Leonenko, N.; Olenko, A.; Vaz, J. On fractional spherically restricted hyperbolic diffusion random field. (English) Zbl 1532.60105 Commun. Nonlinear Sci. Numer. Simul. 131, Article ID 107866, 15 p. (2024). MSC: 60G60 60G15 60D05 60K05 PDFBibTeX XMLCite \textit{N. Leonenko} et al., Commun. Nonlinear Sci. Numer. Simul. 131, Article ID 107866, 15 p. (2024; Zbl 1532.60105) Full Text: DOI
Leonenko, N. N.; Ruiz-Medina, M. D. High-level moving excursions for spatiotemporal Gaussian random fields with long range dependence. arXiv:2402.09003 Preprint, arXiv:2402.09003 [math.PR] (2024). MSC: 60G10 60G12 60G18 60G20 60G22 60G60 60G60 BibTeX Cite \textit{N. N. Leonenko} and \textit{M. D. Ruiz-Medina}, ``High-level moving excursions for spatiotemporal Gaussian random fields with long range dependence'', Preprint, arXiv:2402.09003 [math.PR] (2024) Full Text: arXiv OA License
Bhootna, Niharika; Dhull, Monika Singh; Kumar, Arun; Leonenko, Nikolai Humbert generalized fractional differenced ARMA processes. (English) Zbl 07733080 Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107412, 20 p. (2023). MSC: 62M10 62M15 60E07 60G51 33C45 PDFBibTeX XMLCite \textit{N. Bhootna} et al., Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107412, 20 p. (2023; Zbl 07733080) Full Text: DOI arXiv OA License
Kadankova, Tetyana; Leonenko, Nikolai; Scalas, Enrico Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order \(k\) and beyond. (English) Zbl 07702530 Commun. Stat., Theory Methods 52, No. 8, 2682-2701 (2023). MSC: 60G55 26A33 60G05 60G51 PDFBibTeX XMLCite \textit{T. Kadankova} et al., Commun. Stat., Theory Methods 52, No. 8, 2682--2701 (2023; Zbl 07702530) Full Text: DOI arXiv OA License
Leonenko, N. N.; Ruiz-Medina, M. D. Sojourn functionals for spatiotemporal Gaussian random fields with long memory. (English) Zbl 1515.60158 J. Appl. Probab. 60, No. 1, 148-165 (2023). MSC: 60G60 60G15 60F05 60D05 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{M. D. Ruiz-Medina}, J. Appl. Probab. 60, No. 1, 148--165 (2023; Zbl 1515.60158) Full Text: DOI arXiv Link
Leonenko, G.; Phillips, T. N. Transient numerical approximation of hyperbolic diffusions and beyond. (English) Zbl 1503.65263 J. Comput. Appl. Math. 422, Article ID 114893, 13 p. (2023). MSC: 65M70 65M06 65N35 65F20 60J20 60J65 60H35 35Q84 35R60 PDFBibTeX XMLCite \textit{G. Leonenko} and \textit{T. N. Phillips}, J. Comput. Appl. Math. 422, Article ID 114893, 13 p. (2023; Zbl 1503.65263) Full Text: DOI OA License
Leonenko, Nikolai N.; Salinger, Željka; Sikorskii, Alla; Šuvak, Nenad; Boivin, Michael Generalized Gaussian time series model for increments of EEG data. (English) Zbl 07585560 Stat. Interface 16, No. 1, 17-29 (2023). MSC: 62-XX 37M10 62G07 62J20 62M10 62P10 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Stat. Interface 16, No. 1, 17--29 (2023; Zbl 07585560) Full Text: DOI
Leonenko, Nikolai; Podlubny, Igor Monte Carlo method for fractional-order differentiation. (English) Zbl 1503.65047 Fract. Calc. Appl. Anal. 25, No. 2, 346-361 (2022). MSC: 65D25 65C05 26A33 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{I. Podlubny}, Fract. Calc. Appl. Anal. 25, No. 2, 346--361 (2022; Zbl 1503.65047) Full Text: DOI OA License
Leonenko, Nikolai; Podlubny, Igor Monte Carlo method for fractional-order differentiation extended to higher orders. (English) Zbl 1503.65046 Fract. Calc. Appl. Anal. 25, No. 3, 841-857 (2022). MSC: 65D25 65C05 26A33 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{I. Podlubny}, Fract. Calc. Appl. Anal. 25, No. 3, 841--857 (2022; Zbl 1503.65046) Full Text: DOI OA License
Leonenko, Nikolai; Malyarenko, Anatoliy; Olenko, Andriy On spectral theory of random fields in the ball. (English) Zbl 1515.60157 Theory Probab. Math. Stat. 107, 61-76 (2022). MSC: 60G60 60G15 PDFBibTeX XMLCite \textit{N. Leonenko} et al., Theory Probab. Math. Stat. 107, 61--76 (2022; Zbl 1515.60157) Full Text: DOI arXiv
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Intermittency and multiscaling in limit theorems. (English) Zbl 1504.60075 Fractals 30, No. 7, Article ID 2250137, 18 p. (2022). MSC: 60G52 60F05 60G10 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Fractals 30, No. 7, Article ID 2250137, 18 p. (2022; Zbl 1504.60075) Full Text: DOI arXiv
Leonenko, Nikolai; Pirozzi, Enrica First passage times for some classes of fractional time-changed diffusions. (English) Zbl 1495.60075 Stochastic Anal. Appl. 40, No. 4, 735-763 (2022). MSC: 60J60 60G15 60G22 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{E. Pirozzi}, Stochastic Anal. Appl. 40, No. 4, 735--763 (2022; Zbl 1495.60075) Full Text: DOI Link
