Kulik, A. M.; Leonenko, N. N.; Papić, I.; Šuvak, N. Parameter estimation for non-stationary Fisher-Snedecor diffusion. (English) Zbl 1460.60019 Methodol. Comput. Appl. Probab. 22, No. 3, 1023-1061 (2020). MSC: 60G10 33C05 60J60 62M05 62M15 PDFBibTeX XMLCite \textit{A. M. Kulik} et al., Methodol. Comput. Appl. Probab. 22, No. 3, 1023--1061 (2020; Zbl 1460.60019) Full Text: DOI Link
Leonenko, Nikolai; Merzbach, Ely Fractional Poisson fields. (English) Zbl 1310.60035 Methodol. Comput. Appl. Probab. 17, No. 1, 155-168 (2015). MSC: 60G22 60G55 60G60 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{E. Merzbach}, Methodol. Comput. Appl. Probab. 17, No. 1, 155--168 (2015; Zbl 1310.60035) Full Text: DOI
Leonenko, Nikolai; Olenko, Andriy Tauberian and Abelian theorems for long-range dependent random fields. (English) Zbl 1307.60068 Methodol. Comput. Appl. Probab. 15, No. 4, 715-742 (2013). MSC: 60G60 62E20 40E05 PDFBibTeX XMLCite \textit{N. Leonenko} and \textit{A. Olenko}, Methodol. Comput. Appl. Probab. 15, No. 4, 715--742 (2013; Zbl 1307.60068) Full Text: DOI arXiv
Leonenko, N. N.; Ruiz-Medina, M. D. Gaussian scenario for the heat equation with quadratic potential and weakly dependent data with applications. (English) Zbl 1293.60057 Methodol. Comput. Appl. Probab. 10, No. 4, 595-620 (2008). MSC: 60G60 60G15 62M15 60H15 PDFBibTeX XMLCite \textit{N. N. Leonenko} and \textit{M. D. Ruiz-Medina}, Methodol. Comput. Appl. Probab. 10, No. 4, 595--620 (2008; Zbl 1293.60057) Full Text: DOI
Barndorff-Nielsen, O. E.; Leonenko, N. N. Spectral properties of superpositions of Ornstein-Uhlenbeck type processes. (English) Zbl 1089.60014 Methodol. Comput. Appl. Probab. 7, No. 3, 335-352 (2005). Reviewer: Nijole Kalinauskaitė (Vilnius) MSC: 60E07 60G10 60G18 62M10 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} and \textit{N. N. Leonenko}, Methodol. Comput. Appl. Probab. 7, No. 3, 335--352 (2005; Zbl 1089.60014) Full Text: DOI