2 citations · 2 across the 1 of their papers we have counts for
3 papers
math.PR2020
Estimates for distribution of suprema of solutions to higher-order partial differential equations with random initial conditions
Yuriy Kozachenko, Enzo Orsingher, Lyudmyla Sakhno +1
In the paper we consider higher-order partial differential equations from the class of linear dispersive equations. We investigate solutions to these equations subject to random in…
math.PR2016
Asymptotic growth of trajectories of multifractional Brownian motion, with statistical applications to drift parameter estimation
Marco Dozzi, Yuriy Kozachenko, Yuliya Mishura +1
We construct the least-square estimator for the unknown drift parameter in the multifractional Ornstein-Uhlenbeck model and establish its strong consistency in the non-ergodic case…
math.PR2015★ 2 cited
A criterion for testing hypotheses about the covariance function of a stationary Gaussian stochastic process
Yuriy Kozachenko, Viktor Troshki
We consider a measurable stationary Gaussian stochastic process. A criterion for testing hypotheses about the covariance function of such a process using estimates for its norm in…