![]() | Up a level |
Ascione, Giacomo, Leonenko, Mykola and Pirozzi, Enrica
2021.
Fractional immigration-death processes.
Journal of Mathematical Analysis and Applications
495
(2)
, 124768.
10.1016/j.jmaa.2020.124768
Item availability restricted. |
![]() |
Hainaut, Donatien and Leonenko, Mykola
2021.
Option pricing in illiquid markets: a fractional jump-diffusion approach.
Journal of Computational and Applied Mathematics
381
, 112995.
10.1016/j.cam.2020.112995
Item availability restricted. |
![]() |
Gupta, Neha, Kumar, Arun and Leonenko, Nikolai
2021.
Stochastic models with mixtures of tempered stable subordinators.
Mathematical Communications
26
![]() Item availability restricted. |
![]() |
Grahovac, Danijel, Leonenko, Nikolai N. and Taqqu, Murad S.
2020.
The multifaceted behavior of integrated supOU processes: The infinite variance case.
Journal of Theoretical Probability
33
, pp. 1801-1831.
10.1007/s10959-019-00935-8
![]() |
|
Leonenko, Nikolai, Nanayakkara, Ravindi and Olenko, Andryi
2020.
Analysis of spherical monofractal and multifractal random fields.
Stochastic Environmental Research and Risk Assessment
10.1007/s00477-020-01911-z
Item availability restricted. |
![]() |
Gupta, Heha, Kumar, Arun and Leonenko, Nikolai
2020.
Skellam type processes of order K and beyond.
Entropy
22
(11)
, 1193.
10.3390/e22111193
![]() |
|
Kulik, Alexey M, Leonenko, Nikolai N, Papic, I and Suvak, N 2020. Parameter estimation for non-stationary Fisher-Snedecor diffusion. Methodology and Computing in Applied Probability 22 , pp. 1023-1061. 10.1007/s11009-019-09755-z |
|
Ascione, Giacomo, Leonenko, Nikolai and Pirozzi, Enrica
2020.
Fractional Erlang queues.
Stochastic Processes and their Applications
130
(6)
, pp. 3249-3276.
10.1016/j.spa.2019.09.012
![]() |
![]() |
Leonenko, N. N., Papic, I., Sikorskii, A. and Suvak, N.
2020.
Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology.
Journal of Mathematical Analysis and Applications
486
(2)
, 123934.
10.1016/j.jmaa.2020.123934
Item availability restricted. |
![]() |
Leonenko, Nikolai and Vaz Jr., Jayme
2020.
Spectral analysis of fractional hyperbolic diffusion equations with random data.
Journal of Statistical Physics
179
, pp. 155-175.
10.1007/s10955-020-02520-4
![]() |
|
Ivanov, A.V., Leonenko, N.N. and Orlovskyi, I.V.
2020.
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models.
Statistical Inference for Stochastic Processes
23
, pp. 129-169.
10.1007/s11203-019-09206-z
![]() |
|
Broadbridge, Philip, Kolesnik, Alexander D., Leonenko, Mykola, Olenko, Andryi and Omari, Dareen
2020.
Spherically restricted random hyperbolic diffusion.
Entropy
22
(2)
, 217.
10.3390/e22020217
![]() |
|
Kumar, Arun, Leonenko, Nikolai and Pichler, Alois 2020. Fractional risk process in insurance. Mathematics and Financial Economics 14 , pp. 43-65. 10.1007/s11579-019-00244-y |
|
Lu, Tianshi, Leonenko, Nikolai and Ma, Chusheng 2020. Series representations of isotropic random fields on balls. Statistics and Probability Letters 156 , 108583. 10.1016/j.spl.2019.108583 |
|
Leonenko, Nikolai N. and Papic, Ivan
2020.
Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator.
Communications in Statistics - Theory and Methods
49
(20)
, pp. 5091-5113.
10.1080/03610926.2019.1612918
![]() |
|
Alodat, Tareq, Leonenko, Nikolai and Olenko, Andriy
2020.
Limit theorems for filtered long-range dependent random fields.
Stochastics: An International Journal of Probability and Stochastic Processes
92
(8)
, pp. 1175-1196.
10.1080/17442508.2019.1691211
![]() |
|
Leonenko, Mykola, Claudio, Macci and Barbara, Pacchiarotti
2020.
