Dawid Szarek

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Person:2076157



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!

PublicationDate of PublicationType
Multifractional Brownian motion characterization based on Hurst exponent estimation and statistical learning
Chaos
2024-07-05Paper
Empirical anomaly measure for finite-variance processes
Journal of Physics A: Mathematical and Theoretical
2023-02-01Paper
Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process
Physica A
2022-05-19Paper
Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes
Computational Statistics and Data Analysis
2022-02-18Paper
Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient
Chaos: An Interdisciplinary Journal of Nonlinear Science
2021-08-27Paper


Research outcomes over time


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