Nikolai Leonenko

According to our database, Nikolai Leonenko authored at least 16 papers between 2003 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

On fractional spherically restricted hyperbolic diffusion random field.

Nikolai Leonenko, Andriy Olenko, Jayme Vaz Jr.

Commun. Nonlinear Sci. Numer. Simul., April, 2024

2023

Humbert generalized fractional differenced ARMA processes.

Niharika Bhootna, Monika Singh Dhull, Arun Kumar, Nikolai Leonenko

Commun. Nonlinear Sci. Numer. Simul., October, 2023

Sojourn functionals for spatiotemporal Gaussian random fields with long memory.

Nikolai N. Leonenko, M. D. Ruiz-Medina

J. Appl. Probab., March, 2023

2022

Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues.

Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi

Symmetry, 2022

Entropy-based test for generalised Gaussian distributions.

Mehmet Siddik Cadirci, Dafydd Evans, Nikolai Leonenko, Vitalii Makogin

Comput. Stat. Data Anal., 2022

2021

Option pricing in illiquid markets: A fractional jump-diffusion approach.

Donatien Hainaut, Nikolai Leonenko

J. Comput. Appl. Math., 2021

2020

Skellam Type Processes of Order k and Beyond.

Neha Gupta, Arun Kumar, Nikolai Leonenko

Entropy, 2020

Spherically Restricted Random Hyperbolic Diffusion.

Philip Broadbridge, Alexander Kolesnik, Nikolai Leonenko, Andriy Olenko, Dareen Omari

Entropy, 2020

2019

Limit theorems for the fractional nonhomogeneous Poisson process.

Nikolai Leonenko, Enrico Scalas, Mailan Trinh

J. Appl. Probab., 2019

2013

Correlation structure of fractional Pearson diffusions.

Nikolai N. Leonenko, Mark M. Meerschaert, Alla Sikorskii

Comput. Math. Appl., 2013

2012

Statistical Inference for Rényi Entropy Functionals.

David Källberg, Nikolai Leonenko, Oleg Seleznjev

Proceedings of the Conceptual Modelling and Its Theoretical Foundations, 2012

2011

Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models.

Emanuele Taufer, Nikolai Leonenko, Marco Bee

Comput. Stat. Data Anal., 2011

Statistical Modeling for Image Matching in Large Image Databases.

David Källberg, Oleg Seleznjev, Nikolai Leonenko, Haibo Li

Proceedings of the 2011 IEEE International Conference on Internet of Things (iThings) & 4th IEEE International Conference on Cyber, 2011

2010

Statistical inference for the epsilon-entropy and the quadratic Rényi entropy.

Nikolai Leonenko, Oleg Seleznjev

J. Multivar. Anal., 2010

2009

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

Emanuele Taufer, Nikolai Leonenko

Comput. Stat. Data Anal., 2009

2003

Harmonic analysis of random fractional diffusion-wave equations.

Vo V. Anh, Nikolai N. Leonenko

Appl. Math. Comput., 2003