Large deviations for a class of tempered subordinators and their inverse processes.
Proceedings of the Royal Society of Edinburgh: Section A Mathematics
Item availability restricted. |
![]() |
Gupta, Neha, Kumar, Arun and Leonenko, N.
2020.
Tempered fractional Poisson processes and fractional equations with Z-transform.
Stochastic Analysis and Applications
38
(5)
, pp. 939-957.
10.1080/07362994.2020.1748056
Item availability restricted. |
![]() |
Grahovac, Danijel, Leonenko, Nikolai N. and Taqqu, Murad S. 2019. Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes. Stochastic Processes and their Applications 129 (12) , pp. 5113-5150. 10.1016/j.spa.2019.01.010 |
|
Brodbridge, Phil, Kolesnik, Alexander D., Leonenko, Nikolai and Olenko, Andriy 2019. Random spherical hyperbolic diffusion. Journal of Statistical Physics 177 (5) , pp. 889-916. 10.1007/s10955-019-02395-0 |
|
Anh, Vo, Leonenko, Nikolai N., Olenko, Andriy and Vaskovych, Volodymyr
2019.
On rate of convergence in non-central limit theorems.
Bernoulli
25
(4A)
, pp. 2920-2948.
10.3150/18-BEJ1075
![]() |
|
Grahovac, Danijel, Leonenko, Nikolai, Sikorskii, Alla and Taqqu, Murad S. 2019. The unusual properties of aggregated superpositions of Ornstein-Uhlenback type processes. Bernoulli 25 (361) , pp. 2029-2050. |
|
Bourguin, Solesne, Campese, Simon, Leonenko, Nikolai and Taqqu, Murad S.
2019.
Four moments theorems on Markov chaos.
Annals of Probability
47
(3)
, pp. 1417-1446.
10.1214/18-AOP1287
![]() |
|
Leonenko, Nikolai, Scalas, Enrico and Trinh, Mailan
2019.
Limit theorems for the fractional non-homogeneous Poisson process.
Journal of Applied Probability
56
(1)
, pp. 246-264.
10.1017/jpr.2019.16
![]() |
|
Leonenko, Nikolai, Papic, Ivan, Sikorski, Alla and Suvak, Nenad 2018. Correlated continuous time random walks and fractional Pearson diffusions. Bernoulli 24 (4B) , pp. 3603-3627. 10.3150/17-BEJ972 |
![]() |
Leonenko, Nikolai, Taqqu, Murad S. and Terdik, Gyorgy H.
2018.
Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem.
Electronic Journal of Statistics
12
(2)
, pp. 3114-3146.
10.1214/18-EJS1473
![]() |
|
Ascione, G, Leonenko, Nikolai and Pirozzi, E 2018. Fractional queues with catastrophes and their transient behaviour. Mathematics 6 (9) , 159. 10.3390/math6090159 |
|
Grahovac, Danijel and Leonenko, Nikolai 2018. Bounds on the support of the multifractal spectrum of stochastic processes. Fractals 26 (4) , 1850055X. 10.1142/S0218348X1850055X |
|
Grahovac, Danijel, Leonenko, Nikolai and Taqqu, Murad S. 2018. Intermittency of trawl processes. Statistics and Probability Letters 137 , pp. 235-242. 10.1016/j.spl.2018.01.030 |
|
Aletti, Giacamo, Leonenko, Nikolai and Merzbach, Ely 2018. Fractional Poisson fields and martingales. Journal of Statistical Physics 170 (4) , pp. 700-730. 10.1007/s10955-018-1951-y |
|
Wang, Fangfang, Leonenko, Nikolai and Ma, Chunsheng 2018. Isotropic random fields with infinite divisible distributions. Stochastic Analysis and Applications 36 , pp. 189-208. 10.1080/07362994.2017.1385028 |
|
Leonenko, Nikolai, Papic, I., Sikorskii, A. and Suvak, N. 2018. Ehrenfest-Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion. Theory of Probability and Mathematical Statistics 2 (99) , pp. 123-133. |
![]() |
Leonenko, Nikolai and Ruiz-Medina, M.D. 2017. Increasing domain asymptotics for the first Minkowski functional of spherical random fields. Theory of Probability and Mathematical Statistics 97 , pp. 127-149. 10.1090/tpms/1053 |
|
Leonenko, Nikolai, Papic, I., Sikorskii, A. and Suvak, N. 2017. Heavy-tailed fractional Pearson diffusions. Stochastic Processes and their Applications 127 (11) , pp. 3512-3535. 10.1016/j.spa.2017.03.004 |
|
Anh, V. V., Leonenko, N. N. and Sikorskii, A.
