Edit Profile (opens in new tab) Leonenko, Nikolai N. Co-Author Distance Author ID: leonenko.nikolai-n Published as: Leonenko, N. N.; Leonenko, Nikolai; Leonenko, Nikolai N.; Leonenko, N.; Leonenko, Nikolaj; Leonenko, Nicolay N.; Leonenko, Nikolay; Leonenko, Nikolaj N.; Leonenko, Nick N.; Leonenko, M. M. more...less Further Spellings: Леоненко Микола Н Homepage: https://www.cardiff.ac.uk/people/view/98655-leonenko-nikolai External Links: MGP · Wikidata · ResearchGate · Math-Net.Ru · dblp · GND · IdRef Documents Indexed: 294 Publications since 1974, including 3 Books and 9 Additional arXiv Preprints 1 Contribution as Editor Reviewing Activity: 203 Reviews Biographic References: 1 Publication Co-Authors: 122 Co-Authors with 254 Joint Publications 2,146 Co-Co-Authors all top 5 Co-Authors 37 single-authored 31 Anh, Vo V. 21 Ruiz-Medina, María Dolores 18 Ivanov, Aleksandr Vladimirovich 17 Sakhno, Lyudmyla Mykhaĭlivna 16 Sikorskii, Alla 15 Šuvak, Nenad 15 Yadrenko, Mykhaĭlo Ĭosypovych 13 Olenko, Andriy Yakovych 12 Taqqu, Murad S. 11 Grahovac, Danijel 11 Taufer, Emanuele 10 Parkhomenko, Victoria N. 9 Avram, Florin 9 Orsingher, Enzo 7 Pirozzi, Enrica 7 Woyczynski, Wojbor A. 6 Ascione, Giacomo 6 Papić, Ivan 6 Sabirov, Sh. O. 6 Shieh, Narn-Rueih 5 Kumar, Arun 5 Rybasov, K. V. 4 Cadirci, Mehmet Siddik 4 Le Phe Do 4 Seleznjev, Oleg 3 Evans, Dafydd 3 Gupta, Neha 3 Kelbert, Mark Ya. 3 Knopova, Victoria Pavlovna 3 Ma, Chunsheng 3 Makogin, Vitalii 3 Meerschaert, Mark Marvin 3 Melnikova, Olga O. 3 Petherick, S. 3 Pronzato, Luc 3 Scalas, Enrico 3 Sharapov, Michail M. 3 Šilac-Benšić, M. 3 Terdik, György H. 2 Ahn, V. V. 2 Barndorff-Nielsen, Ole Eiler 2 Broadbridge, Philip 2 Denisov, Denis E. 2 Deriev, Igor 2 Dette, Holger 2 Espejo, Rosa M. 2 Heyde, Christopher Charles 2 Il’icheva, L. M. 2 Källberg, David 2 Kolesnik, Alexander D. 2 Kulik, Alexey M. 2 Li, Zhanbing 2 Malyarenko, Anatoliy A. 2 Merzbach, Ely 2 Mishura, Yuliya Stepanivna 2 Pepelyshev, Andrey 2 Pilar Frías, María 2 Podlubny, Igor 2 Portnova, A. Yu. 2 Savani, Vippal 2 Sikorskij, Alla Yu. 2 Trinh, Mailan 2 Vaz, Jayme jun. 2 Zhigljavsky, Anatoly A. 1 Akinfiev, G. A. 1 Aletti, Giacomo 1 Alodat, Tareq 1 Alomari, Huda Mohammed 1 Angulo, José Miguel 1 Bakeerathan, G. 1 Bee, Marco 1 Beghin, Luisa 1 Belitsky, Vladimir 1 Benšić, Mirta 1 Bhootna, Niharika 1 Boivin, Michael J. 1 Bourguin, Solesne 1 Buldygin, Valeriĭ Volodymyrovych 1 Burykina, Nataliya A. 1 Campese, Simon 1 Castelli, Fabrizio 1 Deriev, I. I. 1 Dhull, Monika Singh 1 D’Ovidio, Mirko 1 Du, Juan 1 Èl’-Bassioniĭ, A. Kh. 1 El-Bassiouny, Ahmed H. 1 Goria, Mohammed N. 1 Hainaut, Donatien 1 Illicheva, L. M. 1 Jia, Mofei 1 Kadankova, Tat’yana V. 1 Kepich, A. Yu. 1 Kerss, A. D. J. 1 Kerss, Alexander 1 Kozachenko, L. F. 1 Kozachenko, Yuriĭ Vasyl’ovych 1 Lu, Tianshi 1 Macci, Claudio 1 Maini, Leonardo ...and 22 more Co-Authors all top 5 Serials 23 Theory of Probability and Mathematical Statistics 16 Random Operators and Stochastic Equations 15 Journal of Statistical Physics 15 Ukrainian Mathematical Journal 15 Stochastic Analysis and Applications 11 Ukraïns’kyĭ Matematychnyĭ Zhurnal 10 Bernoulli 9 Statistics & Probability Letters 8 Journal of Statistical Planning and Inference 7 Dopovidi Akademiï Nauk Ukraïns’koï RSR. Seriya A 6 Stochastic Processes and their Applications 6 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 5 Journal of Applied Probability 5 Mathematical Communications 5 Fractional Calculus & Applied Analysis 5 Methodology and Computing in Applied Probability 4 Journal of Mathematical Analysis and Applications 3 Advances in Applied Probability 3 Mathematical Notes 3 Statistics 3 Communications in Statistics. Theory and Methods 3 Computational Statistics and Data Analysis 3 Fractals 3 Dopovidi Natsional’noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky 3 Theory of Stochastic Processes 3 Stochastics 3 Electronic Journal of Statistics 2 Computers & Mathematics with Applications 2 Doklady Akademii Nauk Ukrainskoĭ SSR, Seriya A 2 Teoriya Veroyatnosteĭ i eë Primeneniya 2 Chaos, Solitons and Fractals 2 The Annals of Probability 2 The Annals of Statistics 2 Journal of Multivariate Analysis 2 Journal of Soviet Mathematics 2 Kibernetika 2 Acta Applicandae Mathematicae 2 Journal of Theoretical Probability 2 Dopovidi Akademiï Nauk Ukraïni 2 Electronic Journal of Probability 2 Journal of Nonparametric Statistics 2 Teoriya Sluchaĭnykh Protsessov 2 Statistical Inference for Stochastic Processes 2 Communications in