Yr Athro Mykola Leonenko

Athro

I have been a Professor at Cardiff University since 2006. I joined the University as a lecturer in 2000 becoming a Reader in 2003.

2025

Leonenko, N. and Ruiz-Medina, M. D. 2025. High-level moving excursions for spatiotemporal Gaussian random fields with long range dependence. Journal of Statistical Physics 192, article number: 19. (10.1007/s10955-025-03396-y)
Leonenko, N., Liu, A. and Shchestyuk, N. 2025. Student models for a risky asset with dependence: Option pricing and Greeks. Austrian Journal of Statistics 54(1), pp. 138-165. (10.17713/ajs.v54i1.1952)

2024

Leonenko, N., Maini, L., Nourdin, I. and Pistolato, F. 2024. Limit theorems for p-domain functionals of stationary Gaussian fields. Electronic Journal of Probability 29, article number: 136. (10.1214/24-EJP1197)
Gupta, N., Kumar, A., Leonenko, N. and Vaz, J. 2024. Generalized fractional derivatives generated by Dickman subordinator and related stochastic processes. Fractional Calculus and Applied Analysis 27, pp. 1527-1563. (10.1007/s13540-024-00289-x)
Leonenko, N., Olenko, A. and Vaz, J. 2024. On fractional spherically restricted hyperbolic diffusion random field. Communications in Nonlinear Science and Numerical Simulation 131, article number: 107866. (10.1016/j.cnsns.2024.107866)

2023

Leonenko, N. N., Salinger, Z., Sikorskii, A., Suvak, N. and Boivin, M. J. 2023. Multimodal diffusion model for increments of electroencephalogram data. Stochastic Environmental Research and Risk Assessment 37, pp. 4695-4706. (10.1007/s00477-023-02524-y)
Bhootna, N., Dhull, M. S., Kumar, A. and Leonenko, N. 2023. Humbert generalized fractional differenced ARMA processes. Communications in Nonlinear Science and Numerical Simulation 125, article number: 107412. (10.1016/j.cnsns.2023.107412)
Leonenko, N. N. and Ruiz-Medina, M. D. 2023. Sojourn functionals for spatiotemporal Gaussian random fields with long memory. Journal of Applied Probability 60(1), pp. 148-165. (10.1017/jpr.2022.30)
Leonenko, N. N., Salinger, Z., Sikorskii, A., Suvak, N. and Boivin, M. 2023. Generalized Gaussian time series model for increments of EEG data. Statistics and Its Interface 16, pp. 17-29. (10.4310/21-SII692)

2022

Cadirci, M. S., Evans, D., Leonenko, N. and Makogin, V. 2022. Entropy-based test for generalized Gaussian distributions. Computational Statistics & Data Analysis 173, article number: 107502. (10.1016/j.csda.2022.107502)
Ascione, G., Leonenko, N. and Pirozzi, E. 2022. Non-local solvable birth-death processes. Journal of Theoretical Probability 35, pp. 1284-1323. (10.1007/s10959-021-01087-4)
Leonenko, N. and Podlubny, I. 2022. Monte Carlo method for fractional-order differentiation of higher order. Fractional Calculus and Applied Analysis 25, pp. 841-857. (10.1007/s13540-022-00048-w)
Leonenko, N. and Podlubny, I. 2022. Monte Carlo method for fractional order differentiation. Fractional Calculus and Applied Analysis 25, pp. 346-361. (10.1007/s13540-022-00017-3)
Ascione, G., Leonenko, N. and Pirozzi, E. 2022. Skorokhod reflaction problem for delayed Brownian motion with application to fractional queues. Symmetry 14(3), article number: 615. (10.3390/sym14030615)
Gupta, N., Kumar, A. and Leonenko, N. 2022. A generalization of multifractional Brownian motion. Fractal and Fractional 6(2), article number: 74. (10.3390/fractalfract6020074)
Leonenko, N. and Pirozzi, E. 2022. First passage times for some classes of fractional time-changed diffusions. Stochastic Analysis and Applications 40(4), pp. 735-763. (10.1080/07362994.2021.1953386)
Leonenko, N., Malyarenko, A. and Olenko, A. 2022. On spectral theory of random fields in the ball. Theory of Probability and Mathematical Statistics 107, pp. 61-76. (10.1090/tpms/1175)

2021

Leonenko, M., Macci, C. and Pacchiarotti, B. 2021. Large deviations for a class of tempered subordinators and their inverse processes. Proceedings of the Royal Society of Edinburgh: Section A Mathematics 151(6), pp. 2030-2050. (10.1017/prm.2020.95)
Leonenko, N., Makogin, V. and Cadirci, M. 2021. The entropy based goodness of fit tests for generalized von Mises-Fisher distributions and beyond. Electronic Journal of Statistics 15(2), pp. 6344-6381. (10.1214/21-ejs1946)
Ascione, G., Leonenko, N. and Pirozzi, E. 2021. Time-non-local Pearson diffusions. Journal of Statistical Physics 183, article number: 48. (10.1007/s10955-021-02786-2)
Grahovac, D., Leonenko, N. N. and Taqqu, M. S. 2021. Intermittency and infinite variance: the case of integrated supOU processes. Electronic Journal of Probability 26, pp. 1-31. (10.1214/21-EJP623)
Ascione, G., Leonenko, M. and Pirozzi, E. 2021. Fractional immigration-death processes. Journal of Mathematical Analysis and Applications 495(2), article number: 124768. (10.1016/j.jmaa.2020.124768)
Leonenko, N., Nanayakkara, R. and Olenko, A. 2021. Analysis of spherical monofractal and multifractal random fields. Stochastic Environmental Research and Risk Assessment 35, pp. 681-701. (10.1007/s00477-020-01911-z)
Gupta, N., Kumar, A. and Leonenko, N. 2021. Stochastic models with mixtures of tempered stable subordinators. Mathematical Communications 26(1), pp. 77-99.
Hainaut, D. and Leonenko, M. 2021. Option pricing in illiquid markets: a fractional jump-diffusion approach. Journal of Computational and Applied Mathematics 381, article number: 112995. (10.1016/j.cam.2020.112995)

