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Department of Probability Theory,
Statistics
and Actuarial Mathematics

Mechanics and Mathematics
faculty

prob.stat.act@gmail.com
Tel/Fax: +38 (044) 431 04 67

 

Olena Dehtiar



Conferences


    Publications

        • Articles

            • 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 Çîâí³øíº ïîñèëàííÿ
            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 Çîâí³øíº ïîñèëàííÿ
            • Yuliya Mishura, Kostiantyn Ralchenko, Olena Dehtiar "Parameter estimation in CKLS model by continuous observations". Statistics & Probability Letters, Vol.109391, Iss. - 2022 Çîâí³øíº ïîñèëàííÿ

          First name: Olena
          Surname: Dehtiar
          Citizenship: Ukraine
          E-mail: o.dehtiarrr (at) gmail.com
          Current position:
          Ph.D. student