Nonlinear Science and Numerical Simulation 2 Statistics and Its Interface 1 Lithuanian Mathematical Journal 1 Nonlinearity 1 Problems of Information Transmission 1 Theory of Probability and its Applications 1 Applied Mathematics and Computation 1 Journal of Computational and Applied Mathematics 1 Metron 1 Statistica 1 Cybernetics 1 Journal of Time Series Analysis 1 Probability and Mathematical Statistics 1 Probability Theory and Related Fields 1 Journal of Applied Mathematics and Stochastic Analysis 1 Litovskiĭ Matematicheskiĭ Sbornik 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 Tatra Mountains Mathematical Publications 1 Test 1 Vychislitel’naya i Prikladnaya Matematika 1 Mathematical Methods of Statistics 1 Journal of Mathematical Sciences (New York) 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Markov Processes and Related Fields 1 Australian & New Zealand Journal of Statistics 1 Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 1 Stochastic Environmental Research and Risk Assessment 1 Mathematics and its Applications (Dordrecht) 1 Mathematics and Its Applications. Soviet Series 1 Mathematics and Financial Economics 1 Communications in Applied and Industrial Mathematics 1 Mathematics all top 5 Fields 238 Probability theory and stochastic processes (60-XX) 127 Statistics (62-XX) 31 Partial differential equations (35-XX) 10 Real functions (26-XX) 8 Special functions (33-XX) 7 Measure and integration (28-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Information and communication theory, circuits (94-XX) 5 Numerical analysis (65-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Fluid mechanics (76-XX) 4 Statistical mechanics, structure of matter (82-XX) 2 General and overarching topics; collections (00-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Mechanics of particles and systems (70-XX) 2 Astronomy and astrophysics (85-XX) 1 Sequences, series, summability (40-XX) 1 Approximations and expansions (41-XX) 1 Integral transforms, operational calculus (44-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 205 Publications have been cited 2,055 times in 945 Documents Cited by ▼ Year ▼ Spectral analysis of fractional kinetic equations with random data. Zbl 1034.82044 Anh, V. V.; Leonenko, N. N. 104 2001 Statistical analysis of random fields. Transl. from the Russian by A. I. Kochubinsky. Transl. ed. by S. Kotz. Zbl 0713.62094 Ivanov, A. V.; Leonenko, N. N. 100 1989 Limit theorems for random fields with singular spectrum. Zbl 0963.60048 Leonenko, N. 88 1999 Sample estimate of the entropy of a random vector. Zbl 0633.62005 Kozachenko, L. F.; Leonenko, N. N. 62 1987 Fractional Pearson diffusions. Zbl 1297.60057 Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla 62 2013 Student processes. Zbl 1081.60035 Heyde, C. C.; Leonenko, N. N. 53 2005 A class of Rényi information estimators for multidimensional densities. Zbl 1205.94053 Leonenko, Nikolai; Pronzato, Luc; Savani, Vippal 47 2008 Spectral properties of superpositions of Ornstein-Uhlenbeck type processes. Zbl 1089.60014 Barndorff-Nielsen, O. E.; Leonenko, N. N. 42 2005 Correlation structure of time-changed Lévy processes. Zbl 1329.60118 Leonenko, Nikolai N.; Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla 37 2014 Dynamic models of long-memory processes driven by Lévy noise. Zbl 1016.60039 Anh, V. V.; Heyde, C. C.; Leonenko, N. N. 33 2002 Statistical analysis of random fields. (Statisticheskij analiz sluchajnykh polej.) Zbl 0721.62097 Leonenko, N. N.; Ivanov, A. V. 33 1986 Correlation structure of fractional Pearson diffusions. Zbl 1381.60112 Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla 32 2013 Non-Gaussian scenarios for the heat equation with singular initial conditions. Zbl 1001.60071 Ahn, V. V.; Leonenko, N. N. 30 1999 Scaling laws for fractional diffusion-wave equations with singular data. Zbl 0970.35174 Anh, V. V.; Leonenko, N. N. 30 2000 Renormalization and homogenization of fractional diffusion equations with random data. Zbl 1031.60043 Anh, V. V.; Leonenko, N. N. 30 2002 A new class of random vector entropy estimators and its applications in testing statistical hypotheses. Zbl 1061.62005 Goria, M. N.; Leonenko, N. N.; Mergel, V. V.; Novi Inverardi, P. L. 30 2005 Tauberian and Abelian theorems for long-range dependent random fields. Zbl 1307.60068 Leonenko, Nikolai; Olenko, Andriy 30 2013 Fractional random fields associated with stochastic fractional heat equations. Zbl 1102.60049 Kelbert, M. Ya; Leonenko, N. N.; Ruiz-Medina, M. D. 