Aleksandra Grzesiek

MaRDI QIDQ2069192zbMATH 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
Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics Chaos	2024-06-12	Paper
Testing of two-dimensional Gaussian processes by sample cross-covariance function Chaos	2024-06-04	Paper
Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination Methodology and Computing in Applied Probability	2023-07-04	Paper
Identification and validation of periodic autoregressive model with additive noise: finite-variance case Journal of Computational and Applied Mathematics	2023-06-20	Paper
Cross-codifference for bidimensional VAR(1) time series with infinite variance Communications in Statistics. Simulation and Computation	2022-06-21	Paper
Moment-based estimation for parameters of general inverse subordinator Physica A	2022-01-20	Paper
Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with \(\alpha \)-stable noise Banach Center Publications	2021-05-20	Paper
Spatio-temporal dependence measures for bivariate AR(1) models with \(\alpha \)-stable noise Journal of Time Series Analysis	2020-05-27	Paper
Cross-codifference for bidimensional VAR(1) models with infinite variance (available as arXiv preprint)	2019-02-06	Paper

Research outcomes over time

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