2020

Grahovac, D., Leonenko, N. N. and Taqqu, M. S. 2020. The multifaceted behavior of integrated supOU processes: The infinite variance case. Journal of Theoretical Probability 33, pp. 1801-1831. (10.1007/s10959-019-00935-8)
Gupta, H., Kumar, A. and Leonenko, N. 2020. Skellam type processes of order K and beyond. Entropy 22(11), article number: 1193. (10.3390/e22111193)
Kulik, A. M., Leonenko, N. N., Papic, I. and Suvak, N. 2020. Parameter estimation for non-stationary Fisher-Snedecor diffusion. Methodology and Computing in Applied Probability 22, pp. 1023-1061. (10.1007/s11009-019-09755-z)
Ascione, G., Leonenko, N. and Pirozzi, E. 2020. Fractional Erlang queues. Stochastic Processes and their Applications 130(6), pp. 3249-3276. (10.1016/j.spa.2019.09.012)
Leonenko, N. N., Papic, I., Sikorskii, A. and Suvak, N. 2020. Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology. Journal of Mathematical Analysis and Applications 486(2), article number: 123934. (10.1016/j.jmaa.2020.123934)
Ivanov, A., Leonenko, N. and Orlovskyi, I. 2020. On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models. Statistical Inference for Stochastic Processes 23, pp. 129-169. (10.1007/s11203-019-09206-z)
Leonenko, N. and Vaz Jr., J. 2020. Spectral analysis of fractional hyperbolic diffusion equations with random data. Journal of Statistical Physics 179, pp. 155-175. (10.1007/s10955-020-02520-4)
Broadbridge, P., Kolesnik, A. D., Leonenko, N., Olenko, A. and Omari, D. 2020. Spherically restricted random hyperbolic diffusion. Entropy 22(2), article number: 217. (10.3390/e22020217)
Kumar, A., Leonenko, N. and Pichler, A. 2020. Fractional risk process in insurance. Mathematics and Financial Economics 14, pp. 43-65. (10.1007/s11579-019-00244-y)
Lu, T., Leonenko, N. and Ma, C. 2020. Series representations of isotropic random fields on balls. Statistics and Probability Letters 156, article number: 108583. (10.1016/j.spl.2019.108583)
Leonenko, N. N. and Papic, I. 2020. Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator. Communications in Statistics - Theory and Methods 49(20), pp. 5091-5113. (10.1080/03610926.2019.1612918)
Alodat, T., Leonenko, N. and Olenko, A. 2020. Limit theorems for filtered long-range dependent random fields. Stochastics: An International Journal of Probability and Stochastic Processes 92(8), pp. 1175-1196. (10.1080/17442508.2019.1691211)
Gupta, N., Kumar, A. and Leonenko, N. 2020. Tempered fractional Poisson processes and fractional equations with Z-transform. Stochastic Analysis and Applications 38(5), pp. 939-957. (10.1080/07362994.2020.1748056)

2019

Grahovac, D., Leonenko, N. N. and Taqqu, M. S. 2019. Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes. Stochastic Processes and their Applications 129(12), pp. 5113-5150. (10.1016/j.spa.2019.01.010)
Brodbridge, P., Kolesnik, A. D., Leonenko, N. and Olenko, A. 2019. Random spherical hyperbolic diffusion. Journal of Statistical Physics 177(5), pp. 889-916. (10.1007/s10955-019-02395-0)
Anh, V., Leonenko, N. N., Olenko, A. and Vaskovych, V. 2019. On rate of convergence in non-central limit theorems. Bernoulli 25(4A), pp. 2920-2948. (10.3150/18-BEJ1075)
Grahovac, D., Leonenko, N., Sikorskii, A. and Taqqu, M. S. 2019. The unusual properties of aggregated superpositions of Ornstein-Uhlenback type processes. Bernoulli 25(361), pp. 2029-2050.
Bourguin, S., Campese, S., Leonenko, N. and Taqqu, M. S. 2019. Four moments theorems on Markov chaos. Annals of Probability 47(3), pp. 1417-1446. (10.1214/18-AOP1287)
Leonenko, N., Scalas, E. and Trinh, M. 2019. Limit theorems for the fractional non-homogeneous Poisson process. Journal of Applied Probability 56(1), pp. 246-264. (10.1017/jpr.2019.16)

2018

Leonenko, N., Papic, I., Sikorski, A. and Suvak, N. 2018. Correlated continuous time random walks and fractional Pearson diffusions. Bernoulli 24(4B), pp. 3603-3627. (10.3150/17-BEJ972)
Leonenko, N., Taqqu, M. S. and Terdik, G. H. 2018. Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem. Electronic Journal of Statistics 12(2), pp. 3114-3146. (10.1214/18-EJS1473)
Ascione, G., Leonenko, N. and Pirozzi, E. 2018. Fractional queues with catastrophes and their transient behaviour. Mathematics 6(9), article number: 159. (10.3390/math6090159)
Grahovac, D. and Leonenko, N. 2018. Bounds on the support of the multifractal spectrum of stochastic processes. Fractals 26(4), article number: 1850055X. (10.1142/S0218348X1850055X)
Grahovac, D., Leonenko, N. and Taqqu, M. S. 2018. Intermittency of trawl processes. Statistics and Probability Letters 137, pp. 235-242. (10.1016/j.spl.2018.01.030)
Aletti, G., Leonenko, N. and Merzbach, E. 2018. Fractional Poisson fields and martingales. Journal of Statistical Physics 170(4), pp. 700-730. (10.1007/s10955-018-1951-y)
Wang, F., Leonenko, N. and Ma, C. 2018. Isotropic random fields with infinite divisible distributions. Stochastic Analysis and Applications 36, pp. 189-208. (10.1080/07362994.2017.1385028)
Leonenko, N., Papic, I., Sikorskii, A. and Suvak, N. 2018. Ehrenfest-Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion. Theory of Probability and Mathematical Statistics 2(99), pp. 123-133.

