Grzegorz Sikora

Available identifiers

zbMath Open sikora.grzegorzMaRDI QIDQ1620029

List of research outcomes

Publication	Date of Publication	Type
Empirical anomaly measure for finite-variance processes	2023-02-01	Paper
Stochastic modeling of currency exchange rates with novel validation techniques	2022-07-26	Paper
Variance change point detection for fractional Brownian motion based on the likelihood ratio test	2022-06-27	Paper
Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes	2022-02-18	Paper
Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient	2021-08-27	Paper
Discriminating Gaussian processes via quadratic form statistics	2021-07-15	Paper
Statistical test for fractional Brownian motion based on detrending moving average algorithm	2020-09-29	Paper
Modeling anomalous diffusion by a subordinated fractional Lévy-stable process	2020-08-11	Paper
Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α‐Stable Noise	2020-05-27	Paper
Large deviations of time-averaged statistics for Gaussian processes	2019-02-20	Paper
Discrimination of particulate matter emission sources using stochastic methods	2018-11-13	Paper
Recurrence statistics for anomalous diffusion regime change detection	2018-10-17	Paper
Estimation of FARIMA Parameters in the Case of Negative Memory and Stable Noise	2018-08-22	Paper
Identification and validation of stable ARFIMA processes with application to UMTS data	2017-11-13	Paper
Regime Variance Testing --- a Quantile Approach	2017-09-27	Paper
Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case	2011-03-04	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Grzegorz Sikora