2017.
Stochastic representation of fractional Bessel-Riesz motion.
Chaos, Solitons and Fractals
102
, pp. 135-139.
10.1016/j.chaos.2017.04.039
![]() |
|
Leonenko, Nikolai and Malyarenko, Anatoliy
2017.
Matérn class tesor-valued random fields and beyond.
Journal of Statistical Physics
168
(6)
, pp. 1276-1301.
10.1007/s10955-017-1847-2
![]() |
|
Leonenko, Nikolai, Ruiz-Medina, M. Dolores and Taqqu, Murad S.
2017.
Non-central limit theorems for random fields subordinated to gamma-correlated random fields.
Bernoulli
23
(4B)
, pp. 3469-3507.
10.3150/16-BEJ853
![]() |
|
Castelli, F., Leonenko, Nikolai and Shchestyuk, Nikolai N. 2017. Student-like models for risky asset with dependence. Stochastic Analysis and Applications 35 , pp. 452-464. 10.1080/07362994.2016.1266945 |
|
Leonenko, Nikolai, Scalas, E. and Trinh, M. 2017. The fractional non-homogeneous Poisson process. Statistics and Probablity Letters 120 , pp. 147-156. 10.1016/j.spl.2016.09.024 |
|
Leonenko, Nikolai, Ruiz-Medina, M. D. and Taqqu, M. S. 2017. Rosenblatt distribution subordinated to Gaussian fields with long-range dependence. Stochastic Analysis and Applications 35 (1) , pp. 144-177. |
|
Anh, V. V. and Leonenko, Nikolai N.
2017.
Fractional Stokes-Boussinesq-Langevin equationand Mittag-Leffler correlation decay.
Theory of Probability and Mathematical Statistics
1
(98)
, pp. 8-28.
![]() |
|
Alomari, Huda Mohammed, Frias, M.Pilar, Leonenko, Nikolai N., Medina, Maria D. Ruiz, Sakhno, Lydmyla and Torres, Antoni 2017. Asymptotic properties of parameter estimates for random fields with tapered data. Electronic Journal of Statistics 11 (2) , pp. 3332-3367. 10.1214/17-EJS1315 |
|
Anh, Vo V., Leonenko, Nikolai N. and Ruiz-Medina, Maria D.
2016.
Fractional-in-time and multifracational-in-space stochastic partial differential equations.
Fractional Calculus and Applied Analysis
19
(6)
10.1515/fca-2016-0074
![]() |
|
Grahovac, Danijel, Leonenko, Nikolai N., Sikorskii, Alla and Tesnjak, Irena
2016.
Intermittency of superpositions of Ornstein-Uhlenbeck type processes.
Journal of Statistical Physics
165
, pp. 390-408.
10.1007/s10955-016-1616-7
![]() |
|
Anh, V. V., Leonenko, Nikolai and Ruiz-Medina, M.D. 2016. Space-time fractional stochastic equations on regular bounded open domains. Fractional Calculus and Applied Analysis 19 (5) , pp. 1161-1199. |
|
D'Ovidio, Mirko, Leonenko, Nikolai N. and Orsingher, Enzo 2016. Fractional spherical random fields. Statistics & Probability Letters 116 , pp. 146-156. 10.1016/j.spl.2016.04.011 |
![]() |
Denisov, Denis and Leonenko, Nikolai
2016.
Limit theorems for multifractal products of geometric stationary processes.
Bernoulli
22
(4)
, pp. 2579-2608.
