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Leonenko, Nikolai N.

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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
Documents Indexed: 277 Publications since 1974, including 3 Books
1 Contribution as Editor
Reviewing Activity: 203 Reviews
Biographic References: 1 Publication
Co-Authors: 112 Co-Authors with 237 Joint Publications
1,877 Co-Co-Authors
all top 5

Co-Authors

37 single-authored
31 Anh, Vo V.
19 Ruiz-Medina, María Dolores
18 Ivanov, Aleksandr Vladimirovich
17 Sakhno, Lyudmyla Mykhaĭlivna
16 Sikorskii, Alla
15 Yadrenko, Mykhaĭlo Ĭosypovych
14 Šuvak, Nenad
11 Taqqu, Murad S.
10 Grahovac, Danijel
10 Parkhomenko, Victoria N.
10 Taufer, Emanuele
9 Olenko, Andriy Yakovych
9 Orsingher, Enzo
8 Avram, Florin
7 Pirozzi, Enrica
7 Woyczynski, Wojbor A.
6 Ascione, Giacomo
6 Papić, Ivan
6 Sabirov, Sh. O.
6 Shieh, Narn-Rueih
5 Rybasov, K. V.
4 Le Phe Do
3 Kelbert, Mark Ya.
3 Knopova, Victoria Pavlovna
3 Ma, Chunsheng
3 Meerschaert, Mark Marvin
3 Melnikova, Olga O.
3 Petherick, S.
3 Pronzato, Luc
3 Seleznjev, Oleg
3 Sharapov, Michail M.
3 Šilac-Benšić, M.
3 Terdik, György H.
2 Ahn, V. V.
2 Barndorff-Nielsen, Ole Eiler
2 Cadirci, Mehmet Siddik
2 Denisov, Denis E.
2 Deriev, Igor
2 Dette, Holger
2 Espejo, Rosa M.
2 Gupta, Neha
2 Heyde, Christopher Charles
2 Il’icheva, L. M.
2 Källberg, David
2 Kulik, Alexey M.
2 Li, Zhanbing
2 Makogin, Vitalii
2 Merzbach, Ely
2 Mishura, Yuliya Stepanivna
2 Pepelyshev, Andrey
2 Pilar Frías, María
2 Portnova, A. Yu.
2 Savani, Vippal
2 Scalas, Enrico
2 Sikorskij, Alla Yu.
2 Trinh, Mailan
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 Boivin, Michael J.
1 Bourguin, Solesne
1 Broadbridge, Philip
1 Buldygin, Valeriĭ Volodymyrovych
1 Burykina, Nataliya A.
1 Campese, Simon
1 Castelli, Fabrizio
1 Deriev, I. I.
1 D’Ovidio, Mirko
1 Du, Juan
1 Èl’-Bassioniĭ, A. Kh.
1 El-Bassiouny, Ahmed H.
1 Evans, Dafydd
1 Goria, Mohammed N.
1 Hainaut, Donatien
1 Illicheva, L. M.
1 Jia, Mofei
1 Kepich, A. Yu.
1 Kerss, A. D. J.
1 Kerss, Alexander
1 Kolesnik, Alexander D.
1 Kozachenko, L. F.
1 Kozachenko, Yuriĭ Vasyl’ovych
1 Lu, Tianshi
1 Macci, Claudio
1 Malyarenko, Anatoliy A.
1 Mcvinish, Ross S.
1 Mergel, Victor V.
1 Novi Inverardi, P. L.
1 Orlovsky, Igor V.
1 Pacchiarotti, Barbara
1 Parkhomenko, V. V.
1 Pichler, Alois
...and 12 more Co-Authors
all top 5

Serials

22 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 Mathematical Communications
5 Methodology and Computing in Applied Probability
4 Journal of Mathematical Analysis and Applications
4 Journal of Applied Probability
3 Advances in Applied Probability
3 Mathematical Notes
3 Statistics
3 Computational Statistics and Data Analysis
3 Fractional Calculus & Applied Analysis
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 Communications in Statistics. Theory and Methods
2 Dopovidi Akademiï Nauk Ukraïni
2 Fractals
2 Electronic Journal of Probability
2 Journal of Nonparametric Statistics
2 Teoriya Sluchaĭnykh Protsessov
2 Statistical Inference for Stochastic Processes
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

191 Publications have been cited 1,771 times in 815 Documents Cited by Year
Spectral analysis of fractional kinetic equations with random data. Zbl 1034.82044
Anh, V. V.; Leonenko, N. N.
