| Parameter estimation in fractional diffusion models K Kubilius, Y Mishura, K Ralchenko Springer, 2017 | 78 | 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 | 36 | 2015 |
| Fractional Brownian motion: approximations and projections O Banna, Y Mishura, K Ralchenko, S Shklyar John Wiley & Sons, 2019 | 33 | 2019 |
| Path properties of multifractal Brownian motion K Ralchenko, G Shevchenko Theory of Probability and Mathematical Statistics 80, 119 - 130, 2010 | 29 | 2010 |
| Hypothesis testing of the drift parameter sign for fractional Ornstein–Uhlenbeck process A Kukush, Y Mishura, K Ralchenko | 27 | 2017 |
| 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 | 24* | 2018 |
| 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, 21-52, 2018 | 22 | 2018 |
| 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 | 18 | 2014 |
| 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 | 16 | 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 | 16 | 2016 |
| 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 | 14 | 2007 |
| Maximum likelihood estimation in the fractional Vasicek model S Lohvinenko, K Ralchenko Lithuanian Journal of Statistics 56 (1), 77-87, 2017 | 13 | 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 | 12 | 2015 |
| Multifractional Poisson process, multistable subordinator and related limit theorems I Molchanov, K Ralchenko Statistics & Probability Letters 96, 95-101, 2015 | 12 | 2015 |
| Fractional stochastic heat equation with piecewise constant coefficients Y Mishura, K Ralchenko, M Zili, E Zougar Stochastics and Dynamics 21 (01), 2150002, 2021 | 10 | 2021 |
| The rate of convergence of the Hurst index estimate for a stochastic differential equation K Kubilius, V Skorniakov, K Ralchenko Nonlinear analysis: modelling and control 22 (2), 273-284, 2017 | 10 | 2017 |
| Approximation of multifractional Brownian motion by absolutely continuous processes K Ralchenko Theory of Probability and Mathematical Statistics 82, 115 - 127, 2011 | 10 | 2011 |
| Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations O Dehtiar, Y Mishura, K Ralchenko Communications in Statistics-Theory and Methods 51 (19), 6818-6833, 2022 | 9 | 2022 |
| Maximum likelihood estimation in the non-ergodic fractional Vasicek model S Lohvinenko, K Ralchenko Modern Stochastics: Theory and Applications 6 (3), 377-395, 2019 | 9 | 2019 |
Yuliya MishuraProfessor of Probability, Taras Shevchenko National University of KyivVerified email at knu.ua
