Speciality: 01.01.05 (Probability theory and mathematical statistics)
Birth date: 27.05.1979
E-mail:
Keywords: limit distribution, Poisson measure, optimization, estimator, martingale.

Subject:

Asymptotic properties of a parameter estimator foк stochastic processes.

Main publications:

1. Ivanenko D., “Asymptotically optimal estimator of the parameter of semi-linear autoregression”, Theory Stoch. Process., 13:29 (2007), 77–85  
2. Yurachkivsky A.; Ivanenko D., “Matrix parameter estimation in an autoregression model”, Theory Stoch. Process., 12:28 (2006), 154–161  
3. Ivanenko D., “Existence of the limiting distribution for the solution of a nongomogeneous linear SDE”, Th. Prob. Math. Stat., 2008 (to appear)

Publications in Math-Net.Ru

Personal pages:

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Organisations:

• National Taras Shevchenko University of Kyiv