Danijel Grahovac
Danijel Grahovac
Assistant Professor, Department of Mathematics, University of Osijek
Potvrđena adresa e-pošte na mathos.hr - Početna stranica
Naslov
Citirano
Citirano
Godina
A method for solving the multiple ellipses detection problem
R Grbić, D Grahovac, R Scitovski
Pattern Recognition 60, 824-834, 2016
302016
The W, Z scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to the optimization of dividends
F Avram, D Grahovac, C Vardar-Acar
arXiv preprint arXiv:1706.06841, 2017
26*2017
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
262015
Detecting multifractal stochastic processes under heavy-tailed effects
D Grahovac, NN Leonenko
Chaos, Solitons & Fractals 65, 78-89, 2014
172014
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
162016
The unusual properties of aggregated superpositions of Ornstein–Uhlenbeck type processes
D Grahovac, NN Leonenko, A Sikorskii, MS Taqqu
Bernoulli 25 (3), 2029-2050, 2019
142019
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
132015
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
92019
Bounds on the support of the multifractal spectrum of stochastic processes
D Grahovac, NN Leonenko
Fractals 26 (04), 1850055, 2018
72018
Intermittency of trawl processes
D Grahovac, NN Leonenko, MS Taqqu
Statistics & Probability Letters 137, 235-242, 2018
62018
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
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
52018
The multifaceted behavior of integrated supOU processes: the infinite variance case
D Grahovac, NN Leonenko, MS Taqqu
Journal of Theoretical Probability 33 (4), 1801-1831, 2020
42020
Intermittency and infinite variance: the case of integrated supOU processes
D Grahovac, NN Leonenko, MS Taqqu
Electronic Journal of Probability 26, 1-31, 2021
22021
Multifractal processes: Definition, properties and new examples
D Grahovac
Chaos, Solitons & Fractals 134, 109735, 2020
22020
Modeliranje rizika u osiguranju
D Grahovac, A Leko
Osječki matematički list 15 (2), 113-129, 2015
22015
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
12020
Dvodimenzionalni interpolacijski spline
D Grahovac
Osječki matematički list 10 (1), 59-69, 2010
12010
Growth and intermittency of supOU processes
D Grahovac, NN Leonenko, MS Taqqu
arXiv preprint arXiv:2104.06006, 2021
2021
Intermittency in the small-time behavior of L\'evy processes
D Grahovac
arXiv preprint arXiv:1912.03977, 2019
2019
Sustav trenutno ne može provesti ovu radnju. Pokušajte ponovo kasnije.
Članci 1–20