Cadirci, Mehmet Siddik; Evans, Dafydd; Leonenko, Nikolai; Makogin, Vitalii Entropy-based test for generalised Gaussian distributions. (English) Zbl 07533778 Comput. Stat. Data Anal. 173, Article ID 107502, 20 p. (2022). MSC: 62G10 62B10 62G05 94A17 PDFBibTeX XMLCite \textit{M. S. Cadirci} et al., Comput. Stat. Data Anal. 173, Article ID 107502, 20 p. (2022; Zbl 07533778) Full Text: DOI Link
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Non-local solvable birth-death processes. (English) Zbl 1498.60336 J. Theor. Probab. 35, No. 2, 1284-1323 (2022). MSC: 60J80 60K25 33C45 60G22 PDFBibTeX XMLCite \textit{G. Ascione} et al., J. Theor. Probab. 35, No. 2, 1284--1323 (2022; Zbl 1498.60336) Full Text: DOI arXiv OA License
Leonenko, Nikolai; Makogin, Vitalii; Cadirci, Mehmet Siddik The entropy based goodness of fit tests for generalized von Mises-Fisher distributions and beyond. (English) Zbl 1493.62290 Electron. J. Stat. 15, No. 2, 6344-6381 (2021). MSC: 62H11 28D20 PDFBibTeX XMLCite \textit{N. Leonenko} et al., Electron. J. Stat. 15, No. 2, 6344--6381 (2021; Zbl 1493.62290) Full Text: DOI arXiv Link
Leonenko, Nikolai; Macci, Claudio; Pacchiarotti, Barbara Large deviations for a class of tempered subordinators and their inverse processes. (English) Zbl 1479.60061 Proc. R. Soc. Edinb., Sect. A, Math. 151, No. 6, 2030-2050 (2021). MSC: 60F10 60G52 60J25 PDFBibTeX XMLCite \textit{N. Leonenko} et al., Proc. R. Soc. Edinb., Sect. A, Math. 151, No. 6, 2030--2050 (2021; Zbl 1479.60061) Full Text: DOI arXiv Link
Dozzi, M. (ed.); Leonenko, N. (ed.) Editorial. (English) Zbl 1475.00042 Theory Probab. Math. Stat. 104, 1-2 (2021). MSC: 00B15 60-06 60H15 PDFBibTeX XMLCite \textit{M. Dozzi} (ed.) and \textit{N. Leonenko} (ed.), Theory Probab. Math. Stat. 104, 1--2 (2021; Zbl 1475.00042) Full Text: DOI
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica On the transient behaviour of fractional \(M/M/\infty\) queues. (English) Zbl 1468.60106 Beghin, Luisa (ed.) et al., Nonlocal and fractional operators. Selected papers based on the presentations at the international workshop, Rome, Italy, April 12–13, 2019. Cham: Springer. SEMA SIMAI Springer Ser. 26, 1-22 (2021). MSC: 60K25 PDFBibTeX XMLCite \textit{G. Ascione} et al., SEMA SIMAI Springer Ser. 26, 1--22 (2021; Zbl 1468.60106) Full Text: DOI
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Intermittency and infinite variance: the case of integrated supou processes. (English) Zbl 1480.60122 Electron. J. Probab. 26, Paper No. 56, 31 p. (2021). MSC: 60G52 60F05 60G10 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Electron. J. Probab. 26, Paper No. 56, 31 p. (2021; Zbl 1480.60122) Full Text: DOI arXiv
Gupta, Neha; Kumar, Arun; Leonenko, Nikolai Stochastic models with mixtures of tempered stable subordinators. (English) Zbl 1501.60027 Math. Commun. 26, No. 1, 77-99 (2021). MSC: 60G10 60G51 PDFBibTeX XMLCite \textit{N. Gupta} et al., Math. Commun. 26, No. 1, 77--99 (2021; Zbl 1501.60027) Full Text: arXiv Link
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Time-non-local Pearson diffusions. (English) Zbl 1467.35332 J. Stat. Phys. 183, No. 3, Paper No. 48, 42 p. (2021). MSC: 35R11 60K15 60J60 PDFBibTeX XMLCite \textit{G. Ascione} et al., J. Stat. Phys. 183, No. 3, Paper No. 48, 42 p. (2021; Zbl 1467.35332) Full Text: DOI arXiv OA License
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Fractional immigration-death processes. (English) Zbl 1469.60277 J. Math. Anal. Appl. 495, No. 2, Article ID 124768, 27 p. (2021). MSC: 60J85 35Q92 92D25 PDFBibTeX XMLCite \textit{G. Ascione} et al., J. Math. Anal. Appl. 495, No. 2, Article ID 124768, 27 p. (2021; Zbl 1469.60277) Full Text: DOI arXiv
Hainaut, Donatien; Leonenko, Nikolai Option pricing in illiquid markets: a fractional jump-diffusion approach. (English) Zbl 1447.91174 J. Comput. Appl. Math. 381, Article ID 112995, 18 p. (2021). MSC: 91G20 26A33 60J74 PDFBibTeX XMLCite \textit{D. Hainaut} and \textit{N. Leonenko}, J. Comput. Appl. Math. 381, Article ID 112995, 18 p. (2021; Zbl 1447.91174) Full Text: DOI Link
Cadirci, Mehmet Siddik; Evans, Dafydd; Leonenko, Nikolai; Seleznjev, Oleg Statistical tests based on Rényi entropy estimation. arXiv:2106.00453 Preprint, arXiv:2106.00453 [math.ST] (2021). BibTeX Cite \textit{M. S. Cadirci} et al., ``Statistical tests based on Rényi entropy estimation'', Preprint, arXiv:2106.00453 [math.ST] (2021) Full Text: arXiv OA License