97
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.
76
1989
Limit theorems for random fields with singular spectrum. Zbl 0963.60048
Leonenko, N.
76
1999
Fractional Pearson diffusions. Zbl 1297.60057
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla
53
2013
Student processes. Zbl 1081.60035
Heyde, C. C.; Leonenko, N. N.
48
2005
Sample estimate of the entropy of a random vector. Zbl 0633.62005
Kozachenko, L. F.; Leonenko, N. N.
46
1987
A class of Rényi information estimators for multidimensional densities. Zbl 1205.94053
Leonenko, Nikolai; Pronzato, Luc; Savani, Vippal
41
2008
Spectral properties of superpositions of Ornstein-Uhlenbeck type processes. Zbl 1089.60014
Barndorff-Nielsen, O. E.; Leonenko, N. N.
39
2005
Dynamic models of long-memory processes driven by Lévy noise. Zbl 1016.60039
Anh, V. V.; Heyde, C. C.; Leonenko, N. N.
33
2002
Renormalization and homogenization of fractional diffusion equations with random data. Zbl 1031.60043
Anh, V. V.; Leonenko, N. N.
30
2002
Correlation structure of fractional Pearson diffusions. Zbl 1381.60112
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla
29
2013
Non-Gaussian scenarios for the heat equation with singular initial conditions. Zbl 1001.60071
Ahn, V. V.; Leonenko, N. N.
29
1999
Statistical analysis of random fields. (Statisticheskij analiz sluchajnykh polej.) Zbl 0721.62097
Leonenko, N. N.; Ivanov, A. V.
28
1986
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.
28
2005
Scaling laws for fractional diffusion-wave equations with singular data. Zbl 0970.35174
Anh, V. V.; Leonenko, N. N.
27
2000
Fractional random fields associated with stochastic fractional heat equations. Zbl 1102.60049
Kelbert, M. Ya; Leonenko, N. N.; Ruiz-Medina, M. D.
26
2005
Correlation structure of time-changed Lévy processes. Zbl 1329.60118
Leonenko, Nikolai N.; Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla
25
2014
Tauberian and Abelian theorems for long-range dependent random fields. Zbl 1307.60068
Leonenko, Nikolai; Olenko, Andriy
25
2013
On the Whittle estimators for some classes of continuous-parameter random processes and fields. Zbl 1089.62101
Leonenko, N. N.; Sakhno, L. M.
24
2006
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.
23
2004
Fractional Poisson fields and martingales. Zbl 1391.60110
Aletti, Giacomo; Leonenko, Nikolai; Merzbach, Ely
22
2018
On spectral representations of tensor random fields on the sphere. Zbl 1239.60038
Leonenko, N.; Sakhno, L.
21
2012
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.
20
2001
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
20
2010
Semiparametric analysis of long-range dependence in nonlinear regression. Zbl 1138.62310
Ivanov, A. V.; Leonenko, N. N.
19
2008
Scaling limits of solutions of the heat equation for singular non-Gaussian data. Zbl 0926.60054
Leonenko, Nikolai N.; Woyczynski, Wojbor A.
19
1998
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.
19
2013
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.
18
2007
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
Sojourn measures of Student and Fisher-Snedecor random fields. Zbl 1304.60058
Leonenko, Nikolai; Olenko, Andriy
17
2014
Limit theorems for solutions of the Burgers equation with Gaussian and non-Gaussian initial conditions. Zbl 0853.35139
Leonenko, N.; Orsingher, E.
16
1995
Continuous-time stochastic processes with cyclical long-range dependence. Zbl 1080.60034
Anh, V. V.; Knopova, V. P.; Leonenko, N. N.
16
2004
Statistical inference for Student diffusion process. Zbl 1233.62150
Leonenko, N. N.; Šuvak, N.
