Nenad Šuvak

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All published works

Action	Title	Year	Authors
+ PDF Chat	Multimodal diffusion model for increments of electroencephalogram data	2023	Nikolai Leonenko Željka Salinger Alla Sikorskii Nenad Šuvak Michael J. Boivin
+	A two diffusion stochastic model for the spread of the new corona virus SARS-CoV-2	2021	Jasmina Ðorđević Ivan Papić Nenad Šuvak
+ PDF Chat	Analysis of stability and sensitivity of deterministic and stochastic models for the spread of the new corona virus SARS-CоV-2	2021	B Jovanovic Jasmina Ðordjevic Jelena Manojlović Nenad Šuvak
+ PDF Chat	Ehrenfest–Brillouin-type correlated continuous time random walk and fractional Jacobi diffusion	2020	Nikolai Leonenko Ivan Papić Alla Sikorskii Nenad Šuvak
+	Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology	2020	Nikolai Leonenko Ivan Papić Alla Sikorskii Nenad Šuvak
+ PDF Chat	Parameter Estimation for Non-Stationary Fisher-Snedecor Diffusion	2019	Alexei Kulik Nikolai Leonenko Ivan Papić Nenad Šuvak
+ PDF Chat	Correlated continuous time random walks and fractional Pearson diffusions	2018	Nikolai Leonenko Ivan Papić Alla Sikorskii Nenad Šuvak
+	Correlated continuous time random walks and fractional Pearson diffusions	2017	Nikolai Leonenko Ivan Papić Alla Sikorskii Nenad Šuvak
+	Heavy-tailed fractional Pearson diffusions	2017	Nikolai Leonenko Ivan Papić Alla Sikorskii Nenad Šuvak
+	Correlated continuous time random walks and fractional Pearson diffusions	2017	Nikolai Leonenko Ivan Papić Alla Sikorskii Nenad Šuvak
+	Spectral representation of transition density of Fisher–Snedecor diffusion	2013	Florin Avram Nikolai Leonenko Nenad Šuvak
+	Hypothesis testing for Fisher–Snedecor diffusion	2012	Florin Avram Nikolai Leonenko Nenad Šuvak
+	Parameter estimation for Fisher–Snedecor diffusion	2011	Florin Avram Nikolai Leonenko Nenad Šuvak
+	Statistical Inference for Student Diffusion Process	2010	Nikolai Leonenko Nenad Šuvak
+	NEW DOCTORAL DEGREE Statistical analysis of Pearson diffusions with heavy-tailed marginal distributions	2010	Nenad Šuvak
+	Parameter estimation for Student diusion	2010	Nikolai Leonenko Nenad Šuvak
+	Statistical inference for reciprocal gamma diffusion process	2009	Nikolai Leonenko Nenad Šuvak
+	Parameter estimation for reciprocal gamma and Student diffusion processes	2009	Nikolai Leonenko Nenad Šuvak

