The following pages link to Kostiantyn Ralchenko (Q340754):
Displaying 50 items.
- Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model (Q340755) (← links)
- Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise (Q501514) (← links)
- Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541) (← links)
- Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process (Q510223) (← links)
- Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\) (Q887245) (← links)
- Parameter estimation in fractional diffusion models (Q1680119) (← links)
- Drift parameter estimation in the models involving fractional Brownian motion (Q1703898) (← links)
- Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation (Q1744220) (← links)
- On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity (Q1987668) (← links)
- Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend (Q2137743) (← links)
- Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation (Q2218146) (← links)
- Existence and uniqueness of mild solution to fractional stochastic heat equation (Q2326530) (← links)
- Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions (Q2329109) (← links)
- Maximum likelihood estimation in the non-ergodic fractional Vasicek model (Q2337822) (← links)
- Multifractional Poisson process, multistable subordinator and related limit theorems (Q2339529) (← links)
- A generalisation of the fractional Brownian field based on non-Euclidean norms (Q2348415) (← links)
- Parameter estimation in CKLS model by continuous observations (Q2667620) (← links)
- (Q2896461) (← links)
- Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion (Q2946099) (← links)
- Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations (Q3013847) (← links)
- Approximation of multifractional Brownian motion by absolutely continuous processes (Q3114552) (← links)
- Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process (Q3120627) (← links)
- (Q3607402) (← links)
- Stochastic differential equations with generalized stochastic volatility and statistical estimators (Q4686483) (← links)
- Smooth approximations for fractional and multifractional fields (Q4923239) (← links)
- Fractional stochastic heat equation with piecewise constant coefficients (Q4965635) (← links)
- The rate of convergence of the Hurst index estimate for a stochastic differential equation (Q4968128) (← links)
- Maximum likelihood estimation for Gaussian process with nonlinear drift (Q4968181) (← links)
- Discrete-Time Approximations and Limit Theorems (Q5004619) (← links)
- (Q5088086) (← links)
- Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations (Q5104489) (← links)
- Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation (Q5153151) (← links)
- Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model (Q5218384) (← links)
- Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises (Q5230214) (← links)
- Path properties of multifractal Brownian motion (Q5391416) (← links)
- Gaussian Volterra processes: Asymptotic growth and statistical estimation (Q6040489) (← links)
- Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index (Q6073783) (← links)
- Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\) (Q6152268) (← links)
- Parameter estimation in mixed fractional stochastic heat equation (Q6157633) (← links)
- Maximum likelihood drift estimation for Gaussian process with stationary increments (Q6280364) (← links)
- Parameter estimation for fractional mixed fractional Brownian motion based on discrete observations (Q6494475) (← links)
- Properties of the entropic risk measure EVaR in relation to selected distributions (Q6524375) (← links)
- Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model (Q6573043) (← links)
- Properties of the entropic risk measure EVaR in relation to selected distributions (Q6624007) (← links)
- Asymptotic normality of estimators for all parameters in the Vasicek model by discrete observations (Q6633972) (← links)
- Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion (Q6731373) (← links)
- Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands (Q6739345) (← links)
- Fractional Gaussian noise: Projections, prediction, norms (Q6740764) (← links)
- Driven by Brownian motion Cox-Ingersoll-Ross and squared Bessel processes: interaction and phase transition (Q6749219) (← links)
- Properties of the Shannon, Rényi and other entropies: dependence in parameters, robustness in distributions and extremes (Q6754823) (← links)
