Parameter estimation in fractional diffusion models K Kubilius, Y Mishura, K Ralchenko
Springer, 2017
83 2017 Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index K Kubilius, Y Mishura, K Ralchenko, O Seleznjev
Electronic Journal of Statistics 9 (2), 1799 - 1825, 2015
36 2015 Fractional Brownian motion: approximations and projections O Banna, Y Mishura, K Ralchenko, S Shklyar
John Wiley & Sons, 2019
33 2019 Path properties of multifractal Brownian motion K Ralchenko, G Shevchenko
Theory of Probability and Mathematical Statistics 80, 119 - 130, 2010
30 2010 Hypothesis testing of the drift parameter sign for fractional Ornstein–Uhlenbeck process A Kukush, Y Mishura, K Ralchenko
26 2017 Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process Y Mishura, V Piterbarg, K Ralchenko, A Yurchenko-Tytarenko
Theory of Probability and Mathematical Statistics 97, 167-182, 2018
25 * 2018 Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation M Dozzi, Y Kozachenko, Y Mishura, K Ralchenko
Statistical inference for stochastic processes 21, 21-52, 2018
22 2018 On drift parameter estimation in models with fractional Brownian motion by discrete observations Y Mishura, K Ralchenko
Austrian Journal of Statistics 43 (3-4), 217 - 228, 2014
19 2014 Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises Y Mishura, K Ralchenko, G Shevchenko
Theory of Probability and Mathematical Statistics 98, 149-170, 2019
16 2019 Asymptotic properties of parameter estimators in fractional Vasicek model S Lohvinenko, K Ralchenko, O Zhuchenko
Lithuanian Journal of Statistics 55 (1), 102-111, 2016
16 2016 Maximum likelihood estimation in the fractional Vasicek model S Lohvinenko, K Ralchenko
Lithuanian Journal of Statistics 56 (1), 77-87, 2017
15 2017 Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion Y Mishura, K Ralchenko, O Seleznev, G Shevchenko
Modern Stochastics and Applications, Volume 90 of Springer Optimization and …, 2014
15 2014 Two-parameter Garsia-Rodemich-Rumsey inequality and its application to fractional Brownian fields K Ralchenko
Theory of Probability and Mathematical Statistics 75, 167 - 178, 2007
14 2007 A generalisation of the fractional Brownian field based on non-Euclidean norms I Molchanov, K Ralchenko
Journal of Mathematical Analysis and Applications 430 (1), 262-278, 2015
13 2015 Multifractional Poisson process, multistable subordinator and related limit theorems I Molchanov, K Ralchenko
Statistics & Probability Letters 96, 95-101, 2015
12 2015 Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations O Dehtiar, Y Mishura, K Ralchenko
Communications in Statistics-Theory and Methods 51 (19), 6818-6833, 2022
11 2022 Fractional stochastic heat equation with piecewise constant coefficients Y Mishura, K Ralchenko, M Zili, E Zougar
Stochastics and Dynamics 21 (01), 2150002, 2021
11 2021 Approximation of multifractional Brownian motion by absolutely continuous processes K Ralchenko
Theory of Probability and Mathematical Statistics 82, 115 - 127, 2011
10 2011 Maximum likelihood estimation in the non-ergodic fractional Vasicek model S Lohvinenko, K Ralchenko
Modern Stochastics: Theory and Applications 6 (3), 377-395, 2019
9 2019 Existence and uniqueness of mild solution to fractional stochastic heat equation K Ralchenko, G Shevchenko
Modern Stochastics: Theory and Applications 6 (1), 57-79, 2018
9 2018 
Yuliya MishuraProfessor of Probability, Taras Shevchenko National University of KyivVerifisert e-postadresse på knu.ua