| 2025 |
Fractional Gaussian Noise: Projections, Prediction, Norms |
Bodnarchuk, Iryna; Mishura, Yuliya; Ralchenko, Kostiantyn |
| 2025 |
Discretization of integrals driven by multifractional Brownian motions with discontinuous integrands |
Ralchenko, Kostiantyn; Shokrollahi, Foad; Sottinen, Tommi |
| 2025 |
Entropies of the Poisson Distribution as Functions of Intensity: “Normal” and “Anomalous” Behavior |
Finkelshtein, Dmitri; Malyarenko, Anatoliy; Mishura, Yuliya; Ralchenko, Kostiantyn |
| 2025 |
Discretization and Asymptotic Normality of Drift Parameters Estimator in the Cox-Ingersoll-Ross Model |
Prykhodko, Olha; Ralchenko, Kostiantyn |
| 2025 |
Driven by Brownian motion Cox–Ingersoll–Ross and squared Bessel processes: Interaction and phase transition |
Mishura, Yuliya; Ralchenko, Kostiantyn; Kushnirenko, Svitlana |