16
2010
The fractional non-homogeneous Poisson process. Zbl 1416.60054
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
16
2017
On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions. Zbl 1306.60110
Avram, F.; Leonenko, N. N.; Šuvak, N.
15
2013
Burgers’ turbulence problem with linear or quadratic external potential. Zbl 1082.60056
Barndorff-Nielsen, O. E.; Leonenko, N. N.
15
2005
Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution. Zbl 1453.60005
Taufer, Emanuele; Leonenko, Nikolai
15
2009
Fractional elliptic, hyperbolic and parabolic random fields. Zbl 1231.60045
Leonenko, Nikolai; Ruiz-Medina, María D.; Taqqu, Murad S.
13
2011
Hyperbolic vector random fields with hyperbolic direct and cross covariance functions. Zbl 1266.60067
Du, Juan; Leonenko, Nikolai; Ma, Chunsheng; Shu, Hong
13
2012
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.
12
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
Multifractality of products of geometric Ornstein-Uhlenbeck-type processes. Zbl 1181.60061
Anh, V. V.; Leonenko, Nikolai N.; Shieh, Narn-Rueih
12
2008
On the rate of convergence to Rosenblatt-type distribution. Zbl 1329.60020
Anh, Vo; Leonenko, Nikolai; Olenko, Andriy
12
2015
Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes. Zbl 1168.62074
Taufer, Emanuele; Leonenko, Nikolai
11
2009
Higher-order spectral densities of fractional random fields. Zbl 1019.60046
Anh, V. V.; Leonenko, N. N.; Sakhno, L. M.
11
2003
Rényi function for multifractal random fields. Zbl 1278.28003
Leonenko, Nikolai N.; Shieh, Narn-Rueih
10
2013
Series expansions for the first passage distribution of Wong-Pearson jump-diffusions. Zbl 1175.91083
Avram, Florin; Leonenko, Nikolai; Rabehasaina, Landy
10
2009
Spectral properties of Burgers and KPZ turbulence. Zbl 1101.82023
Anh, V. V.; Leonenko, N. N.; Sakhno, L. M.
10
2006
A normal inverse Gaussian model for a risky asset with dependence. Zbl 1236.91135
Leonenko, N. N.; Petherick, S.; Sikorskii, A.
10
2012
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.
10
2004
Asymptotic theory of nonlinear regression with long-range dependence. Zbl 1132.62338
Ivanov, A. V.; Leonenko, N. N.
10
2004
Fractional Skellam processes with applications to finance. Zbl 1310.60034
Kerss, Alexander; Leonenko, Nikolai N.; Sikorskii, Alla
10
2014
On rate of convergence in non-central limit theorems. Zbl 1428.62063
Anh, Vo; Leonenko, Nikolai; Olenko, Andriy; Vaskovych, Volodymyr
10
2019
Space-time fractional stochastic equations on regular bounded open domains. Zbl 1354.60065
Anh, Vo V.; Leonenko, Nikolai N.; Ruiz-Medina, María D.
10
2016
Intermittency of superpositions of Ornstein-Uhlenbeck type processes. Zbl 1356.60121
Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Tešnjak, Irena
10
2016
Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions. Zbl 1094.60023
Leonenko, Nikolai N.; Taufer, Emanuele
9
2006
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
Harmonic analysis of random fractional diffusion-wave equations. Zbl 1053.60064
Anh, V. V.; Leonenko, N. N.
9
2003
Tauberian and Abelian theorems for correlation function of a homogeneous isotropic random field. Zbl 0753.60048
Leonenko, N. N.; Olenko, A. Ya.
8
1991
Robust estimators in nonlinear regression models with long-range dependence. Zbl 1192.62041
Ivanov, A.; Leonenko, N.
8
2009
Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion. Zbl 1082.60014
Leonenko, Nikolai; Taufer, Emanuele
8
2005
Fractional queues with catastrophes and their transient behaviour. Zbl 1404.60135
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica
8
2018
The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes. Zbl 1466.60095
Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Taqqu, Murad S.
