Aleksandra Grzesiek

Available identifiers

Publication	Date of Publication	Type
Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics	2024-06-12	Paper
Testing of two-dimensional Gaussian processes by sample cross-covariance function	2024-06-04	Paper
Ornstein-Uhlenbeck process driven by $\alpha$-stable process and its gamma subordination	2023-07-04	Paper
Identification and validation of periodic autoregressive model with additive noise: finite-variance case	2023-06-20	Paper
Cross-codifference for bidimensional VAR(1) time series with infinite variance	2022-06-21	Paper
Moment-based estimation for parameters of general inverse subordinator	2022-01-20	Paper
Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise	2021-05-20	Paper
Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α‐Stable Noise	2020-05-27	Paper
Cross-codifference for bidimensional VAR(1) models with infinite variance	2019-02-06	Paper

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