Kostiantyn Ralchenko

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Publications

Citations

107

H-Index

Active since

2010

Affiliations

Taras Shevchenko National University of Kyiv(Current)

Kostiantyn Ralchenko is an author at Taras Shevchenko National University of Kyiv specializing in stochastic processes, engineering, and brownian motion.

ORCID

Publications per year

2010–2019

Publications

Path properties of multifractal Brownian motion

Kostiantyn Ralchenko, Georgiy Shevchenko · Theory of Probability and Mathematical Statistics · 2010 · 28 citations · Full text

Engineering, Physics, Stochastic Processes +6

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

Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko et al. · DiVA at Umeå University (Umeå University) · 2015 · 26 citations · Full text

Engineering, Industrial Engineering, Probability Theory +16

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

Yuliya Mishura, Kostiantyn Ralchenko · Austrian Journal of Statistics · 2014 · 19 citations · Full text

Engineering, Mathematics, Probability Theory +16

Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process

Yuliya Mishura, V. I. Piterbarg, Kostiantyn Ralchenko et al. · Theory of Probability and Mathematical Statistics · 2019 · 13 citations · Full text

Engineering, Economics, Dynamical Systems +15

Multifractional Poisson process, multistable subordinator and related limit theorems

Ilya Molchanov, Kostiantyn Ralchenko · Statistics & Probability Letters · 2014 · 11 citations · Full text

Engineering, Mathematics, Physics +14

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