Nikolai Leonenko

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 8

Top Topics

Brownian Motion

Gaussian Distribution

Poisson Process

Top Venues

Commun. Nonlinear Sci. Numer. Simul.

J. Appl. Probab.

J. Comput. Appl. Math.

Publications

Nikolai Leonenko, Andriy Olenko, Jayme Vaz Jr.
On fractional spherically restricted hyperbolic diffusion random field. Commun. Nonlinear Sci. Numer. Simul. 131 (2024)
Niharika Bhootna, Monika Singh Dhull, Arun Kumar, Nikolai Leonenko
Humbert generalized fractional differenced ARMA processes. Commun. Nonlinear Sci. Numer. Simul. 125 (2023)
Mehmet Siddik Cadirci, Dafydd Evans, Nikolai Leonenko, Vitalii Makogin
Entropy-based test for generalised Gaussian distributions. Comput. Stat. Data Anal. 173 (2022)
Giacomo Ascione, Nikolai Leonenko, Enrica Pirozzi
Skorokhod Reflection Problem for Delayed Brownian Motion with Applications to Fractional Queues. Symmetry 14 (3) (2022)
Donatien Hainaut, Nikolai Leonenko
Option pricing in illiquid markets: A fractional jump-diffusion approach. J. Comput. Appl. Math. 381 (2021)
Neha Gupta, Arun Kumar, Nikolai Leonenko
Skellam Type Processes of Order k and Beyond. Entropy 22 (11) (2020)
Philip Broadbridge, Alexander Kolesnik, Nikolai Leonenko, Andriy Olenko, Dareen Omari
Spherically Restricted Random Hyperbolic Diffusion. Entropy 22 (2) (2020)
Nikolai Leonenko, Enrico Scalas, Mailan Trinh
Limit theorems for the fractional nonhomogeneous Poisson process. J. Appl. Probab. 56 (1) (2019)
David Källberg, Nikolai Leonenko, Oleg Seleznjev
Statistical Inference for Rényi Entropy Functionals. Conceptual Modelling and Its Theoretical Foundations (2012)
David Källberg, Nikolai Leonenko, Oleg Seleznjev
Statistical Inference for Rényi Entropy Functionals CoRR (2011)
David Källberg, Oleg Seleznjev, Nikolai Leonenko, Haibo Li
Statistical Modeling for Image Matching in Large Image Databases. iThings/CPSCom (2011)
Emanuele Taufer, Nikolai Leonenko, Marco Bee
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. Comput. Stat. Data Anal. 55 (8) (2011)
Nikolai Leonenko, Oleg Seleznjev
Statistical inference for the epsilon-entropy and the quadratic Rényi entropy. J. Multivar. Anal. 101 (9) (2010)
Emanuele Taufer, Nikolai Leonenko
Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution. Comput. Stat. Data Anal. 53 (6) (2009)