Pregled po CROSBI profilu: Danijel Grahovac (CROSBI Profil: 30464, MBZ: 325466)
Pronađeno 27 radova
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1.Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.Intermittency and Multiscaling in Limit Theorems // Fractals, 30 (2022), 7; 2250137, 18 doi:10.1142/s0218348x22501377 (međunarodna recenzija, članak, znanstveni)
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2.Grahovac, DanijelIntermittency in the small-time behavior of Lévy processes // Statistics & probability letters, 187 (2022), 109507, 8 doi:10.1016/j.spl.2022.109507 (međunarodna recenzija, članak, znanstveni)
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3.Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.Intermittency and infinite variance: the case of integrated supOU processes // Electronic journal of probability, 26 (2021), 1-31 doi:10.1214/21-EJP623 (međunarodna recenzija, članak, znanstveni)
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4.Sabo, Kristian; Grahovac, Danijel; Scitovski, RudolfIncremental method for multiple line detection problem — iterative reweighted approach // Mathematics and computers in simulation, 178 (2020), 588-602 doi:10.1016/j.matcom.2020.07.013 (međunarodna recenzija, članak, znanstveni)
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5.Grahovac, DanijelMultifractal processes: Definition, properties and new examples // Chaos, solitons and fractals, 134 (2020), 109735, 11 doi:10.1016/j.chaos.2020.109735 (međunarodna recenzija, članak, znanstveni)
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6.Avram, Florin; Grahovac, Danijel; Vardar-Acar, CerenThe W, Z scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems // ESAIM-Probability and Statistics, 24 (2020), 454-525 doi:10.1051/ps/2019022 (međunarodna recenzija, članak, znanstveni)
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7.Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.The Multifaceted Behavior of Integrated supOU Processes: The Infinite Variance Case // Journal of theoretical probability, 33 (2020), 1801-1831 doi:10.1007/s10959-019-00935-8 (međunarodna recenzija, članak, znanstveni)
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8.Grahovac, Danijel; Grgić, LucijanaDugoročna zavisnost // Osječki matematički list, 19 (2019), 1; 15-29 (recenziran, članak, stručni)
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9.Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes // Stochastic processes and their applications, 129 (2019), 12; 5113-5150 doi:10.1016/j.spa.2019.01.010 (međunarodna recenzija, članak, znanstveni)
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10.Avram, Florin; Grahovac, Danijel; Vardar-Acar, CerenThe W, Z/ν, δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps // Risks, 7 (2019), 1; 18, 15 doi:10.3390/risks7010018 (međunarodna recenzija, članak, znanstveni)
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11.Grahovac, Danijel; Leonenko, Nikolai N.; Sikorskii, Alla; Taqqu, Murad S.The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes // Bernoulli, 25 (2019), 3; 2029-2050 doi:10.3150/18-BEJ1044 (međunarodna recenzija, članak, znanstveni)
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12.Grahovac, Danijel; Leonenko, NikolaiBounds on the support of the multifractal spectrum of stochastic processes // Fractals-an interdisciplinary journal on the complex geometry of nature, 26 (2018), 04; 1850055, 21 doi:10.1142/S0218348X1850055X (međunarodna recenzija, članak, znanstveni)
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13.Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.Intermittency of trawl processes // Statistics & probability letters, 137 (2018), 235-242 doi:10.1016/j.spl.2018.01.030 (međunarodna recenzija, članak, znanstveni)
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14.Grahovac, DanijelDensities of Ruin-Related Quantities in the Cramér-Lundberg Model with Pareto Claims // Methodology and computing in applied probability, 20 (2018), 1; 273-288 doi:10.1007/s11009-017-9551-x (podatak o recenziji nije dostupan, članak, znanstveni)
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15.Scitovski, Rudolf; Sabo, Kristian; Grahovac, DanijelGlobalna optimizacija
Osijek: Sveučilište Josipa Jurja Strossmayera u Osijeku – Odjel za matematiku, 2017 -
16.Grahovac, Danijel; Leonenko, Nikolai; Sikorski, Alla; Tešnjak, IrenaIntermittency of superpositions of Ornstein-Uhlenbeck type processes // Journal of statistical physics, 165 (2016), 2; 390-408 doi:10.1007/s10955-016-1616-7 (međunarodna recenzija, članak, znanstveni)
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17.Grbić, Ratko; Grahovac, Danijel; Scitovski, RudolfA method for solving the multiple ellipses detection problem // Pattern recognition, 60 (2016), 824-834 doi:10.1016/j.patcog.2016.06.031 (međunarodna recenzija, članak, znanstveni)
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18.Grahovac, Danijel; Leko, AnaModeliranje rizika u osiguranju // Osječki matematički list, 15 (2015), 2; 113-129 (podatak o recenziji nije dostupan, članak, stručni)
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19.Grahovac, DanijelScaling properties of stochastic processes with applications to parameter estimation and sample path properties, 2015., doktorska disertacija, Prirodoslovno-matematički fakultet, Zagreb
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20.Grahovac, Danijel; Šuvak, NenadHeavy-tailed modeling of CROBEX // Financial theory and practice (Zagreb), 39 (2015), 4; 411-430 doi:10.3326/fintp.39.4.4 (podatak o recenziji nije dostupan, članak, znanstveni)
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21.Grahovac, Danijel; Jia, Mofei; Leonenko, Nikolai; Taufer, EmanueleAsymptotic properties of the partition function and applications in tail index inference of heavy-tailed data // Statistics (Berlin), 49 (2015), 6; 1221-1242 doi:10.1080/02331888.2014.969267 (međunarodna recenzija, članak, znanstveni)
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22.Grahovac, Danijel; Leonenko, Nikolai; Taqqu, MuradScaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters // Journal of statistical physics, 158 (2015), 1; 105-119 doi:10.1007/s10955-014-1126-4 (međunarodna recenzija, članak, znanstveni)
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23.Grahovac, Danijel; Leonenko, Nikolai N.Renyi functions for multifractal products of stationary processes and detecting multifractality under heavy-tailed effects // Multifractal Analysis: From Theory to Applications and Back
Banff, Kanada, 2014. (poster, sažetak, ostalo) -
24.Grahovac, Danijel; Leonenko, NikolaiDetecting multifractal stochastic processes under heavy-tailed effects // Chaos, solitons and fractals, 65 (2014), 78-89 doi:10.1016/j.chaos.2014.04.016 (međunarodna recenzija, članak, znanstveni)
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25.Grahovac, Danijel; Jia, Mofei; Leonenko, Nikolai N.; Taufer, EmanueleOn the tail index inference based on the scaling function method // Proceedings of the 18th European Young Statisticians Meeting / Šuvak, Nenad (ur.).
Osijek: J. J. Strossmayer University of Osijek, Department of Mathematics, 2014. str. 39-45 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
