×

Leonenko, Nikolai N.

Author ID: leonenko.nikolai-n Recent zbMATH articles by "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.
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
2,144 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

Publications by Year

Citations contained in zbMATH Open

205 Publications have been cited 2,009 times in 924 Documents Cited by Year
Spectral analysis of fractional kinetic equations with random data. Zbl 1034.82044
Anh, V. V.; Leonenko, N. N.
103
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.
86
1989
Limit theorems for random fields with singular spectrum. Zbl 0963.60048
Leonenko, N.
84
1999
Fractional Pearson diffusions. Zbl 1297.60057
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla
61
2013
Sample estimate of the entropy of a random vector. Zbl 0633.62005
Kozachenko, L. F.; Leonenko, N. N.
57
1987
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
36
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.
31
1986
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
Non-Gaussian scenarios for the heat equation with singular initial conditions. Zbl 1001.60071
Ahn, V. V.; Leonenko, N. N.
30
1999
Correlation structure of fractional Pearson diffusions. Zbl 1381.60112
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla
30
2013
Scaling laws for fractional diffusion-wave equations with singular data. Zbl 0970.35174
Anh, V. V.; Leonenko, N. N.
29
2000
Fractional random fields associated with stochastic fractional heat equations. Zbl 1102.60049
Kelbert, M. Ya; Leonenko, N. N.; Ruiz-Medina, M. D.
29
2005
Tauberian and Abelian theorems for long-range dependent random fields. Zbl 1307.60068
Leonenko, Nikolai; Olenko, Andriy
29
2013
Fractional Poisson fields and martingales. Zbl 1391.60110
Aletti, Giacomo; Leonenko, Nikolai; Merzbach, Ely
26
2018
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
On spectral representations of tensor random fields on the sphere. Zbl 1239.60038
Leonenko, N.; Sakhno, L.
25
2012
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
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
Semiparametric analysis of long-range dependence in nonlinear regression. Zbl 1138.62310
Ivanov, A. V.; Leonenko, N. N.
18
2008
Exact parabolic asymptotics for singular \(n\)-D Burgers’ random fields: Gaussian approximation. Zbl 0928.35214
Leonenko, N. N.; Woyczynski, W. A.
18
1998
Statistical inference for reciprocal gamma diffusion process. Zbl 1177.62101
Leonenko, N. N.; Šuvak, N.
17
2010
Continuous-time stochastic processes with cyclical long-range dependence. Zbl 1080.60034
Anh, V. V.; Knopova, V. P.; Leonenko, N. N.
17
2004
Hyperbolic vector random fields with hyperbolic direct and cross covariance functions. Zbl 1266.60067
Du, Juan; Leonenko, Nikolai; Ma, Chunsheng; Shu, Hong
16
2012
Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions. Zbl 0853.35139
Leonenko, N.; Orsingher, E.
16
1995
Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution. Zbl 1453.60005
Taufer, Emanuele; Leonenko, Nikolai
16
2009
Burgers’ turbulence problem with linear or quadratic external potential. Zbl 1082.60056
Barndorff-Nielsen, O. E.; Leonenko, N. N.
16
2005
Statistical inference for Student diffusion process. Zbl 1233.62150
Leonenko, N. N.; Šuvak, N.
16
2010
On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions. Zbl 1306.60110
Avram, F.; Leonenko, N. N.; Šuvak, N.
15
2013
Fractional elliptic, hyperbolic and parabolic random fields. Zbl 1231.60045
Leonenko, Nikolai; Ruiz-Medina, María D.; Taqqu, Murad S.
14
2011
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
Multifractality of products of geometric Ornstein-Uhlenbeck-type processes. Zbl 1181.60061
Anh, V. V.; Leonenko, Nikolai N.; Shieh, Narn-Rueih
13
2008
Space-time fractional stochastic equations on regular bounded open domains. Zbl 1354.60065
Anh, Vo V.; Leonenko, Nikolai N.; Ruiz-Medina, María D.
13
2016
On the rate of convergence to Rosenblatt-type distribution. Zbl 1329.60020
