Yuliya Mishura
Taras Shevchenko National University of Kyiv
H-index: 23
Europe-Ukraine
Top articles of Yuliya Mishura
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Properties of the entropic risk measure EVaR in relation to selected distributions | Modern Stochastics: Theory and Applications | Yuliya Mishura Kostiantyn Ralchenko Petro Zelenko Volodymyr Zubchenko | 2024/4/30 |
Low-dimensional Cox-Ingersoll-Ross process | Stochastics | Yuliya Mishura Andrey Pilipenko Anton Yurchenko-Tytarenko | 2024/1/5 |
Combinatorial approach to the calculation of projection coefficients for the simplest Gaussian-Volterra process | Modern Stochastics: Theory and Applications | Iryna Bodnarchuk Yuliya Mishura | 2024/4/9 |
Asymptotic expansion of an estimator for the Hurst coefficient | Statistical Inference for Stochastic Processes | Yuliya Mishura Hayate Yamagishi Nakahiro Yoshida | 2024/4 |
Fractional diffusion Bessel processes with Hurst index H∈(0, 12) | Statistics & Probability Letters | Yuliya Mishura Kostiantyn Ralchenko | 2024/3/1 |
Properties of Shannon and R\'{e} nyi entropies of the Poisson distribution as the functions of intensity parameter | arXiv preprint arXiv:2403.08805 | Volodymyr Braiman Anatoliy Malyarenko Yuliya Mishura Yevheniia Anastasiia Rudyk | 2024/2/6 |
Asymptotic Growth of Sample Paths of Tempered Fractional Brownian Motions, with Statistical Applications to Vasicek-Type Models | Fractal and Fractional | Yuliya Mishura Kostiantyn Ralchenko | 2024/1/25 |
Gaussian Volterra processes: Asymptotic growth and statistical estimation | Theory of Probability and Mathematical Statistics | Yuliya Mishura Kostiantyn Ralchenko Sergiy Shklyar | 2023/6 |
From constant to rough: A survey of continuous volatility modeling | Giulia Di Nunno Kęstutis Kubilius Yuliya Mishura Anton Yurchenko-Tytarenko | 2023/10/8 | |
Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises | Numerical Algorithms | Giulia Di Nunno Yuliya Mishura Anton Yurchenko-Tytarenko | 2023/6 |
Processing Big Data of Court Decisions. | Baltic Journal of Modern Computing | Vitaliy GOLOMOZIY Yuliya MISHURA Iryna IZAROVA Tetiana IANEVYCH | 2023/10/1 |
Fractional Deterministic and Stochastic Calculus | Giacomo Ascione Yuliya Mishura Enrica Pirozzi | 2023/12/31 | |
Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model | Communications in Statistics-Theory and Methods | Oksana Chernova Olena Dehtiar Yuliya Mishura Kostiantyn Ralchenko | 2023/4/12 |
A class of infinite-dimensional Gaussian processes defined through generalized fractional operators | arXiv preprint arXiv:2309.13283 | Luisa Beghin Lorenzo Cristofaro Yuliya Mishura | 2023/9/23 |
Entropy, Gaussian Distribution and Fractional Processes | 2023 2nd International Conference on Innovative Solutions in Software Engineering (ICISSE) | Anatoliy Malyarenko Yuliya Mishura Kostiantyn Ralchenko Yevheniia Anastasiia Rudyk | 2023/11/29 |
Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes | Stochastics | Yuliya Mishura Anton Yurchenko-Tytarenko | 2023/1/2 |
Sandwiched SDEs with unbounded drift driven by Hölder noises | Advances in Applied Probability | Anton Yurchenko-Tytarenko Giulia Di Nunno Yuliya Mishura | 2023 |
Gaussian Volterra processes as models of electricity markets | arXiv preprint arXiv:2311.09384 | Yuliya Mishura Stefania Ottaviano Tiziano Vargiolu | 2023/11/15 |
Parameter estimation in rough Bessel model | Fractal and Fractional | Yuliya Mishura Anton Yurchenko-Tytarenko | 2023/6/28 |
Properties of Various Entropies of Gaussian Distribution and Comparison of Entropies of Fractional Processes | Axioms | Anatoliy Malyarenko Yuliya Mishura Kostiantyn Ralchenko Yevheniia Anastasiia Rudyk | 2023/10/31 |
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