2017

Leonenko, N. and Ruiz-Medina, M. 2017. Increasing domain asymptotics for the first Minkowski functional of spherical random fields. Theory of Probability and Mathematical Statistics 97, pp. 127-149. (10.1090/tpms/1053)
Leonenko, N., Papic, I., Sikorskii, A. and Suvak, N. 2017. Heavy-tailed fractional Pearson diffusions. Stochastic Processes and their Applications 127(11), pp. 3512-3535. (10.1016/j.spa.2017.03.004)
Anh, V. V., Leonenko, N. N. and Sikorskii, A. 2017. Stochastic representation of fractional Bessel-Riesz motion. Chaos, Solitons and Fractals 102, pp. 135-139. (10.1016/j.chaos.2017.04.039)
Leonenko, N. and Malyarenko, A. 2017. Matérn class tesor-valued random fields and beyond. Journal of Statistical Physics 168(6), pp. 1276-1301. (10.1007/s10955-017-1847-2)
Leonenko, N., Ruiz-Medina, M. D. and Taqqu, M. S. 2017. Non-central limit theorems for random fields subordinated to gamma-correlated random fields. Bernoulli 23(4B), pp. 3469-3507. (10.3150/16-BEJ853)
Castelli, F., Leonenko, N. and Shchestyuk, N. N. 2017. Student-like models for risky asset with dependence. Stochastic Analysis and Applications 35, pp. 452-464. (10.1080/07362994.2016.1266945)
Leonenko, N., Scalas, E. and Trinh, M. 2017. The fractional non-homogeneous Poisson process. Statistics and Probablity Letters 120, pp. 147-156. (10.1016/j.spl.2016.09.024)
Leonenko, N., Ruiz-Medina, M. D. and Taqqu, M. S. 2017. Rosenblatt distribution subordinated to Gaussian fields with long-range dependence. Stochastic Analysis and Applications 35(1), pp. 144-177.
Alomari, H. M., Frias, M., Leonenko, N. N., Medina, M. D. R., Sakhno, L. and Torres, A. 2017. Asymptotic properties of parameter estimates for random fields with tapered data. Electronic Journal of Statistics 11(2), pp. 3332-3367. (10.1214/17-EJS1315)
Anh, V. V. and Leonenko, N. N. 2017. Fractional Stokes-Boussinesq-Langevin equationand Mittag-Leffler correlation decay. Theory of Probability and Mathematical Statistics 1(98), pp. 8-28.

2016

Anh, V. V., Leonenko, N. N. and Ruiz-Medina, M. D. 2016. Fractional-in-time and multifracational-in-space stochastic partial differential equations. Fractional Calculus and Applied Analysis 19(6) (10.1515/fca-2016-0074)
Grahovac, D., Leonenko, N. N., Sikorskii, A. and Tesnjak, I. 2016. Intermittency of superpositions of Ornstein-Uhlenbeck type processes. Journal of Statistical Physics 165, pp. 390-408. (10.1007/s10955-016-1616-7)
Anh, V. V., Leonenko, N. and Ruiz-Medina, M. 2016. Space-time fractional stochastic equations on regular bounded open domains. Fractional Calculus and Applied Analysis 19(5), pp. 1161-1199.
Denisov, D. and Leonenko, N. 2016. Limit theorems for multifractal products of geometric stationary processes. Bernoulli 22(4), pp. 2579-2608. (10.3150/15-BEJ738)
D'Ovidio, M., Leonenko, N. N. and Orsingher, E. 2016. Fractional spherical random fields. Statistics & Probability Letters 116, pp. 146-156. (10.1016/j.spl.2016.04.011)
Denisov, D. and Leonenko, N. 2016. Multifractal scenarios for products of geometric Levy-based stationary models. Stochastic Analysis and Applications 34(4), pp. 610-643. (10.1080/07362994.2016.1164606)

2015

Espejo, R. M., Leonenko, N. N., Olenko, A. and Ruiz-Medina, M. D. 2015. On a class of minimum contrast estimators for Gegenbauer random fields. TEST 24(4), pp. 657-680. (10.1007/s11749-015-0428-4)
Anh, V., Leonenko, N. N. and Olenko, A. 2015. On the rate of convergence to Rosenblatt-type distribution. Journal of Mathematical Analysis and Applications 425(1), pp. 111-132. (10.1016/j.jmaa.2014.12.016)
Avram, F., Leonenko, N. and Sakhno, L. 2015. Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities. Stochastic Processes and their Applications 125(4), pp. 1629-1652. (10.1016/j.spa.2014.11.010)
Leonenko, N. N. and Merzbach, E. 2015. Fractional Poisson fields. Methodology and Computing in Applied Probability 17(1), pp. 155-168., article number: 10.1007/s11009-013-9354-7. (10.1007/s11009-013-9354-7)
Ivanov, A. V., Leonenko, N. N., Ruiz-Medina, M. D. and Zhurakovsky, B. M. 2015. Estimation of harmonic component in regression with cyclically dependent errors. Statistics: A Journal of Theoretical and Applied Statistics 49(1), pp. 156-186. (10.1080/02331888.2013.864656)
Grahovac, D., Leonenko, N. N. and Taqqu, M. S. 2015. Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters. Journal of Statistical Physics 158(1), pp. 105-119. (10.1007/s10955-014-1126-4)

2014

Grahovac, D., Jia, M., Leonenko, N. N. and Taufer, E. 2014. Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data. Statistics 6, pp. 1221-1242. (10.1080/02331888.2014.969267)
Grahovac, D. and Leonenko, N. N. 2014. Detecting multifractal stochastic processes under heavy-tailed effects. Chaos, Solitons & Fractals 65, pp. 78-89. (10.1016/j.chaos.2014.04.016)
Kerss, A. D., Leonenko, N. and Sikorskii, A. 2014. Risky asset models with tempered stable fractal activity time. Stochastic Analysis and Applications 32(4), pp. 642-663. (10.1080/07362994.2014.913183)
Kerss, A., Leonenko, N. N. and Sikorskii, A. 2014. Fractional Skellam processes with applications to finance. Fractional Calculus and Applied Analysis 17(2), pp. 532-551. (10.2478/s13540-014-0184-2)
Källberg, D., Leonenko, N. N. and Seleznjev, O. 2014. Statistical estimation of quadratic Rényi entropy for a stationary m-dependent sequence. Journal of Nonparametric Statistics 26(2), pp. 385-411. (10.1080/10485252.2013.854438)
Leonenko, N. N. and Olenko, A. 2014. Sojourn measures of Student and Fisher-Snedecor random fields. Bernoulli 20(3), pp. 1454-1483. (10.3150/13-BEJ529)