Alodat, Tareq; Leonenko, Nikolai; Olenko, Andriy Limit theorems for filtered long-range dependent random fields. (English) Zbl 1490.60125 Stochastics 92, No. 8, 1175-1196 (2020). MSC: 60G60 60F17 60F05 60G35 PDFBibTeX XMLCite \textit{T. Alodat} et al., Stochastics 92, No. 8, 1175--1196 (2020; Zbl 1490.60125) Full Text: DOI arXiv Link
Leonenko, Nikolai N.; Papić, Ivan Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator. (English) Zbl 07529944 Commun. Stat., Theory Methods 49, No. 20, 5091-5113 (2020). MSC: 37M10 62M10 60G51 62-XX PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{I. Papić}, Commun. Stat., Theory Methods 49, No. 20, 5091--5113 (2020; Zbl 07529944) Full Text: DOI Link
Gupta, Neha; Kumar, Arun; Leonenko, Nikolai Tempered fractional Poisson processes and fractional equations with \(Z\)-transform. (English) Zbl 1472.60070 Stochastic Anal. Appl. 38, No. 5, 939-957 (2020). MSC: 60G22 60G55 60E07 60G20 PDFBibTeX XMLCite \textit{N. Gupta} et al., Stochastic Anal. Appl. 38, No. 5, 939--957 (2020; Zbl 1472.60070) Full Text: DOI arXiv
Kulik, A. M.; Leonenko, N. N.; Papić, I.; Šuvak, N. Parameter estimation for non-stationary Fisher-Snedecor diffusion. (English) Zbl 1460.60019 Methodol. Comput. Appl. Probab. 22, No. 3, 1023-1061 (2020). MSC: 60G10 33C05 60J60 62M05 62M15 PDFBibTeX XMLCite \textit{A. M. Kulik} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1023--1061 (2020; Zbl 1460.60019) Full Text: DOI Link
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. The multifaceted behavior of integrated supOU processes: the infinite variance case. (English) Zbl 1469.60078 J. Theor. Probab. 33, No. 4, 1801-1831 (2020). MSC: 60F05 60G52 60G10 60G51 PDFBibTeX XMLCite \textit{D. Grahovac} et al., J. Theor. Probab. 33, No. 4, 1801--1831 (2020; Zbl 1469.60078) Full Text: DOI arXiv
Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology. (English) Zbl 1451.60037 J. Math. Anal. Appl. 486, No. 2, Article ID 123934, 21 p. (2020). MSC: 60F17 60J60 60K50 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., J. Math. Anal. Appl. 486, No. 2, Article ID 123934, 21 p. (2020; Zbl 1451.60037) Full Text: DOI Link
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Fractional Erlang queues. (English) Zbl 1437.60063 Stochastic Processes Appl. 130, No. 6, 3249-3276 (2020). MSC: 60K25 PDFBibTeX XMLCite \textit{G. Ascione} et al., Stochastic Processes Appl. 130, No. 6, 3249--3276 (2020; Zbl 1437.60063) Full Text: DOI arXiv Link
Leonenko, Nikolai; Vaz, Jayme jun. Spectral analysis of fractional hyperbolic diffusion equations with random data. (English) Zbl 1436.35007 J. Stat. Phys. 179, No. 1, 155-175 (2020). MSC: 35A08 35R11 35R60 35R01 35L15 35P05 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{J. Vaz jun.}, J. Stat. Phys. 179, No. 1, 155--175 (2020; Zbl 1436.35007) Full Text: DOI OA License
Ivanov, A. V.; Leonenko, N. N.; Orlovskyi, I. V. On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models. (English) Zbl 1436.62429 Stat. Inference Stoch. Process. 23, No. 1, 129-169 (2020). Reviewer: Oscar Bustos (Córdoba) MSC: 62M10 62M15 62J02 60G65 PDFBibTeX XMLCite \textit{A. V. Ivanov} et al., Stat. Inference Stoch. Process. 23, No. 1, 129--169 (2020; Zbl 1436.62429) Full Text: DOI arXiv OA License
Kumar, Arun; Leonenko, Nikolai; Pichler, Alois Fractional risk process in insurance. (English) Zbl 1435.91156 Math. Financ. Econ. 14, No. 1, 43-65 (2020). Reviewer: Jonas Šiaulys (Vilnius) MSC: 91G05 60G22 60K05 PDFBibTeX XMLCite \textit{A. Kumar} et al., Math. Financ. Econ. 14, No. 1, 43--65 (2020; Zbl 1435.91156) Full Text: DOI arXiv Link
Lu, Tianshi; Leonenko, Nikolai; Ma, Chunsheng Series representations of isotropic vector random fields on balls. (English) Zbl 1460.60045 Stat. Probab. Lett. 156, Article ID 108583, 7 p. (2020). MSC: 60G60 62M30 PDFBibTeX XMLCite \textit{T. Lu} et al., Stat. Probab. Lett. 156, Article ID 108583, 7 p. (2020; Zbl 1460.60045) Full Text: DOI Link
Cadirci, Mehmet Siddik; Evans, Dafydd; Leonenko, Nikolai; Makogin, Vitalii Entropy-based test for generalized Gaussian distributions. arXiv:2010.06284 Preprint, arXiv:2010.06284 [math.ST] (2020). MSC: 62G05 28D20 62G10 BibTeX Cite \textit{M. S. Cadirci} et al., ``Entropy-based test for generalized Gaussian distributions'', Preprint, arXiv:2010.06284 [math.ST] (2020) Full Text: arXiv OA License
Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. Ehrenfest-Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion. (English) Zbl 1431.60041 Theory Probab. Math. Stat. 99, 137-147 (2019) and Teor. Jmovirn. Mat. Stat. 99, 123-133 (2018). MSC: 60G50 60J10 60J60 60G22 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Theory Probab. Math. Stat. 99, 137--147 (2019; Zbl 1431.60041) Full Text: DOI
