Vo Van Anh

Articles in Scholarly Journals [Incomplete List]

  1. Stability and convergence of the difference methods for the space–time fractional advection–diffusion equation☆
    Applied Mathematics and Computation, vol. 191, no. 1, pp. 12–20, 2007
  2. Numerical approximation of Lévy–Feller diffusion equation and its probability interpretation☆
    Journal of Computational and Applied Mathematics, vol. 206, no. 2, pp. 1098–1115, 2007
  3. Chaos game representation of the Dst index and prediction of geomagnetic storm events
    Chaos, Solitons & Fractals, vol. 31, no. 3, pp. 736–746, 2007
  4. Approximation of the Lévy–Feller advection–dispersion process by random walk and finite difference method
    Journal of Computational Physics, vol. 222, no. 1, pp. 57–70, 2007
  5. Statistical inference using higher-order information?
    Journal of Multivariate Analysis, vol. 98, no. 4, pp. 706–742, 2007
  6. 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
  7. Cluster protein structures using recurrence quantification analysis on coordinates of alpha-carbon atoms of proteins
    Physics Letters A, vol. 368, no. 3-4, pp. 314–319, 2007
  8. Binary market models with memory?
    Statistics & Probability Letters, vol. 77, no. 3, pp. 256–264, 2007
  9. Correlations between designability and various structural characteristics of protein lattice models
    The Journal of Chemical Physics, vol. 126, no. 19, p. 195101, 2007
  10. Prediction of Fractional Brownian Motion-Type Processes
    Stochastic Analysis and Applications, vol. 25, no. 3, pp. 641–666, 2007
  11. Spatial and Spatiotemporal Karhunen-Loève-Type Representations on Fractal Domains
    Stochastic Analysis and Applications, vol. 24, no. 1, pp. 195–219, 2006
  12. A finite volume simulation model for saturated–unsaturated flow and application to Gooburrum, Bundaberg, Queensland, Australia
    Applied Mathematical Modelling, vol. 30, no. 4, pp. 352–366, 2006
  13. Spectral Properties of Burgers and KPZ Turbulence
    Journal of Statistical Physics, vol. 122, no. 5, pp. 949–974, 2006
  14. Clustering of protein structures using hydrophobic free energy and solvent accessibility of proteins
    Physical Review E, vol. 73, no. 3, 2006
  15. Linear filtering of systems with memory and application to finance
    Journal of Applied Mathematics and Stochastic Analysis, vol. 2006, Article ID 53104, 26 pages, 2006
  16. Fractional kinetic equations driven by Gaussian or infinitely divisible noise
    Advances in Applied Probability, vol. 37, no. 2, pp. 366–392, 2005
  17. Phylogeny of Prokaryotes and Chloroplasts Revealed by a Simple Composition Approach on All Protein Sequences from Complete Genomes Without Sequence Alignment
    Journal of Molecular Evolution, vol. 60, no. 4, pp. 538–545, 2005
  18. Multifractal characterization of Hong Kong air quality data
    Environmetrics, vol. 16, no. 1, pp. 1–12, 2005
  19. Similarity solutions for solute transport in fractal porous media using a time- and scale-dependent dispersivity
    Applied Mathematical Modelling, vol. 29, no. 9, pp. 852–870, 2005
  20. A fractal method to distinguish coding and non-coding sequences in a complete genome based on a number sequence representation
    Journal of Theoretical Biology, vol. 232, no. 4, pp. 559–567, 2005
  21. Diffusion on multifractals
    Nonlinear Analysis, vol. 63, no. 5-7, pp. e2043–e2056, 2005
  22. Multifractal modeling of magnetic storms via symbolic dynamics analysis
    Journal of Geophysical Research, vol. 110, no. A8, 2005
  23. Estimation and Simulation of the Riesz-Bessel Distribution
    Communications in Statistics: Theory and Methods, vol. 34, no. 9-10, pp. 1881–1897, 2005
  24. Financial Markets with Memory I: Dynamic Models
    Stochastic Analysis and Applications, vol. 23, no. 2, pp. 275–300, 2005
  25. Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization
    Stochastic Analysis and Applications, vol. 23, no. 2, pp. 301–328, 2005
  26. Fractional Generalized Random Fields of Variable Order
    Stochastic Analysis and Applications, vol. 22, no. 3, pp. 775–799, 2004
  27. 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
  28. Fractal analysis of measure representation of large proteins based on the detailed HP model
    Physica A: Statistical and Theoretical Physics, vol. 337, no. 1-2, pp. 171–184, 2004
  29. Chaos game representation of protein sequences based on the detailed HP model and their multifractal and correlation analyses
