Kostiantyn Ralchenko

Available identifiers

zbMath Open ralchenko.kostiantyn-vMaRDI QIDQ340754

List of research outcomes

Publication	Date of Publication	Type
Stochastic differential equations driven by additive Volterra-Lévy and Volterra-Gaussian noises	2024-03-16	Paper
Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\)	2024-02-13	Paper
Asymptotically normal estimation of parameters of mixed fractional Brownian motion	2024-02-02	Paper
Entropy and alternative entropy functionals of fractional Gaussian noise as the functions of Hurst index	2023-10-12	Paper
Strongly consistent estimation of all parameters in the Vasicek model by discrete observations	2023-07-10	Paper
Parameter estimation in mixed fractional stochastic heat equation	2023-06-22	Paper
Gaussian Volterra processes: Asymptotic growth and statistical estimation	2023-05-17	Paper
Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations	2022-09-14	Paper
https://portal.mardi4nfdi.de/entity/Q5088086	2022-07-04	Paper
Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend	2022-05-16	Paper
Parameter estimation in CKLS model by continuous observations	2022-03-04	Paper
Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation	2021-09-29	Paper
Discrete-Time Approximations and Limit Theorems	2021-08-02	Paper
Fractional stochastic heat equation with piecewise constant coefficients	2021-03-09	Paper
Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation	2021-01-14	Paper
Two methods of estimation of the drift parameters of the Cox-Ingersoll-Ross process: continuous observations	2020-05-11	Paper
On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity	2020-04-15	Paper
Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model	2020-03-03	Paper
Maximum likelihood estimation in the non-ergodic fractional Vasicek model	2019-11-20	Paper
Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions	2019-10-17	Paper
Existence and uniqueness of mild solution to fractional stochastic heat equation	2019-10-08	Paper
Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises	2019-08-21	Paper
The rate of convergence of the Hurst index estimate for a stochastic differential equation	2019-07-12	Paper
Maximum likelihood estimation for Gaussian process with nonlinear drift	2019-07-12	Paper
Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process	2019-03-05	Paper
Stochastic differential equations with generalized stochastic volatility and statistical estimators	2018-10-10	Paper
Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation	2018-04-16	Paper
Drift parameter estimation in the models involving fractional Brownian motion	2018-03-08	Paper
Parameter estimation in fractional diffusion models	2017-11-22	Paper
Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process	2017-02-17	Paper
Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise	2017-01-09	Paper
Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility	2017-01-05	Paper
Maximum likelihood drift estimation for Gaussian process with stationary increments	2016-12-01	Paper
Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model	2016-11-15	Paper
Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\)	2015-10-28	Paper
Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion	2015-09-16	Paper
A generalisation of the fractional Brownian field based on non-Euclidean norms	2015-06-12	Paper
Multifractional Poisson process, multistable subordinator and related limit theorems	2015-04-01	Paper
Smooth approximations for fractional and multifractional fields	2013-06-06	Paper
https://portal.mardi4nfdi.de/entity/Q2896461	2012-07-16	Paper
Approximation of multifractional Brownian motion by absolutely continuous processes	2012-02-19	Paper
Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations	2011-07-18	Paper
Path properties of multifractal Brownian motion	2011-04-06	Paper
https://portal.mardi4nfdi.de/entity/Q3607402	2009-02-28	Paper

Research outcomes over time

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