29 2005 On the Whittle estimators for some classes of continuous-parameter random processes and fields. Zbl 1089.62101 Leonenko, N. N.; Sakhno, L. M. 26 2006 Fractional Poisson fields and martingales. Zbl 1391.60110 Aletti, Giacomo; Leonenko, Nikolai; Merzbach, Ely 26 2018 On a class of minimum contrast estimators for fractional stochastic processes and fields. Zbl 1103.62092 Anh, V. V.; Leonenko, N. N.; Sakhno, L. M. 25 2004 On spectral representations of tensor random fields on the sphere. Zbl 1239.60038 Leonenko, N.; Sakhno, L. 25 2012 Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra. Zbl 1329.60031 Ivanov, Alexander V.; Leonenko, Nikolai; Ruiz-Medina, María D.; Savich, Irina N. 24 2013 On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. Zbl 1219.60018 Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila 23 2010 Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence. Zbl 0983.60009 Leonenko, N. N.; Anh, V. V. 22 2001 Minimum contrast estimation of random processes based on information of second and third orders. Zbl 1107.62082 Anh, V. V.; Leonenko, N. N.; Sakhno, L. M. 21 2007 Scaling limits of solutions of the heat equation for singular non-Gaussian data. Zbl 0926.60054 Leonenko, Nikolai N.; Woyczynski, Wojbor A. 20 1998 Sojourn measures of Student and Fisher-Snedecor random fields. Zbl 1304.60058 Leonenko, Nikolai; Olenko, Andriy 20 2014 The fractional non-homogeneous Poisson process. Zbl 1416.60054 Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan 19 2017 Exact parabolic asymptotics for singular \(n\)-D Burgers’ random fields: Gaussian approximation. Zbl 0928.35214 Leonenko, N. N.; Woyczynski, W. A. 18 1998 Semiparametric analysis of long-range dependence in nonlinear regression. Zbl 1138.62310 Ivanov, A. V.; Leonenko, N. N. 18 2008 Burgers’ turbulence problem with linear or quadratic external potential. Zbl 1082.60056 Barndorff-Nielsen, O. E.; Leonenko, N. N. 17 2005 Continuous-time stochastic processes with cyclical long-range dependence. Zbl 1080.60034 Anh, V. V.; Knopova, V. P.; Leonenko, N. N. 17 2004 Statistical inference for reciprocal gamma diffusion process. Zbl 1177.62101 Leonenko, N. N.; Šuvak, N. 17 2010 Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions. Zbl 0853.35139 Leonenko, N.; Orsingher, E. 16 1995 Statistical inference for Student diffusion process. Zbl 1233.62150 Leonenko, N. N.; Šuvak, N. 16 2010 Hyperbolic vector random fields with hyperbolic direct and cross covariance functions. Zbl 1266.60067 Du, Juan; Leonenko, Nikolai; Ma, Chunsheng; Shu, Hong 16 2012 Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution. Zbl 1453.60005 Taufer, Emanuele; Leonenko, Nikolai 16 2009 Fractional elliptic, hyperbolic and parabolic random fields. Zbl 1231.60045 Leonenko, Nikolai; Ruiz-Medina, María D.; Taqqu, Murad S. 15 2011 On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions. Zbl 1306.60110 Avram, F.; Leonenko, N. N.; Šuvak, N. 15 2013 Estimation of harmonic component in regression with cyclically dependent errors. Zbl 1396.62162 Ivanov, A. V.; Leonenko, N. N.; Ruiz-Medina, M. D.; Zhurakovsky, B. M. 14 2015 Fractional Skellam processes with applications to finance. Zbl 1310.60034 Kerss, Alexander; Leonenko, Nikolai N.; Sikorskii, Alla 14 2014 Space-time fractional stochastic equations on regular bounded open domains. Zbl 1354.60065 Anh, Vo V.; Leonenko, Nikolai N.; Ruiz-Medina, María D. 14 2016 Multifractality of products of geometric Ornstein-Uhlenbeck-type processes. Zbl 1181.60061 Anh, V. V.; Leonenko, Nikolai N.; Shieh, Narn-Rueih 13 2008 On the rate of convergence to Rosenblatt-type distribution. Zbl 1329.60020 Anh, Vo; Leonenko, Nikolai; Olenko, Andriy 13 2015 Limit Gaussian behavior of the solutions of the multidimensional Burger’s equation with weak-dependent initial conditions. Zbl 1002.60532 Deriev, I.; Leonenko, N. 12 1997 Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes. Zbl 1168.62074 Taufer, Emanuele; Leonenko, Nikolai 12 2009 Higher-order spectral densities of fractional random fields. Zbl 1019.60046 Anh, V. V.; Leonenko, N. N.; Sakhno, L. M. 12 2003 On rate of convergence in non-central limit theorems. Zbl 1428.62063 Anh, Vo; Leonenko, Nikolai; Olenko, Andriy; Vaskovych, Volodymyr 12 2019 Quasi-likelihood-based higher-order spectral estimation of random fields with possible long-range dependence. Zbl 1049.62107 Anh, V. V.; Leonenko, N. N.; Sakhno, L. M. 12 2004 Random spherical hyperbolic diffusion. Zbl 1427.35377 