10.3150/15-BEJ738
![]() |
|
Denisov, Denis and Leonenko, Nikolai 2016. Multifractal scenarios for products of geometric Levy-based stationary models. Stochastic Analysis and Applications 34 (4) , pp. 610-643. 10.1080/07362994.2016.1164606 |
|
Espejo, Rosa M., Leonenko, Nikolai N., Olenko, Andriy and Ruiz-Medina, María D. 2015. On a class of minimum contrast estimators for Gegenbauer random fields. TEST 24 (4) , pp. 657-680. 10.1007/s11749-015-0428-4 |
![]() |
Anh, Vo, Leonenko, Nikolai N. and Olenko, Andriy 2015. On the rate of convergence to Rosenblatt-type distribution. Journal of Mathematical Analysis and Applications 425 (1) , pp. 111-132. 10.1016/j.jmaa.2014.12.016 |
|
Avram, Florin, Leonenko, Nikolai and Sakhno, Ludmila
2015.
Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities.
Stochastic Processes and their Applications
125
(4)
, pp. 1629-1652.
10.1016/j.spa.2014.11.010
![]() |
|
Leonenko, Nikolai N. and Merzbach, Ely 2015. Fractional Poisson fields. Methodology and Computing in Applied Probability 17 (1) , pp. 155-168. 10.1007/s11009-013-9354-7 |
![]() |
Ivanov, A. V., Leonenko, Nikolai N., Ruiz-Medina, M. D. and Zhurakovsky, B. M. 2015. Estimation of harmonic component in regression with cyclically dependent errors. Statistics: A Journal of Theoretical and Applied Statistics 49 (1) , pp. 156-186. 10.1080/02331888.2013.864656 |
![]() |
Grahovac, Danijel, Leonenko, Nikolai N. and Taqqu, Murad S. 2015. Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters. Journal of Statistical Physics 158 (1) , pp. 105-119. 10.1007/s10955-014-1126-4 |
|
Grahovac, Danijel, Jia, Mofei, Leonenko, Nikolai N. and Taufer, Emanuele 2014. Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data. Statistics 6 , pp. 1221-1242. 10.1080/02331888.2014.969267 |
![]() |
Grahovac, Danijel and Leonenko, Nikolai N. 2014. Detecting multifractal stochastic processes under heavy-tailed effects. Chaos, Solitons & Fractals 65 , pp. 78-89. 10.1016/j.chaos.2014.04.016 |
![]() |
Kerss, Alexander Douglas, Leonenko, Nikolai and Sikorskii, A. 2014. Risky asset models with tempered stable fractal activity time. Stochastic Analysis and Applications 32 (4) , pp. 642-663. 10.1080/07362994.2014.913183 |
![]() |
Kerss, Alexander, Leonenko, Nikolai N. and Sikorskii, Alla 2014. Fractional Skellam processes with applications to finance. Fractional Calculus and Applied Analysis 17 (2) , pp. 532-551. 10.2478/s13540-014-0184-2 |
![]() |
Källberg, David, Leonenko, Nikolai N. and Seleznjev, Oleg 2014. Statistical estimation of quadratic Rényi entropy for a stationary m-dependent sequence. Journal of Nonparametric Statistics 26 (2) , pp. 385-411. 10.1080/10485252.2013.854438 |
![]() |
Leonenko, Nikolai N. and Olenko, Andriy 2014. Sojourn measures of Student and Fisher-Snedecor random fields. Bernoulli 20 (3) , pp. 1454-1483. 10.3150/13-BEJ529 |
|
Kulik, A. M. and Leonenko, Nikolai N. 2013. Ergodicity and mixing bounds for the Fisher-Snedecor diffusion. Bernoulli 19 (5B) , pp. 2153-2779. 10.3150/12-BEJ453 |
|
Leonenko, Nikolai N., Meerschaert, M. M. and Sikorskii, A. 2013. Fractional Pearson diffusions. Journal of Mathematical Analysis and Applications 403 (2) , pp. 532-546. 10.1016/j.jmaa.2013.02.046 |
![]() |
Leonenko, Nikolai N. and Shieh, N.-R. 2013. Rényi function for multifractal random fields. Fractals 21 (2) , 1350009. 10.1142/S0218348X13500096 |
![]() |
Avram, F., Leonenko, Nikolai N. and Šuvak, N. 2013. Spectral representation of transition density of Fisher-Snedecor diffusion. Stochastics 82 (2) , pp. 346-369. 10.1080/17442508.2013.775285 |
