Radomyra Shevchenko

Identifiers

• name variant Radomyra Shevchenko 0.50 · backfill

Papers (4)

1. Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case math.PR · 2019 · author #1
2. Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean math.PR · 2019 · author #1
3. Generalized $k$-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus math.PR · 2019 · author #1
4. Hurst index estimation in stochastic differential equations driven by fractional Brownian motion math.PR · 2019 · author #3

Mentions

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Frequent Coauthors

• Ciprian A. Tudor 3 shared papers
• Jan Gairing 1 shared papers
• Jeannette H.C. Woerner 1 shared papers
• Meryem Slaoui 1 shared papers
• Peter Imkeller 1 shared papers