Broadbridge, Phil; Kolesnik, Alexander D.; Leonenko, Nikolai; Olenko, Andriy Random spherical hyperbolic diffusion. (English) Zbl 1427.35377 J. Stat. Phys. 177, No. 5, 889-916 (2019). MSC: 35R60 60G60 35R01 60G15 33C55 35P10 60G40 PDFBibTeX XMLCite \textit{P. Broadbridge} et al., J. Stat. Phys. 177, No. 5, 889--916 (2019; Zbl 1427.35377) Full Text: DOI arXiv Link
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes. (English) Zbl 1427.60045 Stochastic Processes Appl. 129, No. 12, 5113-5150 (2019). MSC: 60F05 60G10 60G51 60G18 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Stochastic Processes Appl. 129, No. 12, 5113--5150 (2019; Zbl 1427.60045) Full Text: DOI arXiv Link
Anh, Vo; Leonenko, Nikolai; Olenko, Andriy; Vaskovych, Volodymyr On rate of convergence in non-central limit theorems. (English) Zbl 1428.62063 Bernoulli 25, No. 4A, 2920-2948 (2019). MSC: 60F05 60G60 60G15 60H07 PDFBibTeX XMLCite \textit{V. Anh} et al., Bernoulli 25, No. 4A, 2920--2948 (2019; Zbl 1428.62063) Full Text: DOI arXiv Euclid
Anh, V. V.; Leonenko, N. N. Fractional Stokes-Boussinesq-Langevin equation and Mittag-Leffler correlation decay. (English) Zbl 1488.60076 Theory Probab. Math. Stat. 98, 5-26 (2019) and Teor. Jmovirn. Mat. Stat. 98, 8-28 (2018). MSC: 60G10 82C31 PDFBibTeX XMLCite \textit{V. V. Anh} and \textit{N. N. Leonenko}, Theory Probab. Math. Stat. 98, 5--26 (2019; Zbl 1488.60076) Full Text: DOI
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan Limit theorems for the fractional nonhomogeneous Poisson process. (English) Zbl 1418.60025 J. Appl. Probab. 56, No. 1, 246-264 (2019). MSC: 60F17 60F05 60G55 PDFBibTeX XMLCite \textit{N. Leonenko} et al., J. Appl. Probab. 56, No. 1, 246--264 (2019; Zbl 1418.60025) Full Text: DOI arXiv Link
Bourguin, Solesne; Campese, Simon; Leonenko, Nikolai; Taqqu, Murad S. Four moments theorems on Markov chaos. (English) Zbl 1466.60041 Ann. Probab. 47, No. 3, 1417-1446 (2019). MSC: 60F05 60J35 60J99 PDFBibTeX XMLCite \textit{S. Bourguin} et al., Ann. Probab. 47, No. 3, 1417--1446 (2019; Zbl 1466.60041) Full Text: DOI arXiv Euclid
Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Taqqu, Murad S. The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes. (English) Zbl 1466.60095 Bernoulli 25, No. 3, 2029-2050 (2019). MSC: 60G51 60E07 60G10 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Bernoulli 25, No. 3, 2029--2050 (2019; Zbl 1466.60095) Full Text: DOI arXiv Euclid
Grahovac, Danijel; Leonenko, Nikolai N. Bounds on the support of the multifractal spectrum of stochastic processes. (English) Zbl 1433.28014 Fractals 26, No. 4, Article ID 1850055, 21 p. (2018). MSC: 28A80 60G18 PDFBibTeX XMLCite \textit{D. Grahovac} and \textit{N. N. Leonenko}, Fractals 26, No. 4, Article ID 1850055, 21 p. (2018; Zbl 1433.28014) Full Text: DOI arXiv
Leonenko, N. N.; Ruiz-Medina, M. D. Increasing domain asymptotics for the first Minkowski functional of spherical random fields. (English) Zbl 1409.60085 Theory Probab. Math. Stat. 97, 127-149 (2018); and Teor. Jmovirn. Mat. Stat. 97, 120-141 (2017). MSC: 60G60 60F05 60G10 62E20 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{M. D. Ruiz-Medina}, Theory Probab. Math. Stat. 97, 127--149 (2018; Zbl 1409.60085) Full Text: DOI Link
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica Fractional queues with catastrophes and their transient behaviour. (English) Zbl 1404.60135 Mathematics 6, No. 9, Paper No. 159, 26 p. (2018). MSC: 60K25 60J80 PDFBibTeX XMLCite \textit{G. Ascione} et al., Mathematics 6, No. 9, Paper No. 159, 26 p. (2018; Zbl 1404.60135) Full Text: DOI OA License
Leonenko, Nikolai N.; Taqqu, Murad S.; Terdik, Gyorgy H. Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem. (English) Zbl 1403.62173 Electron. J. Stat. 12, No. 2, 3114-3146 (2018). MSC: 62M30 60G60 60F05 62P35 85A25 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Electron. J. Stat. 12, No. 2, 3114--3146 (2018; Zbl 1403.62173) Full Text: DOI Euclid
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Intermittency of trawl processes. (English) Zbl 1406.60052 Stat. Probab. Lett. 137, 235-242 (2018). MSC: 60G10 60E07 60G18 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Stat. Probab. Lett. 137, 235--242 (2018; Zbl 1406.60052) Full Text: DOI arXiv
Aletti, Giacomo; Leonenko, Nikolai; Merzbach, Ely Fractional Poisson fields and martingales. (English) Zbl 1391.60110 J. Stat. Phys. 170, No. 4, 700-730 (2018). MSC: 60G55 60G60 60G44 60G22 62E10 60E07 PDFBibTeX XMLCite \textit{G. Aletti} et al., J. Stat. Phys. 170, No. 4, 700--730 (2018; Zbl 1391.60110) Full Text: DOI arXiv Link
Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, Nenad Correlated continuous time random walks and fractional Pearson diffusions. (English) Zbl 1407.60063 Bernoulli 24, No. 4B, 3603-3627 (2018). MSC: 60G50 60F17 60J60 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Bernoulli 24, No. 4B, 3603--3627 (2018; Zbl 1407.60063) Full Text: DOI arXiv Euclid
Wang, Fangfang; Leonenko, Nikolai; Ma, Chunsheng Isotropic random fields with infinitely divisible marginal distributions. (English) Zbl 1390.60188 Stochastic Anal. Appl. 36, No. 2, 189-208 (2018). MSC: 60G60 60G51 60E07 PDFBibTeX XMLCite \textit{F. Wang} et al., Stochastic Anal. Appl. 36, No. 2, 189--208 (2018; Zbl 1390.60188) Full Text: DOI Link
Artzrouni, Marc; Leonenko, Vasiliy N.; Mara, Thierry A. A syringe-sharing model for the spread of HIV: application to Omsk, Western Siberia. (English) Zbl 1400.92460 Math. Med. Biol. 34, No. 1, 15-37 (2017). MSC: 92D30 PDFBibTeX XMLCite \textit{M. Artzrouni} et al., Math. Med. Biol. 34, No. 1, 15--37 (2017; Zbl 1400.92460) Full Text: DOI
Pilar Frías, María; Ivanov, Alexander V.; Leonenko, Nikolai; Martínez, Francisco; Ruiz-Medina, María Dolores Detecting hidden periodicities for models with cyclical errors. (English) Zbl 1410.62028 Stat. Interface 10, No. 1, 107-118 (2017). MSC: 62E20 60G10 62F10 62J02 PDFBibTeX XMLCite \textit{M. Pilar Frías} et al., Stat. Interface 10, No. 1, 107--118 (2017; Zbl 1410.62028) Full Text: DOI arXiv
Anh, V. V.; Leonenko, N. N.; Sikorskii, A. Stochastic representation of fractional Bessel-Riesz motion. (English) Zbl 1374.35415 Chaos Solitons Fractals 102, 135-139 (2017). MSC: 35R11 35R60 60H15 60G51 PDFBibTeX XMLCite \textit{V. V. Anh} et al., Chaos Solitons Fractals 102, 135--139 (2017; Zbl 1374.35415) Full Text: DOI Link
Leonenko, Nikolai; Malyarenko, Anatoliy Matérn class tensor-valued random fields and beyond. (English) Zbl 1373.60088 J. Stat. Phys. 168, No. 6, 1276-1301 (2017). MSC: 60G60 62M40 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{A. Malyarenko}, J. Stat. Phys. 168, No. 6, 1276--1301 (2017; Zbl 1373.60088) Full Text: DOI arXiv OA License
Alomari, Huda Mohammed; Pilar Frías, M.; Leonenko, Nikolai N.; Ruiz-Medina, María D.; Sakhno, Lyudmyla; Torres, Antoni Asymptotic properties of parameter estimates for random fields with tapered data. (English) Zbl 1373.62468 Electron. J. Stat. 11, No. 2, 3332-3367 (2017). MSC: 62M30 62F12 60G60 PDFBibTeX XMLCite \textit{H. M. Alomari} et al., Electron. J. Stat. 11, No. 2, 3332--3367 (2017; Zbl 1373.62468) Full Text: DOI Euclid
Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N. Heavy-tailed fractional Pearson diffusions. (English) Zbl 1373.33007 Stochastic Processes Appl. 127, No. 11, 3512-3535 (2017). MSC: 33C05 33C47 35P10 60G22 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Stochastic Processes Appl. 127, No. 11, 3512--3535 (2017; Zbl 1373.33007) Full Text: DOI arXiv Link
Leonenko, Nikolai; Ruiz-Medina, M. Dolores; Taqqu, Murad S. Non-central limit theorems for random fields subordinated to gamma-correlated random fields. (English) Zbl 1407.60074 Bernoulli 23, No. 4B, 3469-3507 (2017). MSC: 60G60 60F05 60H05 PDFBibTeX XMLCite \textit{N. Leonenko} et al., Bernoulli 23, No. 4B, 3469--3507 (2017; Zbl 1407.60074) Full Text: DOI arXiv Euclid
Castelli, F.; Leonenko, N. N.; Shchestyuk, N. Student-like models for risky asset with dependence. (English) Zbl 1364.60072 Stochastic Anal. Appl. 35, No. 3, 452-464 (2017). MSC: 60H10 60J60 60J65 91G80 60J25 60F05 60G10 60H30 PDFBibTeX XMLCite \textit{F. Castelli} et al., Stochastic Anal. Appl. 35, No. 3, 452--464 (2017; Zbl 1364.60072) Full Text: DOI Link
Leonenko, N. N.; Ruiz-Medina, M. D.; Taqqu, M. S. Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence. (English) Zbl 1359.60066 Stochastic Anal. Appl. 35, No. 1, 144-177 (2017). MSC: 60G60 60G15 60F99 60E07 60E10 60H05 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Stochastic Anal. Appl. 35, No. 1, 144--177 (2017; Zbl 1359.60066) Full Text: DOI arXiv Link
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan The fractional non-homogeneous Poisson process. (English) Zbl 1416.60054 Stat. Probab. Lett. 120, 147-156 (2017). MSC: 60G55 60G22 PDFBibTeX XMLCite \textit{N. Leonenko} et al., Stat. Probab. Lett. 120, 147--156 (2017; Zbl 1416.60054) Full Text: DOI arXiv Link
Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Tešnjak, Irena Intermittency of superpositions of Ornstein-Uhlenbeck type processes. (English) Zbl 1356.60121 J. Stat. Phys. 165, No. 2, 390-408 (2016). MSC: 60J60 60F05 60G10 PDFBibTeX XMLCite \textit{D. Grahovac} et al., J. Stat. Phys. 165, No. 2, 390--408 (2016; Zbl 1356.60121) Full Text: DOI arXiv
