Kostiantyn Ralchenko
Author
Alternate names Kostiantyn V. Ralchenko, K. Ralchenko, Kostiantyn Ralchenko, K. V. Ral’chenko, K. V. Ral'chenko +2 more
Institution University of Vaasa
Past institutions Taras Shevchenko National University of Kyiv, University of Vaasa, The University of Sydney, Vilnius University, University of Bern
ORCID: Yes
H-index: 11
I10-index: 12
Works count: 115
Citations count: 416
Parameter Estimation in Fractional Diffusion Models
2017 · Kęstutis Kubilius, Yuliya Mishura, et al. · Bocconi & Springer Series
Path properties of multifractal Brownian motion
2010 · Kostiantyn Ralchenko, Georgiy Shevchenko · Theory of Probability and Mathematical Statistics
Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index $H\in(0,\frac{1}{2})$
2015 · Kęstutis Kubilius, Yuliya Mishura, et al. · Electronic Journal of Statistics