Nikolai N. Leonenko

Fractional random fields associated with stochastic fractional heat equations

M. Kelbert, N. Leonenko, M. Ruiz-Medina, 2005, Advances in Applied Probability.

The fractional non-homogeneous Poisson process

N. Leonenko, E. Scalas, E. Scalas, 2016, 1601.03965.

Parameter Estimation for Non-Stationary Fisher-Snedecor Diffusion

N. Leonenko, N. Šuvak, A. Kulik, 2019, Methodology and Computing in Applied Probability.

A new class of random vector entropy estimators and its applications in testing statistical hypotheses

M. N. Goria, N. Leonenko, V. Mergel, 2005 .

Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes

O. E. Barndorff-Nielsen, N. N. Leonenko, O. Barndorff-Nielsen, 2005 .

Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions

N. Leonenko, A. Sikorskii, N. Leonenko, 2012 .