![]() |
Leonenko, Nikolai N., Petherick, Stuart and Taufer, E. 2013. Multifractal models via products of geometric OU-processes: Review and applications. Physica A: Statistical Mechanics and its Applications 392 (1) , pp. 7-16. 10.1016/j.physa.2012.08.013 |
![]() |
Ivanov, Alexander V., Leonenko, Nikolai N., Ruiz-Medina, María D. and Savich, Irina N. 2013. Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra. The Annals of Probability 41 (2) , pp. 1088-1114. 10.1214/12-AOP775 |
![]() |
Leonenko, Nikolai N., Meerschaert, Mark M. and Sikorskii, Alla 2013. Correlation structure of fractional Pearson diffusions. Computers & Mathematics with Applications 66 (5) , pp. 737-745. 10.1016/j.camwa.2013.01.009 |
![]() |
Leonenko, Nikolai N. and Taufer, Emanuele 2013. Disaggregation of spatial autoregressive processes. Spatial Statistics 3 , pp. 1-20. 10.1016/j.spasta.2013.01.001 |
![]() |
Anh, V. V., Leonenko, Nikolai N. and Ruiz-Medina, M. D. 2013. Macroscaling limit theorems for filtered spatiotemporal random fields. Stochastic Analysis and Applications 31 (3) , pp. 460-508. 10.1080/07362994.2013.777280 |
![]() |
Hassani, Hossein, Leonenko, Nikolai N. and Patterson, K. 2012. The sample autocorrelation function and the detection of long-memory processes. Physica A: Statistical Mechanics and its Applications 391 (24) , pp. 6367-6379. 10.1016/j.physa.2012.07.062 |
![]() |
Avram, F., Leonenko, Nikolai N. and Suvak, N. 2012. Hypothesis testing for Fisher-Snedecor diffusion. Journal of Statistical Planning and Inference 142 (8) , pp. 2308-2321. 10.1016/j.jspi.2012.02.055 |
![]() |
Leonenko, Nikolai N. and Olenko, Andriy 2012. Tauberian and Abelian theorems for long-range dependent random fields. Methodology and Computing in Applied Probability , n/a. 10.1007/s11009-012-9276-9 |
![]() |
Leonenko, Nikolai N., Petherick, Stuart Gary and Sikorskii, A. 2012. Fractal activity time models for risky asset with dependence and generalized hyperbolic distributions. Stochastic Analysis and Applications 30 (3) , pp. 476-492. 10.1080/07362994.2012.668443 |
![]() |
Leonenko, Nikolai N. and Sakhno, Lyudmyla 2012. On spectral representations of tensor random fields on the sphere. Stochastic Analysis and Applications 30 (1) , pp. 44-66. 10.1080/07362994.2012.628912 |
![]() |
Du, Juan, Leonenko, Nikolai N., Ma, Chunsheng and Shu, Hong 2012. Hyperbolic vector random fields with hyperbolic direct and cross covariance functions. Stochastic Analysis and Applications 30 (4) , pp. 662-674. 10.1080/07362994.2012.684325 |
![]() |
Taufer, Emanuele, Leonenko, Nikolai N. and Bee, Marco 2011. Characteristic function estimation of Ornstein–Uhlenbeck-based stochastic volatility models. Computational Statistics & Data Analysis 55 (8) , pp. 2525-2539. 10.1016/j.csda.2011.02.016 |
![]() |
Avram, F., Leonenko, Nikolai N. and Šuvak, N. 2011. Parameter estimation for Fisher–Snedecor diffusion. Statistics 45 (1) , pp. 27-42. 10.1080/02331888.2010.541249 |
![]() |
Leonenko, Nikolai N., Ruiz-Medina, Maria D. and Taqqu, Murad S. 2011. Fractional elliptic, hyperbolic and parabolic random fields. Electronic Journal of Probability 16 , pp. 1134-1172. 10.1214/EJP.v16-891 |
![]() |
Leonenko, Nikolai N. and Seleznjev, Oleg 2010. Statistical inference for the ϵ-entropy and the quadratic Rényi entropy. Journal of Multivariate Analysis 101 (9) , pp. 1981-1994. 10.1016/j.jmva.2010.05.009 |
![]() |
