Kostiantyn Ralchenko | DeepAI

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Featured Co-authors

Yuliya Mishura
6 publications
Olena Dehtiar
1 publication
Sergiy Shklyar
1 publication

research

∙ 02/07/2023

Gaussian Volterra processes: asymptotic growth and statistical estimation

The paper is devoted to three-parametric self-similar Gaussian Volterra ...

0 Yuliya Mishura, et al. ∙

research

∙ 05/28/2021

Parameter estimation in CKLS model by continuous observations

We consider a stochastic differential equation of the form dr_t = (a - b...

0 Yuliya Mishura, et al. ∙