Broadbridge, Phil; Kolesnik, Alexander D.; Leonenko, Nikolai; Olenko, Andriy 12 2019 The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes. Zbl 1466.60095 Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Taqqu, Murad S. 11 2019 Series expansions for the first passage distribution of Wong-Pearson jump-diffusions. Zbl 1175.91083 Avram, Florin; Leonenko, Nikolai; Rabehasaina, Landy 11 2009 Harmonic analysis of random fractional diffusion-wave equations. Zbl 1053.60064 Anh, V. V.; Leonenko, N. N. 11 2003 A normal inverse Gaussian model for a risky asset with dependence. Zbl 1236.91135 Leonenko, N. N.; Petherick, S.; Sikorskii, A. 11 2012 Intermittency of superpositions of Ornstein-Uhlenbeck type processes. Zbl 1356.60121 Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Tešnjak, Irena 11 2016 Spectral properties of Burgers and KPZ turbulence. Zbl 1101.82023 Anh, V. V.; Leonenko, N. N.; Sakhno, L. M. 10 2006 Asymptotic theory of nonlinear regression with long-range dependence. Zbl 1132.62338 Ivanov, A. V.; Leonenko, N. N. 10 2004 Fractional queues with catastrophes and their transient behaviour. Zbl 1404.60135 Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica 10 2018 Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence. Zbl 1359.60066 Leonenko, N. N.; Ruiz-Medina, M. D.; Taqqu, M. S. 10 2017 Rényi function for multifractal random fields. Zbl 1278.28003 Leonenko, Nikolai N.; Shieh, Narn-Rueih 10 2013 Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions. Zbl 1094.60023 Leonenko, Nikolai N.; Taufer, Emanuele 9 2006 Tempered fractional Poisson processes and fractional equations with \(Z\)-transform. Zbl 1472.60070 Gupta, Neha; Kumar, Arun; Leonenko, Nikolai 9 2020 Sharpness of the normal approximation of functionals of strongly correlated Gaussian random fields. Zbl 0716.60050 Leonenko, N. N. 9 1988 Parameter estimation for Fisher-Snedecor diffusion. Zbl 1283.60066 Avram, F.; Leonenko, N. N.; Šuvak, N. 9 2011 Macroscaling limit theorems for filtered spatiotemporal random fields. Zbl 1327.62095 Anh, V. V.; Leonenko, N. N.; Ruiz-Medina, M. D. 9 2013 Asymptotic behavior of \(M\)-estimators in continuous time non-linear regression with long-range dependent errors. Zbl 1010.62022 Ivanov, A. V.; Leonenko, N. N. 8 2002 Multifractal products of stationary diffusion processes. Zbl 1178.60038 Anh, Vo V.; Leonenko, Nikolai N.; Shieh, Narn-Rueih 8 2009 Gaussian limiting behavior of the rescaled solution to the linear Korteweg-de Vries equation with random initial conditions. Zbl 0962.35198 Beghin, Luisa; Knopova, Viktoria P.; Leonenko, Nikolai N.; Orsingher, Enzo 8 2000 Fractional-in-time and multifractional-in-space stochastic partial differential equations. Zbl 1355.60082 Anh, Vo V.; Leonenko, Nikolai N.; Ruiz-Medina, María D. 8 2016 Tauberian and Abelian theorems for correlation function of a homogeneous isotropic random field. Zbl 0753.60048 Leonenko, N. N.; Olenko, A. Ya. 8 1991 Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion. Zbl 1082.60014 Leonenko, Nikolai; Taufer, Emanuele 8 2005 Robust estimators in nonlinear regression models with long-range dependence. Zbl 1192.62041 Ivanov, A.; Leonenko, N. 8 2009 The Student subordinator model with dependence for risky asset returns. Zbl 1277.62212 Leonenko, N. N.; Petherick, S.; Sikorskii, A. 7 2011 Fractal activity time models for risky asset with dependence and generalized hyperbolic distributions. Zbl 1251.91062 Leonenko, N. N.; Petherick, S.; Sikorskii, A. 7 2012 Spectral theory of renormalized fractional random fields. Zbl 1029.60040 Anh, V. V.; Leonenko, N. N. 7 2002 Parameter identification for singular random fields arising in Burgers’ turbulence. Zbl 0986.62077 Leonenko, Nikolai N.; Woyczynski, Wojbor A. 7 1999 Parameter identification for stochastic Burgers’ flows via parabolic rescaling. Zbl 1075.62627 Leonenko, Nikolai N.; Woyczynski, Wojbor A. 7 2001 Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes. Zbl 1427.60045 Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. 7 2019 Fractional risk process in insurance. Zbl 1435.91156 Kumar, Arun; Leonenko, Nikolai; Pichler, Alois 7 2020 Heavy-tailed fractional Pearson diffusions. Zbl 1373.33007 Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. 