Parameter estimation in fractional diffusion models K Kubilius, IUS Mishura, K Ralchenko Springer, 2017 | 27 | 2017 |

Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index K Kubilius, Y Mishura, K Ralchenko, O Seleznjev Electronic Journal of Statistics 9 (2), 1799 - 1825, 2015 | 24 | 2015 |

Hypothesis testing of the drift parameter sign for fractional Ornstein–Uhlenbeck process A Kukush, Y Mishura, K Ralchenko Electronic Journal of Statistics 11 (1), 385-400, 2017 | 17 | 2017 |

Path properties of multifractal Brownian motion K Ralchenko, G Shevchenko Theory of Probability and Mathematical Statistics 80, 119 - 130, 2010 | 17 | 2010 |

On drift parameter estimation in models with fractional Brownian motion by discrete observations Y Mishura, K Ralchenko Austrian Journal of Statistics 43 (3-4), 217 - 228, 2014 | 16 | 2014 |

Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion Y Mishura, K Ralchenko, O Seleznev, G Shevchenko Modern Stochastics and Applications, Volume 90 of Springer Optimization and …, 2014 | 15 | 2014 |

Two-parameter Garsia-Rodemich-Rumsey inequality and its application to fractional Brownian fields K Ralchenko Theory of Probability and Mathematical Statistics 75, 167 - 178, 2007 | 13 | 2007 |

Stochastic representation and path properties of a fractional Cox–Ingersoll–Ross process Y Mishura, V Piterbarg, K Ralchenko, A Yurchenko-Tytarenko Theory of Probability and Mathematical Statistics 97, 167-182, 2018 | 12* | 2018 |

Multifractional Poisson process, multistable subordinator and related limit theorems I Molchanov, K Ralchenko Statistics & Probability Letters 96, 95-101, 2015 | 12 | 2015 |

Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation M Dozzi, Y Kozachenko, Y Mishura, K Ralchenko Statistical Inference for Stochastic Processes 21 (1), 21-52, 2018 | 10 | 2018 |

Approximation of multifractional Brownian motion by absolutely continuous processes K Ralchenko Theory of Probability and Mathematical Statistics 82, 115 - 127, 2011 | 10 | 2011 |

The rate of convergence of the Hurst index estimate for a stochastic differential equation K Kubilius, V Skorniakov, K Ralchenko Nonlinear Anal. Model. Control 22 (2), 273-284, 2017 | 9 | 2017 |

A generalisation of the fractional Brownian field based on non-Euclidean norms I Molchanov, K Ralchenko Journal of Mathematical Analysis and Applications 430 (1), 262-278, 2015 | 9 | 2015 |

Maximum likelihood estimation in the fractional Vasicek model S Lohvinenko, K Ralchenko Lithuanian Journal of Statistics 56 (1), 77-87, 2017 | 7 | 2017 |

Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises Y Mishura, K Ralchenko, G Shevchenko Theory of Probability and Mathematical Statistics 98, 149-170, 2019 | 6 | 2019 |

Asymptotic properties of parameter estimators in fractional Vasicek model S Lohvinenko, K Ralchenko, O Zhuchenko Lithuanian Journal of Statistics 55 (1), 102-111, 2016 | 6 | 2016 |

Fractional Brownian Motion: Approximations and Projections O Banna, Y Mishura, K Ralchenko, S Shklyar John Wiley & Sons, 2019 | 4* | 2019 |

Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility M Bel Hadj Khlifa, Y Mishura, K Ralchenko, M Zili Modern Stochastics: Theory and Applications 3 (4), 269-285, 2016 | 4 | 2016 |

Maximum likelihood drift estimation for Gaussian process with stationary increments Y Mishura, K Ralchenko, S Shklyar arXiv preprint arXiv:1612.00160, 2016 | 4 | 2016 |

Fractional calculus and path-wise integration for Volterra processes driven by L\'evy and martingale noise G Di Nunno, Y Mishura, K Ralchenko arXiv preprint arXiv:1608.08466, 2016 | 4 | 2016 |