Nikolai Leonenko

16 papers Journal 14Unranked 2
YearRankTypeTitle / Venue / Authors
2026 J jnl
Singular properties of high-order spectral densities of supOU processes.
Commun. Nonlinear Sci. Numer. Simul.
Anastasiia Kovtun, Nikolai Leonenko, Andrey Pepelyshev
2025 J jnl
Sibuya probability distributions and numerical evaluation of fractional-order operators.
CoRR
Nikolai Leonenko, Igor Podlubny
2024 J jnl
On fractional spherically restricted hyperbolic diffusion random field.
Commun. Nonlinear Sci. Numer. Simul.
Nikolai Leonenko, Andriy Olenko, Jayme Vaz Jr.
2023 J jnl
Humbert generalized fractional differenced ARMA processes.
Commun. Nonlinear Sci. Numer. Simul.
Niharika Bhootna, Monika Singh Dhull, Arun Kumar, Nikolai Leonenko
2022 J jnl
Entropy-based test for generalised Gaussian distributions.
Comput. Stat. Data Anal.
Mehmet Siddik Cadirci, Dafydd Evans, Nikolai Leonenko, Vitalii Makogin
2022 J jnl
Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues.
Symmetry
Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi
2021 J jnl
Option pricing in illiquid markets: A fractional jump-diffusion approach.
J. Comput. Appl. Math.
Donatien Hainaut, Nikolai Leonenko
2020 J jnl
Skellam Type Processes of Order k and Beyond.
Entropy
Neha Gupta, Arun Kumar, Nikolai Leonenko
2020 J jnl
Spherically Restricted Random Hyperbolic Diffusion.
Entropy
Philip Broadbridge, Alexander Kolesnik, Nikolai Leonenko, Andriy Olenko, Dareen Omari
2019 J jnl
Limit theorems for the fractional nonhomogeneous Poisson process.
J. Appl. Probab.
Nikolai Leonenko, Enrico Scalas, Mailan Trinh
2012 — conf
Statistical Inference for Rényi Entropy Functionals.
Conceptual Modelling and Its Theoretical Foundations
David Källberg, Nikolai Leonenko, Oleg Seleznjev
2011 J jnl
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models.
Comput. Stat. Data Anal.
Emanuele Taufer, Nikolai Leonenko, Marco Bee
2011 J jnl
Statistical Inference for Rényi Entropy Functionals
CoRR
David Källberg, Nikolai Leonenko, Oleg Seleznjev
2011 — conf
Statistical Modeling for Image Matching in Large Image Databases.
iThings/CPSCom
David Källberg, Oleg Seleznjev, Nikolai Leonenko, Haibo Li
2010 J jnl
Statistical inference for the epsilon-entropy and the quadratic Rényi entropy.
J. Multivar. Anal.
Nikolai Leonenko, Oleg Seleznjev
2009 J jnl
Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution.
Comput. Stat. Data Anal.
Emanuele Taufer, Nikolai Leonenko