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
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
Taufer, Emanuele; Leonenko, Nikolai; Bee, Marco Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. (English) Zbl 1464.62170 Comput. Stat. Data Anal. 55, No. 8, 2525-2539 (2011). MSC: 62-08 62P05 62M05 60G51 PDFBibTeX XMLCite \textit{E. Taufer} et al., Comput. Stat. Data Anal. 55, No. 8, 2525--2539 (2011; Zbl 1464.62170) Full Text: DOI
Dette, Holger; Leonenko, Nikolai; Pepelyshev, Andrey; Zhigljavsky, Anatoly Asymptotic optimal designs under long-range dependence error structure. (English) Zbl 1200.62084 Bernoulli 15, No. 4, 1036-1056 (2009); correction ibid. 18, No. 2, 746 (2012). MSC: 62K05 62J05 PDFBibTeX XMLCite \textit{H. Dette} et al., Bernoulli 15, No. 4, 1036--1056 (2009; Zbl 1200.62084) Full Text: DOI arXiv
Taufer, Emanuele; Leonenko, Nikolai Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes. (English) Zbl 1168.62074 J. Stat. Plann. Inference 139, No. 9, 3050-3063 (2009). MSC: 62M05 62F10 62P05 62F12 PDFBibTeX XMLCite \textit{E. Taufer} and \textit{N. Leonenko}, J. Stat. Plann. Inference 139, No. 9, 3050--3063 (2009; Zbl 1168.62074) Full Text: DOI
Angulo, J. M.; Kelbert, M. Ya.; Leonenko, N. N.; Ruiz-Medina, M. D. Spatiotemporal random fields associated with stochastic fractional Helmholtz and heat equations. (English) Zbl 1177.60052 Stoch. Environ. Res. Risk Assess. 22, Suppl.1, 3-13 (2008). MSC: 60G60 60H15 35R60 62F10 62M15 PDFBibTeX XMLCite \textit{J. M. Angulo} et al., Stoch. Environ. Res. Risk Assess. 22, 3--13 (2008; Zbl 1177.60052) Full Text: DOI
Bakeerathan, G.; Leonenko, N. N. Linnik processes. (English) Zbl 1199.60111 Random Oper. Stoch. Equ. 16, No. 2, 109-130 (2008). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 60G10 60G35 62M10 PDFBibTeX XMLCite \textit{G. Bakeerathan} and \textit{N. N. Leonenko}, Random Oper. Stoch. Equ. 16, No. 2, 109--130 (2008; Zbl 1199.60111) Full Text: DOI
Ivanov, A. V.; Leonenko, N. N. Semiparametric analysis of long-range dependence in nonlinear regression. (English) Zbl 1138.62310 J. Stat. Plann. Inference 138, No. 6, 1733-1753 (2008). MSC: 62E20 62J02 62M09 62F10 PDFBibTeX XMLCite \textit{A. V. Ivanov} and \textit{N. N. Leonenko}, J. Stat. Plann. Inference 138, No. 6, 1733--1753 (2008; Zbl 1138.62310) Full Text: DOI
Leonenko, Nikolai N.; Taufer, Emanuele Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions. (English) Zbl 1094.60023 J. Stat. Plann. Inference 136, No. 4, 1220-1236 (2006). Reviewer: Pedro A. Morettin (São Paulo) MSC: 60G10 60G15 62F12 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{E. Taufer}, J. Stat. Plann. Inference 136, No. 4, 1220--1236 (2006; Zbl 1094.60023) Full Text: DOI
Heyde, C. C.; Leonenko, N. N. Student processes. (English) Zbl 1081.60035 Adv. Appl. Probab. 37, No. 2, 342-365 (2005). Reviewer: Ilya Pavlyukevitch (Berlin) MSC: 60G99 60E07 60E10 60G18 60G10 60G35 62M10 PDFBibTeX XMLCite \textit{C. C. Heyde} and \textit{N. N. Leonenko}, Adv. Appl. Probab. 37, No. 2, 342--365 (2005; Zbl 1081.60035) Full Text: DOI