Stanislav Logvinenko

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

• Scopus, Web of Science, Google Scholar