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Browse By Person: Leonenko, Nikolai

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Number of items: 19.

Journal Article

Anh, Vo, Leonenko, Nikolai, & Shieh, Narn-Rueih (2008) Log-Euler's gamma multifractal scenario of products of Ornstein-Uhlenbeck-type processes. Mathematical Communications, 13(2), pp. 133-148.
Number of full-text downloads 47
Number of citations in Scopus 1
Number of citations in Web of Science® 1

Anh, Vo & Leonenko, Nikolai (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.
Number of full-text downloads 50

Anh, Vo, Leonenko, Nikolai, & Shieh, Narn-Rueih (2008) Multifractality of products of geometric Ornstein-Uhlenbeck -type processes. Advances in Applied Probability, 40(4), pp. 1129-1156.
Number of full-text downloads 49
Number of citations in Scopus 13
Number of citations in Web of Science® 9

Anh, Vo V., Leonenko, Nikolai N., & Sakhno, Ludmila M. (2007) Statistical inference using higher-order information. Journal of Multivariate Analysis, 98(4), pp. 706-742.
Number of full-text downloads 163
Number of citations in Scopus 1
Number of citations in Web of Science® 1

Anh, Vo, Leonenko, Nikolai, & 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.
Number of full-text downloads 51
Number of citations in Scopus 6
Number of citations in Web of Science® 4

Anh, Vo V., Leonenko, Nikolai N., & Sakhno, Ludmila M. (2006) Spectral properties of Burgers and KPZ turbulence. Journal of Statistical Physics, 122(5), pp. 949-974.
Number of full-text downloads 135
Number of citations in Scopus 5
Number of citations in Web of Science® 1

Anh, Vo V., Knopova, Viktoriya P., & Leonenko, Nikolai N. (2004) Continuous-Time Stochastic Processes with Cyclical Long-Range Dependance. Australian and New Zealand Journal of Statistics, 46(2), pp. 275-296.
Number of full-text downloads 182
Number of citations in Scopus 14
Number of citations in Web of Science® 14

Anh, Vo, Leonenko, Nikolai, & Sakhno, L (2004) On a Class of Minimum Contrast Estimators for Fractional Stochastic Processes and Fields. Journal of Statistical Planning and Inference, 123, pp. 161-185.
Number of full-text downloads 46
Number of citations in Scopus 16
Number of citations in Web of Science® 14

Anh, Vo, Leonenko, Nikolai, & Sakhno, L (2004) Quasi-Likelihood-Based Higher-Order Spectral Estimation of Random Fields with Possible Long-Range Dependence. Journal of Applied Probability, 41A, pp. 35-53.
Number of full-text downloads 40
Number of citations in Scopus 11
Number of citations in Web of Science® 8

Anh, Vo, Leonenko, Nikolai, Moldavskaya, E, & Sakhno, L (2003) Estimation of Spectral Densities with Multiplicative Parameter. Acta Applicandae Mathematicae, 79((2003)), pp. 115-128.
Number of full-text downloads 34
Number of citations in Scopus 2
Number of citations in Web of Science® 2

Anh, Vo & Leonenko, Nikolai (2003) Harmonic Analysis of Random Fractional Diffusion-Wave Equations. Applied Mathematics and Computation, 141((2003)), pp. 77-85.
Number of full-text downloads 137
Number of citations in Scopus 11
Number of citations in Web of Science® 11

Anh, Vo, Leonenko, Nikolai, & Sakhno, L (2003) Higher-Order Spectral Densities of Fractional Random Fields. Journal of Statistical Physics, 111(314), pp. 789-814.
Number of full-text downloads 48
Number of citations in Scopus 8
Number of citations in Web of Science® 8

Anh, Vo, Leonenko, Nikolai, & McVinish, Ross (2003) On Semilinear Stochastic Fractional Differential Equations of Volterra Type. Random Operators and Stochastic Equations, 11(2), pp. 137-150.
Number of full-text downloads 146

Anh, Vo V. & Leonenko, Nikolai N. (2002) Renormalization and Homogenization of Fractional Diffusion Equations with Random Data. Probability Theory and Related Fields, 124(3), pp. 381-408.
Number of full-text downloads 355
Number of citations in Scopus 27
Number of citations in Web of Science® 24

Anh, Vo, Heyde, Chris, & Leonenko, Nikolai (2002) Dynamic models of long-memory processes driven by levy noise. Journal of Applied Probability, 39, pp. 730-747.
Number of citations in Scopus 38
Number of citations in Web of Science® 31

Anh, Vo, Leonenko, Nikolai, & Melnikova, O (2002) Scaling Laws for Fractional Volterra Equations with Chi-Square Random Data. Mathematical Communications, 7, pp. 159-175.

Anh, Vo & Leonenko, Nikolai (2002) Spectral Theory of Renormalized Fractional Random Fields. Theory of Probability and Mathematical Statistics, 66, pp. 3-14.

Anh, Vo V. & Leonenko, Nikolai N. (2001) Spectral Analysis of Fractional Kinetic Equations with Random Data. Journal of Statistical Physics, 104(5/6), pp. 1349-1387.
Number of full-text downloads 524
Number of citations in Scopus 61
Number of citations in Web of Science® 51

Anh, Vo, Leonenko, Nikolai, & Sharapov, M (2001) Least Squares Estimation of Regression Coefficients of Singular Random Fields Observed on a Sphere. Mathematical Communications, pp. 57-72.

This list was generated on Sat Apr 19 10:15:56 2014 EST.