Edit Profile (opens in new tab) Ralchenko, Kostiantyn V. Co-Author Distance Author ID: ralchenko.kostiantyn-v Published as: Ralchenko, Kostiantyn; Ral’chenko, K. V.; Ralchenko, K. V.; Ralchenko, K.; Ralchenko, Kostiantyn V.; Ral’chenko, Kostiantyn more...less Documents Indexed: 50 Publications since 2006, including 3 Books and 6 Additional arXiv Preprints 2 Contributions as Editor Co-Authors: 40 Co-Authors with 48 Joint Publications 767 Co-Co-Authors all top 5 Co-Authors 4 single-authored 31 Mishura, Yuliya Stepanivna 7 Shevchenko, Georgiy M. 6 Shklyar, Sergiĭ Volodymyrovych 4 Dehtiar, Olena 4 Kubilius, Kȩstutis 4 Zili, Mounir 2 Avetisian, Diana 2 Di Nunno, Giulia 2 Kukush, Oleksandr Georgiĭovych 2 Lohvinenko, Stanislav 2 Molchanov, Ilya S. 1 Arras, Benjamin 1 Avetisian, D. A. 1 Ayache, Antoine 1 Banna, Oksana L. 1 Bel Hadj Khlifa, Meriem 1 Bodnarchuk, Iryna 1 Chernova, Oksana Oleksandrivna 1 Dozzi, Marco E. 1 Hamonier, Julien 1 Khlifa, M. Bel Hadj 1 Kozachenko, Yuriĭ Vasyl’ovych 1 Lohvinenko, S. S. 1 Malyarenko, Anatoliy A. 1 Piterbarg, Vladimir Il’ich 1 Prykhodko, O. D. 1 Schilling, René Leander 1 Seleznev, Oleg 1 Seleznjev, Oleg 1 Shokrollahi, Foad 1 Simon, Thomas 1 Skorniakov, Viktor 1 Sottinen, Tommi 1 Tudor, Ciprian A. 1 Yakovliev, M. S. 1 Yakovliev, Mykyta 1 Yurchenko-Tytarenko, A. Yu. 1 Zelenko, Petro 1 Zougar, Eya 1 Zubchenko, Volodymyr all top 5 Serials 8 Theory of Probability and Mathematical Statistics 8 Modern Stochastics. Theory and Applications 4 Statistics & Probability Letters 2 Communications in Statistics. Theory and Methods 2 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 2 Fractional Calculus & Applied Analysis 2 Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 2 Statistical Inference for Stochastic Processes 2 Nonlinear Analysis. Modelling and Control 2 Electronic Journal of Statistics 1 Journal of Mathematical Analysis and Applications 1 Ukraïns’kyĭ Matematychnyĭ Zhurnal 1 Random Operators and Stochastic Equations 1 Dopovidi Natsional’noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky 1 Stochastics and Dynamics 1 Bocconi & Springer Series 1 Mathematics and Statistics Series 1 De Gruyter Series in Probability and Stochastics all top 5 Fields 50 Probability theory and stochastic processes (60-XX) 22 Statistics (62-XX) 6 Partial differential equations (35-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Real functions (26-XX) 1 Special functions (33-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 32 Publications have been cited 138 times in 109 Documents Cited by ▼ Year ▼ Parameter estimation in fractional diffusion models. Zbl 1388.60006 Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn 27 2017 Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059 Mishura, Yu.; Ralchenko, K.; Shevchenko, G. 12 2019 Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061 Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu. 11 2018 Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\). Zbl 1326.60048 Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn; Seleznjev, Oleg 9 2015 Path properties of multifractal Brownian motion. Zbl 1224.60080 Ral’chenko, K. V.; Shevchenko, G. M. 9 2009 Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process. Zbl 1356.60062 Kukush, Alexander; Mishura, Yuliya; Ralchenko, Kostiantyn 8 2017 Multifractional Poisson process, multistable subordinator and related limit theorems. Zbl 1326.60049 Molchanov, Ilya; Ralchenko, Kostiantyn 7 2015 Fractional Brownian motion. Approximations and projections. Zbl 1506.60001 Banna, Oksana; Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy 7 2019 Maximum likelihood estimation in the non-ergodic fractional Vasicek model. Zbl 1440.60029 Lohvinenko, Stanislav; Ralchenko, Kostiantyn 4 2019 A generalisation of the fractional Brownian field based on non-Euclidean norms. Zbl 1319.60109 Molchanov, Ilya; Ralchenko, Kostiantyn 4 2015 Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. Zbl 1329.60193 Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy 4 2014 Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation. Zbl 