3 citations · 5 across the 5 of their papers we have counts for
5 papers
On a class of minimum contrast estimators for Gegenbauer random fields
R. M. Espejo, N. N. Leonenko, A. Olenko +1
The article introduces spatial long-range dependent models based on the fractional difference operators associated with the Gegenbauer polynomials. The results on consistency and a…
Fractional spherical random fields
Mirko D'Ovidio, Nikolai Leonenko, Enzo Orsingher
In this paper we study the solutions of different forms of fractional equations on the unit sphere possessing the structure of time-de…
Bounds on the support of the multifractal spectrum of stochastic processes
Danijel Grahovac, Nikolai N. Leonenko
Multifractal analysis of stochastic processes deals with the fine scale properties of the sample paths and seeks for some global scaling property that would enable extracting the s…
Limit theorems for additive functionals of stationary fields, under integrability assumptions on the higher order spectral densities
Florin Avram, Nikolai Leonenko, Ludmila Sakhno
We prove central limit theorems for additive functionals of stationary fields under integrability conditions on the higher-order spectral densities, which are derived using the Hol…
On spectral properties and statistical analysis of Fisher-Snedecor diffusion
F. Avram, N. N. Leonenko, N. Šuvak
We consider the problem of parameter estimation for an ergodic diffusion with Fisher-Snedecor invariant distribution, to be called Fisher-Snedecor diffusion. We compute the spectra…