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Number of items: 131.

Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, Maini, Leonardo, Nourdin, Ivan and Pistolato, Francesca 2024. Limit theorems for p-domain functionals of stationary Gaussian fields. Electronic Journal of Probability 29 , 136. 10.1214/24-EJP1197
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Gupta, Neha, Kumar, Arun, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Vaz, Jayme 2024. Generalized fractional derivatives generated by Dickman subordinator and related stochastic processes. Fractional Calculus and Applied Analysis 27 , pp. 1527-1563. 10.1007/s13540-024-00289-x
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Leonenko, N. ORCID: https://orcid.org/0000-0003-1932-4091, Olenko, A. and Vaz, J. 2024. On fractional spherically restricted hyperbolic diffusion random field. Communications in Nonlinear Science and Numerical Simulation 131 , 107866. 10.1016/j.cnsns.2024.107866
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, Liu, Anqi ORCID: https://orcid.org/0000-0002-9224-084X and Shchestyuk, Nataliya 2024. Student models for a risky asset with dependence: Option pricing and Greeks. Austrian Journal of Statistics 54 (1) , 138–165..
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Leonenko, N. N. ORCID: https://orcid.org/0000-0003-1932-4091, Salinger, Z., Sikorskii, A., Suvak, N. and Boivin, M. J. 2023. Multimodal diffusion model for increments of electroencephalogram data. Stochastic Environmental Research and Risk Assessment 37 , pp. 4695-4706. 10.1007/s00477-023-02524-y
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Bhootna, Niharika, Dhull, Monika Singh, Kumar, Arun and Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 2023. Humbert generalized fractional differenced ARMA processes. Communications in Nonlinear Science and Numerical Simulation 125 , 107412. 10.1016/j.cnsns.2023.107412
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Leonenko, N. N. ORCID: https://orcid.org/0000-0003-1932-4091 and Ruiz-Medina, M. D. 2023. Sojourn functionals for spatiotemporal Gaussian random fields with long memory. Journal of Applied Probability 60 (1) , pp. 148-165. 10.1017/jpr.2022.30
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Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, Salinger, Zeljka, Sikorskii, Alla, Suvak, Nenad and Boivin, Michael 2023. Generalized Gaussian time series model for increments of EEG data. Statistics and Its Interface 16 , pp. 17-29. 10.4310/21-SII692
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Cadirci, Mehmet Siddik, Evans, Dafydd, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Makogin, Vitalii 2022. Entropy-based test for generalized Gaussian distributions. Computational Statistics & Data Analysis 173 , 107502. 10.1016/j.csda.2022.107502
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Ascione, Giacomo, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Pirozzi, Enrica 2022. Non-local solvable birth-death processes. Journal of Theoretical Probability 35 , pp. 1284-1323. 10.1007/s10959-021-01087-4
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Podlubny, Igor 2022. Monte Carlo method for fractional-order differentiation of higher order. Fractional Calculus and Applied Analysis 25 , pp. 841-857. 10.1007/s13540-022-00048-w
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Podlubny, Igor 2022. Monte Carlo method for fractional order differentiation. Fractional Calculus and Applied Analysis 25 , pp. 346-361. 10.1007/s13540-022-00017-3
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Ascione, Giacomo, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Pirozzi, Enrica 2022. Skorokhod reflaction problem for delayed Brownian motion with application to fractional queues. Symmetry 14 (3) , 615. 10.3390/sym14030615
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Gupta, Neha, Kumar, Arun and Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 2022. A generalization of multifractional Brownian motion. Fractal and Fractional 6 (2) , 74. 10.3390/fractalfract6020074
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Pirozzi, Enrica 2022. First passage times for some classes of fractional time-changed diffusions. Stochastic Analysis and Applications 40 (4) , pp. 735-763. 10.1080/07362994.2021.1953386
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, Malyarenko, Anatoly and Olenko, Andryi 2022. On spectral theory of random fields in the ball. Theory of Probability and Mathematical Statistics 107 , pp. 61-76. 10.1090/tpms/1175
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Leonenko, Mykola ORCID: https://orcid.org/0000-0003-1932-4091, Macci, Claudio and Pacchiarotti, Barbara 2021. Large deviations for a class of tempered subordinators and their inverse processes. Proceedings of the Royal Society of Edinburgh: Section A Mathematics 151 (6) , pp. 2030-2050. 10.1017/prm.2020.95
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, Makogin, Vitalii and Cadirci, Mehmet 2021. The entropy based goodness of fit tests for generalized von Mises-Fisher distributions and beyond. Electronic Journal of Statistics 15 (2) , pp. 6344-6381. 10.1214/21-ejs1946
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Ascione, Giacomo, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Pirozzi, Enrica 2021. Time-non-local Pearson diffusions. Journal of Statistical Physics 183 , 48. 10.1007/s10955-021-02786-2
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Grahovac, Danijel, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 and Taqqu, Murad S. 2021. Intermittency and infinite variance: the case of integrated supOU processes. Electronic Journal of Probability 26 , pp. 1-31. 10.1214/21-EJP623
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Ascione, Giacomo, Leonenko, Mykola ORCID: https://orcid.org/0000-0003-1932-4091 and Pirozzi, Enrica 2021. Fractional immigration-death processes. Journal of Mathematical Analysis and Applications 495 (2) , 124768. 10.1016/j.jmaa.2020.124768
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, Nanayakkara, Ravindi and Olenko, Andryi 2021. Analysis of spherical monofractal and multifractal random fields. Stochastic Environmental Research and Risk Assessment 35 , pp. 681-701. 10.1007/s00477-020-01911-z
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Gupta, Neha, Kumar, Arun and Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 2021. Stochastic models with mixtures of tempered stable subordinators. Mathematical Communications 26 (1) , pp. 77-99.
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Hainaut, Donatien and Leonenko, Mykola ORCID: https://orcid.org/0000-0003-1932-4091 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
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Grahovac, Danijel, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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
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Gupta, Heha, Kumar, Arun and Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 2020. Skellam type processes of order K and beyond. Entropy 22 (11) , 1193. 10.3390/e22111193
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Kulik, Alexey M, Leonenko, Nikolai N ORCID: https://orcid.org/0000-0003-1932-4091, 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
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Ascione, Giacomo, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Pirozzi, Enrica 2020. Fractional Erlang queues. Stochastic Processes and their Applications 130 (6) , pp. 3249-3276. 10.1016/j.spa.2019.09.012
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Leonenko, N. N. ORCID: https://orcid.org/0000-0003-1932-4091, 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
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Ivanov, A.V., Leonenko, N.N. ORCID: https://orcid.org/0000-0003-1932-4091 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
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 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
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Broadbridge, Philip, Kolesnik, Alexander D., Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, Olenko, Andryi and Omari, Dareen 2020. Spherically restricted random hyperbolic diffusion. Entropy 22 (2) , 217. 10.3390/e22020217
