Kostiantyn Ralchenko




Kostiantyn Ralchenko

POSITION
Doctoral Candidate at the Department of Probability, Statistics and Actuarial Mathematics

WORK EXPERIENCE
2011–2016
Assistant Professor
Taras Shevchenko National University of Kyiv, Kyiv (Ukraine)

2016–Present
Doctoral Candidate
Taras Shevchenko National University of Kyiv, Kyiv (Ukraine)

EDUCATION AND TRAINING

2005
BSc
Taras Shevchenko National University of Kyiv, Kyiv (Ukraine)

2007
MSc
Taras Shevchenko National University of Kiev, Kyiv (Ukraine)

2011
Ph.D
Taras Shevchenko National University of Kiev, Kyiv (Ukraine)

Theory and statistics of fractional and multifractional random processes and fields

Research Fields:
Mathematics

Previous and Current Research

  • Approximation of fractional and multifractional random processes and fields
  • Functional limit theorems for fractional, multifractional and multistable processes
  • Stochastic differential equations with fractional and multifractional random processes
  • Statistics of the processes with long-range dependence

Future Projects and Goals

  • Parameter estimation in fractional, multifractional and related models
  • Stochastic integration for processes driven by Lévy and martingale noise

Selected Publications

Kukush A., Mishura Y., Ralchenko K.
Hypothesis testing of the drift parameter sign for fractional Ornstein–Uhlenbeck process.
Electron. J. Statist. – 2017. – Vol. 11(1). – P. 385–400.

Di Nunno G., Mishura Y., Ralchenko K.
Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise.
Fract. Calc. Appl. Anal. – 2016. – Vol. 19(6). – P. 1356–1392.

Molchanov I., Ralchenko K.
Multifractional Poisson process, multistable subordinator and related limit theorems.
Stat. Probab. Lett. – 2015. – Vol. 96. – P. 95–101.

Molchanov I., Ralchenko K.
A generalisation of the fractional Brownian field based on non-Euclidean norms
J. Math. Anal. Appl. – 2015. – Vol. 430(1). – P. 262–278.

Kubilius K., Mishura Y., Ralchenko K., Seleznjev O.
Consistency of the drift parameter estimator for the discretized fractional Ornstein–Uhlenbeck process with Hurst index H∊(0,1/2).
Electron. J. Statist. – 2015. – Vol. 9(2). – P. 1799–1825.

Ralchenko K., Shevchenko G
Path properties of multifractal Brownian motion.
Theory Probab. Math. Stat. – 2010. – Vol. 80. – P. 119–130.

Ralchenko K.
Two-parameter Garsia-Rodemich-Rumsey inequality and its application to fractional Brownian fields.
Theory Probab. Math. Stat. – 2007. – Vol. 75 . – P. 167–178.

Contacts

Homepage: http://probability.univ.kiev.ua/index.php?page=userinfo&person=ralchenko&lan=en


ralchenko@univ.kiev.ua