7 2017 Fractional Poisson fields. Zbl 1310.60035 Leonenko, Nikolai; Merzbach, Ely 7 2015 Scaling laws for the multidimensional Burgers equation with quadratic external potential. Zbl 1146.80003 Leonenko, N. N.; Ruiz-Medina, M. D. 6 2006 On the Kaplan-Meier estimator of long-range dependent sequences. Zbl 1092.62510 Leonenko, Nikolai N.; Sakhno, Ludmila M. 6 2001 Asymptotic properties of the LSE in a regression model with long-memory Gaussian and non-Gaussian stationary errors. Zbl 0849.62049 Leonenko, N. N.; Šilac-Benšić, M. 6 1996 Fractional spherical random fields. Zbl 1341.60040 D’Ovidio, Mirko; Leonenko, Nikolai; Orsingher, Enzo 6 2016 Asymptotic properties of parameter estimates for random fields with tapered data. Zbl 1373.62468 Alomari, Huda Mohammed; Pilar Frías, M.; Leonenko, Nikolai N.; Ruiz-Medina, María D.; Sakhno, Lyudmyla; Torres, Antoni 6 2017 Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data. Zbl 1336.62072 Grahovac, Danijel; Jia, Mofei; Leonenko, Nikolai; Taufer, Emanuele 6 2015 Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem. Zbl 1403.62173 Leonenko, Nikolai N.; Taqqu, Murad S.; Terdik, Gyorgy H. 6 2018 Hypothesis testing for Fisher-Snedecor diffusion. Zbl 1244.62118 Avram, F.; Leonenko, N. N.; Šuvak, N. 6 2012 Spectral representation of transition density of Fisher-Snedecor diffusion. Zbl 1291.60161 Avram, F.; Leonenko, N. N.; Šuvak, N. 6 2013 Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. Zbl 1464.62170 Taufer, Emanuele; Leonenko, Nikolai; Bee, Marco 6 2011 Limit theorems for the fractional nonhomogeneous Poisson process. Zbl 1418.60025 Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan 6 2019 Statistical inference using higher-order information. Zbl 1146.62067 Anh, V. V.; Leonenko, N. N.; Sakhno, L. M. 5 2007 Limiting distributions of the solutions of the multidimensional Burgers equation with random initial conditions. I. Zbl 0837.60046 Leonenko, N. N.; Orsingher, E.; Rybasov, K. V. 5 1994 On measures of exceeding a level by a Gaussian isotropic random field. Zbl 0576.60043 Leonenko, N. N. 5 1984 Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters. Zbl 1319.60080 Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. 5 2015 Fractional immigration-death processes. Zbl 1469.60277 Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica 5 2021 Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. Zbl 1325.60038 Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila 5 2015 On a class of minimum contrast estimators for Gegenbauer random fields. Zbl 1329.62109 Espejo, Rosa M.; Leonenko, Nikolai N.; Olenko, Andriy; Ruiz-Medina, María D. 5 2015 On fractional spherically restricted hyperbolic diffusion random field. Zbl 07810058 Leonenko, N.; Olenko, A.; Vaz, J. 1 2024 Sojourn functionals for spatiotemporal Gaussian random fields with long memory. Zbl 1515.60158 Leonenko, N. N.; Ruiz-Medina, M. D. 2 2023 Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order \(k\) and beyond. Zbl 07702530 Kadankova, Tetyana; Leonenko, Nikolai; Scalas, Enrico 1 2023 Humbert generalized fractional differenced ARMA processes. Zbl 07733080 Bhootna, Niharika; Dhull, Monika Singh; Kumar, Arun; Leonenko, Nikolai 1 2023 Non-local solvable birth-death processes. Zbl 1498.60336 Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica 2 2022 Monte Carlo method for fractional-order differentiation extended to higher orders. Zbl 1503.65046 Leonenko, Nikolai; Podlubny, Igor 1 2022 Monte Carlo method for fractional-order differentiation. Zbl 1503.65047 Leonenko, Nikolai; Podlubny, Igor 1 2022 Entropy-based test for generalised Gaussian distributions. Zbl 07533778 Cadirci, Mehmet Siddik; Evans, Dafydd; Leonenko, Nikolai; Makogin, Vitalii 1 2022 On spectral theory of random fields in the ball. Zbl 1515.60157 Leonenko, Nikolai; Malyarenko, Anatoliy; Olenko, Andriy 1 2022 Fractional immigration-death processes. Zbl 1469.60277 Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica 5 2021 Stochastic models with mixtures of tempered stable subordinators. Zbl 1501.60027 Gupta, Neha; Kumar, Arun; Leonenko, Nikolai 4 2021 Option pricing in illiquid markets: a fractional jump-diffusion approach. Zbl 1447.91174 Hainaut, Donatien; Leonenko, Nikolai 3 2021 Large deviations for a class of tempered subordinators and their inverse processes. Zbl 1479.60061 Leonenko, Nikolai; Macci, Claudio; Pacchiarotti, Barbara 3 2021 Time-non-local Pearson diffusions. Zbl 1467.35332 Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica 2 2021 Intermittency and infinite variance: the case of integrated supou processes. Zbl 1480.60122 Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. 