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Kumar, Arun, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Pichler, Alois 2020. Fractional risk process in insurance. Mathematics and Financial Economics 14 , pp. 43-65. 10.1007/s11579-019-00244-y
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Lu, Tianshi, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Ma, Chusheng 2020. Series representations of isotropic random fields on balls. Statistics and Probability Letters 156 , 108583. 10.1016/j.spl.2019.108583
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Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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
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Alodat, Tareq, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 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
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Gupta, Neha, Kumar, Arun and Leonenko, N. ORCID: https://orcid.org/0000-0003-1932-4091 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
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Grahovac, Danijel, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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
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Brodbridge, Phil, Kolesnik, Alexander D., Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Olenko, Andriy 2019. Random spherical hyperbolic diffusion. Journal of Statistical Physics 177 (5) , pp. 889-916. 10.1007/s10955-019-02395-0
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Anh, Vo, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, 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
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Grahovac, Danijel, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, Sikorskii, Alla and Taqqu, Murad S. 2019. The unusual properties of aggregated superpositions of Ornstein-Uhlenback type processes. Bernoulli 25 (361) , pp. 2029-2050.
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Bourguin, Solesne, Campese, Simon, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Taqqu, Murad S. 2019. Four moments theorems on Markov chaos. Annals of Probability 47 (3) , pp. 1417-1446. 10.1214/18-AOP1287
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, 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
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, 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
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, 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
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Ascione, G, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Pirozzi, E 2018. Fractional queues with catastrophes and their transient behaviour. Mathematics 6 (9) , 159. 10.3390/math6090159
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Grahovac, Danijel and Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 2018. Bounds on the support of the multifractal spectrum of stochastic processes. Fractals 26 (4) , 1850055X. 10.1142/S0218348X1850055X
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Grahovac, Danijel, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Taqqu, Murad S. 2018. Intermittency of trawl processes. Statistics and Probability Letters 137 , pp. 235-242. 10.1016/j.spl.2018.01.030
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Aletti, Giacamo, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Merzbach, Ely 2018. Fractional Poisson fields and martingales. Journal of Statistical Physics 170 (4) , pp. 700-730. 10.1007/s10955-018-1951-y
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Wang, Fangfang, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 and Ma, Chunsheng 2018. Isotropic random fields with infinite divisible distributions. Stochastic Analysis and Applications 36 , pp. 189-208. 10.1080/07362994.2017.1385028
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, 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.
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 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
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, 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
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Anh, V. V., Leonenko, N. N. ORCID: https://orcid.org/0000-0003-1932-4091 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
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 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
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, 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
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Castelli, F., Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 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
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, 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
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Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091, 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.
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Alomari, Huda Mohammed, Frias, M.Pilar, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, 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
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Anh, V. V. and Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 2017. Fractional Stokes-Boussinesq-Langevin equationand Mittag-Leffler correlation decay. Theory of Probability and Mathematical Statistics 1 (98) , pp. 8-28.
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Anh, Vo V., Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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
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Grahovac, Danijel, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, 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
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Anh, V. V., Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 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.
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Denisov, Denis and Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 2016. Limit theorems for multifractal products of geometric stationary processes. Bernoulli 22 (4) , pp. 2579-2608. 10.3150/15-BEJ738
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D'Ovidio, Mirko, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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 ORCID: https://orcid.org/0000-0003-1932-4091 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
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Espejo, Rosa M., Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, 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. ORCID: https://orcid.org/0000-0003-1932-4091 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
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Avram, Florin, Leonenko, Nikolai ORCID: https://orcid.org/0000-0003-1932-4091 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
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Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091, 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. ORCID: https://orcid.org/0000-0003-1932-4091 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
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Grahovac, Danijel, Jia, Mofei, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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 ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 and Olenko, Andriy 2014. Sojourn measures of Student and Fisher-Snedecor random fields. Bernoulli 20 (3) , pp. 1454-1483. 10.3150/13-BEJ529
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Kulik, A. M. and Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 2013. Ergodicity and mixing bounds for the Fisher-Snedecor diffusion. Bernoulli 19 (5B) , pp. 2153-2779. 10.3150/12-BEJ453
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Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, 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. ORCID: https://orcid.org/0000-0003-1932-4091 and Shieh, N.-R. 2013. Rényi function for multifractal random fields. Fractals 21 (2) , 1350009. 10.1142/S0218348X13500096

