Nikolai Leonenko

4.2k total citations
199 papers, 2.7k citations indexed

About

Nikolai Leonenko is a scholar working on Finance, Mathematical Physics and Economics and Econometrics. According to data from OpenAlex, Nikolai Leonenko has authored 199 papers receiving a total of 2.7k indexed citations (citations by other indexed papers that have themselves been cited), including 107 papers in Finance, 45 papers in Mathematical Physics and 41 papers in Economics and Econometrics. Recurrent topics in Nikolai Leonenko's work include Stochastic processes and financial applications (81 papers), Financial Risk and Volatility Modeling (72 papers) and Fractional Differential Equations Solutions (39 papers). Nikolai Leonenko is often cited by papers focused on Stochastic processes and financial applications (81 papers), Financial Risk and Volatility Modeling (72 papers) and Fractional Differential Equations Solutions (39 papers). Nikolai Leonenko collaborates with scholars based in United Kingdom, Australia and Ukraine. Nikolai Leonenko's co-authors include Vo Anh, А. В. Иванов, Alla Sikorskii, M. D. Ruiz‐Medina, Lyudmyla Sakhno, C. C. Heyde, Ole E. Barndorff–Nielsen, Luc Pronzato, Mark M. Meerschaert and Emanuele Taufer and has published in prestigious journals such as SHILAP Revista de lepidopterología, The Annals of Statistics and Journal of Mathematical Analysis and Applications.

In The Last Decade

Nikolai Leonenko

186 papers receiving 2.5k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Nikolai Leonenko United Kingdom 26 1.1k 648 542 490 438 199 2.7k
Denis Talay France 24 1.4k 1.2× 246 0.4× 389 0.7× 246 0.5× 388 0.9× 64 2.6k
Wojbor A. Woyczyński United States 26 639 0.6× 495 0.8× 797 1.5× 677 1.4× 217 0.5× 130 2.3k
B. L. Rozovskiĭ United States 24 1.4k 1.2× 143 0.2× 489 0.9× 563 1.1× 300 0.7× 71 3.0k
David Applebaum United Kingdom 15 1.3k 1.1× 410 0.6× 721 1.3× 817 1.7× 274 0.6× 64 2.9k
Tusheng Zhang United Kingdom 26 2.2k 1.9× 451 0.7× 824 1.5× 798 1.6× 139 0.3× 128 3.1k
Gopinath Kallianpur United States 10 1.9k 1.7× 263 0.4× 1.2k 2.3× 734 1.5× 348 0.8× 21 3.4k
Kiyosi Itô Japan 19 1.3k 1.1× 157 0.2× 1.0k 1.9× 560 1.1× 387 0.9× 32 3.4k
Hans‐Peter Scheffler Germany 18 496 0.4× 1.8k 2.8× 445 0.8× 632 1.3× 162 0.4× 59 2.7k
Gennady Samorodnitsky United States 26 2.2k 1.9× 153 0.2× 968 1.8× 178 0.4× 718 1.6× 192 4.6k
Terry Lyons United Kingdom 26 1.4k 1.2× 101 0.2× 991 1.8× 629 1.3× 316 0.7× 116 3.2k

Countries citing papers authored by Nikolai Leonenko

Since Specialization
Citations

This map shows the geographic impact of Nikolai Leonenko's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Nikolai Leonenko with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Nikolai Leonenko more than expected).

Fields of papers citing papers by Nikolai Leonenko

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Nikolai Leonenko. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Nikolai Leonenko. The network helps show where Nikolai Leonenko may publish in the future.

