Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Intermittency and multiscaling in limit theorems. (English) Zbl 1504.60075 Fractals 30, No. 7, Article ID 2250137, 18 p. (2022). MSC: 60G52 60F05 60G10 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Fractals 30, No. 7, Article ID 2250137, 18 p. (2022; Zbl 1504.60075) Full Text: DOI arXiv
Grahovac, Danijel Intermittency in the small-time behavior of Lévy processes. (English) Zbl 1487.60093 Stat. Probab. Lett. 187, Article ID 109507, 8 p. (2022). MSC: 60G51 60F05 PDFBibTeX XMLCite \textit{D. Grahovac}, Stat. Probab. Lett. 187, Article ID 109507, 8 p. (2022; Zbl 1487.60093) Full Text: DOI arXiv
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes. (English) Zbl 1427.60045 Stochastic Processes Appl. 129, No. 12, 5113-5150 (2019). MSC: 60F05 60G10 60G51 60G18 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Stochastic Processes Appl. 129, No. 12, 5113--5150 (2019; Zbl 1427.60045) Full Text: DOI arXiv Link
Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Taqqu, Murad S. The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes. (English) Zbl 1466.60095 Bernoulli 25, No. 3, 2029-2050 (2019). MSC: 60G51 60E07 60G10 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Bernoulli 25, No. 3, 2029--2050 (2019; Zbl 1466.60095) Full Text: DOI arXiv Euclid
Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S. Intermittency of trawl processes. (English) Zbl 1406.60052 Stat. Probab. Lett. 137, 235-242 (2018). MSC: 60G10 60E07 60G18 PDFBibTeX XMLCite \textit{D. Grahovac} et al., Stat. Probab. Lett. 137, 235--242 (2018; Zbl 1406.60052) Full Text: DOI arXiv
Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Tešnjak, Irena Intermittency of superpositions of Ornstein-Uhlenbeck type processes. (English) Zbl 1356.60121 J. Stat. Phys. 165, No. 2, 390-408 (2016). MSC: 60J60 60F05 60G10 PDFBibTeX XMLCite \textit{D. Grahovac} et al., J. Stat. Phys. 165, No. 2, 390--408 (2016; Zbl 1356.60121) Full Text: DOI arXiv