| Detecting multifractal stochastic processes under heavy-tailed effects D Grahovac, NN Leonenko Chaos, solitons & fractals 65, 78-89, 2014 | 15 | 2014 |
| 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 | 14 | 2015 |
| A method for solving the multiple ellipses detection problem R Grbić, D Grahovac, R Scitovski Pattern Recognition 60, 824-834, 2016 | 10 | 2016 |
| Intermittency of superpositions of Ornstein–Uhlenbeck type processes D Grahovac, NN Leonenko, A Sikorskii, I Tešnjak Journal of statistical physics 165 (2), 390-408, 2016 | 9 | 2016 |
| 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 (1), 105-119, 2015 | 7 | 2015 |
| The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes D Grahovac, NN Leonenko, A Sikorskii, MS Taqqu arXiv preprint arXiv:1708.02178, 2017 | 6 | 2017 |
| The scale functions kit for first passage problems of spectrally negative Levy processes, and applications to the optimization of dividends F Avram, D Grahovac, C Vardar-Acar arXiv preprint arXiv:1706.06841, 2017 | 5 | 2017 |
| Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes D Grahovac, NN Leonenko, MS Taqqu Stochastic Processes and their Applications, 2019 | 3 | 2019 |
| Bounds on the support of the multifractal spectrum of stochastic processes D Grahovac, NN Leonenko arXiv preprint arXiv:1406.2920, 2014 | 3 | 2014 |
| 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 | 2 | 2018 |
| The multifaceted behavior of integrated supOU processes: The infinite variance case D Grahovac, NN Leonenko, MS Taqqu arXiv preprint arXiv:1806.09811, 2018 | 1 | 2018 |
| Intermittency of trawl processes D Grahovac, NN Leonenko, MS Taqqu Statistics & Probability Letters 137, 235-242, 2018 | 1 | 2018 |
| Modeliranje rizika u osiguranju D Grahovac, A Leko Osječki matematički list 15 (2), 113-129, 2016 | 1 | 2016 |
| Intermittency and infinite variance: the case of integrated supOU processes D Grahovac, NN Leonenko, MS Taqqu arXiv preprint arXiv:1904.00100, 2019 | | 2019 |
| 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 | | 2019 |
| Bounds on the support of the multifractal spectrum of stochastic processes D Grahovac, NN Leonenko Fractals 26 (04), 1850055, 2018 | | 2018 |
| Global optimization R Scitovski, K Sabo, D Grahovac Sveučilište Josipa Jurja Strossmayera u Osijeku–Odjel za matematiku, 2017 | | 2017 |
| Heavy-tailed modeling of CROBEX D Grahovac, N Šuvak Financial theory and practice 39 (4), 411-430, 2015 | | 2015 |
| Scaling properties of stochastic processes with applications to parameter estimation and sample path properties D Grahovac Prirodoslovno-matematički fakultet, Sveučilište u Zagrebu, 2015 | | 2015 |
| Renyi functions for multifractal products of stationary processes and detecting multifractality under heavy-tailed effects D Grahovac, NN Leonenko Multifractal Analysis: From Theory to Applications and Back, 2014 | | 2014 |
Emanuele TauferUniversity of TrentoPotvrđena adresa e-pošte na unitn.it