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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

   

Stanislav Logvinenko


Profiles in scientific & bibliographic databases:

Conferences

  • Scientific conference "Actual problems of stochastic analysis", Tashkent, Uzbekistan (2021)
    Title of the talk: Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend
  • International Conference "Modern Stochastics: Theory and Applications. V", Kyiv, Ukraine (2021)
    Title of the talk: Integrated approach to parameter estimation for mixed fractional Brownian motion with trend
  • International Conference "Modern Stochastics: Theory and Applications. V", Kyiv, Ukraine (2021)
    Title of the talk: Statistical inference of parameter estimators in the fractional Vasicek model
  • IX International Scientific-Practical Conference "Mathematics in a modern technical university", Kyiv, Ukraine (2020)
    Title of the talk: Consistent estimation of parameters of mixed fractional Brownian motion with trend
  • XVII International Scientific-Practical Conference Shevchenkivska Vesna 2019, Kyiv, Ukraine (2019)
    Title of the talk: Asymptotic normality of vector maximum likelihood estimator in the fractional Vasicek model (in Ukrainian)
  • The 21st European Young Statisticians Meeting, Belgrade, Serbia (2019)
    Title of the talk: Statistical analysis of parameter estimators in the fractional Vasicek model
  • The 12th international conference "Computer Data Analysis and Modeling: Stochastics and Data Science", Minsk, Belarus (2019)
    Title of the talk: Statistical properties of parameter estimators in the fractional Vasicek model
  • XVI International Scientific-Practical Conference Shevchenkivska Vesna 2018, Kyiv, Ukraine (2018)
    Title of the talk: Maximum likelihood estimators in the fractional Vasicek model (in Ukrainian)
  • International Conference "Modern Stochastics: Theory and Applications. IV", Kyiv, Ukraine (2018)
    Title of the talk: Asymptotic properties of parameter estimators in the fractional Vasicek model
  • XV International Scientific-Practical Conference of Students, Postgraduates and Young Scientists Shevchenkivska Vesna 2017, Kyiv, Ukraine (2017)
    Title of the talk: Asymptotic properties of parameter estimators in the fractional Vasicek model (in Ukrainian)
  • International Conference on Differential Equations, Mathematical Physics and Applications, Cherkasy, Ukraine (2017)
    Title of the talk: Parameters estimation in fractional Vasicek model
  • The Final Scientific-Practical Conference of the 2nd round of all-Ukrainian Competition of Student Scientific Works in the field of Mathematical Sciences, Vinnytsia, Ukraine (2017)
    Title of the talk: Asymptotic properties of parameter estimators in the fractional Vasicek model (in Ukrainian)
  • International Scientific-Practical Conference "Science of Ukraine: nowaday problems and perspective of progress", Odesa, Ukraine (2015)
    Title of the talk: Creating a regression model using the Statistica software package (in Ukrainian)

Publications

      • Articles
        • 2021
          • A. Kukush, S. Lohvinenko, Y. Mishura, K. Ralchenko "Two approaches to consistent estimation of parameters of mixed fractional Brownian motion with trend". Statistical Inference for Stochastic Processes, - 2021
          2019
          • S. Lohvinenko, K. Ralchenko "Maximum likelihood estimation in the non-ergodic fractional Vasicek model". Modern Stochastics: Theory and Applications, Vol.6, Iss.3 pp. 377 - 395, - 2019
          2018
          • S. Lohvinenko, K. Ralchenko "Asymptotic distribution of maximum likelihood estimator in fractional Vasicek model". Theory of Probability and Mathematical Statistics, Vol.99, Iss. pp. 134 - 151, - 2018
          2017
          • S. Lohvinenko, K. Ralchenko "Maximum likelihood estimation in the fractional Vasicek model". Lithuanian Journal of Statistics, Vol.56, Iss.1 pp. 77 - 87, - 2017
          2016
          • S. Lohvinenko, K. Ralchenko, O. Zhuchenko "Asymptotic properties of parameter estimators in fractional Vasicek model". Lithuanian Journal of Statistics, Vol.55, Iss.1 pp. 102 - 111, - 2016

        First name: Stanislav
        Surname: Logvinenko
        Citizenship: Ukraine
        E-mail: stanislav.lohvinenko@gmail.com
        Current position:
        Post graduate student