Browse by Current Cardiff authors

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.

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

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 Item availability restricted.

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, Nanayakkara, Ravindi and Olenko, Andryi 2020. Analysis of spherical monofractal and multifractal random fields. Stochastic Environmental Research and Risk Assessment Item availability restricted.

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

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

Alodat, Tareq, Leonenko, Nikolai and Olenko, Andriy 2019. Limit theorems for filtered long-range dependent random fields. Stochastics: An International Journal of Probability and Stochastic Processes 10.1080/17442508.2019.1691211 Item availability restricted.

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 for 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 Ornstaein-Uhlenback 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