1457.60095 Avetisian, Diana; Ralchenko, Kostiantyn 3 2020 Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend. Zbl 1498.60149 Kukush, Alexander; Lohvinenko, Stanislav; Mishura, Yuliya; Ralchenko, Kostiantyn 3 2022 Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise. Zbl 1355.60068 Di Nunno, Giulia; Mishura, Yuliya; Ralchenko, Kostiantyn 3 2016 Drift parameter estimation in the models involving fractional Brownian motion. Zbl 1382.60063 Mishura, Yuliya; Ralchenko, Kostiantyn 2 2017 Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation. Zbl 1395.60042 Dozzi, Marco; Kozachenko, Yuriy; Mishura, Yuliya; Ralchenko, Kostiantyn 2 2018 Existence and uniqueness of mild solution to fractional stochastic heat equation. Zbl 1442.60068 Ralchenko, Kostiantyn; Shevchenko, Georgiy 2 2018 Fractional stochastic heat equation with piecewise constant coefficients. Zbl 1476.60076 Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir; Zougar, Eya 2 2021 Two-parameter inequality of Garcia-Rodemich-Rumsey and its application to fractional Brownian fields. Zbl 1164.60351 Ral’chenko, K. V. 2 2006 Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model. Zbl 1435.60028 Lohvinenko, S. S.; Ralchenko, K. V. 2 2019 Approximation of multifractional Brownian motion by absolutely continuous processes. Zbl 1237.60029 Ral’chenko, K. V. 2 2011 Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations. Zbl 1240.60161 Ral’chenko, K. V.; Shevchenko, G. M. 2 2010 Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility. Zbl 1355.60071 Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir 2 2016 Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation. Zbl 1470.60175 Avetisian, D. A.; Ralchenko, K. V. 1 2021 The rate of convergence of the Hurst index estimate for a stochastic differential equation. Zbl 1416.60061 Kubilius, Kęstutis; Skorniakov, Viktor; Ralchenko, Kostiantyn 1 2017 Maximum likelihood estimation for Gaussian process with nonlinear drift. Zbl 1420.62364 Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy 1 2018 Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions. Zbl 1423.60064 Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy 1 2018 Parameter estimation in CKLS model by continuous observations. Zbl 1497.60080 Mishura, Yuliya; Ralchenko, Kostiantyn; Dehtiar, Olena 1 2022 Two methods of estimation of the drift parameters of the Cox-Ingersoll-Ross process: continuous observations. Zbl 07585023 Dehtiar, Olena; Mishura, Yuliya; Ralchenko, Kostiantyn 1 2022 Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model. Zbl 1349.62072 Ralchenko, Kostiantyn 1 2015 On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity. Zbl 1436.60037 Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir 1 2020 Stochastic differential equations driven by additive Volterra-Lévy and Volterra-Gaussian noises. Zbl 1537.60040 Di Nunno, Giulia; Mishura, Yuliya; Ralchenko, Kostiantyn 1 2022 Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend. Zbl 1498.60149 Kukush, Alexander; Lohvinenko, Stanislav; Mishura, Yuliya; Ralchenko, Kostiantyn 3 2022 Parameter estimation in CKLS model by continuous observations. Zbl 1497.60080 Mishura, Yuliya; Ralchenko, Kostiantyn; Dehtiar, Olena 1 2022 Two methods of estimation of the drift parameters of the Cox-Ingersoll-Ross process: continuous observations. Zbl 07585023 Dehtiar, Olena; Mishura, Yuliya; Ralchenko, Kostiantyn 1 2022 Stochastic differential equations driven by additive Volterra-Lévy and Volterra-Gaussian noises. Zbl 1537.60040 Di Nunno, Giulia; Mishura, Yuliya; Ralchenko, Kostiantyn 1 2022 Fractional stochastic heat equation with piecewise constant coefficients. Zbl 1476.60076 Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir; Zougar, Eya 2 2021 Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation. Zbl 1470.60175 Avetisian, D. A.; Ralchenko, K. V. 1 2021 Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation. Zbl 1457.60095 Avetisian, Diana; Ralchenko, Kostiantyn 3 2020 On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity. Zbl 