Anh, Vo V.; Leonenko, Nikolai N.; Ruiz-Medina, María D. Fractional-in-time and multifractional-in-space stochastic partial differential equations. (English) Zbl 1355.60082 Fract. Calc. Appl. Anal. 19, No. 6, 1434-1459 (2016). MSC: 60H15 60G22 60G15 60G20 60G17 60G12 35R60 35S05 26A33 PDFBibTeX XMLCite \textit{V. V. Anh} et al., Fract. Calc. Appl. Anal. 19, No. 6, 1434--1459 (2016; Zbl 1355.60082) Full Text: DOI Link
Anh, Vo V.; Leonenko, Nikolai N.; Ruiz-Medina, María D. Space-time fractional stochastic equations on regular bounded open domains. (English) Zbl 1354.60065 Fract. Calc. Appl. Anal. 19, No. 5, 1161-1199 (2016). MSC: 60H15 60G22 60G60 60G15 60G20 60G17 60G12 26A33 PDFBibTeX XMLCite \textit{V. V. Anh} et al., Fract. Calc. Appl. Anal. 19, No. 5, 1161--1199 (2016; Zbl 1354.60065) Full Text: DOI arXiv Link
Denisov, D. E.; Leonenko, N. N. Multifractal scenarios for products of geometric Lévy-based stationary models. (English) Zbl 1342.60075 Stochastic Anal. Appl. 34, No. 4, 610-643 (2016). MSC: 60G57 60G10 60G17 PDFBibTeX XMLCite \textit{D. E. Denisov} and \textit{N. N. Leonenko}, Stochastic Anal. Appl. 34, No. 4, 610--643 (2016; Zbl 1342.60075) Full Text: DOI Link
Denisov, Denis; Leonenko, Nikolai Limit theorems for multifractal products of geometric stationary processes. (English) Zbl 1343.60030 Bernoulli 22, No. 4, 2579-2608 (2016). MSC: 60F17 60F25 60G15 60J60 60G10 60H10 60G51 PDFBibTeX XMLCite \textit{D. Denisov} and \textit{N. Leonenko}, Bernoulli 22, No. 4, 2579--2608 (2016; Zbl 1343.60030) Full Text: DOI arXiv Euclid
D’Ovidio, Mirko; Leonenko, Nikolai; Orsingher, Enzo Fractional spherical random fields. (English) Zbl 1341.60040 Stat. Probab. Lett. 116, 146-156 (2016). MSC: 60G60 60H30 60G22 35R11 26A33 PDFBibTeX XMLCite \textit{M. D'Ovidio} et al., Stat. Probab. Lett. 116, 146--156 (2016; Zbl 1341.60040) Full Text: DOI arXiv Link
Espejo, Rosa M.; Leonenko, Nikolai N.; Olenko, Andriy; Ruiz-Medina, María D. On a class of minimum contrast estimators for Gegenbauer random fields. (English) Zbl 1329.62109 Test 24, No. 4, 657-680 (2015). MSC: 62F12 62M30 60G60 60G15 PDFBibTeX XMLCite \textit{R. M. Espejo} et al., Test 24, No. 4, 657--680 (2015; Zbl 1329.62109) Full Text: DOI arXiv
Grahovac, Danijel; Jia, Mofei; Leonenko, Nikolai; Taufer, Emanuele Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data. (English) Zbl 1336.62072 Statistics 49, No. 6, 1221-1242 (2015). MSC: 62F10 62E20 62G32 62F12 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Statistics 49, No. 6, 1221--1242 (2015; Zbl 1336.62072) Full Text: DOI arXiv
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters. (English) Zbl 1319.60080 J. Stat. Phys. 158, No. 1, 105-119 (2015). MSC: 60G22 60G18 60G52 62F10 PDFBibTeX XMLCite \textit{D. Grahovac} et al., J. Stat. Phys. 158, No. 1, 105--119 (2015; Zbl 1319.60080) Full Text: DOI Link
Ivanov, A. V.; Leonenko, N. N.; Ruiz-Medina, M. D.; Zhurakovsky, B. M. Estimation of harmonic component in regression with cyclically dependent errors. (English) Zbl 1396.62162 Statistics 49, No. 1, 156-186 (2015). MSC: 62J02 62F12 60G18 62E20 PDFBibTeX XMLCite \textit{A. V. Ivanov} et al., Statistics 49, No. 1, 156--186 (2015; Zbl 1396.62162) Full Text: DOI arXiv
Leonenko, Nikolai; Merzbach, Ely Fractional Poisson fields. (English) Zbl 1310.60035 Methodol. Comput. Appl. Probab. 17, No. 1, 155-168 (2015). MSC: 60G22 60G55 60G60 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{E. Merzbach}, Methodol. Comput. Appl. Probab. 17, No. 1, 155--168 (2015; Zbl 1310.60035) Full Text: DOI
Avram, Florin; Leonenko, Nikolai; Sakhno, Ludmila Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. (English) Zbl 1325.60038 Stochastic Processes Appl. 125, No. 4, 1629-1652 (2015). MSC: 60F17 60F05 60G60 60G10 60G15 62M10 62M15 PDFBibTeX XMLCite \textit{F. Avram} et al., Stochastic Processes Appl. 125, No. 4, 1629--1652 (2015; Zbl 1325.60038) Full Text: DOI arXiv Link
Anh, Vo; Leonenko, Nikolai; Olenko, Andriy On the rate of convergence to Rosenblatt-type distribution. (English) Zbl 1329.60020 J. Math. Anal. Appl. 425, No. 1, 111-132 (2015). MSC: 60F05 60G60 PDFBibTeX XMLCite \textit{V. Anh} et al., J. Math. Anal. Appl. 425, No. 1, 111--132 (2015; Zbl 1329.60020) Full Text: DOI arXiv
Leonenko, G. M.; Phillips, T. N. Numerical approximation of high-dimensional Fokker-Planck equations with polynomial coefficients. (English) Zbl 1295.65101 J. Comput. Appl. Math. 273, 296-312 (2015). MSC: 65M70 35Q84 PDFBibTeX XMLCite \textit{G. M. Leonenko} and \textit{T. N. Phillips}, J. Comput. Appl. Math. 273, 296--312 (2015; Zbl 1295.65101) Full Text: DOI