Common Coauthors

Coauthor	Papers Together
Nikolai Leonenko	15
Ivan Papić	8
Alla Sikorskii	7
Florin Avram	3
Alexei Kulik	1
Jelena Manojlović	1
Michael J. Boivin	1
Željka Salinger	1
Jasmina Ðorđević	1
B Jovanovic	1
Jasmina Ðordjevic	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes	2008	Julie Lyng Forman Michael Sørensen	9
+	Statistical inference for reciprocal gamma diffusion process	2009	Nikolai Leonenko Nenad Šuvak	8
+ PDF Chat	Stochastic Volatility Models as Hidden Markov Models and Statistical Applications	2000	Valentine Genon-Catalot Thierry Jeantheau Catherine Larédo Catherine Laredo	8
+ PDF Chat	Tables for Statisticians and Biometricians.	1933	J. O. I. Karl Pearson	8
+	Series Expansions for the First Passage Distribution of Wong–Pearson Jump-Diffusions	2009	Florin Avram Nikolai Leonenko Landy Rabehasaina	7
+	Diffusion Processes and Their Sample Paths.	1996	PALE Kiyosi Itô H. P. McKean	7
+	Statistical Inference for Student Diffusion Process	2010	Nikolai Leonenko Nenad Šuvak	6
+	The Special Functions and Their Approximations	1972	C. W. Clenshaw Yudell L. Luke	6
+	THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE	2004	Vadim Linetsky	5
+	Parameter estimation for Fisher–Snedecor diffusion	2011	Florin Avram Nikolai Leonenko Nenad Šuvak	5
+	<i>Generalized Hypergeometric Functions</i>	1967	L. J. Slater Werner C. Rheinboldt	5
+	Handbook of Mathematical Functions	1966	Donald A. McQuarrie	5
+	Limit theorems for continuous-time random walks with infinite mean waiting times	2004	Mark M. Meerschaert Hans‐Peter Scheffler	5
+	Spectral representation of transition density of Fisher–Snedecor diffusion	2013	Florin Avram Nikolai Leonenko Nenad Šuvak	4
+	Lagging and leading coupled continuous time random walks, renewal times and their joint limits	2010	Peter Straka B. I. Henry	4
+	Fractional Pearson diffusions	2013	Nikolai Leonenko Mark M. Meerschaert Alla Sikorskii	4
+	Three Finite Classes of Hypergeometric Orthogonal Polynomials and Their Application in Functions Approximation	2002	Mohammad Masjed‐Jamei	4
+ PDF Chat	Moment estimation for ergodic diffusion processes	2007	Yury A. Kutoyants Nakahiro Yoshida	4
+	Stochastic Processes and Orthogonal Polynomials	2000	Wim Schoutens	4
+ PDF Chat	Stochastic calculus for uncoupled continuous-time random walks	2009	Guido Germano Mauro Politi Enrico Scalas René L. Schilling	4
+ PDF Chat	Testing distributional assumptions: A GMM aproach	2011	Christian Bontemps Nour Meddahi	4
+	Classical orthogonal polynomials with weight function ((<i>ax</i> + <i>b</i>)<sup>2</sup> + (<i>cx</i> + <i>d</i>)<sup>2</sup>)<sup>−<i>p</i></sup>exp(<i>q</i>Arctg((<i>ax</i> + <i>b</i>)/(<i>cx</i> + <i>d</i>))),<i>x</i> ∈ (−∞, ∞) and a generalization of T and F distributions	2004	Mohammad Masjed Jamei	4
+	Spectral Expansions for Asian (Average Price) Options	2004	Vadim Linetsky	4
+	Triangular array limits for continuous time random walks	2007	Mark M. Meerschaert Hans‐Peter Scheffler	4
+	Generalized Hypergeometric Functions	1966	Y. L. L. L. J. Slater	4
+	Hypothesis testing for Fisher–Snedecor diffusion	2012	Florin Avram Nikolai Leonenko Nenad Šuvak	4
+ PDF Chat	Laplace and the origin of the Ornstein-Uhlenbeck process	1996	Martin Jacobsen	4
+	Statistical Inference for Ergodic Diffusion Processes	2004	Yury A. Kutoyants	4
+ PDF Chat	Stein's method for diffusion approximations	1990	A. D. Barbour	4
+	Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach	2003	Dmitry Davydov Vadim Linetsky	3
+	Markov Processes: Characterization and Convergence.	1987	Andris Abakuks S. N. Ethier Thomas G. Kurtz	3
+	Stochastic Models for Fractional Calculus	2019	Mark M. Meerschaert Alla Sikorskii	3
+ PDF Chat	Coupled continuous time random walks in finance	2006	Mark M. Meerschaert Enrico Scalas	3
+	The random walk's guide to anomalous diffusion: a fractional dynamics approach	2000	Ralf Metzler J. Klafter	3
+	Eigenfunction expansions associated with second-order differential equations	1946	E. C. Titchmarsh	3
+ PDF Chat	Laplace and the Origin of the Ornstein-Uhlenbeck Process	1996	Martin Jacobsen	3
+ PDF Chat	On exponential bounds for mixing and the rate of convergence for Student processes	2010	Niloufar Abourashchi A. Yu. Veretennikov	3
+ PDF Chat	FKG Inequality for Brownian Motion and Stochastic Differential Equations	2005	David Barbato	3
+ PDF Chat	Correlated continuous time random walks	2009	Mark M. Meerschaert Erkan Nane Yimin Xiao	3
+	<i>Eigenfunction Expansions Associated with Second-order Differential Equations, Part 1</i>	1962	E. C. Titchmarsh George H. Weiss	3
+ PDF Chat	Two classes of special functions using Fourier transforms of some finite classes of classical orthogonal polynomials	2007	Wolfram Koepf Mohammad Masjed‐Jamei	3
+	On the Whittle estimators for some classes of continuous-parameter random processes and fields	2005	Nikolai Leonenko Lyudmyla Sakhno	3
+ PDF Chat	Generalized Continuous-Time Random Walks, Subordination by Hitting Times, and Fractional Dynamics	2009	Vassili N. Kolokoltsov	3
+	Limit Theorems for Associated Random Fields and Related Systems	2007	Alexander Bulinski A. P. Shashkin	3
+ PDF Chat	Orthogonal Polynomials	1971		3
+ PDF Chat	Elementary solutions for certain parabolic partial differential equations	1956	H. P. McKean	3
+	Correlation structure of fractional Pearson diffusions	2013	Nikolai Leonenko Mark M. Meerschaert Alla Sikorskii	2
+ PDF Chat	A model of returns for the post-credit-crunch reality: hybrid Brownian motion with price feedback	2012	William T. Shaw Marcus Schofield	2
+	The Confluent Hypergeometric Function, with Special Emphasis on Its Applications	1970	Y. L. L. Herbert Buchholƶ H. Lichtblau K. Wetzel	2
+	On the Fundamental Solution of the Kolmogorov–Shiryaev Equation	2006	Goran Peškir	2