Anh, Vo; Leonenko, Nikolai; Olenko, Andriy
13
2015
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
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
Fractional Skellam processes with applications to finance. Zbl 1310.60034
Kerss, Alexander; Leonenko, Nikolai N.; Sikorskii, Alla
12
2014
Random spherical hyperbolic diffusion. Zbl 1427.35377
Broadbridge, Phil; Kolesnik, Alexander D.; Leonenko, Nikolai; Olenko, Andriy
12
2019
On rate of convergence in non-central limit theorems. Zbl 1428.62063
Anh, Vo; Leonenko, Nikolai; Olenko, Andriy; Vaskovych, Volodymyr
12
2019
A normal inverse Gaussian model for a risky asset with dependence. Zbl 1236.91135
Leonenko, N. N.; Petherick, S.; Sikorskii, A.
11
2012
Series expansions for the first passage distribution of Wong-Pearson jump-diffusions. Zbl 1175.91083
Avram, Florin; Leonenko, Nikolai; Rabehasaina, Landy
11
2009
Intermittency of superpositions of Ornstein-Uhlenbeck type processes. Zbl 1356.60121
Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Tešnjak, Irena
11
2016
Harmonic analysis of random fractional diffusion-wave equations. Zbl 1053.60064
Anh, V. V.; Leonenko, N. N.
11
2003
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
Asymptotic theory of nonlinear regression with long-range dependence. Zbl 1132.62338
Ivanov, A. V.; Leonenko, N. N.
10
2004
Spectral properties of Burgers and KPZ turbulence. Zbl 1101.82023
Anh, V. V.; Leonenko, N. N.; Sakhno, L. M.
10
2006
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
Fractional queues with catastrophes and their transient behaviour. Zbl 1404.60135
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica
10
2018
Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions. Zbl 1094.60023
Leonenko, Nikolai N.; Taufer, Emanuele
9
2006
Sharpness of the normal approximation of functionals of strongly correlated Gaussian random fields. Zbl 0716.60050
Leonenko, N. N.
9
1988
Macroscaling limit theorems for filtered spatiotemporal random fields. Zbl 1327.62095
Anh, V. V.; Leonenko, N. N.; Ruiz-Medina, M. D.
9
2013
Parameter estimation for Fisher-Snedecor diffusion. Zbl 1283.60066
Avram, F.; Leonenko, N. N.; Šuvak, N.
9
2011
Robust estimators in nonlinear regression models with long-range dependence. Zbl 1192.62041
Ivanov, A.; Leonenko, N.
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
Multifractal products of stationary diffusion processes. Zbl 1178.60038
Anh, Vo V.; Leonenko, Nikolai N.; Shieh, Narn-Rueih
8
2009
Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion. Zbl 1082.60014
Leonenko, Nikolai; Taufer, Emanuele
8
2005
Tauberian and Abelian theorems for correlation function of a homogeneous isotropic random field. Zbl 0753.60048
Leonenko, N. N.; Olenko, A. Ya.
8
1991
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
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
Tempered fractional Poisson processes and fractional equations with \(Z\)-transform. Zbl 1472.60070
Gupta, Neha; Kumar, Arun; Leonenko, Nikolai
8
2020
Parameter identification for singular random fields arising in Burgers’ turbulence. Zbl 0986.62077
Leonenko, Nikolai N.; Woyczynski, Wojbor A.
7
1999
Spectral theory of renormalized fractional random fields. Zbl 1029.60040
Anh, V. V.; Leonenko, N. N.
7
2002
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
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
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
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
On the Kaplan-Meier estimator of long-range dependent sequences. Zbl 1092.62510
Leonenko, Nikolai N.; Sakhno, Ludmila M.
6
2001
Parameter identification for stochastic Burgers’ flows via parabolic rescaling. Zbl 1075.62627
Leonenko, Nikolai N.; Woyczynski, Wojbor A.
6
2001
Scaling laws for the multidimensional Burgers equation with quadratic external potential. Zbl 1146.80003
Leonenko, N. N.; Ruiz-Medina, M. D.
6
2006
Hypothesis testing for Fisher-Snedecor diffusion. Zbl 1244.62118
Avram, F.; Leonenko, N. N.; Šuvak, N.