Co-authorship network of co-authors of Nikolai Leonenko

This figure shows the co-authorship network connecting the top 25 collaborators of Nikolai Leonenko. A scholar is included among the top collaborators of Nikolai Leonenko based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Nikolai Leonenko. Nikolai Leonenko is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Leonenko, Nikolai, et al.. (2021). Large deviations for a class of tempered subordinators and their inverse processes. ORCA Online Research @Cardiff (Cardiff University). 5 indexed citations
2.
Gupta, Neha, Arun Kumar, & Nikolai Leonenko. (2021). Stochastic models with mixtures of tempered stable subordinators. Mathematical communications. 26(1). 77–99. 4 indexed citations
3.
Leonenko, Nikolai, et al.. (2019). Limit theorems for the fractional nonhomogeneous Poisson process. IRIS Research product catalog (Sapienza University of Rome). 5 indexed citations
4.
Leonenko, Nikolai, et al.. (2019). Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator. Communication in Statistics- Theory and Methods. 49(20). 5091–5113. 1 indexed citations
5.
Leonenko, Nikolai, et al.. (2018). Four moments theorems on Markov chains. OpenBU (Boston University). 3 indexed citations
6.
Leonenko, Nikolai, et al.. (2014). Gegenbauer random fields. Random Operators and Stochastic Equations. 22(1). 1–16. 5 indexed citations
7.
Anh, Vo, Nikolai Leonenko, & Narn-Rueih Shieh. (2008). Multifractality of products of geometric Ornstein-Uhlenbeck-type processes. Advances in Applied Probability. 40(4). 1129–1156. 3 indexed citations
8.
Anh, Vo, Nikolai Leonenko, & Narn-Rueih Shieh. (2008). Multifractality of products of geometric Ornstein-Uhlenbeck-type processes. Advances in Applied Probability. 40(4). 1129–1156. 20 indexed citations
9.
Anh, Vo, Nikolai Leonenko, & Narn-Rueih Shieh. (2008). Log-Euler’s gamma multifractal scenario forproducts of Ornstein-Uhlenbeck type processes. Mathematical communications. 13(2). 133–148. 2 indexed citations
10.
Leonenko, Nikolai & M. D. Ruiz‐Medina. (2006). Strongly dependent Gaussian scenarios for the Burgers turbulence problem with quadratic external potential. Random Operators and Stochastic Equations. 14(3). 259–274. 1 indexed citations
11.
Heyde, C. C. & Nikolai Leonenko. (2005). Student processes. Advances in Applied Probability. 37(2). 342–365. 16 indexed citations
12.
Heyde, C. C. & Nikolai Leonenko. (2005). Student processes. Advances in Applied Probability. 37(2). 342–365. 65 indexed citations
13.
Anh, Vo & Nikolai Leonenko. (2002). Spectral Theory of Renormalized Fractional Random Fields. Theory of Probability and Mathematical Statistics. 11 indexed citations
14.
Иванов, А. В. & Nikolai Leonenko. (2002). Asymptotic behavior of M-estimators in continuous-time non-linear regression with long-range dependent errors. Random Operators and Stochastic Equations. 10(3). 201–222. 14 indexed citations
15.
Leonenko, Nikolai & Emanuele Taufer. (2001). Asymptotic properties of LSE in multivariate continuous regression with long memory stationary errors. METRON. 54–71. 3 indexed citations
16.
Leonenko, Nikolai & Mirta Benšić. (1998). On estimation of regression coefficients of long memory random fields observed on the arrays. Random Operators and Stochastic Equations. 6(1). 61–76. 2 indexed citations
17.
Leonenko, Nikolai, et al.. (1998). On spectral and bispectral estimator of the parameter of nongaussian data. Random Operators and Stochastic Equations. 6(2). 159–182. 5 indexed citations
18.
Leonenko, Nikolai, et al.. (1996). Spectral properties of the scaling limit solutions of the Burger’s equation with singular data. Random Operators and Stochastic Equations. 4(3). 229–238. 6 indexed citations
19.
Leonenko, Nikolai, et al.. (1994). Non-Gaussian limit distributions for solutions of Burgers equation with strongly dependent random initial conditions. Random Operators and Stochastic Equations. 2(1). 79–86. 5 indexed citations
20.
Leonenko, Nikolai & Andriy Olenko. (1993). Tauberian theorems for correlation functions and limit theorems for spherical averages of random fields. Random Operators and Stochastic Equations. 1(1). 57–68. 6 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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