1436.60037 Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir 1 2020 Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059 Mishura, Yu.; Ralchenko, K.; Shevchenko, G. 12 2019 Fractional Brownian motion. Approximations and projections. Zbl 1506.60001 Banna, Oksana; Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy 7 2019 Maximum likelihood estimation in the non-ergodic fractional Vasicek model. Zbl 1440.60029 Lohvinenko, Stanislav; Ralchenko, Kostiantyn 4 2019 Asymptotic distribution of the maximum likelihood estimator in the fractional Vašíček model. Zbl 1435.60028 Lohvinenko, S. S.; Ralchenko, K. V. 2 2019 Stochastic representation and path properties of a fractional Cox-Ingersoll-Ross process. Zbl 1409.60061 Mishura, Yu. S.; Piterbarg, V. I.; Ralchenko, K. V.; Yurchenko-Tytarenko, A. Yu. 11 2018 Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation. Zbl 1395.60042 Dozzi, Marco; Kozachenko, Yuriy; Mishura, Yuliya; Ralchenko, Kostiantyn 2 2018 Existence and uniqueness of mild solution to fractional stochastic heat equation. Zbl 1442.60068 Ralchenko, Kostiantyn; Shevchenko, Georgiy 2 2018 Maximum likelihood estimation for Gaussian process with nonlinear drift. Zbl 1420.62364 Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy 1 2018 Parameter estimation for Gaussian processes with application to the model with two independent fractional Brownian motions. Zbl 1423.60064 Mishura, Yuliya; Ralchenko, Kostiantyn; Shklyar, Sergiy 1 2018 Parameter estimation in fractional diffusion models. Zbl 1388.60006 Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn 27 2017 Hypothesis testing of the drift parameter sign for fractional Ornstein-Uhlenbeck process. Zbl 1356.60062 Kukush, Alexander; Mishura, Yuliya; Ralchenko, Kostiantyn 8 2017 Drift parameter estimation in the models involving fractional Brownian motion. Zbl 1382.60063 Mishura, Yuliya; Ralchenko, Kostiantyn 2 2017 The rate of convergence of the Hurst index estimate for a stochastic differential equation. Zbl 1416.60061 Kubilius, Kęstutis; Skorniakov, Viktor; Ralchenko, Kostiantyn 1 2017 Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise. Zbl 1355.60068 Di Nunno, Giulia; Mishura, Yuliya; Ralchenko, Kostiantyn 3 2016 Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility. Zbl 1355.60071 Bel Hadj Khlifa, Meriem; Mishura, Yuliya; Ralchenko, Kostiantyn; Zili, Mounir 2 2016 Consistency of the drift parameter estimator for the discretized fractional Ornstein-Uhlenbeck process with Hurst index \(H\in(0,\frac{1}{2})\). Zbl 1326.60048 Kubilius, Kęstutis; Mishura, Yuliya; Ralchenko, Kostiantyn; Seleznjev, Oleg 9 2015 Multifractional Poisson process, multistable subordinator and related limit theorems. Zbl 1326.60049 Molchanov, Ilya; Ralchenko, Kostiantyn 7 2015 A generalisation of the fractional Brownian field based on non-Euclidean norms. Zbl 1319.60109 Molchanov, Ilya; Ralchenko, Kostiantyn 4 2015 Asymptotic normality of discretized maximum likelihood estimator for drift parameter in homogeneous diffusion model. Zbl 1349.62072 Ralchenko, Kostiantyn 1 2015 Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. Zbl 1329.60193 Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy 4 2014 Approximation of multifractional Brownian motion by absolutely continuous processes. Zbl 1237.60029 Ral’chenko, K. V. 2 2011 Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations. Zbl 1240.60161 Ral’chenko, K. V.; Shevchenko, G. M. 2 2010 Path properties of multifractal Brownian motion. Zbl 1224.60080 Ral’chenko, K. V.; Shevchenko, G. M. 9 2009 Two-parameter inequality of Garcia-Rodemich-Rumsey and its application to fractional Brownian fields. Zbl 1164.60351 Ral’chenko, K. V. 2 2006 all cited Publications top 5 cited Publications all top 5 Cited by 155 Authors 28 Mishura, Yuliya Stepanivna 21 Ralchenko, Kostiantyn V. 6 Shevchenko, Georgiy M. 5 Ascione, Giacomo 5 Dozzi, Marco E. 5 Shklyar, Sergiĭ Volodymyrovych 4 Araya, Héctor 4 Pirozzi, Enrica 4 Torres, Soledad 4 Yurchenko-Tytarenko, Anton 4 Zili, Mounir 3 Di Nunno, Giulia 3 Jiang, Hui 3 Kubilius, Kȩstutis 