Grahovac, Danijel; Leonenko, Nikolai N. Detecting multifractal stochastic processes under heavy-tailed effects. (English) Zbl 1348.60064 Chaos Solitons Fractals 65, 78-89 (2014). MSC: 60G35 62M15 37M10 37M05 37N40 PDFBibTeX XMLCite \textit{D. Grahovac} and \textit{N. N. Leonenko}, Chaos Solitons Fractals 65, 78--89 (2014; Zbl 1348.60064) Full Text: DOI
Leonenko, Nikolai N.; Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla Correlation structure of time-changed Lévy processes. (English) Zbl 1329.60118 Commun. Appl. Ind. Math. 6, No. 1, Article ID 483, 22 p. (2014). MSC: 60G50 60G51 60E07 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Commun. Appl. Ind. Math. 6, No. 1, Article ID 483, 22 p. (2014; Zbl 1329.60118)
Kerss, Alexander; Leonenko, Nikolai N.; Sikorskii, Alla Fractional Skellam processes with applications to finance. (English) Zbl 1310.60034 Fract. Calc. Appl. Anal. 17, No. 2, 532-551 (2014). MSC: 60G22 60E05 60G51 26A33 PDFBibTeX XMLCite \textit{A. Kerss} et al., Fract. Calc. Appl. Anal. 17, No. 2, 532--551 (2014; Zbl 1310.60034) Full Text: DOI OA License
Kerss, A. D. J.; Leonenko, N. N.; Sikorskii, A. Risky asset models with tempered stable fractal activity time. (English) Zbl 1305.60039 Stochastic Anal. Appl. 32, No. 4, 642-663 (2014). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 60G99 60G22 60G51 60H30 PDFBibTeX XMLCite \textit{A. D. J. Kerss} et al., Stochastic Anal. Appl. 32, No. 4, 642--663 (2014; Zbl 1305.60039) Full Text: DOI
Leonenko, Nikolai; Olenko, Andriy Sojourn measures of Student and Fisher-Snedecor random fields. (English) Zbl 1304.60058 Bernoulli 20, No. 3, 1454-1483 (2014). Reviewer: Marius Iosifescu (Bucureşti) MSC: 60G60 60G09 60G17 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{A. Olenko}, Bernoulli 20, No. 3, 1454--1483 (2014; Zbl 1304.60058) Full Text: DOI arXiv Euclid
Källberg, David; Leonenko, Nikolaj; Seleznjev, Oleg Statistical estimation of quadratic Rényi entropy for a stationary \(m\)-dependent sequence. (English) Zbl 1359.62105 J. Nonparametric Stat. 26, No. 2, 385-411 (2014). MSC: 62G05 62G20 62M99 60G10 94A17 PDFBibTeX XMLCite \textit{D. Källberg} et al., J. Nonparametric Stat. 26, No. 2, 385--411 (2014; Zbl 1359.62105) Full Text: DOI arXiv
Espejo, Rosa M.; Leonenko, Nikolai N.; Ruiz-Medina, María D. Gegenbauer random fields. (English) Zbl 1354.60041 Random Oper. Stoch. Equ. 22, No. 1, 1-16 (2014). MSC: 60G20 60G22 60G60 37M10 PDFBibTeX XMLCite \textit{R. M. Espejo} et al., Random Oper. Stoch. Equ. 22, No. 1, 1--16 (2014; Zbl 1354.60041) Full Text: DOI
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla Correlation structure of fractional Pearson diffusions. (English) Zbl 1381.60112 Comput. Math. Appl. 66, No. 5, 737-745 (2013). MSC: 60J60 60G22 35R11 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Comput. Math. Appl. 66, No. 5, 737--745 (2013; Zbl 1381.60112) Full Text: DOI
Leonenko, Nikolai; Olenko, Andriy Tauberian and Abelian theorems for long-range dependent random fields. (English) Zbl 1307.60068 Methodol. Comput. Appl. Probab. 15, No. 4, 715-742 (2013). MSC: 60G60 62E20 40E05 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{A. Olenko}, Methodol. Comput. Appl. Probab. 15, No. 4, 715--742 (2013; Zbl 1307.60068) Full Text: DOI arXiv
Leonenko, N.; Sakhno, L.; Šuvak, N. Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes. (English. Ukrainian original) Zbl 1300.60045 Theory Probab. Math. Stat. 86, 137-154 (2013); translation from Teor. Jmovirn. Mat. Stat. 86, 121-137 (2012). MSC: 60G10 60J60 62M05 62M15 PDFBibTeX XMLCite \textit{N. Leonenko} et al., Theory Probab. Math. Stat. 86, 137--154 (2013; Zbl 1300.60045); translation from Teor. Jmovirn. Mat. Stat. 86, 121--137 (2012) Full Text: DOI
Avram, Florin; Leonenko, Nikolai N.; Šuvak, Nenad On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions. (English) Zbl 1305.60072 Esteban, L. M. (ed.) et al., The Pyrenees international workshop and summer school on statistics, probability and operations research, SPO 2011, Jaca, Spain, September 13–16, 2011. Zaragoza: Universidad de Zaragoza (ISBN 978-84-15770-81-7/pbk). Monografías Matemáticas “García de Galdeano” 38, 33-42 (2013). Reviewer: Mátyás Barczy (Debrecen) MSC: 60J60 60J25 60G10 62M15 33C47 PDFBibTeX XMLCite \textit{F. Avram} et al., Monogr. Mat. García Galdeano 38, 33--42 (2013; Zbl 1305.60072)
