Sojourns of multidimensional Gaussian random fields with dependent componentsLEONENKO, N. N.Computers & mathematics with applications (1987). 1990, Vol 19, Num 1, pp 101-108, issn 0898-1221Article

Statistical inference for reciprocal gamma diffusion processLEONENKO, N. N; SUVAK, N.Journal of statistical planning and inference. 2010, Vol 140, Num 1, pp 30-51, issn 0378-3758, 22 p.Article

Statistical Inference for Student Diffusion ProcessLEONENKO, N. N; SUVAK, N.Stochastic analysis and applications. 2010, Vol 28, Num 6, pp 972-1002, issn 0736-2994, 31 p.Article

Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic DistributionsLEONENKO, N. N; PETHERICK, S; SIKORSKII, A et al.Stochastic analysis and applications. 2012, Vol 30, Num 3, pp 476-492, issn 0736-2994, 17 p.Article

Scaling laws for fractional diffusion-wave equations with singular dataANH, V. V; LEONENKO, N. N.Statistics & probability letters. 2000, Vol 48, Num 3, pp 239-252, issn 0167-7152Article

Exact parabolic asymptotics for singular n-D Burgers' random fields : Gaussian approximationLEONENKO, N. N; WOYCZYNSKI, W. A.Stochastic processes and their applications. 1998, Vol 76, Num 2, pp 141-165, issn 0304-4149Article

Semiparametric analysis of long-range dependence in nonlinear regressionIVANOV, A. V; LEONENKO, N. N.Journal of statistical planning and inference. 2008, Vol 138, Num 6, pp 1733-1753, issn 0378-3758, 21 p.Article

Autoregressive Negative Binomial ProcessesLEONENKO, N. N; SAVANI, V; ZHIGLJAVSKY, A. A et al.Annales de l'ISUP. 2007, Vol 51, Num 1-2, pp 25-47, issn 1626-1607, 23 p.Article

Scaling laws for the multidimensional burgers equation with quadratic external potentialLEONENKO, N. N; RUIZ-MEDINA, M. D.Journal of statistical physics. 2006, Vol 124, Num 1, pp 191-205, issn 0022-4715, 15 p.Article

The Student Subordinator Model with Dependence for Risky Asset ReturnsLEONENKO, N. N; PETHERICK, S; SIKORSKII, A et al.Communications in statistics. Theory and methods. 2011, Vol 40, Num 19-21, pp 3509-3523, issn 0361-0926, 15 p.Conference Paper

Renormalization and homogenization of fractional diffusion equations with random dataANH, V. V; LEONENKO, N. N.Probability theory and related fields. 2002, Vol 124, Num 3, pp 381-408, issn 0178-8051, 28 p.Article

Spatial Scalings for Randomly Initialized Heat and Burgers Equations with Quadratic PotentialsLEONENKO, N. N; RUIZ-MEDINA, M. D.Stochastic analysis and applications. 2010, Vol 28, Num 2, pp 303-321, issn 0736-2994, 19 p.Article

Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processesANH, V. V; LEONENKO, N. N.Statistics & probability letters. 2008, Vol 78, Num 11, pp 1274-1282, issn 0167-7152, 9 p.Article

Burgers' turbulence problem with linear or quadratic external potentialBARNDORFF-NIELSEN, O. E; LEONENKO, N. N.Journal of applied probability. 2005, Vol 42, Num 2, pp 550-565, issn 0021-9002, 16 p.Article

Non-Gaussian scenarios for the heat equation with singular initial conditionsANH, V. V; LEONENKO, N. N.Stochastic processes and their applications. 1999, Vol 84, Num 1, pp 91-114, issn 0304-4149Article

A normal inverse Gaussian model for a risky asset with dependenceLEONENKO, N. N; PETHERICK, S; SIKORSKII, A et al.Statistics & probability letters. 2012, Vol 82, Num 1, pp 109-115, issn 0167-7152, 7 p.Article

On the Whittle estimators for some classes of continuous-parameter random processes and fieldsLEONENKO, N. N; SAKHNO, L. M.Statistics & probability letters. 2006, Vol 76, Num 8, pp 781-795, issn 0167-7152, 15 p.Article

Statistical inference using higher-order informationANH, V. V; LEONENKO, N. N; SAKHNO, L. M et al.Journal of multivariate analysis. 2007, Vol 98, Num 4, pp 706-742, issn 0047-259X, 37 p.Article

Spectral properties of burgers and KPZ turbulenceANH, V. V; LEONENKO, N. N; SAKHNO, L. M et al.Journal of statistical physics. 2006, Vol 122, Num 5, pp 949-974, issn 0022-4715, 26 p.Article

Minimum contrast estimation of random processes based on information of second and third ordersANH, V. V; LEONENKO, N. N; SAKHNO, L. M et al.Journal of statistical planning and inference. 2007, Vol 137, Num 4, pp 1302-1331, issn 0378-3758, 30 p.Article

Dynamic models of long-memory processes driven by Lévy noiseANH, V. V; HEYDE, C. C; LEONENKO, N. N et al.Journal of applied probability. 2002, Vol 39, Num 4, pp 730-747, issn 0021-9002, 18 p.Article

On a class of minimum contrast estimators for fractional stochastic processes and fieldsANH, V. V; LEONENKO, N. N; SAKHNO, L. M et al.Journal of statistical planning and inference. 2004, Vol 123, Num 1, pp 161-185, issn 0378-3758, 25 p.Article

Parameter identification for singular random fields arising in Burgers' turbulenceLEONENKO, N. N; WOYCZYNSKI, W. A.Journal of statistical planning and inference. 1999, Vol 80, Num 1-2, pp 1-13, issn 0378-3758Conference Paper

Harmonic analysis of random fractional diffusion-wave equationsANH, V. V; LEONENKO, N. N.Applied mathematics and computation. 2003, Vol 141, Num 1, pp 77-85, issn 0096-3003, 9 p.Conference Paper

Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics. DiscussionBARNDORFF-NIELSEN, Ole E; SHEPHARD, Neil; CRITCHLEY, Frank et al.Journal of the Royal Statistical Society. Series B, statistical methodology. 2001, Vol 63, Num 2, pp 167-241, issn 1369-7412Article