2013

Kulik, A. M. and Leonenko, N. N. 2013. Ergodicity and mixing bounds for the Fisher-Snedecor diffusion. Bernoulli 19(5B), pp. 2153-2779. (10.3150/12-BEJ453)
Leonenko, N. N., Meerschaert, M. M. and Sikorskii, A. 2013. Fractional Pearson diffusions. Journal of Mathematical Analysis and Applications 403(2), pp. 532-546. (10.1016/j.jmaa.2013.02.046)
Leonenko, N. N. and Shieh, N. 2013. Rényi function for multifractal random fields. Fractals 21(2), article number: 1350009. (10.1142/S0218348X13500096)
Avram, F., Leonenko, N. N. and Šuvak, N. 2013. Spectral representation of transition density of Fisher-Snedecor diffusion. Stochastics 82(2), pp. 346-369. (10.1080/17442508.2013.775285)
Leonenko, N. N., Petherick, S. and Taufer, E. 2013. Multifractal models via products of geometric OU-processes: Review and applications. Physica A: Statistical Mechanics and its Applications 392(1), pp. 7-16. (10.1016/j.physa.2012.08.013)
Ivanov, A. V., Leonenko, N. N., Ruiz-Medina, M. D. and Savich, I. N. 2013. Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra. The Annals of Probability 41(2), pp. 1088-1114. (10.1214/12-AOP775)
Leonenko, N. N., Meerschaert, M. M. and Sikorskii, A. 2013. Correlation structure of fractional Pearson diffusions. Computers & Mathematics with Applications 66(5), pp. 737-745. (10.1016/j.camwa.2013.01.009)
Leonenko, N. N. and Taufer, E. 2013. Disaggregation of spatial autoregressive processes. Spatial Statistics 3, pp. 1-20. (10.1016/j.spasta.2013.01.001)
Anh, V. V., Leonenko, N. N. and Ruiz-Medina, M. D. 2013. Macroscaling limit theorems for filtered spatiotemporal random fields. Stochastic Analysis and Applications 31(3), pp. 460-508. (10.1080/07362994.2013.777280)

2012

Hassani, H., Leonenko, N. N. and Patterson, K. 2012. The sample autocorrelation function and the detection of long-memory processes. Physica A: Statistical Mechanics and its Applications 391(24), pp. 6367-6379. (10.1016/j.physa.2012.07.062)
Avram, F., Leonenko, N. N. and Suvak, N. 2012. Hypothesis testing for Fisher-Snedecor diffusion. Journal of Statistical Planning and Inference 142(8), pp. 2308-2321. (10.1016/j.jspi.2012.02.055)
Leonenko, N. N. and Olenko, A. 2012. Tauberian and Abelian theorems for long-range dependent random fields. Methodology and Computing in Applied Probability, pp. n/a. (10.1007/s11009-012-9276-9)
Leonenko, N. N., Petherick, S. G. and Sikorskii, A. 2012. Fractal activity time models for risky asset with dependence and generalized hyperbolic distributions. Stochastic Analysis and Applications 30(3), pp. 476-492. (10.1080/07362994.2012.668443)
Leonenko, N. N. and Sakhno, L. 2012. On spectral representations of tensor random fields on the sphere. Stochastic Analysis and Applications 30(1), pp. 44-66. (10.1080/07362994.2012.628912)
Du, J., Leonenko, N. N., Ma, C. and Shu, H. 2012. Hyperbolic vector random fields with hyperbolic direct and cross covariance functions. Stochastic Analysis and Applications 30(4), pp. 662-674. (10.1080/07362994.2012.684325)

2011

Taufer, E., Leonenko, N. N. and Bee, M. 2011. Characteristic function estimation of Ornstein–Uhlenbeck-based stochastic volatility models. Computational Statistics & Data Analysis 55(8), pp. 2525-2539. (10.1016/j.csda.2011.02.016)
Avram, F., Leonenko, N. N. and Šuvak, N. 2011. Parameter estimation for Fisher–Snedecor diffusion. Statistics 45(1), pp. 27-42. (10.1080/02331888.2010.541249)
Leonenko, N. N., Ruiz-Medina, M. D. and Taqqu, M. S. 2011. Fractional elliptic, hyperbolic and parabolic random fields. Electronic Journal of Probability 16, pp. 1134-1172., article number: 40. (10.1214/EJP.v16-891)

2010

Leonenko, N. N. and Seleznjev, O. 2010. Statistical inference for the ϵ-entropy and the quadratic Rényi entropy. Journal of Multivariate Analysis 101(9), pp. 1981-1994. (10.1016/j.jmva.2010.05.009)
Avram, F., Leonenko, N. N. and Sakhno, L. 2010. On a Szegö type limit theorem, the Hölder-Young-Brascamp-Lieb inequality, and the asymptotic theory of integrals and quadratic forms of stationary fields. ESAIM: Probability and Statistics 14, pp. 210-255. (10.1051/ps:2008031)
Anh, V. V., Leonenko, N. N., Shieh, N. and Taufer, E. 2010. Simulation of multifractal products of Ornstein–Uhlenbeck type processes. Nonlinearity 23(4), pp. 823-843. (10.1088/0951-7715/23/4/004)
Leonenko, N. N. and Šuvak, N. 2010. Statistical inference for reciprocal gamma diffusion process. Journal of Statistical Planning and Inference 140(1), pp. 30-51. (10.1016/j.jspi.2009.06.009)
Leonenko, N. N. and Šuvak, N. 2010. Statistical Inference for Student Diffusion Process. Stochastic Analysis and Applications 28(6), pp. 972-1002. (10.1080/07362994.2010.515476)
Leonenko, N. N. and Ruiz-Medina, M. D. 2010. Spatial Scalings for Randomly Initialized Heat and Burgers Equations with Quadratic Potentials. Stochastic Analysis and Applications 28(2), pp. 303-321. (10.1080/07362990903546561)
Leonenko, N. N. and Pronzato, L. 2010. Correction: A class of Rényi information estimators for multidimensional densities. Annals of Statistics 38(6), pp. 3837-3838. (10.1214/10-AOS773)
Liu, F., Meerschaert, M. M., Momani, S., Leonenko, N. N., Chen, W. and Agrawal, O. P. 2010. Fractional Differential Equations [Editorial]. International Journal of Differential Equations 2010, article number: 215856. (10.1155/2010/215856)