Avram, F.; Leonenko, N. N.; Šuvak, N. Spectral representation of transition density of Fisher-Snedecor diffusion. (English) Zbl 1291.60161 Stochastics 85, No. 2, 346-369 (2013). Reviewer: Vivek S. Borkar (Mumbai) MSC: 60J60 60H10 PDFBibTeX XMLCite \textit{F. Avram} et al., Stochastics 85, No. 2, 346--369 (2013; Zbl 1291.60161) Full Text: DOI
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla Fractional Pearson diffusions. (English) Zbl 1297.60057 J. Math. Anal. Appl. 403, No. 2, 532-546 (2013). MSC: 60J60 60J25 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., J. Math. Anal. Appl. 403, No. 2, 532--546 (2013; Zbl 1297.60057) Full Text: DOI
Leonenko, Nikolai Book review of: Domenico Marinucci und Giovanni Peccati, Random fields on the sphere: representation, limit theorems and cosmological applications. (English) Zbl 1282.00007 J. Time Ser. Anal. 34, No. 5, 602-603 (2013). MSC: 00A17 60-02 60G60 62M15 60D05 60B15 PDFBibTeX XMLCite \textit{N. Leonenko}, J. Time Ser. Anal. 34, No. 5, 602--603 (2013; Zbl 1282.00007) Full Text: DOI
Kulik, A. M.; Leonenko, N. N. Ergodicity and mixing bounds for the Fisher-Snedecor diffusion. (English) Zbl 1296.60215 Bernoulli 19, No. 5B, 2294-2329 (2013). Reviewer: Nicolas Privault (Singapore) MSC: 60J60 60F05 60F17 62M05 PDFBibTeX XMLCite \textit{A. M. Kulik} and \textit{N. N. Leonenko}, Bernoulli 19, No. 5B, 2294--2329 (2013; Zbl 1296.60215) Full Text: DOI arXiv
Kelbert, Mark; Leonenko, Nikolai; Belitsky, Vladimir On the Bartlett spectrum of randomized Hawkes processes. (English) Zbl 1291.60071 Math. Commun. 18, No. 2, 393-407 (2013). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G12 60G55 60D05 PDFBibTeX XMLCite \textit{M. Kelbert} et al., Math. Commun. 18, No. 2, 393--407 (2013; Zbl 1291.60071) Full Text: Link
Avram, F.; Leonenko, N. N.; Šuvak, N. On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions. (English) Zbl 1306.60110 Markov Process. Relat. Fields 19, No. 2, 249-298 (2013). Reviewer: Heinrich Hering (Rockenberg) MSC: 60J60 60J25 60G10 62M15 33C47 PDFBibTeX XMLCite \textit{F. Avram} et al., Markov Process. Relat. Fields 19, No. 2, 249--298 (2013; Zbl 1306.60110)
Leonenko, Nikolai N.; Shieh, Narn-Rueih Rényi function for multifractal random fields. (English) Zbl 1278.28003 Fractals 21, No. 2, Article ID 1350009, 13 p. (2013). MSC: 28A80 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{N.-R. Shieh}, Fractals 21, No. 2, Article ID 1350009, 13 p. (2013; Zbl 1278.28003) Full Text: DOI
Anh, V. V.; Leonenko, N. N.; Ruiz-Medina, M. D. Macroscaling limit theorems for filtered spatiotemporal random fields. (English) Zbl 1327.62095 Stochastic Anal. Appl. 31, No. 3, 460-508 (2013). MSC: 62F05 60G10 60G20 60G15 62J02 PDFBibTeX XMLCite \textit{V. V. Anh} et al., Stochastic Anal. Appl. 31, No. 3, 460--508 (2013; Zbl 1327.62095) Full Text: DOI
Ivanov, Alexander V.; Leonenko, Nikolai; Ruiz-Medina, María D.; Savich, Irina N. Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra. (English) Zbl 1329.60031 Ann. Probab. 41, No. 2, 1088-1114 (2013). MSC: 60F05 60G10 60G15 60G20 62J02 62M15 PDFBibTeX XMLCite \textit{A. V. Ivanov} et al., Ann. Probab. 41, No. 2, 1088--1114 (2013; Zbl 1329.60031) Full Text: DOI arXiv Euclid
Du, Juan; Leonenko, Nikolai; Ma, Chunsheng; Shu, Hong Hyperbolic vector random fields with hyperbolic direct and cross covariance functions. (English) Zbl 1266.60067 Stochastic Anal. Appl. 30, No. 4, 662-674 (2012). Reviewer: Almut Veraart (London) MSC: 60G12 60G60 60G15 42A82 PDFBibTeX XMLCite \textit{J. Du} et al., Stochastic Anal. Appl. 30, No. 4, 662--674 (2012; Zbl 1266.60067) Full Text: DOI
Avram, F.; Leonenko, N. N.; Šuvak, N. Hypothesis testing for Fisher-Snedecor diffusion. (English) Zbl 1244.62118 J. Stat. Plann. Inference 142, No. 8, 2308-2321 (2012). MSC: 62M02 62M15 PDFBibTeX XMLCite \textit{F. Avram} et al., J. Stat. Plann. Inference 142, No. 8, 2308--2321 (2012; Zbl 1244.62118) Full Text: DOI
Leonenko, N. N.; Petherick, S.; Sikorskii, A. Fractal activity time models for risky asset with dependence and generalized hyperbolic distributions. (English) Zbl 1251.91062 Stochastic Anal. Appl. 30, No. 3, 476-492 (2012). Reviewer: Rudolf Gorenflo (Berlin) MSC: 91G20 60G18 60G10 62M10 PDFBibTeX XMLCite \textit{N. N. Leonenko} et al., Stochastic Anal. Appl. 30, No. 3, 476--492 (2012; Zbl 1251.91062) Full Text: DOI
Dette, Holger; Leonenko, Nikolai; Pepelyshev, Andrey; Zhigljavsky, Anatoly Correction to “Asymptotic optimal designs under long-range dependence error structure”. (English) Zbl 1238.62084 Bernoulli 18, No. 2, 746 (2012). MSC: 62K05 62J05 PDFBibTeX XMLCite \textit{H. Dette} et al., Bernoulli 18, No. 2, 746 (2012; Zbl 1238.62084) Full Text: DOI Euclid