242 citations · 558 across the 42 of their papers we have counts for
53 papers
Limit theorems for anisotropic functionals of stationary Gaussian fields with Gneiting covariance function
Nikolai Leonenko, Leonardo Maini, Ivan Nourdin +1
We study non-linear additive functionals of stationary Gaussian fields over anisotropically growing domains in , including spatiotemporal settings, and establish Gaus…
Dickman type stochastic processes with short- and long- range dependence
Danijel Grahovac, Anastasiia Kovtun, Nikolai N. Leonenko +1
We study properties of the (generalized) Dickman distribution with two parameters and the stationary solution of the Ornstein-Uhlenbeck stochastic differential equation driven by a…
Humbert Generalized Fractional Differenced ARMA Processes
Niharika Bhootna, Monika Singh Dhull, Arun Kumar +1
In this article, we use the generating functions of the Humbert polynomials to define two types of Humbert generalized fractional differenced ARMA processes. We present stationarit…
Statistical tests based on Rényi entropy estimation
Mehmet Siddik Cadirci, Dafydd Evans, Nikolai Leonenko +1
Entropy and its various generalizations are important in many fields, including mathematical statistics, communication theory, physics and computer science, for characterizing the…
Sojourn functionals for spatiotemporal random fields with long-memory
N. N. Leonenko, M. D. Ruiz-Medina
This paper addresses the asymptotic analysis of sojourn functionals of spatiotemporal Gaussian random fields with long-range dependence (LRD) in time also known as long memory. Spe…
Intermittency and multiscaling in limit theorems
Danijel Grahovac, Nikolai N. Leonenko, Murad S. Taqqu
It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we…