2009

Avram, F., Leonenko, N. N. and Rabehasaina, L. 2009. Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions. Stochastic Analysis and Applications 27(4), pp. 770-796. (10.1080/07362990902976611)
Anh, V. V., Leonenko, N. N. and Shieh, N. 2009. Multifractal scaling of products of birth–death processes. Bernoulli 15(2), pp. 508-531. (10.3150/08-BEJ156)
Anh, V. V., Leonenko, N. N. and Shieh, N. 2009. Multifractal Products of Stationary Diffusion Processes. Stochastic Analysis and Applications 27(3), pp. 475-499. (10.1080/07362990802679091)
Taufer, E. and Leonenko, N. N. 2009. Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution. Computational Statistics & Data Analysis 53(6), pp. 2427-2437. (10.1016/j.csda.2008.02.026)
Taufer, E. and Leonenko, N. N. 2009. Characteristic function estimation of non-Gaussian Ornstein-Uhlenbeck processes. Journal of Statistical Planning and Inference 139(9), pp. 3050-3063. (10.1016/j.jspi.2009.02.007)
Dette, H., Leonenko, N. N., Pepelyshev, A. and Zhigljavsky, A. A. 2009. Asymptotic optimal designs under long-range dependence error structure. Bernoulli 15(4), pp. 1036-1056. (10.3150/09-BEJ185)

2008

Leonenko, N. N. and Ruiz-Medina, M. D. 2008. Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications. Methodology and Computing in Applied Probability 10(4), pp. 595-620. (10.1007/s11009-007-9069-8)
Anh, V. and Leonenko, N. N. 2008. Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes. Statistics and Probability Letters 78(11), pp. 1274-1282. (10.1016/j.spl.2007.11.019)
Bakeerathan, G. and Leonenko, N. N. 2008. Linnik processes. Random Operators and Stochastic Equations 16(2), pp. 109-130. (10.1515/ROSE.2008.007)
Ivanov, A. and Leonenko, N. N. 2008. Semiparametric analysis of long-range dependence in nonlinear regression. Journal of Statistical Planning and Inference 138(6), pp. 1733-1753. (10.1016/j.jspi.2007.06.027)
Anh, V. V., Leonenko, N. N. and Shieh, N. 2008. Log-Euler’s gamma multifractal scenario for products of Ornstein-Uhlenbeck type processes. Mathematical Communications 13(2), pp. 133 -148.
Anh, V. V., Leonenko, N. N. and Shieh, N. 2008. Multifractality of products of geometric Ornstein-Uhlenbeck-type processes. Advances in Applied Probability 40(4), pp. 1129-1156. (10.1239/aap/1231340167)
Leonenko, N. N., Pronzato, L. and Savani, V. 2008. A class of Rényi information estimators for multidimensional densities. Annals of Statistics 36(5), pp. 2153-2182. (10.1214/07-AOS539)

2007

Anh, V. V., Leonenko, N. N. and Sakhno, L. 2007. Statistical inference using higher-order information. Journal of Multivariate Analysis 98(4), pp. 706-742. (10.1016/j.jmva.2006.09.009)
Anh, V. V., Leonenko, N. N. and Sakhno, L. 2007. Minimum contrast estimation of random processes based on information of second and third orders. Journal of Statistical Planning and Inference 137(4), pp. 1302-1331. (10.1016/j.jspi.2006.03.001)
Leonenko, N. N., Savani, V. and Zhigljavsky, A. A. 2007. Autoregressive negative binomial processes. Annales de l'Institut de Statistique de l'Universite de Paris 51(1), pp. 25-47.

2006

Anh, V. V., Leonenko, N. N. and Sakhno, L. 2006. Spectral properties of Burgers and KPZ turbulence. Journal of Statistical Physics 122(5), pp. 949-974. (10.1007/s10955-005-9009-3)
Leonenko, N. N. and Ruiz-Medina, M. D. 2006. Scaling Laws for the Multidimensional Burgers Equation with Quadratic External Potential. Journal of Statistical Physics 124(1), pp. 191-205. (10.1007/s10955-006-9136-5)
Leonenko, N. N. and Sakhno, L. M. 2006. On the Whittle estimators for some classes of continuous-parameter random processes and fields. Statistics & Probability Letters 76(8), pp. 781-795. (10.1016/j.spl.2005.10.010)
Leonenko, N. N. and Taufer, E. 2006. Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions. Journal of Statistical Planning and Inference 136(4), pp. 1220-1236. (10.1016/j.jspi.2004.09.011)

2005

Heyde, C. C. and Leonenko, N. N. 2005. Student processes. Advances in Applied Probability 37(2), pp. 342-365. (10.1239/aap/1118858629)
Barndorff-Nielsen, O. E. and Leonenko, N. N. 2005. Burgers' turbulence problem with linear or quadratic external potential. Journal of Applied Probability 42(2), pp. 550-565. (10.1239/jap/1118777187)
Kelbert, M. Y., Leonenko, N. N. and Ruiz-Medina, M. D. 2005. Fractional random fields associated with stochastic fractional heat equations. Advances in Applied Probability 37(1), pp. 108-133. (10.1239/aap/1113402402)

2004

Anh, V. V., Leonenko, N. N. and Sakhno, L. M. 2004. On a class of minimum contrast estimators for fractional stochastic processes and fields. Journal of Statistical Planning and Inference 123(1), pp. 161-185. (10.1016/S0378-3758(03)00136-8)

2002

Anh, V. V. and Leonenko, N. N. 2002. Renormalization and homogenization of fractional diffusion equations with random data. Probability Theory and Related Fields 124(3), pp. 381-408. (10.1007/s004400200217)

2001

Leonenko, N. N. and Sakhno, L. 2001. On the Kaplan-Meier estimator of long-range dependent sequences. Statistical Inference for Stochastic Processes 4(1), pp. 17-40. (10.1023/A:1017546623620)

