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Nikolai N. Leonenko · Study

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Nikolai N. Leonenko

10 works· latest 2019· 1 institutionscluster: provisionalORCID 0000-0003-1932-4091

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Citations424

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Most cited in this library

Student processes2005 · 107 citations
Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes2005 · 75 citations
Dynamic models of long-memory processes driven by Lévy noise2002 · 63 citations
Statistical Inference for Student Diffusion Process2010 · 36 citations
Simulation of Lévy-driven Ornstein–Uhlenbeck processes with given marginal distribution2008 · 27 citations

Works

10 shown

Fractional Erlang queues

Stochastic Processes and their Applications·2019·3 authors·Open access

20citations

Fractional Queues with Catastrophes and Their Transient Behaviour

Mathematics·2018·3 authors·Open access

24citations

Statistical Inference for Student Diffusion Process

Stochastic Analysis and Applications·2010·2 authors

36citations

Characteristic function estimation of non-Gaussian Ornstein–Uhlenbeck processes

Journal of Statistical Planning and Inference·2009·2 authors

23citations

Multifractality of products of geometric Ornstein-Uhlenbeck-type processes

Advances in Applied Probability·2008·3 authors·Open access

26citations

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

Computational Statistics & Data Analysis·2008·2 authors

27citations

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

Stochastics·2005·2 authors

23citations

Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes

Methodology And Computing In Applied Probability·2005·2 authors

75citations

Student processes

Advances in Applied Probability·2005·2 authors·Open access

107citations

Dynamic models of long-memory processes driven by Lévy noise

Journal of Applied Probability·2002·3 authors

63citations