    Journal of Theoretical Biology, vol. 226, no. 3, pp. 341–348, 2004
  30. Numerical solution of the space fractional Fokker–Planck equation
    Journal of Computational and Applied Mathematics, vol. 166, no. 1, pp. 209–219, 2004
  31. Fractal tidal waves in coastal aquifers induced both anthropogenically and naturally
    Environmental Modelling & Software, vol. 19, no. 12, pp. 1125–1130, 2004
  32. The Riesz?Bessel Fractional Diffusion Equation
    Applied Mathematics and Optimization, vol. 49, no. 3, pp. 241–264, 2004
  33. Limiting distributions for minimum relative entropy calibration
    Journal of Applied Probability, vol. 41, no. 1, pp. 35–50, 2004
  34. Continuous-Time Stochastic Processes with Cyclical Long-Range Dependence
    Australian New Zealand Journal of Statistics, vol. 46, no. 2, pp. 275–296, 2004
  35. Infinite Dimensional Analysis, Quantum Probability and Related Topics, vol. 7, no. 3, p. 395, 2004
  36. Multifractal and correlation analyses of protein sequences from complete genomes
    Physical Review E, vol. 68, no. 2, 2003
  37. International Journal of Modern Physics B [Condensed Matter Physics; Statistical Physics; Applied Physics], vol. 17, no. 22 & 24, p. 4367, 2003
  38. The genomic tree of living organisms based on a fractal model
    Physics Letters A, vol. 317, no. 3-4, pp. 293–302, 2003
  39. Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields
    Journal of Multivariate Analysis, vol. 85, no. 1, pp. 192–216, 2003
  40. Harmonic analysis of random fractional diffusion–wave equations
    Applied Mathematics and Computation, vol. 141, no. 1, pp. 77–85, 2003
  41. Tides as phase-modulated waves inducing periodic groundwater flow in coastal aquifers overlaying a sloping impervious base
    Environmental Modelling & Software, vol. 18, no. 10, pp. 937–942, 2003
  42. Journal of Statistical Physics, vol. 111, no. 3/4, pp. 789–814, 2003
  43. Acta Applicandae Mathematicae, vol. 79, no. 1/2, pp. 115–128, 2003
  44. Fractional Generalized Random Fields on Bounded Domains
    Stochastic Analysis and Applications, vol. 21, no. 2, pp. 465–492, 2003
  45. Origin and Phylogeny of Chloroplasts Revealed by a Simple Correlation Analysis of Complete Genomes
    Molecular Biology and Evolution, vol. 21, no. 1, pp. 200–206, 2003
  46. Stochastic Models of Porosity in Heterogeneous Aquifers
    Systems Analysis Modelling Simulation, vol. 42, no. 4, pp. 585–596, 2002
  47. Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency
    Stochastic Processes and their Applications, vol. 99, no. 2, pp. 295–321, 2002
  48. Maximum likelihood estimation of the fractional differencing parameter in an ARFIMA model using wavelets
    Mathematics and Computers in Simulation, vol. 59, no. 1-3, pp. 153–161, 2002
  49. Probability Theory and Related Fields, vol. 124, no. 3, pp. 381–408, 2002
  50. Recognition of an organism from fragments of its complete genome
    Physical Review E, vol. 66, no. 3, 2002
  51. Dynamic models of long-memory processes driven by Lévy noise
    Journal of Applied Probability, vol. 39, no. 4, pp. 730–747, 2002
  52. Measure representation and multifractal analysis of complete genomes
    Physical Review E, vol. 64, no. 3, 2001
  53. Fractals [Complex Geometry, Patterns, and Scaling in Nature and Society], vol. 9, no. 3, p. 329, 2001
  54. Parameter Estimation of Stochastic Processes with Long-range Dependence and Intermittency
    Journal of Time Series Analysis, vol. 22, no. 5, pp. 517–535, 2001
  55. Semiparametric Approximation Methods in Multivariate Model Selection
    Journal of Complexity, vol. 17, no. 4, pp. 754–772, 2001
  56. Semimartingale representation of fractional Riesz-Bessel motion
    Finance and Stochastics, vol. 5, no. 1, pp. 83–101, 2001
  57. Stochastic fractional-order differential models with fractal boundary conditions
    Statistics & Probability Letters, vol. 54, no. 1, pp. 47–60, 2001
  58. Scaling limit solution of a fractional Burgers equation
    Stochastic Processes and their Applications, vol. 93, no. 2, pp. 285–300, 2001
  59. Time series model based on global structure of complete genome
    Chaos,Solitons & Fractals, vol. 12, no. 10, pp. 1827–1834, 2001
  60. Multifractal characterisation of length sequences of coding and noncoding segments in a complete genome
    Physica A: Statistical Mechanics and its Applications, vol. 301, no. 1-4, pp. 351–361, 2001
  61. Journal of Statistical Physics, vol. 104, no. 5/6, pp. 1349–1387, 2001