Mae fy niddordebau ymchwil yn cynnwys:

dadansoddiad ystadegol o brosesau stocastig a meysydd ar hap
modelau stochastig ar gyfer trylediadau ffracsiynol
Prosesau pwyntiau ffracsiynol a meysydd ar hap
Ambit stochastics and intermittency
Casgliad ystadegol ar gyfer prosesau stocastig a meysydd ar hap
cyfyngu ar theoremau ar gyfer ffwythiannau meysydd ar hap o dan ddibyniaeth wan a chryf
cyfyngu ar ddosbarthiad atebion wedi'u huwchraddio o hafaliadau differol rhannol llinol ac aflinol gydag amodau cychwynnol ar hap
meysydd ar hap sfferig a data CMB
hafaliadau differol ffracsiynol a PDE gyda data ar hap
Casgliad ystadegol gyda gwybodaeth uwch
Cyllid a stochastics, gweithgaredd ffractal amser yn peryglu modelu asedau
Prosesau risg ffracsiynol
multifractality ar gyfer prosesau stocastig a meysydd ar hap. Cyfyngu theoremau ar gyfer cynhyrchion amlfractal prosesau stocastig
amcangyfrif ystadegol o wybodaeth Shannon a Renyi a gwahaniaethau ystadegol.

Grŵp ymchwil

Rwy'n aelod o'r Grŵp Ymchwil Ystadegau .

Cyllid allanol ers 2003

1. Cefais grant Darganfod Cyngor Ymchwil Awstralia (DP034455477) "Amcangyfrif ystadegol a brasamcan o trylediad anghysondeb" fel Ymchwilydd Partner mewn cydweithrediad â C.C. Heyde (Prifysgol Genedlaethol Awstralia) a V.V. Anh (Prifysgol Queensland Technoleg, Brisbane, Awstralia). Bydd y grant hwn yn cwmpasu blynyddoedd 2003-2005 gyda A $ 65,000 y flwyddyn.

2. Dyfarnwyd EP/D057361 grant EPSRC imi; "Modelau ffracsiynol o Trylediad Anomalaidd gyda Cheisiadau i Macro-economeg, Cyllid a Chynnwrf" GR/S10186 (RCMTO91) fel Prif Ymchwilydd. Roedd y grant hwn yn cwmpasu blynyddoedd 2003-2005 gyda chyfanswm y gost ar grant o £9900. Mae'r grant hwn ar gyfer cydweithio ag O. E. Barndorff-Nielsen (Prifysgol Aarhus, Denmarc), E.Orsinger (Prifysgol Roma, yr Eidal) V.Anh Queensland Prifysgol Technoleg, Brisbane, Awstralia) a W. Woyczynski (Case Western Reserve University, Ohio, UDA)

3. Dyfarnwyd grant Darganfod Cyngor Ymchwil Awstralia imi:" Modelu ystadegol prosesau trylediadau aflinol gofodol gyda chracteristics amlfractal" (ID y Prosiect: DP0559807) fel Ymchwilydd Partner mewn cydweithrediad â V.V. Anh (Prifysgol Technoleg Queensland, Brisbane, Awstralia), Lau, KS (Prifysgol Tsieineaidd Hong Kong), Angulo, JM a Ruiz-Medina, L.M. (Prifysgol Granada, Sbaen) . Mae'r grant hwn yn cwmpasu blynyddoedd 2005-2009 gyda A $ 353,000.
4. Dyfarnwyd EP/D057361 grant EPSRC newydd i mi (RCMT119): "Terfynu theoremau ar gyfer meysydd hap-amserol spatio-tymhorol a phynciau cysylltiedig" fel Prif Ymchwilydd ar gyfer y blynyddoedd 2006-2009 gyda chyfanswm cost o £10379. Mae'r grant hwn ar gyfer cydweithio â C.C. Heyde (Prifysgol Genedlaethol Awstralia a Phrifysgol Columbia, UDA), MS Taqqu (Prifysgol Boston, UDA), V.Anh (Prifysgol Queensland, Brisbane, Awstralia) ac E. Taufer (Prifysgol Trento, yr Eidal).

5. Dyfarnwyd grant i mi gyda chefnogaeth DGI (Dirección Cyffredinol de Investigación) o Weinyddiaeth Addysg a Gwyddoniaeth Sbaen, a chronfeydd FEDER (cronfeydd Ewropeaidd) ar gyfer cydweithredu â'r athrawon JM Angulo a Maria D. Ruiz Medina (Prifysgol Granada, Sbaen). Teitl y grant yw: Modelu a Dadansoddiad Ystadegol o Nodweddion Lleol ac Eiddo Cof ar gyfer Data Spatiotemporal RHIF CYFEIRNOD: MTM2005-08597. Mae'r grant hwn yn cwmpasu blynyddoedd 2005-2008 gyda 48000 €.

6. Rwy'n ymchwilydd partner ar brosiect grant JSPS (Japan) "Datblygiadau a dulliau newydd ar gyfer damcaniaeth rhagfynegiad a theoremau Tauberaidd gyda chymhwyso i ddadansoddiad stocastig o brosesau stocastig gyda'r cof" (y Prif Ymchwilydd yw A / Athro. A. Inoue, Adran Mathemateg, Prifysgol Hokkaido, Japan).

7. Grant Cymdeithas Fathemategol Llundain (2007) 2632 am wahoddiad i'r Athro Florin Avram (Prifysgol Pau, Ffrainc), £1000.

8. Dyfarnwyd grant i mi gyda chefnogaeth DGI (Dirección Cyffredinol de Investigación) o Weinyddiaeth Addysg a Gwyddoniaeth Sbaen, a chronfeydd FEDER (cronfeydd Ewropeaidd) ar gyfer cydweithredu â'r athrawon M. D. Ruiz Medina a J.M. Angulo (Prifysgol Granada, Sbaen). Enw'r grant yw: Dulliau wavelet ar gyfer casglu Data Swyddogaethol mewn Gofodau Singular. RHIF CYFEIRNOD: MTM2008-03903. Mae'r grant hwn yn cwmpasu blynyddoedd 2009-2011 gyda 27000 €.

9. Rwy'n Brif Ymchwilydd Comisiwn Grant RCMT152 y Cymunedau Ewropeaidd PIRSES-GA-2008-230804 (Marie Curie) "Cynnig Brownian Aml-baramedr" ar gyfer cydweithio rhwng Prifysgol Caerdydd a CNRS, Nancy (Ffrainc); Prifysgol Genedlaethol Kyiv Shevchenko (Wcráin) a Phrifysgol Bar Ilan (Israel). Mae'r grant hwn yn cwmpasu blynyddoedd 2009-2012 gyda 90000 €.

