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1

Fractional Differential Equations

Liu, Fawang, Meerschaert, Mark M., Momani, Shaher, Leonenko, Nikolai N., Chen, Wen, Agrawal, Om P.

Journal:

International Journal of Differential Equations

Year:

2010

Language:

english

File:

PDF, 44 KB

english, 2010

2

Fractional Differential Equations 2011

Liu, Fawang, Agrawal, Om P., Momani, Shaher, Leonenko, Nikolai N., Chen, Wen

Journal:

International Journal of Differential Equations

Year:

2011

Language:

english

File:

PDF, 43 KB

english, 2011

3

Simulation of Lévy-driven Ornstein–Uhlenbeck processes with given marginal distribution

Emanuele Taufer, Nikolai Leonenko

Journal:

Computational Statistics & Data Analysis

Year:

2009

Language:

english

File:

PDF, 791 KB

english, 2009

4

Characteristic function estimation of non-Gaussian Ornstein–Uhlenbeck processes

Emanuele Taufer, Nikolai Leonenko

Journal:

Journal of Statistical Planning and Inference

Year:

2009

Language:

english

File:

PDF, 337 KB

english, 2009

5

Series representations of isotropic vector random fields on balls

Lu, Tianshi, Leonenko, Nikolai, Ma, Chunsheng

Journal:

Statistics & Probability Letters

Year:

2020

Language:

english

File:

PDF, 287 KB

english, 2020

6

Parameter identification for singular random fields arising in Burgers’ turbulence

Nikolai N. Leonenko, Wojbor A. Woyczynski

Journal:

Journal of Statistical Planning and Inference

Year:

1999

Language:

english

File:

PDF, 115 KB

english, 1999

7

Tauberian and Abelian Theorems for Long-range Dependent Random Fields

Nikolai Leonenko, Andriy Olenko

Journal:

Methodology and Computing in Applied Probability

Year:

2013

Language:

english

File:

PDF, 964 KB

english, 2013

8

Multifractality of Products of Geometric Ornstein-Uhlenbeck-Type Processes

V. V. Anh, Nikolai N. Leonenko and Narn-Rueih Shieh

Journal:

Advances in Applied Probability

Year:

2008

Language:

english

File:

PDF, 1.61 MB

english, 2008

9

Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion

Leonenko, Nikolai, Taufer, Emanuele

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2005

Language:

english

File:

PDF, 269 KB

english, 2005

10

Fractional Differential Equations 2012

Liu, Fawang, Agrawal, Om P., Momani, Shaher, Leonenko, Nikolai N., Chen, Wen

Journal:

International Journal of Differential Equations

Year:

2013

Language:

english

File:

PDF, 46 KB

english, 2013

11

A class of Rényi information estimators for multidimensional densities

Leonenko, Nikolai, Pronzato, Luc, Savani, Vippal

Journal:

The Annals of Statistics

Year:

2008

Language:

english

File:

PDF, 345 KB

english, 2008

12

Non-central limit theorems for random fields subordinated to gamma-correlated random fields

Leonenko, Nikolai, Ruiz-Medina, M. Dolores, Taqqu, Murad S.

Journal:

Year:

2017

Language:

english

File:

PDF, 346 KB

english, 2017

13

On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields

Avram, Florin, Leonenko, Nikolai, Sakhno, Ludmila

Journal:

ESAIM Probability and Statistics

Year:

2010

Language:

english

File:

PDF, 606 KB

english, 2010

14

Spectral Analysis of Fractional Hyperbolic Diffusion Equations with Random Data

Leonenko, Nikolai, Vaz, Jayme

Journal:

Journal of Statistical Physics

Year:

2020

File:

PDF, 2.49 MB

2020

15

Tempered fractional Poisson processes and fractional equations with Z -transform

Gupta, Neha, Kumar, Arun, Leonenko, Nikolai

Journal:

Stochastic Analysis and Applications

Year:

2020

File:

PDF, 1.53 MB

2020

16

Characteristic function estimation of Ornstein–Uhlenbeck-based stochastic volatility models

Emanuele Taufer, Nikolai Leonenko, Marco Bee

Journal:

Computational Statistics & Data Analysis

Year:

2011

Language:

english

File:

PDF, 678 KB

english, 2011

17

Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions

Nikolai N. Leonenko, Emanuele Taufer

Journal:

Journal of Statistical Planning and Inference

Year:

2006

Language:

english

File:

PDF, 203 KB

english, 2006

18

On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields

Nikolai N. Leonenko, Michail M. Sharapov, Ahmed H. El-Bassiouny

Journal:

Statistics & Probability Letters

Year:

2000

Language:

english

File:

PDF, 111 KB

english, 2000

19

On the rate of convergence to the normal law for solutions of the Burgers equation with singular initial data

Nikolai N. Leonenko, Enzo Orsingher, Victoria N. Parkhomenko

Journal:

Journal of Statistical Physics

Year:

1996

Language:

english

File:

PDF, 446 KB

english, 1996

20

On the Kaplan–Meier Estimator of Long-Range Dependent Sequences

Nikolai N. Leonenko, Ludmila M. Sakhno

Journal:

Statistical Inference for Stochastic Processes

Year:

2001

Language:

english

File:

PDF, 169 KB

english, 2001

21

Gaussian Limiting Behavior of the Rescaled Solution to the Linear Korteweg–de Vries Equation with Random Initial Conditions

Luisa Beghin, Viktoria P. Knopova, Nikolai N. Leonenko, Enzo Orsingher

Journal:

Journal of Statistical Physics

Year:

2000

Language:

english

File:

PDF, 110 KB

english, 2000

22

Scaling Limits of Solutions of the Heat Equation for Singular Non-Gaussian Data

Nikolai N. Leonenko, Wojbor A. Woyczynski

Journal:

Journal of Statistical Physics

Year:

1998

Language:

english

File:

PDF, 481 KB

english, 1998

23

The sample autocorrelation function and the detection of long-memory processes

Hossein Hassani, Nikolai Leonenko, Kerry Patterson

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2012

Language:

english

File:

PDF, 293 KB

english, 2012

24

Multifractal models via products of geometric OU-processes: Review and applications

Nikolai Leonenko, Stuart Petherick, Emanuele Taufer

Journal:

Physica A: Statistical Mechanics and its Applications

Year:

2013

Language:

english

File:

PDF, 588 KB

english, 2013

25

Fractional Pearson diffusions

Leonenko, Nikolai N., Meerschaert, Mark M., Sikorskii, Alla

Journal:

Journal of Mathematical Analysis and Applications

Year:

2013

Language:

english

File:

PDF, 436 KB

english, 2013

26

Fractional Poisson Fields

Leonenko, Nikolai, Merzbach, Ely

Journal:

Methodology and Computing in Applied Probability

Year:

2015

Language:

english

File:

PDF, 339 KB

english, 2015

27

Hyperbolic Vector Random Fields with Hyperbolic Direct and Cross Covariance Functions

Du, Juan, Leonenko, Nikolai, Ma, Chunsheng, Shu, Hong

Journal:

Stochastic Analysis and Applications

Year:

2012

Language:

english

File:

PDF, 160 KB

english, 2012

28

Disaggregation of spatial autoregressive processes

Leonenko, Nikolai, Taufer, Emanuele

Journal:

Spatial Statistics

Year:

2013

Language:

english

File:

PDF, 1.94 MB

english, 2013

29

Correlation structure of fractional Pearson diffusions

Leonenko, Nikolai N., Meerschaert, Mark M., Sikorskii, Alla

Journal:

Computers & Mathematics with Applications

Year:

2013

Language:

english

File:

PDF, 386 KB

english, 2013

30

Detecting multifractal stochastic processes under heavy-tailed effects

Grahovac, Danijel, Leonenko, Nikolai N.

Journal:

Chaos, Solitons & Fractals

Year:

2014

Language:

english

File:

PDF, 834 KB

english, 2014

31

Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions

Avram, Florin, Leonenko, Nikolai, Rabehasaina, Landy

Journal:

Stochastic Analysis and Applications

Year:

2009

Language:

english

File:

PDF, 203 KB

english, 2009

32

Multifractal Products of Stationary Diffusion Processes

Anh, Vo V., Leonenko, Nikolai N., Shieh, Narn-Rueih

Journal:

Stochastic Analysis and Applications

Year:

2009

Language:

english

File:

PDF, 185 KB

english, 2009

33

Domenico Marinucci and Giovanni Peccati, Random Fields on the Sphere: Representation, Limit Theorems and Cosmological Applications London Mathematical Society Lecture Notes Series 389. Published by the Cambridge University Press, Cambridge, 2011. Number o

Leonenko, Nikolai

Journal:

Journal of Time Series Analysis

Year:

2013

Language:

english

File:

PDF, 172 KB

english, 2013

34

On the rate of convergence to Rosenblatt-type distribution

Anh, Vo, Leonenko, Nikolai, Olenko, Andriy

Journal:

Journal of Mathematical Analysis and Applications

Year:

2015

Language:

english

File:

PDF, 526 KB

english, 2015

35

RÉNYI FUNCTION FOR MULTIFRACTAL RANDOM FIELDS

LEONENKO, NIKOLAI N., SHIEH, NARN-RUEIH

Journal:

Year:

2013

Language:

english

File:

PDF, 234 KB

english, 2013

36

Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data

Grahovac, Danijel, Jia, Mofei, Leonenko, Nikolai, Taufer, Emanuele

Journal:

Year:

2014

Language:

english

File:

PDF, 612 KB

english, 2014

37

Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities

Avram, Florin, Leonenko, Nikolai, Sakhno, Ludmila

Journal:

Stochastic Processes and their Applications

Year:

2015

Language:

english

File:

PDF, 293 KB

english, 2015

38

On a class of minimum contrast estimators for Gegenbauer random fields

Espejo, Rosa M., Leonenko, Nikolai N., Olenko, Andriy, Ruiz-Medina, María D.

Journal:

Year:

2015

Language:

english

File:

PDF, 1.34 MB

english, 2015

39

Scaling Properties of the Empirical Structure Function of Linear Fractional Stable Motion and Estimation of Its Parameters

Grahovac, Danijel, Leonenko, Nikolai N., Taqqu, Murad S.

Journal:

Journal of Statistical Physics

Year:

2015

Language:

english

File:

PDF, 476 KB

english, 2015

40

Simulation of multifractal products of Ornstein–Uhlenbeck type processes

Anh, Vo V, Leonenko, Nikolai N, Shieh, Narn-Rueih, Taufer, Emanuele

Journal:

Year:

2010

Language:

english

File:

PDF, 452 KB

english, 2010

41

Gegenbauer random fields

Espejo, Rosa M., Leonenko, Nikolai N., Ruiz-Medina, María D.

Journal:

Random Operators and Stochastic Equations

Year:

2014

Language:

english

File:

PDF, 595 KB

english, 2014

42

Using High Performance Algorithms for the Hybrid Simulation of Disease Dynamics on CPU and GPU

Leonenko, Vasiliy N., Pertsev, Nikolai V., Artzrouni, Marc

Journal:

Procedia Computer Science

Year:

2015

Language:

english

File:

PDF, 385 KB

english, 2015

43

CORRECTION: A CLASS OF RÉNYI INFORMATION ESTIMATORS FOR MULTIDIMENSIONAL DENSITIES

Nikolai Leonenko and Luc Pronzato

Journal:

The Annals of Statistics

Year:

2010

Language:

english

File:

PDF, 254 KB

english, 2010

44

Asymptotic optimal designs under long-range dependence error structure

HOLGER DETTE, NIKOLAI LEONENKO, ANDREY PEPELYSHEV and ANATOLY ZHIGLJAVSKY

Journal:

Year:

2009

Language:

english

File:

PDF, 1.24 MB

english, 2009

45

A Class of Rényi Information Estimators for Multidimensional Densities

Nikolai Leonenko, Luc Pronzato and Vippal Savani

Journal:

The Annals of Statistics

Year:

2008

Language:

english

File:

PDF, 1.95 MB

english, 2008

46

Fractional spherical random fields

D’Ovidio, Mirko, Leonenko, Nikolai, Orsingher, Enzo

Journal:

Statistics & Probability Letters

Year:

2016

Language:

english

File:

PDF, 408 KB

english, 2016

47

The fractional non-homogeneous Poisson process

Leonenko, Nikolai, Scalas, Enrico, Trinh, Mailan

Journal:

Statistics & Probability Letters

Year:

2016

Language:

english

File:

PDF, 464 KB

english, 2016

48

Sojourn measures of Student and Fisher–Snedecor random fields

Leonenko, Nikolai, Olenko, Andriy

Journal:

Year:

2014

Language:

english

File:

PDF, 476 KB

english, 2014

49

Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra

Ivanov, Alexander V., Leonenko, Nikolai, Ruiz-Medina, María D., Savich, Irina N.

Journal:

The Annals of Probability

Year:

2013

Language:

english

File:

PDF, 250 KB

english, 2013

50

Correction to “Asymptotic optimal designs under long-range dependence error structure” Bernoulli 15 (2009) 1036–1056

Dette, Holger, Leonenko, Nikolai, Pepelyshev, Andrey, Zhigljavsky, Anatoly

Journal:

Year:

2012

Language:

english

File:

PDF, 29 KB

english, 2012