UB Paderborn / Katalog / Suche / in CDI

Ergodicity and mixing bounds for the Fisher—Snedecor diffusion

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2013-11, Vol.19 (5B), p.2294-2329

2013

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On the Whittle estimators for some classes of continuous-parameter random processes and fields

Statistics & probability letters, 2006-04, Vol.76 (8), p.781-795

2006

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Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology

Journal of mathematical analysis and applications, 2020-06, Vol.486 (2), p.123934, Article 123934

2020

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Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes

Statistics & probability letters, 2008-08, Vol.78 (11), p.1274-1282

2008

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Stochastic representation of fractional Bessel-Riesz motion

Chaos, solitons and fractals, 2017-09, Vol.102, p.135-139

2017

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Statistical inference using higher-order information

Journal of multivariate analysis, 2007-04, Vol.98 (4), p.706-742

2007

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Correlated continuous time random walks and fractional Pearson diffusions

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2018-11, Vol.24 (4B), p.3603-3627

2018

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Heavy-tailed fractional Pearson diffusions

Stochastic processes and their applications, 2017-11, Vol.127 (11), p.3512-3535

2017

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Statistical Analysis of Random Fields

1, 1989

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Statistical inference for reciprocal gamma diffusion process

Journal of statistical planning and inference, 2010, Vol.140 (1), p.30-51

2010

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A normal inverse Gaussian model for a risky asset with dependence

Statistics & probability letters, 2012, Vol.82 (1), p.109-115

2012

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Estimation of harmonic component in regression with cyclically dependent errors

Statistics (Berlin, DDR), 2015-01, Vol.49 (1), p.156-186

2015

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Hypothesis testing for Fisher–Snedecor diffusion

Journal of statistical planning and inference, 2012-08, Vol.142 (8), p.2308-2321

2012

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Semiparametric analysis of long-range dependence in nonlinear regression

Journal of statistical planning and inference, 2008-07, Vol.138 (6), p.1733-1753

2008

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Exploring Stochastic Laws: Festschrift in Honour of the 70th Birthday of Academician Vladimir Semenovich Korolyuk

2020

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Minimum contrast estimation of random processes based on information of second and third orders

Journal of statistical planning and inference, 2007-04, Vol.137 (4), p.1302-1331

2007

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Spectral representation of transition density of Fisher-Snedecor diffusion

Stochastics (Abingdon, Eng. : 2005), 2013-04, Vol.85 (2), p.346-369

2013

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Limit theorems for functionals of geometric type of homogeneous isotropic random fields

Probability Theory and Mathematical Statistics Vol. 2, 2020, Vol.2, p.173-202

Leonenko, N.N

Originally published 1987, 2020

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Harmonic analysis of random fractional diffusion–wave equations

Applied mathematics and computation, 2003-08, Vol.141 (1), p.77-85

2003

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On a class of minimum contrast estimators for fractional stochastic processes and fields

Journal of statistical planning and inference, 2004-06, Vol.123 (1), p.161-185

2004

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Scaling laws for fractional diffusion-wave equations with singular data

Statistics & probability letters, 2000-07, Vol.48 (3), p.239-252

2000

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Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence

Australian & New Zealand journal of statistics, 2004-06, Vol.46 (2), p.275-296

2004

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Non-Gaussian scenarios for the heat equation with singular initial conditions

Stochastic processes and their applications, 1999-11, Vol.84 (1), p.91-114

1999

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Exact parabolic asymptotics for singular n-D Burgers’ random fields: Gaussian approximation

Stochastic processes and their applications, 1998-08, Vol.76 (2), p.141-165

1998

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On the efficiency of the least squares estimator of regression coefficients of a random field observed on a sphere

Exploring Stochastic Laws, 2020, p.257-262

Originally published 1995, 2020

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Ergodicity and mixing bounds for the Fisher—Snedecor diffusion

On the Whittle estimators for some classes of continuous-parameter random processes and fields

Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology

Log-normal, log-gamma and log-negative inverted gamma scenarios in multifractal products of stochastic processes

Stochastic representation of fractional Bessel-Riesz motion

Statistical inference using higher-order information

Correlated continuous time random walks and fractional Pearson diffusions

Heavy-tailed fractional Pearson diffusions

Statistical Analysis of Random Fields

Statistical inference for reciprocal gamma diffusion process

A normal inverse Gaussian model for a risky asset with dependence

Estimation of harmonic component in regression with cyclically dependent errors

Hypothesis testing for Fisher–Snedecor diffusion

Semiparametric analysis of long-range dependence in nonlinear regression

Exploring Stochastic Laws: Festschrift in Honour of the 70th Birthday of Academician Vladimir Semenovich Korolyuk

Minimum contrast estimation of random processes based on information of second and third orders

Spectral representation of transition density of Fisher-Snedecor diffusion

Limit theorems for functionals of geometric type of homogeneous isotropic random fields

Harmonic analysis of random fractional diffusion–wave equations

On a class of minimum contrast estimators for fractional stochastic processes and fields

Scaling laws for fractional diffusion-wave equations with singular data

Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence

Non-Gaussian scenarios for the heat equation with singular initial conditions

Exact parabolic asymptotics for singular n-D Burgers’ random fields: Gaussian approximation

On the efficiency of the least squares estimator of regression coefficients of a random field observed on a sphere

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