Avram, Florin, Leonenko, Nikolai N. and Sakhno, Ludmila 2010. On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. ESAIM: Probability and Statistics 14 , pp. 210-255. 10.1051/ps:2008031 |
|
Anh, Vo V., Leonenko, Nikolai N., Shieh, Narn-Rueih and Taufer, Emanuele 2010. Simulation of multifractal products of Ornstein–Uhlenbeck type processes. Nonlinearity 23 (4) , pp. 823-843. 10.1088/0951-7715/23/4/004 |
![]() |
Leonenko, Nikolai N. and Šuvak, N. 2010. Statistical inference for reciprocal gamma diffusion process. Journal of Statistical Planning and Inference 140 (1) , pp. 30-51. 10.1016/j.jspi.2009.06.009 |
![]() |
Leonenko, Nikolai N. and Šuvak, N. 2010. Statistical Inference for Student Diffusion Process. Stochastic Analysis and Applications 28 (6) , pp. 972-1002. 10.1080/07362994.2010.515476 |
![]() |
Leonenko, Nikolai N. and Ruiz-Medina, M. D. 2010. Spatial Scalings for Randomly Initialized Heat and Burgers Equations with Quadratic Potentials. Stochastic Analysis and Applications 28 (2) , pp. 303-321. 10.1080/07362990903546561 |
![]() |
Leonenko, Nikolai N. and Pronzato, L. 2010. Correction: A class of Rényi information estimators for multidimensional densities. Annals of Statistics 38 (6) , pp. 3837-3838. 10.1214/10-AOS773 |
|
Liu, Fawang, Meerschaert, Mark M., Momani, Shaher, Leonenko, Nikolai N., Chen, Wen and Agrawal, Om P. 2010. Fractional Differential Equations [Editorial]. International Journal of Differential Equations 2010 , 215856. 10.1155/2010/215856 |
|
Taufer, Emanuele and Leonenko, Nikolai N. 2009. Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes. Journal of Statistical Planning and Inference 139 (9) , pp. 3050-3063. 10.1016/j.jspi.2009.02.007 |
![]() |
Avram, Florin, Leonenko, Nikolai N. and Rabehasaina, Landy 2009. Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions. Stochastic Analysis and Applications 27 (4) , pp. 770-796. 10.1080/07362990902976611 |
![]() |
Anh, Vo V., Leonenko, Nikolai N. and Shieh, Narn-Rueih 2009. Multifractal scaling of products of birth–death processes. Bernoulli 15 (2) , pp. 508-531. 10.3150/08-BEJ156 |
|
Anh, Vo V., Leonenko, Nikolai N. and Shieh, Narn-Rueih 2009. Multifractal Products of Stationary Diffusion Processes. Stochastic Analysis and Applications 27 (3) , pp. 475-499. 10.1080/07362990802679091 |
![]() |
Taufer, Emanuele and Leonenko, Nikolai N. 2009. Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution. Computational Statistics & Data Analysis 53 (6) , pp. 2427-2437. 10.1016/j.csda.2008.02.026 |
![]() |
Dette, Holger, Leonenko, Nikolai N., Pepelyshev, Andrey and Zhigljavsky, Anatoly Alexandrovich 2009. Asymptotic optimal designs under long-range dependence error structure. Bernoulli 15 (4) , pp. 1036-1056. 10.3150/09-BEJ185 |
|
Leonenko, Nikolai N. and Ruiz-Medina, M. D. 2008. Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications. Methodology and Computing in Applied Probability 10 (4) , pp. 595-620. 10.1007/s11009-007-9069-8 |
![]() |
Anh, V and Leonenko, Nikolai N. 2008. Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes. Statistics and Probability Letters 78 (11) , pp. 1274-1282. 10.1016/j.spl.2007.11.019 |
![]() |
Bakeerathan, G. and Leonenko, Nikolai N. 2008. Linnik processes. Random Operators and Stochastic Equations 16 (2) , pp. 109-130. 10.1515/ROSE.2008.007 |
![]() |
Ivanov, A and Leonenko, Nikolai N. 2008. Semiparametric analysis of long-range dependence in nonlinear regression. Journal of Statistical Planning and Inference 138 (6) , pp. 1733-1753. 10.1016/j.jspi.2007.06.027 |