6
2012
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
Fractional spherical random fields. Zbl 1341.60040
D’Ovidio, Mirko; Leonenko, Nikolai; Orsingher, Enzo
6
2016
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
Fractional risk process in insurance. Zbl 1435.91156
Kumar, Arun; Leonenko, Nikolai; Pichler, Alois
6
2020
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. Zbl 1464.62170
Taufer, Emanuele; Leonenko, Nikolai; Bee, Marco
6
2011
Spectral representation of transition density of Fisher-Snedecor diffusion. Zbl 1291.60161
Avram, F.; Leonenko, N. N.; Šuvak, N.
6
2013
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
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
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
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
Statistical inference for the \(\epsilon \)-entropy and the quadratic Rényi entropy. Zbl 1193.94046
Leonenko, Nikolaj; Seleznjev, Oleg
5
2010
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
Entropy-based test for generalised Gaussian distributions. Zbl 07533778
Cadirci, Mehmet Siddik; Evans, Dafydd; Leonenko, Nikolai; Makogin, Vitalii
1
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
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
Large deviations for a class of tempered subordinators and their inverse processes. Zbl 1479.60061
Leonenko, Nikolai; Macci, Claudio; Pacchiarotti, Barbara
3
2021
Option pricing in illiquid markets: a fractional jump-diffusion approach. Zbl 1447.91174
Hainaut, Donatien; Leonenko, Nikolai
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
8
2020
Fractional risk process in insurance. Zbl 1435.91156
Kumar, Arun; Leonenko, Nikolai; Pichler, Alois
6
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
The multifaceted behavior of integrated supOU processes: the infinite variance case. Zbl 1469.60078
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.
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
Spectral analysis of fractional hyperbolic diffusion equations with random data. Zbl 1436.35007
Leonenko, Nikolai; Vaz, Jayme jun.
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
Random spherical hyperbolic diffusion. Zbl 1427.35377
Broadbridge, Phil; Kolesnik, Alexander D.; Leonenko, Nikolai; Olenko, Andriy
12
2019
On rate of convergence in non-central limit theorems. Zbl 1428.62063
Anh, Vo; Leonenko, Nikolai; Olenko, Andriy; Vaskovych, Volodymyr
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
Bounds on the support of the multifractal spectrum of stochastic processes. Zbl 1433.28014
Grahovac, Danijel; Leonenko, Nikolai N.
4
2018
Intermittency of trawl processes. Zbl 1406.60052
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.
4
2018
Correlated continuous time random walks and fractional Pearson diffusions. Zbl 1407.60063
Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, Nenad
3
2018
Increasing domain asymptotics for the first Minkowski functional of spherical random fields. Zbl 1409.60085
Leonenko, N. N.; Ruiz-Medina, M. D.
3
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.
13
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
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
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
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
Correlation structure of time-changed Lévy processes. Zbl 1329.60118
Leonenko, Nikolai N.; Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla
36
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
12
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
61
2013
Correlation structure of fractional Pearson diffusions. Zbl 1381.60112
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla
30
2013
Tauberian and Abelian theorems for long-range dependent random fields. Zbl 1307.60068
Leonenko, Nikolai; Olenko, Andriy
29
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.
14
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 top 5

