostiantyn Ralchenko

    Published 2023-01-01
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  3. 3
    Maximum Likelihood Estimation in the Fractional Vasicek Model

    Maximum Likelihood Estimation in the Fractional Vasicek Model by Stanislav Lohvinenko, Kostiantyn Ralchenko

    Published 2017-12-01
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  4. 4
    On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations

    On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations by Yuliya Mishura, Kostiantyn Ralchenko

    Published 2014-06-01
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  5. 5
    Maximum likelihood estimation in the non-ergodic fractional Vasicek model

    Maximum likelihood estimation in the non-ergodic fractional Vasicek model by Stanislav Lohvinenko, Kostiantyn Ralchenko

    Published 2019-09-01
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  6. 6
    Asymptotic Normality of Parameter Estimators for~Mixed Fractional Brownian Motion with Trend

    Asymptotic Normality of Parameter Estimators for~Mixed Fractional Brownian Motion with Trend by Kostiantyn Ralchenko, Mykyta Yakovliev

    Published 2023-08-01
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  7. 7
    Editorial

    Editorial by Kȩstutis Kubilius, Kostiantyn Ralchenko

    Published 2024-03-01
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  8. 8
    Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models

    Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models by Yuliya Mishura, Kostiantyn Ralchenko

    Published 2024-01-01
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  9. 9
    Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation

    Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation by Diana Avetisian, Kostiantyn Ralchenko

    Published 2020-09-01
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  10. 10
    Existence and uniqueness of mild solution to fractional stochastic heat equation

    Existence and uniqueness of mild solution to fractional stochastic heat equation by Kostiantyn Ralchenko, Georgiy Shevchenko

    Published 2018-12-01
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  11. 11
    Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations

    Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations by Kostiantyn Ralchenko, Mykyta Yakovliev

    Published 2023-12-01
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  12. 12
    The rate of convergence of the Hurst index estimate for a stochastic differential equation

    The rate of convergence of the Hurst index estimate for a stochastic differential equation by Kęstutis Kubilius, Viktor Skorniakov, Kostiantyn Ralchenko

    Published 2017-03-01
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  13. 13
    Asymptotic Properties of Parameter Estimators in Fractional Vasicek Model

    Asymptotic Properties of Parameter Estimators in Fractional Vasicek Model by Stanislav Lohvinenko, Kostiantyn Ralchenko, Olga Zhuchenko

    Published 2016-12-01
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  14. 14
    Maximum likelihood estimation for Gaussian process with nonlinear drift

    Maximum likelihood estimation for Gaussian process with nonlinear drift by Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar

    Published 2018-02-01
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  15. 15
    Maximum Likelihood Drift Estimation for Gaussian Process with Stationary Increments

    Maximum Likelihood Drift Estimation for Gaussian Process with Stationary Increments by Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar

    Published 2017-04-01
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  16. 16
    Analytical and Computational Problems Related to Fractional Gaussian Noise

    Analytical and Computational Problems Related to Fractional Gaussian Noise by Yuliya Mishura, Kostiantyn Ralchenko, René L. Schilling

    Published 2022-10-01
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  17. 17
    Properties of Various Entropies of Gaussian Distribution and Comparison of Entropies of Fractional Processes

    Properties of Various Entropies of Gaussian Distribution and Comparison of Entropies of Fractional Processes by Anatoliy Malyarenko, Yuliya Mishura, Kostiantyn Ralchenko, Yevheniia Anastasiia Rudyk

    Published 2023-10-01
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  18. 18
    Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility

    Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility by Meriem Bel Hadj Khlifa, Yuliya Mishura, Kostiantyn Ralchenko, Mounir Zili

    Published 2016-12-01
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