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researcher

K. Ralchenko

39 papers hereh-index 12495 citations86 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3
  • middle author19
  • last author16

Across the 39 of 39 papers where every author was matched, so the position is known.

fields
  • math.PR32
  • math.ST3
  • cs.IT1
  • econ.EM1
  • q-fin.MF1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20112026
most citedA generalisation of the fractional Brownian field based on non-Euclidean norms

12 citations · 42 across the 35 of their papers we have counts for

collaborators
Showing 2013 · math.PRShow all

1 paper · 2 filters

math.PR2013

Asymptotic Properties of Drift Parameter Estimator Based on Discrete Observations of Stochastic Differential Equation Driven by Fractional Brownian Motion

Yuliya Mishura, Kostiantyn Ral'chenko, Oleg Seleznev +1

We consider a problem of statistical estimation of an unknown drift parameter for a stochastic differential equation driven by fractional Brownian motion. Two estimators based on d…

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