| 2025 |
Entropies of the Poisson Distribution as Functions of Intensity: “Normal” and “Anomalous” Behavior |
Finkelshtein, Dmitri; Malyarenko, Anatoliy; Mishura, Yuliya; Ralchenko, Kostiantyn |
| 2024 |
Properties of the entropic risk measure EVaR in relation to selected distributions |
Mishura, Yuliya; Ralchenko, Kostiantyn; Zelenko, Petro; Zubchenko, Volodymyr |
| 2025 |
Discretization and Asymptotic Normality of Drift Parameters Estimator in the Cox-Ingersoll-Ross Model |
Prykhodko, Olha; Ralchenko, Kostiantyn |
| 2025 |
Asymptotic Properties of Parameter Estimators in Vasicek Model Driven by Tempered Fractional Brownian Motion |
Mishura, Yuliya; Ralchenko, Kostiantyn; Dehtiar, Olena |
| 2025 |
Driven by Brownian motion Cox–Ingersoll–Ross and squared Bessel processes: Interaction and phase transition |
Mishura, Yuliya; Ralchenko, Kostiantyn; Kushnirenko, Svitlana |