8
2019
Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence. Zbl 1359.60066
Leonenko, N. N.; Ruiz-Medina, M. D.; Taqqu, M. S.
8
2017
Multifractal products of stationary diffusion processes. Zbl 1178.60038
Anh, Vo V.; Leonenko, Nikolai N.; Shieh, Narn-Rueih
7
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
7
2000
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.
7
2002
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
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
Sharpness of the normal approximation of functionals of strongly correlated Gaussian random fields. Zbl 0716.60050
Leonenko, N. N.
7
1988
Fractional-in-time and multifractional-in-space stochastic partial differential equations. Zbl 1355.60082
Anh, Vo V.; Leonenko, Nikolai N.; Ruiz-Medina, María D.
7
2016
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. Zbl 1464.62170
Taufer, Emanuele; Leonenko, Nikolai; Bee, Marco
6
2011
Random spherical hyperbolic diffusion. Zbl 1427.35377
Broadbridge, Phil; Kolesnik, Alexander D.; Leonenko, Nikolai; Olenko, Andriy
6
2019
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
Hypothesis testing for Fisher-Snedecor diffusion. Zbl 1244.62118
Avram, F.; Leonenko, N. N.; Šuvak, N.
6
2012
Parameter identification for stochastic Burgers’ flows via parabolic rescaling. Zbl 1075.62627
Leonenko, Nikolai N.; Woyczynski, Wojbor A.
6
2001
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
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
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 Poisson fields. Zbl 1310.60035
Leonenko, Nikolai; Merzbach, Ely
6
2015
Spectral representation of transition density of Fisher-Snedecor diffusion. Zbl 1291.60161
Avram, F.; Leonenko, N. N.; Šuvak, N.
5
2013
Statistical inference for the \(\epsilon \)-entropy and the quadratic Rényi entropy. Zbl 1193.94046
Leonenko, Nikolaj; Seleznjev, Oleg
5
2010
Multifractal scaling of products of birth-death processes. Zbl 1215.60048
Anh, Vo V.; Leonenko, Nikolai N.; Shieh, Narn-Rueih
5
2009
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
Heavy-tailed fractional Pearson diffusions. Zbl 1373.33007
Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N.
5
2017
On measures of exceeding a level by a Gaussian isotropic random field. Zbl 0576.60043
Leonenko, N. N.
5
1984
Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes. Zbl 1427.60045
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.
4
2019
Fractional risk process in insurance. Zbl 1435.91156
Kumar, Arun; Leonenko, Nikolai; Pichler, Alois
4
2020
Estimate of the rate of convergence in the central limit theorem for m- dependent random fields. Zbl 0347.60021
Leonenko, N. N.
4
1975
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.
4
2015
Linnik processes. Zbl 1199.60111
Bakeerathan, G.; Leonenko, N. N.
4
2008
Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors. Zbl 0996.62082
Leonenko, N. N.; Taufer, Emanuele
4
2001
On estimation of regression coefficients of long memory random fields observed on the arrays. Zbl 0921.62124
Leonenko, N. N.; Benšić, M.
4
1998
Non-Gaussian limit distributions of solutions of the multi-dimensional Burger equation with random initial data. Zbl 0941.60065
Leonenko, N. N.; Li, Zhanbing; Rybasov, K. V.
4
1995
Non-local solvable birth-death processes. Zbl 07517676
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica
1
2022
Fractional immigration-death processes. Zbl 1469.60277
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica
3
2021
Option pricing in illiquid markets: a fractional jump-diffusion approach. Zbl 1447.91174
Hainaut, Donatien; Leonenko, Nikolai
2
2021
Time-non-local Pearson diffusions. Zbl 1467.35332
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica
2
2021
Stochastic models with mixtures of tempered stable subordinators. Zbl 07368174
Gupta, Neha; Kumar, Arun; Leonenko, Nikolai
1
2021
Intermittency and infinite variance: the case of integrated supou processes. Zbl 1480.60122
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.
