Nikolai N. Leonenko

Modeling and Simulation · 2001–2016

A researcher in the Science corpus: 9 papers; trusts 18 researchers and is trusted by 25 researchers here, as inferred from the citation graph.

Subfields

• Modeling and Simulation — 18 citations into it; #1,085 of 2,105 by trust here, #791 by citations
• Finance — 14 citations into it; #5,040 of 10,518 by trust here, #3,667 by citations
• Statistics and Probability — 13 citations into it; #2,351 of 12,932 by trust here, #2,693 by citations
• Applied Mathematics — 11 citations into it
• Mathematical Physics — 9 citations into it; #5,575 of 8,562 by trust here, #3,181 by citations
• Statistical and Nonlinear Physics — 7 citations into it; #1,351 of 10,127 by trust here, #2,263 by citations
• Economics and Econometrics — 5 citations into it; #10,937 of 23,481 by trust here, #9,259 by citations

Whom Nikolai N. Leonenko trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Mark M. Meerschaert
2. Ole E. Barndorff-Nielsen
3. Luisa Beghin
4. D. Loftsgaarden
5. Francesco Mainardi
6. Oldrich A. Vasicek
7. Hans J. Haubold
8. Nick Laskin
9. Rudolf Gorenflo
10. Enzo Orsingher

Who trusts Nikolai N. Leonenko overall

1. Barnab'as P'oczos
2. Jeff Schneider
3. Fernando Perez-Cruz
4. Akshay Krishnamurthy
5. Liang Xiong
6. Kumar Sricharan
7. Dávid Pál
8. Frank Nielsen
9. Mathew D. Penrose
10. Kirthevasan Kandasamy

Papers from Nikolai N. Leonenko's perspective

Ordered by how strongly the researchers Nikolai N. Leonenko trusts endorse each paper. Same corpus, a different order for every researcher.

1. Fractional Poisson Process
2. Stochastic Models for Fractional Calculus
3. Fractional Poisson processes and related planar random motions
4. Modelling microstructure noise with mutually exciting point processes
5. On Mittag-Leffler-type functions in fractional evolution processes
6. Continuous-time ARMA processes
7. The Fractional Poisson Process and the Inverse Stable Subordinator
8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
9. Mittag-Leffler Functions and Their Applications (Journal of Applied Mathematics)
10. Processes of normal inverse Gaussian type

Their papers

• A class of Rényi information estimators for multidimensional densities (2008) — 282 citations
• A new class of random vector entropy estimators and its applications in testing statistical hypotheses (2005) — 198 citations
• Dynamic models of long-memory processes driven by Lévy noise (2002) — 70 citations
• The fractional non-homogeneous Poisson process (2016) — 50 citations
• Fractional Skellam processes with applications to finance (2014) — 48 citations
• Correction: A class of Rényi information estimators for multidimensional densities (2010) — 24 citations
• On the Whittle estimators for some classes of continuous-parameter random processes and fields (2006) — 54 citations
• On a class of minimum contrast estimators for fractional stochastic processes and fields (2004) — 49 citations
• Spectral Analysis of Fractional Kinetic Equations with Random Data (2001) — 206 citations