Cited by 1,028 Authors

144 Leonenko, Nikolai N.
47 Anh, Vo V.
35 Ruiz-Medina, María Dolores
31 Liu, Fawang
31 Ma, Chunsheng
25 Olenko, Andriy Yakovych
22 Ivanov, Aleksandr Vladimirovich
22 Sakhno, Lyudmyla Mykhaĭlivna
18 Marinucci, Domenico
15 Sikorskii, Alla
14 Turner, Ian William
13 Grahovac, Danijel
12 Angulo, José Miguel
12 Ascione, Giacomo
12 Pirozzi, Enrica
12 Taqqu, Murad S.
12 Taufer, Emanuele
11 Jumarie, Guy M.
11 Surgailis, Donatas
11 Šuvak, Nenad
10 Ginovyan, Mamikon S.
10 Kumar, Arun
10 Shieh, Narn-Rueih
8 Beghin, Luisa
8 Mishura, Yuliya Stepanivna
8 Porcu, Emilio
8 Spodarev, Evgueni
7 Frías, María P.
7 Kataria, Kuldeep Kumar
7 Lopushans’ka, Galyna Petrovna
7 Malyarenko, Anatoliy A.
7 Zhang, Xinsheng
6 Avram, Florin
6 D’Ovidio, Mirko
6 Khandakar, Mostafizar
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 Vellaisamy, Palaniappan
6 Zhang, Shibin
5 Beran, Jan
5 Dehesa, Jesús S.
5 Hainaut, Donatien
5 Kolokoltsov, Vassili N.
5 Kozachenko, Yuriĭ Vasyl’ovych
5 Meerschaert, Mark Marvin
5 Peccati, Giovanni
5 Podolskij, Mark
5 Scalas, Enrico
5 Shen, Guangjun
5 Vaskovych, Volodymyr
5 Wang, Rongnian
5 Zhuang, Pinghui
4 Alodat, Tareq
4 Amblard, Pierre-Olivier
4 Bulinskiĭ, Aleksandr Vadimovich
4 Burrage, Kevin
4 Chen, Jinghua
4 Diop, Mamadou Abdoul
4 Donhauzer, Illia
4 El-Bassiouny, Ahmed H.
4 Finlay, Richard
4 Gupta, Neha
4 Lu, Tianshi
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 Polunchenko, Aleksey S.
4 Pronzato, Luc
4 Seleznjev, Oleg
4 Sur, Abhik
4 Wang, Fangfang
3 Ayache, Antoine
3 Bila, G. D.
3 Broadbridge, Philip
3 Chen, Dehan
3 Du, Juan
3 Durastanti, Claudio
3 Genton, Marc G.
3 Hino, Hideitsu
3 Hu, Shuhe
3 Huang, Fenghui
3 Jiang, Xiaoyun
3 Källberg, David
3 Kelbert, Mark Ya.
3 Knopov, Pavel S.
3 Korbel, Jan
...and 928 more Authors
all top 5