![]() |
Anh, V. V., Leonenko, Nikolai N. and Shieh, N. 2008. Log-Euler’s gamma multifractal scenario for products of Ornstein-Uhlenbeck type processes. Mathematical Communications 13 (2) , 133 -148. |
![]() |
Anh, V. V., Leonenko, Nikolai N. and Shieh, N. 2008. Multifractality of products of geometric Ornstein-Uhlenbeck-type processes. Advances in Applied Probability 40 (4) , pp. 1129-1156. 10.1239/aap/1231340167 |
![]() |
Leonenko, Nikolai N., Pronzato, Luc and Savani, Vippal 2008. A class of Rényi information estimators for multidimensional densities. Annals of Statistics 36 (5) , pp. 2153-2182. 10.1214/07-AOS539 |
|
Anh, V. V., Leonenko, Nikolai N. and Sakhno, Lyudmyla 2007. Statistical inference using higher-order information. Journal of Multivariate Analysis 98 (4) , pp. 706-742. 10.1016/j.jmva.2006.09.009 |
![]() |
Anh, V. V., Leonenko, Nikolai N. and Sakhno, Lyudmyla 2007. Minimum contrast estimation of random processes based on information of second and third orders. Journal of Statistical Planning and Inference 137 (4) , pp. 1302-1331. 10.1016/j.jspi.2006.03.001 |
![]() |
Leonenko, Nikolai N., Savani, Vippal and Zhigljavsky, Anatoly Alexandrovich 2007. Autoregressive negative binomial processes. Annales de l'Institut de Statistique de l'Universite de Paris 51 (1) , pp. 25-47. |
![]() |
Anh, V. V., Leonenko, Nikolai N. and Sakhno, Lyudmyla 2006. Spectral properties of Burgers and KPZ turbulence. Journal of Statistical Physics 122 (5) , pp. 949-974. 10.1007/s10955-005-9009-3 |
![]() |
Leonenko, Nikolai N. and Ruiz-Medina, M. D. 2006. Scaling Laws for the Multidimensional Burgers Equation with Quadratic External Potential. Journal of Statistical Physics 124 (1) , pp. 191-205. 10.1007/s10955-006-9136-5 |
![]() |
Leonenko, Nikolai N. and Sakhno, L. M. 2006. On the Whittle estimators for some classes of continuous-parameter random processes and fields. Statistics & Probability Letters 76 (8) , pp. 781-795. 10.1016/j.spl.2005.10.010 |
![]() |
Leonenko, Nikolai N. and Taufer, Emanuele 2006. Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions. Journal of Statistical Planning and Inference 136 (4) , pp. 1220-1236. 10.1016/j.jspi.2004.09.011 |
![]() |
Heyde, C. C. and Leonenko, Nikolai N. 2005. Student processes. Advances in Applied Probability 37 (2) , pp. 342-365. 10.1239/aap/1118858629 |
![]() |
Barndorff-Nielsen, O. E. and Leonenko, Nikolai N. 2005. Burgers' turbulence problem with linear or quadratic external potential. Journal of Applied Probability 42 (2) , pp. 550-565. 10.1239/jap/1118777187 |
![]() |
Kelbert, M. Ya., Leonenko, Nikolai N. and Ruiz-Medina, M. D. 2005. Fractional random fields associated with stochastic fractional heat equations. Advances in Applied Probability 37 (1) , pp. 108-133. 10.1239/aap/1113402402 |
![]() |
Anh, V. V., Leonenko, Nikolai N. and Sakhno, L. M. 2004. On a class of minimum contrast estimators for fractional stochastic processes and fields. Journal of Statistical Planning and Inference 123 (1) , pp. 161-185. 10.1016/S0378-3758(03)00136-8 |
![]() |
Anh, V. V. and Leonenko, Nikolai N. 2002. Renormalization and homogenization of fractional diffusion equations with random data. Probability Theory and Related Fields 124 (3) , pp. 381-408. 10.1007/s004400200217 |
![]() |
Leonenko, Nikolai N. and Sakhno, Lyudmyla 2001. On the Kaplan-Meier estimator of long-range dependent sequences. Statistical Inference for Stochastic Processes 4 (1) , pp. 17-40. 10.1023/A:1017546623620 |
![]() |