2 2021 On the transient behaviour of fractional \(M/M/\infty\) queues. Zbl 1468.60106 Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica 1 2021 Tempered fractional Poisson processes and fractional equations with \(Z\)-transform. Zbl 1472.60070 Gupta, Neha; Kumar, Arun; Leonenko, Nikolai 9 2020 Fractional risk process in insurance. Zbl 1435.91156 Kumar, Arun; Leonenko, Nikolai; Pichler, Alois 7 2020 The multifaceted behavior of integrated supOU processes: the infinite variance case. Zbl 1469.60078 Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. 4 2020 Fractional Erlang queues. Zbl 1437.60063 Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica 4 2020 Series representations of isotropic vector random fields on balls. Zbl 1460.60045 Lu, Tianshi; Leonenko, Nikolai; Ma, Chunsheng 3 2020 Spectral analysis of fractional hyperbolic diffusion equations with random data. Zbl 1436.35007 Leonenko, Nikolai; Vaz, Jayme jun. 3 2020 Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology. Zbl 1451.60037 Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. 3 2020 Parameter estimation for non-stationary Fisher-Snedecor diffusion. Zbl 1460.60019 Kulik, A. M.; Leonenko, N. N.; Papić, I.; Šuvak, N. 2 2020 On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models. Zbl 1436.62429 Ivanov, A. V.; Leonenko, N. N.; Orlovskyi, I. V. 2 2020 Limit theorems for filtered long-range dependent random fields. Zbl 1490.60125 Alodat, Tareq; Leonenko, Nikolai; Olenko, Andriy 2 2020 Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator. Zbl 07529944 Leonenko, Nikolai N.; Papić, Ivan 1 2020 On rate of convergence in non-central limit theorems. Zbl 1428.62063 Anh, Vo; Leonenko, Nikolai; Olenko, Andriy; Vaskovych, Volodymyr 12 2019 Random spherical hyperbolic diffusion. Zbl 1427.35377 Broadbridge, Phil; Kolesnik, Alexander D.; Leonenko, Nikolai; Olenko, Andriy 12 2019 The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes. Zbl 1466.60095 Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Taqqu, Murad S. 11 2019 Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes. Zbl 1427.60045 Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. 7 2019 Limit theorems for the fractional nonhomogeneous Poisson process. Zbl 1418.60025 Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan 6 2019 Four moments theorems on Markov chaos. Zbl 1466.60041 Bourguin, Solesne; Campese, Simon; Leonenko, Nikolai; Taqqu, Murad S. 4 2019 Fractional Stokes-Boussinesq-Langevin equation and Mittag-Leffler correlation decay. Zbl 1488.60076 Anh, V. V.; Leonenko, N. N. 3 2019 Ehrenfest-Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion. Zbl 1431.60041 Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. 1 2019 Fractional Poisson fields and martingales. Zbl 1391.60110 Aletti, Giacomo; Leonenko, Nikolai; Merzbach, Ely 26 2018 Fractional queues with catastrophes and their transient behaviour. Zbl 1404.60135 Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica 10 2018 Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem. Zbl 1403.62173 Leonenko, Nikolai N.; Taqqu, Murad S.; Terdik, Gyorgy H. 6 2018 Increasing domain asymptotics for the first Minkowski functional of spherical random fields. Zbl 1409.60085 Leonenko, N. N.; Ruiz-Medina, M. D. 4 2018 Correlated continuous time random walks and fractional Pearson diffusions. Zbl 1407.60063 Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, Nenad 4 2018 Intermittency of trawl processes. Zbl 1406.60052 Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. 4 2018 Bounds on the support of the multifractal spectrum of stochastic processes. Zbl 1433.28014 Grahovac, Danijel; Leonenko, Nikolai N. 4 2018 Isotropic random fields with infinitely divisible marginal distributions. Zbl 1390.60188 Wang, Fangfang; Leonenko, Nikolai; Ma, Chunsheng 2 2018 The fractional non-homogeneous Poisson process. Zbl 1416.60054 Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan 19 2017 Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence. Zbl 1359.60066 Leonenko, N. N.; Ruiz-Medina, M. D.; Taqqu, M. S. 10 2017 Heavy-tailed fractional Pearson diffusions. Zbl 1373.33007 Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. 