Pregled po projektu: UNIOS-ZUP 2018-31 Znanstvenoistraživački projekt Sveučilišta u Osijeku
Pronađeno 9 radova
-
1.Kulik, Alexei; Leonenko, Nikolai; Papić, Ivan; Šuvak, NenadParameter Estimation for Non-Stationary Fisher- Snedecor Diffusion // Methodology and computing in applied probability, 22 (2020), 3; 1023-1061 doi:10.1007/s11009-019-09755-z (međunarodna recenzija, članak, znanstveni)
-
2.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)
-
3.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)
-
4.Leonenko, Nikolai; Papić, Ivan; Sikorskii, Alla; Šuvak, NenadApproximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology, Journal of Mathematical Analysis and Applications // Journal of mathematical analysis and applications, 486 (2020), 2; 123934, 22 doi:10.1016/j.jmaa.2020.123934 (međunarodna recenzija, članak, znanstveni)
-
5.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)
-
6.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)
-
7.Leonenko, Nikolai; Papić, IvanCorrelation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator // Communications in statistics-theory and methods, 49 (2020), 20; 5091-5113 doi:10.1080/03610926.2019.1612918 (međunarodna recenzija, članak, znanstveni)
-
8.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)
-
9.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)
