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Кафедра теории вероятностей,
статистики
и актуарной математики

Механико-математический
факультет

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

   

Станислав Логвиненко


Профили в научных и библиографических базах:

Конференции

  • Scientific conference "Actual problems of stochastic analysis", Tashkent, Uzbekistan (2021)
    Тема доклада: 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)
    Тема доклада: Integrated approach to parameter estimation for mixed fractional Brownian motion with trend
  • International Conference "Modern Stochastics: Theory and Applications. V", Kyiv, Ukraine (2021)
    Тема доклада: Statistical inference of parameter estimators in the fractional Vasicek model
  • IX International Scientific-Practical Conference "Mathematics in a modern technical university", Kyiv, Ukraine (2020)
    Тема доклада: Consistent estimation of parameters of mixed fractional Brownian motion with trend
  • XVII International Scientific-Practical Conference “Shevchenkivska Vesna – 2019”, Kyiv, Ukraine (2019)
    Тема доклада: Asymptotic normality of vector maximum likelihood estimator in the fractional Vasicek model (in Ukrainian)
  • The 21st European Young Statisticians Meeting, Belgrade, Serbia (2019)
    Тема доклада: 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)
    Тема доклада: Statistical properties of parameter estimators in the fractional Vasicek model
  • XVI International Scientific-Practical Conference “Shevchenkivska Vesna – 2018”, Kyiv, Ukraine (2018)
    Тема доклада: Maximum likelihood estimators in the fractional Vasicek model (in Ukrainian)
  • International Conference "Modern Stochastics: Theory and Applications. IV", Kyiv, Ukraine (2018)
    Тема доклада: 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)
    Тема доклада: Asymptotic properties of parameter estimators in the fractional Vasicek model (in Ukrainian)
  • International Conference on Differential Equations, Mathematical Physics and Applications, Cherkasy, Ukraine (2017)
    Тема доклада: 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)
    Тема доклада: 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)
    Тема доклада: Creating a regression model using the Statistica software package (in Ukrainian)

Џубликации

      • Статьи
        • 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 Зовнішнє посилання
          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 Зовнішнє посилання
          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 Зовнішнє посилання
          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 Зовнішнє посилання
          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 Зовнішнє посилання

        Фамилия: Логвиненко
        Имя, отчество: Станислав
        Гражданство: Украина
        E-mail: stanislav.lohvinenko@gmail.com
        Занимаемая должность:
               Аспирант