9 citations · 9 across the 2 of their papers we have counts for
2 papers
math.ST2009★ 9 cited
Multifractal scaling of products of birth--death processes
Vo V. Anh, Nikolai N. Leonenko, Narn-Rueih Shieh
We investigate the scaling properties of products of the exponential of birth--death processes with certain given marginal discrete distributions and covariance structures. The con…
math.PR2008
On a Szego Type Limit Theorem, the Holder-Young-Brascamp-Lieb Inequality, and the Asymptotic Theory of Integrals and Quadratic Forms of Stationary Fields
Florin Avram, Nikolai Leonenko, Ludmila Sakhno
Many statistical applications require establishing central limit theorems for sums, integrals, or for quadratic forms of functions of a stationary process. A particularly important…