1 citations · 2 across the 9 of their papers we have counts for
11 papers
Drift parameter estimation for interacting particle systems with singular repulsion
Chiara Amorino, Jacek Malecki, Radomyra Shevchenko
We study the estimation of the interaction parameter in singular interacting particle systems from continuous and discrete observations over a fixed time horizon. The singularity o…
Adaptive thresholding for wavelet-based nonparametric heteroskedastic variance estimation on the sphere
Claudio Durastanti, Radomyra Shevchenko
This paper addresses the nonparametric estimation of a spatially varying, heteroskedastic variance function on the unit sphere within a regression framework. While adaptive regress…
Fractional interacting particle system: drift parameter estimation via Malliavin calculus
Chiara Amorino, Ivan Nourdin, Radomyra Shevchenko
We address the problem of estimating the drift parameter in a system of interacting particles driven by additive fractional Brownian motion of Hurst index \( H \geq 1/2 \). Con…
On the Euler-Poincaré Characteristic of the planar Berry's random wave: fluctuations and a perturbation study
Elena Di Bernardino, Radomyra Shevchenko, Anna Paola Todino
We prove the Central Limit Theorem for the Euler-Poincaré characteristic of Berry's random wave model in a growing domain. We also show Gaussian fluctuations for a class of Berry's…
On quadratic variations of the fractional-white wave equation
Radomyra Shevchenko
This paper studies the behaviour of quadratic variations of a stochastic wave equation driven by a noise that is white in space and fractional in time. Complementing the analysis o…
Quadratic variations for Gaussian isotropic random fields on the sphere
Radomyra Shevchenko
In this paper we define (empirical) quadratic variations for a Gaussian isotropic random field on a unit sphere as sums over equidistant increments on one single geodesic line…
Asymptotic Behaviour of Level Sets of Needlet Random Fields
Radomyra Shevchenko, Anna Paola Todino
We consider sequences of needlet random fields defined as weighted averaged forms of spherical Gaussian eigenfunctions. Our main result is a Central Limit Theorem in the high energ…
Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case
Radomyra Shevchenko, Jeannette H. C. Woerner
In the paper we consider the problem of estimating parameters entering the drift of a fractional Ornstein-Uhlenbeck type process in the non-ergodic case, when the underlying stocha…
Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean
Radomyra Shevchenko, Ciprian A. Tudor
We study the least squares estimator for the drift parameter of the Langevin stochastic equation driven by the Rosenblatt process. Using the techniques of the Malliavin calculus an…
Generalized -variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
Radomyra Shevchenko, Meryem Slaoui, Ciprian A. Tudor
We analyze the generalized -variations for the solution to the wave equation driven by an additive Gaussian noise which behaves as a fractional Brownian with Hurst parameter $H>…
Hurst index estimation in stochastic differential equations driven by fractional Brownian motion
Jan Gairing, Peter Imkeller, Radomyra Shevchenko +1
We consider the problem of Hurst index estimation for solutions of stochastic differential equations driven by an additive fractional Brownian motion. Using techniques of the Malli…