12 citations · 12 across the 13 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2024
Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion
Yuliya Mishura, Kostiantyn Ralchenko, Olena Dehtiar
The paper focuses on the Vasicek model driven by a tempered fractional Brownian motion. We derive the asymptotic distributions of the least-squares estimators (based on continuous-…
math.ST2023
Gaussian Volterra processes: asymptotic growth and statistical estimation
Yuliya Mishura, Kostiantyn Ralchenko, Sergiy Shklyar
The paper is devoted to three-parametric self-similar Gaussian Volterra processes that generalize fractional Brownian motion. We study the asymptotic growth of such processes and t…