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Curriculum Vitae |
Dehtiar O. |
Personal details |
Olena Dehtiar |
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✉ o.dehtiarrr (at) gmail.com Citizenship: Ukraine |
| Current position | Ph.D. student |
| Department | Probability Theory, Statistics and Actuarial Mathematics |
| Faculty | Mechanics and Mathematics |
Conferences, seminars, workshops
- XXIII Міжнародна науково-практична конференція «Шевченківська весна – 2026», Kyiv, Ukraine (2026)
Title of the talk: Asymptotic Properties of Parameter Estimators in Vasicek Model Driven by Tempered Fractional Brownian Motions - Міжнародна науково-практична конференція «Шевченківська весна – 2020», ч, Kyiv, Ukraine (2020)
Title of the talk: Maximum likelihood estimation for the drift parameters of Cox-Ingersoll-Ross process under continuous observations
Publications
Articles
- 2025
- Yuliya Mishura, Kostiantyn Ralchenko, Olena Dehtiar "Asymptotic Properties of Parameter Estimators in Vasicek Model Driven by Tempered Fractional Brownian Motion". Austrian Journal of Statistics, Vol.54, Iss.1 pp. 61 - 81, - 2025
- 2023
- Chernova, O., Dehtiar, O., Mishura, Y., Ralchenko, K. "Rate of convergence of discretized drift parameters estimators in the Cox–Ingersoll–Ross model". Communications in Statistics - Theory and Methods, - 2023
- 2022
- Dehtiar, O., Mishura, Y., Ralchenko, K. "Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: Continuous observations". Communications in Statistics - Theory and Methods,, Vol.51, Iss.19 pp. 6818 - 6833, - 2022
- Yuliya Mishura, Kostiantyn Ralchenko, Olena Dehtiar "Parameter estimation in CKLS model by continuous observations". Statistics & Probability Letters, Vol.109391, - 2022