Yr Athro Mykola Leonenko
Athro
- LeonenkoN@caerdydd.ac.uk
- +44 29208 75521
- Abacws, Ystafell 3.59, Ffordd Senghennydd, Cathays, Caerdydd, CF24 4AG
Trosolwyg
I have been a Professor at Cardiff University since 2006. I joined the University as a lecturer in 2000 becoming a Reader in 2003.
Cyhoeddiad
2023
- 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., 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 (10.1007/s00477-023-02524-y)
- 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)
Articles
- 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., 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 (10.1007/s00477-023-02524-y)
- 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)
- 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)
- 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)
- 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)
- 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)
- 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.
- 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.
- 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)
- 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)
- 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)
- 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)
- 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)
- 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)
- 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)
- 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)
- 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)
- 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.
- 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)
- 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)
- 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)
- 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)
- 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)
- 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., 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)
- 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)
- 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)
Ymchwil
My research interests include:
- statistical analysis of stochastic processes and random fields
- limit theorems for functionals of random fields under weak and strong dependence
- limit distributions of the rescaled solutions of linear and non-linear partial differential equations with random initial conditions
- fractional differential equations and PDE with random data
- statistical inference with higher-order information
- finance and stochastics
- ruin problem for jump-diffusions for insurance models
- multifractality and miltifractal moment-scaling of geometric Ornstein-Uhlenbeck processes driven by Levy noise and stationary diffusions
- statistical estimation of Shannon and Renyi information and statistical differences.
Research group
I am a member of the Statistics research group.
External funding since 2003
1. I was awarded an Australian Research Council Discovery grant (DP034455477) "Statistical estimation and approximation of anomalous diffusion" as Partner Investigator in collaboration with C.C. Heyde (The Australian National University) and V.V. Anh (Queensland University of Technology, Brisbane, Australia). This grant will cover years 2003-2005 with A$ 65 000 per year.
2. I was awarded an EPSRC grant EP/D057361; “Fractional Models of Anomalous Diffusion with Applications to Macroeconomics, Finance and Turbulence” GR/S10186 (RCMTO91) as Principal Investigator. This grant covered years 2003-2005 with total cost on grant £9900. This grant for collaboration with O. E. Barndorff-Nielsen (Aarhus University, Denmark), E.Orsinger (University of Roma, Italy) V.Anh Queensland University of Technology, Brisbane, Australia) and W. Woyczynski (Case Western Reserve University, Ohio,USA)
3. I was awarded an Australian Research Council Discovery grant:” Statistical modelling of spatiotemporal nonlinear diffusions processes with multifractal chracteristics” (the Project ID: DP0559807) as Partner Investigator in collaboration with V.V. Anh (Queensland University of Technology, Brisbane, Australia), Lau, K.S. (Chinese University of Hong Kong), Angulo, J. M. and Ruiz-Medina, L.M. (University of Granada, Spain) .This grant covers years 2005-2009 with A$ 353 000.
4. I was awarded a new EPSRC grant EP/D057361 (RCMT119): “Limit theorems for spatio-temporal random fields and related topics” as Principal Investigator for the years 2006-2009 with total cost £10379. This grant is for collaboration with C.C. Heyde (The Australian National University and Columbia University, USA), M.S. Taqqu (Boston University, USA), V.Anh (Queensland University of Technology, Brisbane, Australia) and E. Taufer (University of Trento, Italy).
5. I was awarded a grant supported of DGI (Dirección General de Investigación) of Ministry of Education and Science of Spain, and FEDER funds (Euopean funds) for collaboration with professors J.M. Angulo and Maria D. Ruiz Medina (University of Granada, Spain). The title of the grant is: Modelling and Statistical Analysis of Local Characteristics and Memory Properties for Spatiotemporal Data. REFERENCE NUMBER: MTM2005-08597. This grant covers years 2005-2008 with 48000 €.
6. I am a partner investigator on the JSPS (Japan) grant project “Advances and new methods for prediction theory and Tauberian theorems with application to stochastic analysis of stochastic processes with memory” (the Principal Investigator is A/Prof. A. Inoue, Department of Mathematics, Hokkaido University, Japan).
7. Grant of London Mathematical Society (2007) 2632 for invitation to UK (Edinburg, Cardiff, Swansea) professor Florin Avram (University of Pau, France), £1000.
8. I was awarded a grant supported of DGI (Dirección General de Investigación) of Ministry of Education and Science of Spain, and FEDER funds (Euopean funds) for collaboration with professors M. D. Ruiz Medina and J.M. Angulo (University of Granada, Spain). The title of the grant is: Wavelet Methods for Inference from Functional Data in Singular Spaces. REFERENCE NUMBER: MTM2008-03903. This grant covers years 2009-2011 with 27000 € .
9. I am Principal Investigator of the Grant RCMT152 Commission of the European Communities PIRSES-GA-2008-230804 (Marie Curie) “Multi-parameter Multi-fractional Brownian Motion” for collaboration of Cardiff University and CNRS, Nancy (France); Kyiv National Taras Shevchenko University (Ukraine) and Bar Ilan University (Israel). This grant covers years 2009-2012 with 90000 € .
10. I am a Partner Investigator of a grant of Ministry of Education and Science of Spain, MTM2012-32674, Project Title: Limit theorems for spatiotemporal processes and asymptotic functional inference with applications to the analysis of climate change, CDNA microarray and finance structure of firms.
Team: N:N. Leonenko, R.M. Espejo, R Fernández-Pascual, M.P. Frías, R.
Román and M.D. Ruiz-Medina. This grant covers years 2012-2015 with 26900 € .
Addysgu
Is-raddedig
- Prosesau stochastig MA3503 ar gyfer Cyllid ac Yswiriant
Ôl-raddedig
- MAT011 Mathemateg Ariannol a Theori Risg Acturial Modern
Bywgraffiad
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
Aelod o Fwrdd Golygyddol y cyfnodolion canlynol:
- Gweithredwyr ar hap a hafaliadau stocastig (cyhoeddedig. Walter de Gruyter, Berlin, Efrog Newydd), ISSN 0926-6364
- Theori Tebygolrwydd ac Ystadegau Mathemategol (cyhoeddwyd. AMS (UDA)), ISSN 1547-7363
- 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