10. Rwy'n Ymchwilydd Partner o grant gan y Weinyddiaeth Addysg a Gwyddoniaeth Sbaen, MTM2012-32674, Teitl Prosiect: Terfynu theoremau ar gyfer prosesau gofodol a chasgliad swyddogaethol asymptotig gyda cheisiadau i ddadansoddi newid yn yr hinsawdd, microarray CDNA a strwythur cyllid cwmnïau.
Tîm: N:N. Leonenko, R.M. Espejo, R Fernández-Pascual, M.P. Frías, R.
Román ac MD Ruiz-Medina. Mae'r grant hwn yn cwmpasu blynyddoedd 2012-2015 gyda 26900 €.

11. Rwy'n Ymchwilydd Partner Prosiect Darganfod Grant Ymchwil Awstralia (ARC) DP 160101366. Mae'r grant hwn yn cwmpasu blynyddoedd 2016-2019 gyda A $ 324 686. Teitl y prosiect: Dull Newydd mewn Theori a Chymwysiadau ar hap Spherical, Tîm: Yr Athro Ph. Broadbridge a Dr A.Olenko ((Prifysgol La Trobe, Melbourne, Awstralia), Yr Athro V.Anh (Prifysgol Technoleg Queensland, Brisbane, Awstralia), Yr Athro N.Leonenko (Prifysgol Caerdydd, y DU).

12. Rwy'n Ymchwilydd Partner o grant y Weinyddiaeth Addysg a Gwyddoniaeth Sbaen, MTM2015-71839-P, Teitl Prosiect: Swyddogaethau Meysydd ar Hap, Theori Acwmptotig a Chasgliad"
Tîm: N:N. Leonenko, R.M. Espejo, R Fernández-Pascual, M.P. Frías, J.A.Liebena ac MD Ruiz-Medina. Mae'r grant hwn yn cwmpasu blynyddoedd 2016-2019 gyda 25100 €.

13. Rwy'n Brif Ymchwilydd Cronfa Sbarduno Cydweithrediad Caerdydd (cydweithrediad â M.S.Taqqu), £8780, 2015-2017.

14. Rwy'n Brif Ymchwilydd Cyllid Corn Hadau Sefydliad Ymchwil Arloesedd Data Caerdydd (gyda P.Coles, Prifysgol Caerdydd), £ 5450, 2017.

15. Rwy'n Ymchwilydd Partner y prosiect gwyddonol a ariennir gan JJ Strossmayer Prifysgol Osijek, Croatia. Mae'n cwmpasu blynyddoedd 2017-2018 gyda £5277 (neu 45000 HRK). Teitl y prosiect yw "Modelau stochastig gyda dibyniaeth hir-amrywiaeth". Tîm: N.N. Leonenko, D. Grahovac, I. Papić, N. Šuvak.

16. Rwy'n Ymchwilydd Partner y prosiect gwyddonol a ariennir gan JJ Strossmayer Prifysgol Osijek, Croatia. Mae'n cwmpasu blynyddoedd 2018-2020 gyda £3727 (neu 31.882,50 HRK). Teitl y prosiect yw "Cyfyngu ar ymddygiad prosesau ysbeidiol a trylediadau". Tîm: D. Grahovac (Arweinydd y prosiect), N.Leonenko, M.Taqqu.

17.ARC grant ID (Darganfod) ID DP220101680 "Meysydd ar hap: modelau stocastig nad ydynt yn Gaussian a chynlluniau brasamcanu". Math o gyfranogwr: Ymchwilydd Partner (Prif Ymchwilwyr Yr Athro Philip Broadbridge, A / Athro. A.Olenko La Trobe University, Melbourne, Awstralia; Yr Athro A.Ayache, Prifysgol Lille, Ffrainc), 2022-2025, AU $ 422680.

18. Derbyn grant o USD 10,000 gan MHRD (India) mewn cydweithrediad â Dr. Arun Kumar (IIT Ropar) i gynnal cwrs GIAN lefel ymchwil o hyd 5 diwrnod, o'r enw gyda "Modelau Asedau Peryglus gyda Dibyniaeth (191010K02) yn Sefydliad Technoleg India (IIT) Ropar yn ystod Medi 2021

19. Grant Cymdeithas Fathemategol Llundain, Cyf. 42007 (£1200).

20. Rwy'n Ymchwilydd Partner y prosiect gwyddonol a sefydlwyd gan FAPESP 22/09201-8 (Brasil), ar gyfer cydweithio â'r Athro J.Vaz (Prif Ymchwilydd), 2022-2023, 31000R(5270£).

21. Cymerais ran yn y rhaglen Hafaliadau Gwahaniaethol Ffrissiynol (FDE2) (Ionawr-Ebrill 2022) yn Sefydliad Isaac Newton ar gyfer Gwyddorau Mathemategol, Caergrawnt, y DU.

22. Rwyf hefyd yn cymryd rhan yn y rhaglen Rhaglen Meintioli a Modelu Deunydd Ansicr (Awst 2023) yn Sefydliad Isaac Newton ar gyfer Gwyddorau Mathemategol, Caergrawnt.

23. Rwy'n Ymchwilydd Partner y Sefydliad Gwyddonol Croateg (HRZZ) grant Graddio mewn Modelau Stochastig (IP-2022-10-8081), 2023-2027, Euro 176742.32, Ymchwilydd Principar Dr.D.Grahovac.

Is-raddedig

Prosesau stochastig MA3503 ar gyfer Cyllid ac Yswiriant

Ôl-raddedig

MAT011 Mathemateg Ariannol a Theori Risg Acturial Modern

I graduated with an MSc from Mathematical-Mechanics Faculty of Kyiv University in 1973.

My PhD in Physics and Mathematics (Probability Theory and Mathematical Statistics) was from Moscow Institute for Electronic Constructions (MIEM) in 1976. PhD title, Central limit theorem for random fields and some problems of statistics.