1
2021
Large deviations for a class of tempered subordinators and their inverse processes. Zbl 1479.60061
Leonenko, Nikolai; Macci, Claudio; Pacchiarotti, Barbara
1
2021
On the transient behaviour of fractional \(M/M/\infty\) queues. Zbl 1468.60106
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica
1
2021
Fractional risk process in insurance. Zbl 1435.91156
Kumar, Arun; Leonenko, Nikolai; Pichler, Alois
4
2020
Tempered fractional Poisson processes and fractional equations with \(Z\)-transform. Zbl 1472.60070
Gupta, Neha; Kumar, Arun; Leonenko, Nikolai
3
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
Spectral analysis of fractional hyperbolic diffusion equations with random data. Zbl 1436.35007
Leonenko, Nikolai; Vaz, Jayme jun.
2
2020
Fractional Erlang queues. Zbl 1437.60063
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica
2
2020
The multifaceted behavior of integrated supOU processes: the infinite variance case. Zbl 1469.60078
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.
2
2020
Series representations of isotropic vector random fields on balls. Zbl 1460.60045
Lu, Tianshi; Leonenko, Nikolai; Ma, Chunsheng
1
2020
Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology. Zbl 1451.60037
Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N.
1
2020
Parameter estimation for non-stationary Fisher-Snedecor diffusion. Zbl 1460.60019
Kulik, A. M.; Leonenko, N. N.; Papić, I.; Šuvak, N.
1
2020
On rate of convergence in non-central limit theorems. Zbl 1428.62063
Anh, Vo; Leonenko, Nikolai; Olenko, Andriy; Vaskovych, Volodymyr
10
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.
8
2019
Random spherical hyperbolic diffusion. Zbl 1427.35377
Broadbridge, Phil; Kolesnik, Alexander D.; Leonenko, Nikolai; Olenko, Andriy
6
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.
4
2019
Four moments theorems on Markov chaos. Zbl 1466.60041
Bourguin, Solesne; Campese, Simon; Leonenko, Nikolai; Taqqu, Murad S.
4
2019
Limit theorems for the fractional nonhomogeneous Poisson process. Zbl 1418.60025
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
4
2019
Fractional Stokes-Boussinesq-Langevin equation and Mittag-Leffler correlation decay. Zbl 1488.60076
Anh, V. V.; Leonenko, N. N.
2
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
22
2018
Fractional queues with catastrophes and their transient behaviour. Zbl 1404.60135
Ascione, Giacomo; Leonenko, Nikolai; Pirozzi, Enrica
8
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
Correlated continuous time random walks and fractional Pearson diffusions. Zbl 1407.60063
Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, Nenad
3
2018
Intermittency of trawl processes. Zbl 1406.60052
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.
3
2018
Bounds on the support of the multifractal spectrum of stochastic processes. Zbl 1433.28014
Grahovac, Danijel; Leonenko, Nikolai N.
1
2018
Isotropic random fields with infinitely divisible marginal distributions. Zbl 1390.60188
Wang, Fangfang; Leonenko, Nikolai; Ma, Chunsheng
1
2018
Increasing domain asymptotics for the first Minkowski functional of spherical random fields. Zbl 1409.60085
Leonenko, N. N.; Ruiz-Medina, M. D.
1
2018
The fractional non-homogeneous Poisson process. Zbl 1416.60054
Leonenko, Nikolai; Scalas, Enrico; Trinh, Mailan
16
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.
8
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
Heavy-tailed fractional Pearson diffusions. Zbl 1373.33007
Leonenko, N. N.; Papić, I.; Sikorskii, A.; Šuvak, N.
5
2017
Matérn class tensor-valued random fields and beyond. Zbl 1373.60088
Leonenko, Nikolai; Malyarenko, Anatoliy
3
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.
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.
10
2016
Intermittency of superpositions of Ornstein-Uhlenbeck type processes. Zbl 1356.60121
Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Tešnjak, Irena
10
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.
7
2016
Fractional spherical random fields. Zbl 1341.60040
D’Ovidio, Mirko; Leonenko, Nikolai; Orsingher, Enzo
3
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.
12
2015
On the rate of convergence to Rosenblatt-type distribution. Zbl 1329.60020
Anh, Vo; Leonenko, Nikolai; Olenko, Andriy
12
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
Fractional Poisson fields. Zbl 1310.60035
Leonenko, Nikolai; Merzbach, Ely
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.