  62. Journal of Physics A: Mathematical and General, vol. 34, no. 36, pp. 7127–7139, 2001
  63. DIFFERENTIAL REPRESENTATION AND MARKOV PROPERTY OF GENERALIZED RANDOM FIELDS
    Stochastic Analysis and Applications, vol. 19, no. 4, pp. 481–498, 2001
  64. Correlation property of length sequences based on global structure of the complete genome
    Physical Review E, vol. 63, no. 1, 2000
  65. Scaling laws for fractional diffusion-wave equations with singular data
    Statistics & Probability Letters, vol. 48, no. 3, pp. 239–252, 2000
  66. A central limit theorem for a random quadratic form of strictly stationary processes
    Statistics & Probability Letters, vol. 49, no. 1, pp. 69–79, 2000
  67. Multifractal analysis of Hong Kong air quality data
    Environmetrics, vol. 11, no. 2, pp. 139–149, 2000
  68. Fractional diffusion and fractional heat equation
    Advances in Applied Probability, vol. 32, no. 4, pp. 1077–1099, 2000
  69. Local Linear Kernel Regression with Long-Range Dependent Errors
    Australian New Zealand Journal of Statistics, vol. 41, no. 4, pp. 463–479, 1999
  70. Estimated Generalized Least Squares for Random Coefficient Regression Models
    Scandinavian Journal of Statistics, vol. 26, no. 1, pp. 31–46, 1999
  71. A parabolic stochastic differential equation with fractional Brownian motion input
    Statistics & Probability Letters, vol. 41, no. 4, pp. 337–346, 1999
  72. A splitting method for stochastic goursat problem
    Stochastic Analysis and Applications, vol. 17, no. 3, pp. 315–326, 1999
  73. Non-Gaussian scenarios for the heat equation with singular initial conditions
    Stochastic Processes and their Applications, vol. 84, no. 1, pp. 91–114, 1999
  74. Semiparametric regression under long-range dependent errors
    Journal of Statistical Planning and Inference, vol. 80, no. 1-2, pp. 37–57, 1999
  75. Possible long-range dependence in fractional random fields
    Journal of Statistical Planning and Inference, vol. 80, no. 1-2, pp. 95–110, 1999
  76. Stochastic models for fractal processes
    Journal of Statistical Planning and Inference, vol. 80, no. 1-2, pp. 123–135, 1999
  77. No-cointegration test based on fractional differencing: Some Monte Carlo results
    Journal of Statistical Planning and Inference, vol. 80, no. 1-2, pp. 257–267, 1999
  78. Long-range dependence and second-order intermittency of two dimensional turbulence
    Environmental Modelling and Software, vol. 13, no. 3-4, pp. 233–238, 1998
  79. A reactive state-space model for prediction of urban air pollution
    Environmental Modelling and Software, vol. 13, no. 3-4, pp. 239–246, 1998
  80. Linear filtering with fractional brownian motion
    Stochastic Analysis and Applications, vol. 16, no. 5, pp. 907–914, 1998
  81. Strong convergence of stochastic taylor expansions of two-parameter random fields
    Stochastic Analysis and Applications, vol. 15, no. 2, pp. 137–149, 1997
  82. Stochastic models for characterisation and prediction of time series with long-range dependence and fractality
    Environmental Modelling & Software, vol. 12, no. 1, pp. 67–73, 1997
  83. Spatial variability of sydney air quality by cumulative semivariogram
    Atmospheric Environment, vol. 31, no. 24, pp. 4073–4080, 1997
  84. Fractals [Complex Geometry, Patterns, and Scaling In Nature and Society], vol. 4, no. 1, p. 35, 1996
  85. Scaling theorems for zero crossings of bandlimited signals
    IEEE Transactions on Pattern Analysis and Machine Intelligence, vol. 18, no. 3, pp. 309–320, 1996
  86. Riemann Function Approach to Unbiased Filtering and Prediction
    Journal of Mathematical Analysis and Applications, vol. 192, no. 1, pp. 96–116, 1995
  87. Unbiased Wiener filtering: Nonstationary processes
    Signal Processing, vol. 25, no. 1, pp. 51–68, 1991
  88. Markovian representation and prediction of stochastic processes with time-varying rational spectrum
    Signal Processing, vol. 24, no. 2, pp. 137–147, 1991
  89. Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model
    Stochastic Processes and their Applications, vol. 29, no. 2, pp. 317–333, 1988
  90. Extremal problems for functions of positive real part with a constraint and applications
    Journal of Mathematical Analysis and Applications, vol. 126, no. 1, pp. 250–268, 1987
  91. Radii of starlikeness and convexity for certain classes of analytic functions
    Journal of Mathematical Analysis and Applications, vol. 64, no. 1, pp. 146–158, 1978