Danijel Grahovac
Danijel Grahovac
Assistant Professor, Department of Mathematics, University of Osijek
Potvrđena adresa e-pošte na mathos.hr - Početna stranica
NaslovCitiranoGodina
Detecting multifractal stochastic processes under heavy-tailed effects
D Grahovac, NN Leonenko
Chaos, solitons & fractals 65, 78-89, 2014
152014
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
142015
A method for solving the multiple ellipses detection problem
R Grbić, D Grahovac, R Scitovski
Pattern Recognition 60, 824-834, 2016
102016
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
92016
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
72015
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
62017
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
52017
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
32019
Bounds on the support of the multifractal spectrum of stochastic processes
D Grahovac, NN Leonenko
arXiv preprint arXiv:1406.2920, 2014
32014
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
22018
The multifaceted behavior of integrated supOU processes: The infinite variance case
D Grahovac, NN Leonenko, MS Taqqu
arXiv preprint arXiv:1806.09811, 2018
12018
Intermittency of trawl processes
D Grahovac, NN Leonenko, MS Taqqu
Statistics & Probability Letters 137, 235-242, 2018
12018
Modeliranje rizika u osiguranju
D Grahovac, A Leko
Osječki matematički list 15 (2), 113-129, 2016
12016
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
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