7 2017 Asymptotic properties of parameter estimates for random fields with tapered data. Zbl 1373.62468 Alomari, Huda Mohammed; Pilar Frías, M.; Leonenko, Nikolai N.; Ruiz-Medina, María D.; Sakhno, Lyudmyla; Torres, Antoni 6 2017 Matérn class tensor-valued random fields and beyond. Zbl 1373.60088 Leonenko, Nikolai; Malyarenko, Anatoliy 4 2017 Stochastic representation of fractional Bessel-Riesz motion. Zbl 1374.35415 Anh, V. V.; Leonenko, N. N.; Sikorskii, A. 3 2017 Non-central limit theorems for random fields subordinated to gamma-correlated random fields. Zbl 1407.60074 Leonenko, Nikolai; Ruiz-Medina, M. Dolores; Taqqu, Murad S. 2 2017 Student-like models for risky asset with dependence. Zbl 1364.60072 Castelli, F.; Leonenko, N. N.; Shchestyuk, N. 1 2017 Space-time fractional stochastic equations on regular bounded open domains. Zbl 1354.60065 Anh, Vo V.; Leonenko, Nikolai N.; Ruiz-Medina, María D. 14 2016 Intermittency of superpositions of Ornstein-Uhlenbeck type processes. Zbl 1356.60121 Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Tešnjak, Irena 11 2016 Fractional-in-time and multifractional-in-space stochastic partial differential equations. Zbl 1355.60082 Anh, Vo V.; Leonenko, Nikolai N.; Ruiz-Medina, María D. 8 2016 Fractional spherical random fields. Zbl 1341.60040 D’Ovidio, Mirko; Leonenko, Nikolai; Orsingher, Enzo 6 2016 Limit theorems for multifractal products of geometric stationary processes. Zbl 1343.60030 Denisov, Denis; Leonenko, Nikolai 2 2016 Multifractal scenarios for products of geometric Lévy-based stationary models. Zbl 1342.60075 Denisov, D. E.; Leonenko, N. N. 1 2016 Estimation of harmonic component in regression with cyclically dependent errors. Zbl 1396.62162 Ivanov, A. V.; Leonenko, N. N.; Ruiz-Medina, M. D.; Zhurakovsky, B. M. 14 2015 On the rate of convergence to Rosenblatt-type distribution. Zbl 1329.60020 Anh, Vo; Leonenko, Nikolai; Olenko, Andriy 13 2015 Fractional Poisson fields. Zbl 1310.60035 Leonenko, Nikolai; Merzbach, Ely 7 2015 Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data. Zbl 1336.62072 Grahovac, Danijel; Jia, Mofei; Leonenko, Nikolai; Taufer, Emanuele 6 2015 Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters. Zbl 1319.60080 Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. 5 2015 Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. Zbl 1325.60038 Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila 5 2015 On a class of minimum contrast estimators for Gegenbauer random fields. Zbl 1329.62109 Espejo, Rosa M.; Leonenko, Nikolai N.; Olenko, Andriy; Ruiz-Medina, María D. 5 2015 Correlation structure of time-changed Lévy processes. Zbl 1329.60118 Leonenko, Nikolai N.; Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla 37 2014 Sojourn measures of Student and Fisher-Snedecor random fields. Zbl 1304.60058 Leonenko, Nikolai; Olenko, Andriy 20 2014 Fractional Skellam processes with applications to finance. Zbl 1310.60034 Kerss, Alexander; Leonenko, Nikolai N.; Sikorskii, Alla 14 2014 Detecting multifractal stochastic processes under heavy-tailed effects. Zbl 1348.60064 Grahovac, Danijel; Leonenko, Nikolai N. 4 2014 Gegenbauer random fields. Zbl 1354.60041 Espejo, Rosa M.; Leonenko, Nikolai N.; Ruiz-Medina, María D. 4 2014 Risky asset models with tempered stable fractal activity time. Zbl 1305.60039 Kerss, A. D. J.; Leonenko, N. N.; Sikorskii, A. 2 2014 Fractional Pearson diffusions. Zbl 1297.60057 Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla 62 2013 Correlation structure of fractional Pearson diffusions. Zbl 1381.60112 Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla 32 2013 Tauberian and Abelian theorems for long-range dependent random fields. Zbl 1307.60068 Leonenko, Nikolai; Olenko, Andriy 30 2013 Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra. Zbl 1329.60031 Ivanov, Alexander V.; Leonenko, Nikolai; Ruiz-Medina, María D.; Savich, Irina N. 24 2013 On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions. Zbl 1306.60110 Avram, F.; Leonenko, N. N.; Šuvak, N. 15 2013 Rényi function for multifractal random fields. Zbl 1278.28003 Leonenko, Nikolai N.; Shieh, Narn-Rueih 10 2013 Macroscaling limit theorems for filtered spatiotemporal random fields. Zbl 1327.62095 Anh, V. V.; Leonenko, N. N.; Ruiz-Medina, M. D. 9 2013 Spectral representation of transition density of Fisher-Snedecor diffusion. Zbl 1291.60161 Avram, F.; Leonenko, N. N.; Šuvak, N. 6 2013 Ergodicity and mixing bounds for the Fisher-Snedecor diffusion. Zbl 1296.60215 Kulik, A. M.; Leonenko, N. N. 4 2013 On the Bartlett spectrum of randomized Hawkes processes. Zbl 1291.60071 Kelbert, Mark; Leonenko, Nikolai; Belitsky, Vladimir 3 2013 Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes. Zbl 1300.60045 Leonenko, N.; Sakhno, L.; Šuvak, N. 2 2013 On spectral representations of tensor random fields