4
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.
4
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
4
2015
Correlation structure of time-changed Lévy processes. Zbl 1329.60118
Leonenko, Nikolai N.; Meerschaert, Mark M.; Schilling, René L.; Sikorskii, Alla
25
2014
Sojourn measures of Student and Fisher-Snedecor random fields. Zbl 1304.60058
Leonenko, Nikolai; Olenko, Andriy
17
2014
Fractional Skellam processes with applications to finance. Zbl 1310.60034
Kerss, Alexander; Leonenko, Nikolai N.; Sikorskii, Alla
10
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.
2
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
53
2013
Correlation structure of fractional Pearson diffusions. Zbl 1381.60112
Leonenko, Nikolai N.; Meerschaert, Mark M.; Sikorskii, Alla
29
2013
Tauberian and Abelian theorems for long-range dependent random fields. Zbl 1307.60068
Leonenko, Nikolai; Olenko, Andriy
25
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.
19
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.
5
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
1
2013
On spectral representations of tensor random fields on the sphere. Zbl 1239.60038
Leonenko, N.; Sakhno, L.
21
2012
Hyperbolic vector random fields with hyperbolic direct and cross covariance functions. Zbl 1266.60067
Du, Juan; Leonenko, Nikolai; Ma, Chunsheng; Shu, Hong
13
2012
A normal inverse Gaussian model for a risky asset with dependence. Zbl 1236.91135
Leonenko, N. N.; Petherick, S.; Sikorskii, A.
10
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.
13
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
20
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
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
Correction: A class of Rényi information estimators for multidimensional densities. Zbl 1205.94052
Leonenko, Nikolai; Pronzato, Luc
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
15
2009
Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes. Zbl 1168.62074
Taufer, Emanuele; Leonenko, Nikolai
11
2009
Series expansions for the first passage distribution of Wong-Pearson jump-diffusions. Zbl 1175.91083
Avram, Florin; Leonenko, Nikolai; Rabehasaina, Landy
10
2009
Robust estimators in nonlinear regression models with long-range dependence. Zbl 1192.62041
Ivanov, A.; Leonenko, N.
8
2009
Multifractal products of stationary diffusion processes. Zbl 1178.60038
Anh, Vo V.; Leonenko, Nikolai N.; Shieh, Narn-Rueih
7
2009
Multifractal scaling of products of birth-death processes. Zbl 1215.60048
Anh, Vo V.; Leonenko, Nikolai N.; Shieh, Narn-Rueih
5
2009
Evaluation of bias in higher-order spectral estimation. Zbl 1224.62077
Ahn, V. V.; Leonenko, N. N.; Sakhno, L. M.
2
2009
Asymptotic optimal designs under long-range dependence error structure. Zbl 1200.62084
Dette, Holger; Leonenko, Nikolai; Pepelyshev, Andrey; Zhigljavsky, Anatoly
1
2009
A class of Rényi information estimators for multidimensional densities. Zbl 1205.94053
Leonenko, Nikolai; Pronzato, Luc; Savani, Vippal
41
2008
Semiparametric analysis of long-range dependence in nonlinear regression. Zbl 1138.62310
Ivanov, A. V.; Leonenko, N. N.
19
2008
Multifractality of products of geometric Ornstein-Uhlenbeck-type processes. Zbl 1181.60061
Anh, V. V.; Leonenko, Nikolai N.; Shieh, Narn-Rueih
12
2008
Linnik processes. Zbl 1199.60111
Bakeerathan, G.; Leonenko, N. N.
4
2008
Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications. Zbl 1293.60057
Leonenko, N. N.; Ruiz-Medina, M. D.
3
2008
Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes. Zbl 1157.60033
Anh, V. V.; Leonenko, N. N.
