12 citations · 24 across the 6 of their papers we have counts for
6 papers
Limit theorems for -domain functionals of stationary Gaussian fields
Nikolai Leonenko, Leonardo Maini, Ivan Nourdin +1
Fix an integer and refer to it as the number of growing domains. For each , fix a compact subset where $d_1,\ldots,d_p\g…
On the Whittle estimator for linear random noise spectral density parameter in continuous-time nonlinear regression models
A. V. Ivanov, N. N. Leonenko, I. V. Orlovskyi
A continuous-time nonlinear regression model with Lévy-driven linear noise process is considered. Sufficient conditions of consistency and asymptotic normality of the Whittle estim…
The fractional non-homogeneous Poisson process
N. Leonenko, E. Scalas, M. Trinh
We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We…
Ergodicity and mixing bounds for the Fisher-Snedecor diffusion
A. M. Kulik, N. N. Leonenko
We consider the Fisher-Snedecor diffusion; that is, the Kolmogorov-Pearson diffusion with the Fisher-Snedecor invariant distribution. In the nonstationary setting, we give explicit…
Estimation of harmonic component in regression with cyclically dependent errors
A. V. Ivanov, N. N. Leonenko, M. D. Ruiz-Medina +1
This paper deals with the estimation of hidden periodicities in a non-linear regression model with stationary noise displaying cyclical dependence. Consistency and asymptotic norma…
On spectral representations of tensor random fields on the sphere
Nikolai Leonenko, Ludmila Sakhno
We study the representations of tensor random fields on the sphere basing on the theory of representations of the rotation group. Introducing specific components of a tensor field…