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papers

Publications (4)

math.PR2019

Generalized $k$-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus

Radomyra Shevchenko, Meryem Slaoui, Ciprian A. Tudor

math.PR2019

Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case

Radomyra Shevchenko, Jeannette H. C. Woerner

math.PR2019

Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean

Radomyra Shevchenko, Ciprian A. Tudor

math.PR2019

Hurst index estimation in stochastic differential equations driven by fractional Brownian motion

Jan Gairing, Peter Imkeller, Radomyra Shevchenko +1