2
2008
...and 91 more Documents
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Cited by 886 Authors

137 Leonenko, Nikolai N.
44 Anh, Vo V.
33 Ruiz-Medina, María Dolores
28 Liu, Fawang
24 Ma, Chunsheng
21 Olenko, Andriy Yakovych
20 Sakhno, Lyudmyla Mykhaĭlivna
18 Marinucci, Domenico
17 Ivanov, Aleksandr Vladimirovich
15 Sikorskii, Alla
12 Angulo, José Miguel
12 Grahovac, Danijel
12 Pirozzi, Enrica
12 Taufer, Emanuele
12 Turner, Ian William
11 Ascione, Giacomo
11 Jumarie, Guy M.
11 Šuvak, Nenad
11 Taqqu, Murad S.
10 Ginovyan, Mamikon S.
10 Shieh, Narn-Rueih
9 Surgailis, Donatas
8 Beghin, Luisa
8 Mishura, Yuliya Stepanivna
7 D’Ovidio, Mirko
7 Frías, María P.
7 Lopushans’ka, Galyna Petrovna
7 Spodarev, Evgueni
7 Zhang, Xinsheng
6 Avram, Florin
6 Lopushans’kyi, Andriy Olegovich
6 Muravnik, Andreĭ Borisovich
6 Orsingher, Enzo
6 Papić, Ivan
6 Sahakyan, Artur A.
6 Seneta, Eugene
6 Vellaisamy, Palaniappan
6 Zhang, Shibin
5 Beran, Jan
5 Kataria, Kuldeep Kumar
5 Knopov, Pavel S.
5 Kolokoltsov, Vassili N.
5 Kozachenko, Yuriĭ Vasyl’ovych
5 Liu, Gi-Ren
5 Macci, Claudio
5 Maheshwari, Aditya
5 Malyarenko, Anatoliy A.
5 Meerschaert, Mark Marvin
5 Shen, Guangjun
5 Terdik, György H.
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 Dehesa, Jesús S.