In 1990 I was awarded my Doctor of Science Degree (Habilitation) in Physics and Mathematics (Probability Theory and Mathematical Statistics) from Institute of Mathematics Academy of Sciences of Ukraine, Kyiv. Title: Limit theorems for functionals of homogeneous isotropic random fields and related topics.

Visiting Professorships since 2001

Queensland University of Technology, Brisbane, Australia (April, 2003)
University of Granada, Spain (June 2003)
University of Trento, Italy (July 2003)
Queensland University of Technology, Brisbane, Australia (September 2003)
University of Trento, Italy (March, 2004)
University Paris V, Malakhov, France (April, 2004)
Queensland University of Technology, Brisbane, and University of Western Australia, Perth, Australia (August-September 2004)
University of Nice-Sophia Antipolis, France (March 2005).
Hokkaido University, Sapporo, Japan (July 2005)
Queensland University of Technology, Brisbane, Australia (August-September 2005)
University of Cambridge, (March 2006)
University of Granada, Spain (June 2006)
Hokkaido University, Sapporo, Japan (July 2006)
Queensland University of Technology, Brisbane, Australia (August-September 2006)
University of Pau, France (September 2006).
National Taiwan University, Taipei (December 2006)
University of Granada, Spain (April 2007)
University of Umea, Sweden (May 2007)
Department of Mathematics, University of Nice-Sophia Antipolis, France (August 2007).
Queensland University of Technology, Brisbane, Australia (August-September 2007)
Queensland University of Technology, Brisbane, Australia (August-October 2008)
University of Boston, USA (July 2008)
University of Pau, France (November-December 2008).
Michigan State University, USA (January 2009).
University of Nice-Sophia Antipolis, France (April 2009).
University of Granada, Spain (May 2009)
Queensland University of Technology, Brisbane, Australia (August 2009)
Michigan State University, USA (March 2010).
Wichita University, USA (April 2010).
Nancy University, France (July 2010)
Queensland University of Technology, Brisbane, Australia (August 2010)
University of Granada, Spain (January 2011)
Michigan State University (April-May 2011)
University of Nice-Sophia Antipolis, France (May, June and July 2011).
Queensland University of Technology, Brisbane, Australia (August-September 2011).
University of Trento, Italy (December 2011)
Bar Ilan University, Israel (January 2012)
Michigan State University (April 2012)
Universite de Cergy-Pontoise-AGM, France, Paris (June-July 2012).
Queensland University of Technology, Brisbane, Australia (August-September 2012).
University of Roma “Tor Vergata”, Italy (January 2013)

Anrhydeddau a dyfarniadau

N. M. Krylov Medal of Academy of Science of Ukraine (1993), y wobr flynyddol uchaf i fathemategwyr yn yr Wcrain.

Aelodaethau proffesiynol

Member of editorial board of the following journals:

International Journal of Stochastic Analysis (Hindawi Publishing Corporation, USA), ISSN 1048-9533
International Journal of Differential Equations (Hindawi Publishing Corporation, USA), ISSN 1687-9643
Random Operators and Stochastic Equations (publ. Walter de Gruyter , Berlin, New York), ISSN 0926-6364
Statistics Research Letters, The World Academic Publishing Co., Limited, ISSN: 2325-7040
Theory of Probability and Mathematical Statistics (publ. TBiMC (Ukraine) and AMS (USA)), ISSN 1547-7363
Mathematical Communications (publ. Ele-Maths journals), ISSN 1331-0623
Bulletin of National Taras Shevchenko
University of Kyiv (Publisher: Kyiv University, Ukraine), ISSN 1684-1565.
I was a Guest Editor of the Special Issue of International Journal of Differential Equations "Fractional Differential Equations" (jointly with F.Liu, M.Meerschaert, Sh. Momani, W.Chen and Om Agrawal), 2010, ISSN 1687-9643
I was a Guest Editor of the Special Issue of International Journal of Differential Equations "Fractional Differential Equations" (jointly with F.Liu, Om Agrawal, Sh. Momani and W.Chen), 2011, ISSN 1687-9643Major honours and distinctions

Safleoedd academaidd blaenorol

1973-1976 Engineer, Inst. of Cybernetics Acad. of Sci. of Ukraine, Kyiv
1976-1977 Senior Scientific Researcher, Inst. of Cybernetics Acad. of Sci. of Ukraine, Kyiv
1977-1980 Assistant-professor, Kyiv University
1980-1991 Associate professor, Kyiv University
1991-2002 Professor, Kyiv University
1999-2000 Research/Senior Research Associate in Statistics, Queensland University of Technology, Brisbane

Pwyllgorau ac adolygu

Dirprwy Brif Olygydd y cyfnodolyn canlynol:

Theori Tebygolrwydd ac Ystadegau Mathemategol, Cyhoeddwr AMS (UDA), ISSN 1547-7363

Aelod o Fwrdd Golygyddol y cyfnodolion canlynol:

Calculsus ffracsiynol a dadansoddiad cymhwysol, Springer, ISSN 13110454, 13142224
Gweithredwyr ar hap a hafaliadau stocastig (cyhoeddedig. Walter de Gruyter, Berlin, Efrog Newydd), ISSN 0926-636

Cyfathrebu Mathemategol (publ. Cyfnodolion Ele-Mathemateg), ISSN 1331-0623
Bwletin Prifysgol Genedlaethol Taras Shevchenko Kyiv (Cyhoeddwr: Prifysgol Kyiv, Wcráin), ISSN 1684-1565.
Roeddwn yn Olygydd Gwadd rhifyn Arbennig International Journal of Differential Equations "Fractional Differential Equations" (ar y cyd â F.Liu, M.Meerschaert, Sh. Momani, W.Chen ac Om Agrawal), 2010, ISSN 1687-9643
Roeddwn yn Olygydd Gwadd Rhifyn Arbennig International Journal of Differential Equations "Fractional Differential Equations" (ar y cyd â F.Liu, Om Agrawal, Sh. Momani a W.Chen), 2011, ISSN 1687-9643Anrhydedd a gwahaniaethau mawr

Goruchwyliaeth gyfredol

Ahlam Alghamdi

Zoe Salinger

Contact Details

LeonenkoN@caerdydd.ac.uk
+44 29208 75521
Abacws, Ystafell 3.59, Ffordd Senghennydd, Cathays, Caerdydd, CF24 4AG