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Kostiantyn Ralchenko · Study

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Kostiantyn Ralchenko

5 works· latest 2017· 2 institutionscluster: provisionalORCID 0000-0001-7208-3130

h-index5

i105

Citations117

Works here5

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17

Most cited in this library

Path properties of multifractal Brownian motion2010 · 29 citations
Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index H ∈ (0, 12)2015 · 27 citations
Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation2016 · 23 citations
On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations2014 · 19 citations
Hypothesis testing of the drift parameter sign for fractional Ornstein–Uhlenbeck process2017 · 19 citations

Works

5 shown

Hypothesis testing of the drift parameter sign for fractional Ornstein–Uhlenbeck process

Electronic Journal of Statistics·2017·3 authors·Open access

19citations

Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation

Statistical Inference for Stochastic Processes·2016·4 authors·Open access

23citations

Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index H ∈ (0, 12)

KTH Publication Database DiVA (KTH Royal Institute of Technology)·2015·4 authors·Open access

27citations

On Drift Parameter Estimation in Models with Fractional Brownian Motion by Discrete Observations

Austrian Journal of Statistics·2014·2 authors·Open access

19citations

Path properties of multifractal Brownian motion

Theory of Probability and Mathematical Statistics·2010·2 authors·Open access

29citations