on the sphere. Zbl 1239.60038 Leonenko, N.; Sakhno, L. 25 2012 Hyperbolic vector random fields with hyperbolic direct and cross covariance functions. Zbl 1266.60067 Du, Juan; Leonenko, Nikolai; Ma, Chunsheng; Shu, Hong 16 2012 A normal inverse Gaussian model for a risky asset with dependence. Zbl 1236.91135 Leonenko, N. N.; Petherick, S.; Sikorskii, A. 11 2012 Fractal activity time models for risky asset with dependence and generalized hyperbolic distributions. Zbl 1251.91062 Leonenko, N. N.; Petherick, S.; Sikorskii, A. 7 2012 Hypothesis testing for Fisher-Snedecor diffusion. Zbl 1244.62118 Avram, F.; Leonenko, N. N.; Šuvak, N. 6 2012 Statistical inference for Rényi entropy functionals. Zbl 1314.94029 Källberg, David; Leonenko, Nikolaj; Seleznjev, Oleg 3 2012 Fractional elliptic, hyperbolic and parabolic random fields. Zbl 1231.60045 Leonenko, Nikolai; Ruiz-Medina, María D.; Taqqu, Murad S. 15 2011 Parameter estimation for Fisher-Snedecor diffusion. Zbl 1283.60066 Avram, F.; Leonenko, N. N.; Šuvak, N. 9 2011 The Student subordinator model with dependence for risky asset returns. Zbl 1277.62212 Leonenko, N. N.; Petherick, S.; Sikorskii, A. 7 2011 Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. Zbl 1464.62170 Taufer, Emanuele; Leonenko, Nikolai; Bee, Marco 6 2011 On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. Zbl 1219.60018 Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila 23 2010 Statistical inference for reciprocal gamma diffusion process. Zbl 1177.62101 Leonenko, N. N.; Šuvak, N. 17 2010 Statistical inference for Student diffusion process. Zbl 1233.62150 Leonenko, N. N.; Šuvak, N. 16 2010 Statistical inference for the \(\epsilon \)-entropy and the quadratic Rényi entropy. Zbl 1193.94046 Leonenko, Nikolaj; Seleznjev, Oleg 5 2010 Correction: A class of Rényi information estimators for multidimensional densities. Zbl 1205.94052 Leonenko, Nikolai; Pronzato, Luc 4 2010 Simulation of multifractal products of Ornstein-Uhlenbeck type processes. Zbl 1206.60048 Anh, Vo V.; Leonenko, Nikolai N.; Shieh, Narn-Rueih; Taufer, Emanuele 4 2010 Spatial scalings for randomly initialized heat and Burgers equations with quadratic potentials. Zbl 1202.60073 Leonenko, N. N.; Ruiz-Medina, M. D. 1 2010 Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution. Zbl 1453.60005 Taufer, Emanuele; Leonenko, Nikolai 16 2009 Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes. Zbl 1168.62074 Taufer, Emanuele; Leonenko, Nikolai 12 2009 ...and 105 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,054 Authors 144 Leonenko, Nikolai N. 49 Anh, Vo V. 35 Ruiz-Medina, María Dolores 33 Liu, Fawang 31 Ma, Chunsheng 25 Olenko, Andriy Yakovych 22 Ivanov, Aleksandr Vladimirovich 22 Sakhno, Lyudmyla Mykhaĭlivna 18 Marinucci, Domenico 16 Turner, Ian William 15 Sikorskii, Alla 13 Grahovac, Danijel 13 Surgailis, Donatas 12 Angulo, José Miguel 12 Ascione, Giacomo 12 Pirozzi, Enrica 12 Taqqu, Murad S. 12 Taufer, Emanuele 11 Jumarie, Guy M. 11 Šuvak, Nenad 10 Ginovyan, Mamikon S. 10 Kumar, Arun 10 Shieh, Narn-Rueih 9 Spodarev, Evgueni 8 Beghin, Luisa 8 Kataria, Kuldeep Kumar 8 Mishura, Yuliya Stepanivna 8 Porcu, Emilio 7 D’Ovidio, Mirko 7 Frías, María P. 7 Lopushans’ka, Galyna Petrovna 7 Malyarenko, Anatoliy A. 7 Vellaisamy, Palaniappan 7 Zhang, Xinsheng 6 Avram, Florin 6 Burrage, Kevin 6 Khandakar, Mostafizar 6 Kozachenko, Yuriĭ Vasyl’ovych 6 Liu, Gi-Ren 6 Lopushans’kyi, Andriy Olegovich 6 Macci, Claudio 6 Maheshwari, Aditya 6 Muravnik, Andreĭ Borisovich 6 Orsingher, Enzo 6 Papić, Ivan 6 Sahakyan, Artur A. 6 Seneta, Eugene 6 Terdik, György H. 6 Zhang, Shibin 6 Zhuang, Pinghui 5 Beran, Jan 5 Chen, Jinghua 5 Dehesa, Jesús S. 5 Hainaut, Donatien 5 Kolokoltsov, Vassili N. 5 Meerschaert, Mark Marvin 5 Peccati, Giovanni 5 Podolskij, Mark 5 Scalas, Enrico 5 Shen, Guangjun 5 Vaskovych, Volodymyr 5 Wang, Rongnian 5 Wyłomańska, Agnieszka 4 Alodat, Tareq 4 Amblard, Pierre-Olivier 4 Bulinskiĭ, Aleksandr Vadimovich 4 Diop, Mamadou Abdoul 4 Donhauzer, Illia 4 El-Bassiouny, Ahmed H. 4 Finlay, Richard 4 Gajda, Janusz 4 Gupta, Neha 4 Lu, Tianshi 4 Makogin, Vitalii 4 Mcvinish, Ross S. 4 Mei, Zhandong 4 Mesgarani, Hamid 4 Mophou, Gisèle Massengo 4 Nane, Erkan 4 Orlovsky, Igor V. 4 Pagnini, Gianni 4 Peng, Jigen 4 Pepelyshev, Andrey 4 Pilipauskaitė, Vytautė 4 Polunchenko, Aleksey S. 4 Pronzato, Luc 4 Seleznjev, Oleg 4 Sur, Abhik 4 Wang, Fangfang 3 Ayache, Antoine 3 Berrett, Thomas B. 3 Bila, G. 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