Grzegorz Sikora

MaRDI QIDQ1620029zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Goodness-of-fit test for stochastic processes using even empirical moments statistic Chaos	2024-07-12	Paper
Testing of two-dimensional Gaussian processes by sample cross-covariance function Chaos	2024-06-04	Paper
Empirical anomaly measure for finite-variance processes Journal of Physics A: Mathematical and Theoretical	2023-02-01	Paper
Stochastic modeling of currency exchange rates with novel validation techniques Physica A	2022-07-26	Paper
Variance change point detection for fractional Brownian motion based on the likelihood ratio test Physica A	2022-06-27	Paper
Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes Computational Statistics and Data Analysis	2022-02-18	Paper
Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient Chaos: An Interdisciplinary Journal of Nonlinear Science	2021-08-27	Paper
Discriminating Gaussian processes via quadratic form statistics Chaos: An Interdisciplinary Journal of Nonlinear Science	2021-07-15	Paper
Statistical test for fractional Brownian motion based on detrending moving average algorithm Chaos, Solitons and Fractals	2020-09-29	Paper
Modeling anomalous diffusion by a subordinated fractional Lévy-stable process Journal of Statistical Mechanics: Theory and Experiment	2020-08-11	Paper
Spatio-temporal dependence measures for bivariate AR(1) models with \(\alpha \)-stable noise Journal of Time Series Analysis	2020-05-27	Paper
Large deviations of time-averaged statistics for Gaussian processes Statistics & Probability Letters	2019-02-20	Paper
Discrimination of particulate matter emission sources using stochastic methods Physica A	2018-11-13	Paper
Recurrence statistics for anomalous diffusion regime change detection Computational Statistics and Data Analysis	2018-10-17	Paper
Estimation of FARIMA Parameters in the Case of Negative Memory and Stable Noise IEEE Transactions on Signal Processing	2018-08-22	Paper
Identification and validation of stable ARFIMA processes with application to UMTS data Chaos, Solitons and Fractals	2017-11-13	Paper
Regime Variance Testing --- a Quantile Approach Acta Physica Polonica B	2017-09-27	Paper
Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case Applicationes Mathematicae	2011-03-04	Paper

Research outcomes over time

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