Nikolai N. Leonenko

Articles in Scholarly Journals [Incomplete List]

  1. Minimum contrast estimation of random processes based on information of second and third orders?
    Journal of Statistical Planning and Inference, vol. 137, no. 4, pp. 1302–1331, 2007
  2. Statistical inference using higher-order information?
    Journal of Multivariate Analysis, vol. 98, no. 4, pp. 706–742, 2007
  3. On the Whittle estimators for some classes of continuous-parameter random processes and fields?
    Statistics & Probability Letters, vol. 76, no. 8, pp. 781–795, 2006
  4. Weak convergence of functionals of stationary long memory processes to Rosenblatt-type distributions
    Journal of Statistical Planning and Inference, vol. 136, no. 4, pp. 1220–1236, 2006
  5. Spectral Properties of Burgers and KPZ Turbulence
    Journal of Statistical Physics, vol. 122, no. 5, pp. 949–974, 2006
  6. Scaling Laws for the Multidimensional Burgers Equation with Quadratic External Potential
    Journal of Statistical Physics, vol. 124, no. 1, pp. 191–205, 2006
  7. Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes
    Methodology and Computing in Applied Probability, vol. 7, no. 3, pp. 335–352, 2005
  8. Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion
    Stochastics: An International Journal of Probability and Stochastic Processes, vol. 77, no. 6, pp. 477–499, 2005
  9. A new class of random vector entropy estimators and its applications in testing statistical hypotheses
    Journal of Nonparametric Statistics, vol. 17, no. 3, pp. 277–297, 2005
  10. Fractional random fields associated with stochastic fractional heat equations
    Advances in Applied Probability, vol. 37, no. 1, pp. 108–133, 2005
  11. Student processes
    Advances in Applied Probability, vol. 37, no. 2, pp. 342–365, 2005
  12. Burgers' turbulence problem with linear or quadratic external potential
    Journal of Applied Probability, vol. 42, no. 2, pp. 550–565, 2005
  13. On a class of minimum contrast estimators for fractional stochastic processes and fields
    Journal of Statistical Planning and Inference, vol. 123, no. 1, pp. 161–185, 2004
  14. Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence
    Australian New Zealand Journal of Statistics, vol. 46, no. 2, pp. 275–296, 2004
  15. Acta Applicandae Mathematicae, vol. 79, no. 1/2, pp. 115–128, 2003
  16. Harmonic analysis of random fractional diffusion–wave equations
    Applied Mathematics and Computation, vol. 141, no. 1, pp. 77–85, 2003
  17. Journal of Statistical Physics, vol. 111, no. 3/4, pp. 789–814, 2003
  18. Dynamic models of long-memory processes driven by Lévy noise
    Journal of Applied Probability, vol. 39, no. 4, pp. 730–747, 2002
  19. Probability Theory and Related Fields, vol. 124, no. 3, pp. 381–408, 2002
  20. Statistical Inference for Stochastic Processes, vol. 4, no. 1, pp. 17–40, 2001
  21. Fractals [Complex Geometry, Patterns, and Scaling in Nature and Society], vol. 9, no. 3, p. 329, 2001
  22. Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence
    Journal of Applied Mathematics and Stochastic Analysis, vol. 14, no. 1, pp. 27–46, 2001
  23. Journal of Statistical Physics, vol. 104, no. 5/6, pp. 1349–1387, 2001
  24. Journal of Statistical Physics, vol. 99, no. 3/4, pp. 769–781, 2000
  25. On the exactness of normal approximation of LSE of regression coefficient of long-memory random fields
    Statistics & Probability Letters, vol. 48, no. 2, pp. 121–130, 2000
  26. Scaling laws for fractional diffusion-wave equations with singular data
    Statistics & Probability Letters, vol. 48, no. 3, pp. 239–252, 2000
  27. Non-Gaussian scenarios for the heat equation with singular initial conditions
    Stochastic Processes and their Applications, vol. 84, no. 1, pp. 91–114, 1999
  28. Gaussian and non-Gaussian limit distributions of estimates of the regression coefficients of a long-memory time series
    Ukrainian Mathematical Journal, vol. 51, no. 7, pp. 1044–1054, 1999
  29. Parameter identification for singular random fields arising in Burgers' turbulence
    Journal of Statistical Planning and Inference, vol. 80, no. 1-2, pp. 1–13, 1999
  30. Journal of Statistical Physics, vol. 91, no. 1/2, pp. 423–438, 1998
  31. Exact parabolic asymptotics for singular ?-D Burgers' random fields: Gaussian approximation
    Stochastic Processes and their Applications, vol. 76, no. 2, pp. 141–165, 1998
  32. Acta Applicandae Mathematicae, vol. 47, no. 1, pp. 1–18, 1997
  33. On the rate of convergence to the normal law for solutions of the Burgers equation with singular initial data
    Journal of Statistical Physics, vol. 82, no. 3-4, pp. 915–930, 1996
  34. Non-Gaussian limit distributions of solutions of the many-dimensional B?rgers equation with random initial data
    Ukrainian Mathematical Journal, vol. 47, no. 3, pp. 385–392, 1995
  35. Limit terms for sums of dependent random variables
    Journal of Applied Mathematics and Stochastic Analysis, vol. 7, no. 1, pp. 91–91, 1994
  36. Limiting distributions of the solutions of the many-dimensional B?rgers equation with random initial data. I
    Ukrainian Mathematical Journal, vol. 46, no. 7, pp. 953–961, 1994
  37. Limiting distributions of the solutions of the many-dimensional B?rgers equation with random initial data. II
    Ukrainian Mathematical Journal, vol. 46, no. 8, pp. 1101–1109, 1994
  38. On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation
    Ukrainian Mathematical Journal, vol. 45, no. 12, pp. 1841–1848, 1993
  39. Estimators of regression parameters of random fields. II
    Ukrainian Mathematical Journal, vol. 44, no. 5, pp. 573–576, 1992
  40. Estimates of regression parameters of random fields. I
    Ukrainian Mathematical Journal, vol. 44, no. 4, pp. 437–442, 1992
  41. Works of M. I. Yadrenko in the theory of random fields
    Ukrainian Mathematical Journal, vol. 44, no. 11, pp. 1343–1348, 1992
  42. Tauberian and Abelian theorems for correlation function of a homogeneous isotropic random field
    Ukrainian Mathematical Journal, vol. 43, no. 12, pp. 1539–1548, 1991
  43. Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields
    Ukrainian Mathematical Journal, vol. 42, no. 5, pp. 554–561, 1990
  44. Sojourns of multidimensional Gaussian random fields with dependent components
    Computers & Mathematics with Applications, vol. 19, no. 1, pp. 101–108, 1990
  45. Central limit theorem for nonlinear transforms of gaussian random vector fields
    Ukrainian Mathematical Journal, vol. 42, no. 8, pp. 942–947, 1990
  46. Reduction conditions for functionals of geometric type from uniform isotropic random fields of a gamma-correlation. II
    Ukrainian Mathematical Journal, vol. 41, no. 3, pp. 296–301, 1989
  47. Reduction conditions for geometric-type functions of homogeneous isotropic random gamma-correlation fields. I
    Ukrainian Mathematical Journal, vol. 41, no. 1, pp. 43–49, 1989
  48. Sharpness of the normal approximation of functionals of strongly correlated Gaussian random fields
    Mathematical Notes of the Academy of Sciences of the USSR, vol. 43, no. 2, pp. 161–171, 1988