Avram, F., Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091, 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. ORCID: https://orcid.org/0000-0003-1932-4091, 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
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Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091, 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091, 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 and Šuvak, N. 2011. Parameter estimation for Fisher–Snedecor diffusion. Statistics 45 (1) , pp. 27-42. 10.1080/02331888.2010.541249

Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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
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Anh, Vo V., Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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
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Liu, Fawang, Meerschaert, Mark M., Momani, Shaher, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, Chen, Wen and Agrawal, Om P. 2010. Fractional Differential Equations [Editorial]. International Journal of Differential Equations 2010 , 215856. 10.1155/2010/215856
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Avram, Florin, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 and Shieh, Narn-Rueih 2009. Multifractal scaling of products of birth–death processes. Bernoulli 15 (2) , pp. 508-531. 10.3150/08-BEJ156
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Anh, Vo V., Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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

Taufer, Emanuele and Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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

Dette, Holger, Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091, Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279 2009. Asymptotic optimal designs under long-range dependence error structure. Bernoulli 15 (4) , pp. 1036-1056. 10.3150/09-BEJ185
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Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 2008. Linnik processes. Random Operators and Stochastic Equations 16 (2) , pp. 109-130. 10.1515/ROSE.2008.007

Ivanov, A and Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091, 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
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Anh, V. V., Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091, Savani, Vippal and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 2005. Student processes. Advances in Applied Probability 37 (2) , pp. 342-365. 10.1239/aap/1118858629

Barndorff-Nielsen, O. E. and Leonenko, Nikolai N. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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. ORCID: https://orcid.org/0000-0003-1932-4091 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

This list was generated on Sat Dec 14 07:22:26 2024 GMT.