3 Ricciuti, Costantino 3 Zougar, Eya 2 Avetisian, Diana 2 Banna, Oksana L. 2 Buryak, Filipp 2 Dehtiar, Olena 2 Hu, Yaozhong 2 Ilmonen, Pauliina 2 Kozachenko, Yuriĭ Vasyl’ovych 2 Le Guével, Ronan 2 Li, Zhi 2 Lohvinenko, Stanislav 2 Maleki Almani, Hamidreza 2 Marie, Nicolas 2 Nazarov, Alexander I. 2 Piterbarg, Vladimir Il’ich 2 Stibůrek, David 2 Toaldo, Bruno 2 Touibi, Rim 2 Tudor, Ciprian A. 2 Viitasaari, Lauri 2 Voutilainen, Marko 2 Xu, Liping 2 Yan, Litan 1 Ahmed, Nauman 1 Akgül, Ali 1 Alaffita-Hernández, F. A. 1 Avetisian, D. A. 1 Bahamonde, Natalia 1 Barrera, John 1 Beghin, Luisa 1 Bodnarchuk, I. M. 1 Bodnarchuk, Iryna 1 Bondarenko, Valeria 1 Bondarenko, Victor 1 Bufalo, Michele 1 Chen, Jianxin 1 Chen, Xiaopeng 1 Chernova, Oksana Oleksandrivna 1 Chiba, Kohei 1 Czechowski, Zbigniew 1 Dai, Min 1 De Vecchi, Francesco Carlo 1 Deng, Weihua 1 Doroshenko, Vadym 1 Duan, Jinqiao 1 Eliazar, Iddo I. 1 Escobedo-Trujillo, Beatris Adriana 1 Falconer, Kenneth J. 1 Feng, Jing 1 Fiacco, Andrea 1 Formica, Maria Rosaria 1 Fu, Zuopeng 1 Giordano, Luca Maria 1 Haress, El Mehdi 1 Hernández-Lerma, Onésimo 1 Hopkalo, Olha 1 Iqbal, Muhammad Sajid 1 Jabłoński, Ireneusz 1 Kachman, Tal 1 Karlsen, Erik Hove 1 Karol’, Andrei I. 1 Khlifa, M. Bel Hadj 1 Khmaladze, Estate V. 1 Kolkovska, Ekaterina Todorova 1 Krapf, Diego 1 Kříž, Pavel 1 Kukush, Oleksandr Georgiĭovych 1 Le, Khoa 1 León, Jorge A. 1 Leonenko, Nikolai N. 1 Lévy Véhel, Jacques 1 Li, Shimin 1 Li, Yongge 1 Liao, Junjun 1 Liu, Bowen 1 Liu, Hui 1 Liu, Junfeng 1 Liu, Qi 1 Lohvinenko, S. S. 1 López-Mimbela, José Alfredo 1 Lu, Xianggang 1 Ma, Chunsheng 1 Makogin, Vitalii 1 Malyarenko, Anatoliy A. 1 Melnikov, Aleksander Viktorovich ...and 55 more Authors all top 5 Cited in 48 Serials 14 Modern Stochastics. Theory and Applications 10 Theory of Probability and Mathematical Statistics 7 Statistical Inference for Stochastic Processes 5 Stochastic Analysis and Applications 5 Communications in Statistics. Theory and Methods 5 Stochastic Processes and their Applications 4 Statistics & Probability Letters 3 Journal of Computational and Applied Mathematics 3 Journal of Theoretical Probability 3 Fractional Calculus & Applied Analysis 3 Stochastics and Dynamics 2 Chaos, Solitons and Fractals 2 Random Operators and Stochastic Equations 2 Chaos 2 Methodology and Computing in Applied Probability 2 Nonlinear Analysis. Modelling and Control 2 Stochastic Models 2 Stochastics 2 Electronic Journal of Statistics 1 Journal of Mathematical Analysis and Applications 1 Journal of Statistical Physics 1 Lithuanian Mathematical Journal 1 Mathematical Methods in the Applied Sciences 1 Scandinavian Journal of Statistics 1 Applied Mathematics and Computation 1 SIAM Journal on Numerical Analysis 1 Chinese Journal of Applied Probability and Statistics 1 Numerical Algorithms 1 Computational Statistics 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 Potential Analysis 1 Russian Journal of Mathematical Physics 1 Applicationes Mathematicae 1 Finance and Stochastics 1 Mathematical Inequalities & Applications 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 International Journal of Theoretical and Applied Finance 1 Acta Mathematica Sinica. English Series 1 Communications in Nonlinear Science and Numerical Simulation 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Statistical Methodology 1 Journal of the Korean Statistical Society 1 Frontiers of Mathematics in China 1 Mathematics and Financial Economics 1 Journal of Physics A: Mathematical and Theoretical 1 Probability Surveys 1 Results in Applied Mathematics 1 Advances in Continuous and Discrete Models all top 5 Cited in 19 Fields 98 Probability theory and stochastic processes (60-XX) 41 Statistics (62-XX) 16 Partial differential equations (35-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Real functions (26-XX) 4 Numerical analysis (65-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Operations research, mathematical programming (90-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Systems theory; control (93-XX) Citations by Year