4 Diop, Mamadou Abdoul
4 El-Bassiouny, Ahmed H.
4 Finlay, Richard
4 Hainaut, Donatien
4 Khandakar, Mostafizar
4 Mcvinish, Ross S.
4 Mophou, Gisèle Massengo
4 Orlovsky, Igor V.
4 Pagnini, Gianni
4 Peccati, Giovanni
4 Pepelyshev, Andrey
4 Podolskij, Mark
4 Polunchenko, Aleksey S.
4 Pronzato, Luc
4 Seleznjev, Oleg
3 Ayache, Antoine
3 Chen, Dehan
3 Du, Juan
3 Durastanti, Claudio
3 Genton, Marc G.
3 Gupta, Neha
3 Hino, Hideitsu
3 Hu, Shuhe
3 Huang, Fenghui
3 Jiang, Xiaoyun
3 Källberg, David
3 Korbel, Jan
3 Kulik, Alexey M.
3 Le Phe Do
3 Li, Ming
3 Mainardi, Francesco
3 Makogin, Vitalii
3 Mei, Zhandong
3 Meintanis, Simos G.
3 Merzbach, Ely
3 Michel, Olivier J. J.
3 Murata, Noboru
3 Nane, Erkan
3 Omari, Dareen
3 Peng, Jigen
3 Petherick, S.
...and 786 more Authors
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Cited in 212 Serials

30 Stochastic Analysis and Applications
30 Theory of Probability and Mathematical Statistics
29 Statistics & Probability Letters
26 Stochastic Processes and their Applications
25 Ukrainian Mathematical Journal
22 Communications in Statistics. Theory and Methods
20 Bernoulli
19 Journal of Statistical Planning and Inference
18 Journal of Applied Probability
18 Journal of Multivariate Analysis
17 Applied Mathematics and Computation
17 Modern Stochastics. Theory and Applications
14 Computers & Mathematics with Applications
14 Journal of Statistical Physics
13 Journal of Mathematical Analysis and Applications
13 Physica A
13 Fractional Calculus & Applied Analysis
12 Chaos, Solitons and Fractals
12 Methodology and Computing in Applied Probability
10 Advances in Applied Probability
10 Journal of Applied Mathematics and Computing
9 The Annals of Statistics
9 Computational Statistics and Data Analysis
9 Journal of Mathematical Sciences (New York)
9 Random Operators and Stochastic Equations
9 Entropy
8 Journal of Statistical Computation and Simulation
8 Cybernetics and Systems Analysis
8 Stochastics
8 Electronic Journal of Statistics
7 Journal of Computational and Applied Mathematics
7 Journal of Theoretical Probability
6 Bulletin of the Australian Mathematical Society
6 Lithuanian Mathematical Journal
6 Mathematical Notes
5 Journal of Mathematical Physics
5 Statistics
5 The Annals of Applied Probability
5 Test
5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
5 Statistical Inference for Stochastic Processes
5 Communications in Nonlinear Science and Numerical Simulation
5 Stochastic Environmental Research and Risk Assessment
5 Advances in Difference Equations
4 Applied Numerical Mathematics
4 Journal of Applied Mathematics and Stochastic Analysis
4 Neural Computation
4 Communications in Statistics. Simulation and Computation
4 Statistical Papers
4 Fractals
4 Electronic Journal of Probability
4 Journal of Nonparametric Statistics
4 Brazilian Journal of Probability and Statistics
4 The Annals of Applied Statistics
4 Science China. Mathematics
3 Theory of Probability and its Applications
3 The Annals of Probability
3 Journal of Differential Equations
3 Journal of Econometrics
3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
3 Journal of Time Series Analysis
3 Probability Theory and Related Fields
3 Statistical Science
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 Stochastics and Dynamics
3 Mediterranean Journal of Mathematics
3 Complex Variables and Elliptic Equations
3 Journal of the Korean Statistical Society
3 ALEA. Latin American Journal of Probability and Mathematical Statistics
3 Mathematical Geosciences
3 Advances in Mathematical Physics
3 Carpathian Mathematical Publications
2 Journal of Computational Physics
2 Metrika
2 Periodica Mathematica Hungarica
2 ZAMP. Zeitschrift für angewandte Mathematik und Physik
2 Annals of the Institute of Statistical Mathematics
2 Information Sciences
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 Applied Mathematics Letters
2 Mathematical and Computer Modelling
2 Science in China. Series A
2 Neural Networks
2 Computational Statistics
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Computational and Applied Mathematics
2 Journal of Computational Neuroscience
2 Integral Transforms and Special Functions
2 Applied Mathematical Finance
2 Mathematical Problems in Engineering
2 Journal of Applied Statistics
2 Discrete and Continuous Dynamical Systems. Series B
2 Journal of Systems Science and Complexity
...and 112 more Serials
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Cited in 43 Fields

479 Probability theory and stochastic processes (60-XX)
325 Statistics (62-XX)
137 Partial differential equations (35-XX)
68 Numerical analysis (65-XX)
58 Real functions (26-XX)
41 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
39 Information and communication theory, circuits (94-XX)
33 Ordinary differential equations (34-XX)
31 Special functions (33-XX)
24 Statistical mechanics, structure of matter (82-XX)
19 Harmonic analysis on Euclidean spaces (42-XX)
17 Operator theory (47-XX)
16 Biology and other natural sciences (92-XX)
15 Measure and integration (28-XX)
12 Integral transforms, operational calculus (44-XX)
12 Integral equations (45-XX)
12 Computer science (68-XX)
11 Fluid mechanics (76-XX)
10 Calculus of variations and optimal control; optimization (49-XX)
10 Geophysics (86-XX)
9 Systems theory; control (93-XX)
8 Dynamical systems and ergodic theory (37-XX)
7 Functional analysis (46-XX)
7 Astronomy and astrophysics (85-XX)
6 Mechanics of deformable solids (74-XX)
5 Combinatorics (05-XX)
5 Quantum theory (81-XX)
4 Operations research, mathematical programming (90-XX)
3 General and overarching topics; collections (00-XX)
3 Functions of a complex variable (30-XX)
3 Sequences, series, summability (40-XX)
3 Relativity and gravitational theory (83-XX)
2 History and biography (01-XX)
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2 Mechanics of particles and systems (70-XX)
2 Optics, electromagnetic theory (78-XX)
1 Number theory (11-XX)
1 Difference and functional equations (39-XX)
1 Convex and discrete geometry (52-XX)
1 Differential geometry (53-XX)
1 Manifolds and cell complexes (57-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Mathematics education (97-XX)

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