Kostiantyn Ralchenko
- Two methods of estimation of the drift parameters of the Cox-Ingersoll-Ross process: continuous observations
2020/05/11 by Olena Dehtiar, Yuliya Mishura, Dehtiar, Olena +3 · 4 citations
Economics, Econometrics and Finance · Mathematics · #60G22 #60H10 #62F10 #Complex Systems and Time Series Analysis #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60G22 #msc:60H10 #msc:62F10
- Parameter estimation in CKLS model by continuous observations
2021/05/28 by Yuliya Mishura, Mishura, Yuliya, Kostiantyn Ralchenko +3 · 4 citations
Engineering · #60H10 #62F10 #62F12 #91G70 #FOS: Mathematics #Fault Detection and Control Systems #Probability (math.PR) #Statistics Theory (math.ST)