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20082021
most citedLimit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra

42 citations · 70 across the 8 of their papers we have counts for

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Showing 2020Show all

5 papers · 1 filter

math.ST2020

The entropy based goodness of fit tests for generalized von Mises-Fisher distributions and beyond

Nikolai Leonenko, Vitalii Makogin, Mehmet Siddik Cadirci

We introduce some new classes of unimodal rotational invariant directional distributions, which generalize von Mises-Fisher distribution. We propose three types of distributions, o…

math.PR2020

Non-Local Solvable Birth-Death Processes

Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi

In this paper we study strong solutions of some non-local difference-differential equations linked to a class of birth-death processes arising as discrete approximations of Pearson…

math.PR2020

Analysis of Spherical Monofractal and Multifractal Random Fields

Nikolai Leonenko, Ravindi Nanayakkara, Andriy Olenko

The Rényi function plays an important role in the analysis of multifractal random fields. For random fields on the sphere, there are three models in the literature where the Rényi…

math.PR2020

Large deviations for a class of tempered subordinators and their inverse processes

Nikolai Leonenko, Claudio Macci, Barbara Pacchiarotti

We consider a class of tempered subordinators, namely a class of subordinators with one-dimensional marginal tempered distributions which belong to a family studied in [3]. The mai…

math.PR2020

Skellam Type Processes of Order K and Beyond

Neha Gupta, Arun Kumar, Nikolai Leonenko

In this article, we introduce Skellam process of order k and its running average. We also discuss the time-changed Skellam process of order k. In particular we discuss space-fracti…