Correlation Structure of Time-Changed Lévy Processes von Leonenko, Nikolai N, Meerschaert, Mark M, Schilling, René L, Sikorskii, Alla

Volltext

Fractional Pearson diffusions von Leonenko, Nikolai N., Meerschaert, Mark M., Sikorskii, Alla

Volltext

Intermittency of Superpositions of Ornstein–Uhlenbeck Type Processes von Grahovac, Danijel, Leonenko, Nikolai N., Sikorskii, Alla, Tešnjak, Irena

Volltext

Correlation structure of fractional Pearson diffusions von Leonenko, Nikolai N., Meerschaert, Mark M., Sikorskii, Alla

Volltext

The Multifaceted Behavior of Integrated supOU Processes: The Infinite Variance Case von Grahovac, Danijel, Leonenko, Nikolai N., Taqqu, Murad S.

Volltext

Scaling Properties of the Empirical Structure Function of Linear Fractional Stable Motion and Estimation of Its Parameters von Grahovac, Danijel, Leonenko, Nikolai N., Taqqu, Murad S.

Volltext

Multifractality of products of geometric Ornstein-Uhlenbeck-type processes von Anh, V. V., Leonenko, Nikolai N., Shieh, Narn-Rueih

Volltext

Fractional Differential Equations 2012 von Liu, Fawang, Agrawal, Om Prakash, Momani, Shaher M., Leonenko, Nikolai N., Chen, Wen

Volltext

Space-Time Fractional Stochastic Equations on Regular Bounded Open Domains von Anh, Vo V., Leonenko, Nikolai N., Ruiz-Medina, María D.

Volltext

Fractional-In-Time and Multifractional-In-Space Stochastic Partial Differential Equations von Anh, Vo V., Leonenko, Nikolai N., Ruiz-Medina, María D.

Volltext

Fractional Differential Equations von Chen, Wen, Leonenko, Nikolai N., Momani, Shaher M., Meerschaert, Mark M., Liu, Fawang, Agrawal, Om Prakash

Volltext

On a class of minimum contrast estimators for Gegenbauer random fields von Espejo, Rosa M., Leonenko, Nikolai N., Olenko, Andriy, Ruiz-Medina, María D.

Volltext

SupOU-based and Related Fractal Activity Time Models for Risky Assets with Dependence von Leonenko, Nikolai N., Liu, Anqi, Shchestyuk, Nataliya

Volltext

Detecting multifractal stochastic processes under heavy-tailed effects von Grahovac, Danijel, Leonenko, Nikolai N.

Volltext

Simulation of multifractal products of Ornstein–Uhlenbeck type processes von Anh, Vo V, Leonenko, Nikolai N, Shieh, Narn-Rueih, Taufer, Emanuele

Volltext

Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes von Grahovac, Danijel, Leonenko, Nikolai N., Taqqu, Murad S.

Volltext

The unusual properties of aggregated superpositions of Ornstein–Uhlenbeck type processes von Grahovac, Danijel, Leonenko, Nikolai N., Sikorskii, Alla, Taqqu, Murad S.

Volltext

Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions von Leonenko, Nikolai N., Taufer, Emanuele

Volltext

Multifractal scaling of products of birth—death processes von ANH, VO V., LEONENKO, NIKOLAI N., SHIEH, NARN-RUEIH

Volltext

Stability, Boundedness, and Existence of Periodic Solutions to Certain Third-Order Delay Differential Equations with Multiple Deviating Arguments von Adesina, O. A., Ogundiran, M. O., Ogundare, B. S., Ademola, A. T.

Volltext