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Danijel Grahovac
Danijel Grahovac
Associate Professor, Department of Mathematics, University of Osijek
Verified email at mathos.hr - Homepage
Title
Cited by
Cited by
Year
A method for solving the multiple ellipses detection problem
R Grbić, D Grahovac, R Scitovski
Pattern Recognition 60, 824-834, 2016
422016
Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data
D Grahovac, M Jia, N Leonenko, E Taufer
Statistics 49 (6), 1221-1242, 2015
312015
The W, Z scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems
F Avram, D Grahovac, C Vardar-Acar
ESAIM: Probability and Statistics 24, 454-525, 2020
29*2020
Intermittency of superpositions of Ornstein–Uhlenbeck type processes
D Grahovac, NN Leonenko, A Sikorskii, I Tešnjak
Journal of statistical physics 165, 390-408, 2016
202016
Detecting multifractal stochastic processes under heavy-tailed effects
D Grahovac, NN Leonenko
Chaos, Solitons & Fractals 65, 78-89, 2014
202014
The unusual properties of aggregated superpositions of Ornstein–Uhlenbeck type processes
D Grahovac, NN Leonenko, A Sikorskii, MS Taqqu
192019
Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters
D Grahovac, NN Leonenko, MS Taqqu
Journal of statistical physics 158, 105-119, 2015
162015
Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes
D Grahovac, NN Leonenko, MS Taqqu
Stochastic Processes and their Applications 129 (12), 5113-5150, 2019
152019
Intermittency of trawl processes
D Grahovac, NN Leonenko, MS Taqqu
Statistics & probability letters 137, 235-242, 2018
102018
Bounds on the support of the multifractal spectrum of stochastic processes
D Grahovac, NN Leonenko
Fractals 26 (04), 1850055, 2018
82018
The multifaceted behavior of integrated supOU processes: the infinite variance case
D Grahovac, NN Leonenko, MS Taqqu
Journal of theoretical probability 33, 1801-1831, 2020
72020
Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims
D Grahovac
Methodology and computing in applied probability 20 (1), 273-288, 2018
62018
Globalna optimizacija
R Scitovski, K Sabo, D Grahovac
62017
Incremental method for multiple line detection problem—iterative reweighted approach
K Sabo, D Grahovac, R Scitovski
Mathematics and computers in simulation 178, 588-602, 2020
52020
The W,Z/ν,δ Paradigm for the First Passage of Strong Markov Processes without Positive Jumps
F Avram, D Grahovac, C Vardar-Acar
Risks 7 (1), 18, 2019
52019
Intermittency and infinite variance: the case of integrated supOU processes
D Grahovac, NN Leonenko, MS Taqqu
42021
Multifractal processes: Definition, properties and new examples
D Grahovac
Chaos, Solitons & Fractals 134, 109735, 2020
42020
Dvodimenzionalni interpolacijski spline
D Grahovac
Osječki matematički list 10 (1), 59-69, 2010
32010
Minimal distance index—A new clustering performance metrics
R Scitovski, K Sabo, D Grahovac, Š Ungar
Information Sciences 640, 119046, 2023
22023
Intermittency and multiscaling in limit theorems
D Grahovac, NN Leonenko, MS Taqqu
Fractals 30 (07), 2250137, 2022
22022
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