Cited in 231 Serials

35 Theory of Probability and Mathematical Statistics
31 Statistics & Probability Letters
30 Stochastic Analysis and Applications
28 Stochastic Processes and their Applications
25 Ukrainian Mathematical Journal
24 Communications in Statistics. Theory and Methods
22 Bernoulli
20 Journal of Statistical Planning and Inference
19 Journal of Applied Probability
19 Fractional Calculus & Applied Analysis
19 Modern Stochastics. Theory and Applications
18 Journal of Multivariate Analysis
17 Applied Mathematics and Computation
16 Computers & Mathematics with Applications
15 Methodology and Computing in Applied Probability
14 Journal of Statistical Physics
13 Journal of Mathematical Analysis and Applications
13 Physica A
12 Chaos, Solitons and Fractals
11 The Annals of Statistics
11 Journal of Theoretical Probability
11 Random Operators and Stochastic Equations
10 Advances in Applied Probability
10 Computational Statistics and Data Analysis
10 Cybernetics and Systems Analysis
10 Journal of Mathematical Sciences (New York)
10 Journal of Applied Mathematics and Computing
10 Stochastics
9 Entropy
9 Electronic Journal of Statistics
8 Journal of Statistical Computation and Simulation
8 Communications in Nonlinear Science and Numerical Simulation
7 Bulletin of the Australian Mathematical Society
7 Mathematical Notes
7 Journal of Computational and Applied Mathematics
7 The Annals of Applied Probability
6 Lithuanian Mathematical Journal
6 Statistical Inference for Stochastic Processes
5 Journal of Mathematical Physics
5 Applied Numerical Mathematics
5 Statistics
5 Test
5 Statistical Papers
5 Fractals
5 Electronic Journal of Probability
5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
5 Stochastic Environmental Research and Risk Assessment
5 Brazilian Journal of Probability and Statistics
5 Advances in Difference Equations
5 Journal of Physics A: Mathematical and Theoretical
4 Theory of Probability and its Applications
4 Journal of Differential Equations
4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
4 Journal of Time Series Analysis
4 Journal of Applied Mathematics and Stochastic Analysis
4 Neural Computation
4 Communications in Statistics. Simulation and Computation
4 Journal of Nonparametric Statistics
4 The Annals of Applied Statistics
4 Mathematical Geosciences
4 Science China. Mathematics
3 ZAMP. Zeitschrift für angewandte Mathematik und Physik
3 The Annals of Probability
3 International Statistical Review
3 Journal of Econometrics
3 Probability Theory and Related Fields
3 Statistical Science
3 Numerical Algorithms
3 Computational Statistics
3 Journal of Contemporary Mathematical Analysis. Armenian Academy of Sciences
3 International Journal of Computer Mathematics
3 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
3 Computational and Applied Mathematics
3 The ANZIAM Journal
3 Stochastics and Dynamics
3 Mediterranean Journal of Mathematics
3 Journal of Statistical Mechanics: Theory and Experiment
3 Complex Variables and Elliptic Equations
3 Journal of the Korean Statistical Society
3 ALEA. Latin American Journal of Probability and Mathematical Statistics
3 Advances in Mathematical Physics
3 Carpathian Mathematical Publications
2 Communications in Mathematical Physics
2 Journal of Computational Physics
2 Metrika
2 Nonlinearity
2 Periodica Mathematica Hungarica
2 Bulletin of Mathematical Biology
2 Annals of the Institute of Statistical Mathematics
2 Information Sciences
2 Journal of the American Statistical Association
2 Journal of Optimization Theory and Applications
2 Journal of Soviet Mathematics
2 Transactions of the American Mathematical Society
2 Insurance Mathematics & Economics
2 Acta Applicandae Mathematicae
2 Acta Mathematicae Applicatae Sinica. English Series
2 Numerical Methods for Partial Differential Equations
2 Applied Mathematics Letters
2 Mathematical and Computer Modelling
...and 131 more Serials
all top 5

Cited in 43 Fields

547 Probability theory and stochastic processes (60-XX)
364 Statistics (62-XX)
156 Partial differential equations (35-XX)
82 Numerical analysis (65-XX)
67 Real functions (26-XX)
48 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
48 Information and communication theory, circuits (94-XX)
38 Ordinary differential equations (34-XX)
33 Special functions (33-XX)
22 Harmonic analysis on Euclidean spaces (42-XX)
22 Statistical mechanics, structure of matter (82-XX)
19 Operator theory (47-XX)
19 Biology and other natural sciences (92-XX)
18 Measure and integration (28-XX)
14 Geophysics (86-XX)
13 Integral equations (45-XX)
13 Computer science (68-XX)
12 Integral transforms, operational calculus (44-XX)
12 Fluid mechanics (76-XX)
11 Dynamical systems and ergodic theory (37-XX)
11 Calculus of variations and optimal control; optimization (49-XX)
11 Systems theory; control (93-XX)
9 Mechanics of deformable solids (74-XX)
8 Functional analysis (46-XX)
7 Quantum theory (81-XX)
7 Astronomy and astrophysics (85-XX)
7 Operations research, mathematical programming (90-XX)
6 Combinatorics (05-XX)
4 Relativity and gravitational theory (83-XX)
3 General and overarching topics; collections (00-XX)
3 Functions of a complex variable (30-XX)
3 Sequences, series, summability (40-XX)
3 Mechanics of particles and systems (70-XX)
2 History and biography (01-XX)
2 Optics, electromagnetic theory (78-XX)
2 Classical thermodynamics, heat transfer (80-XX)
1 Number theory (11-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Topological groups, Lie groups (22-XX)
1 Approximations and expansions (41-XX)
1 Convex and discrete geometry (52-XX)
1 Differential geometry (53-XX)
1 Manifolds and cell complexes (57-XX)

Citations by Year

The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.