| Publication | Date of Publication | Type |
|---|
| Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule | 2025-01-20 | Paper |
| Goodness-of-fit tests for the one-sided Lévy distribution based on quantile conditional moments | 2025-01-14 | Paper |
| Scaled Brownian motion with random anomalous diffusion exponent | 2024-12-05 | Paper |
| Forecasting multidimensional autoregressive time series model with symmetric \(\alpha\)-stable noise using artificial neural networks | 2024-09-02 | Paper |
| Modified Greenwood statistic and its application for statistical testing | 2024-08-22 | Paper |
| Goodness-of-fit test for stochastic processes using even empirical moments statistic | 2024-07-12 | Paper |
| Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions | 2024-07-09 | Paper |
| Multifractional Brownian motion characterization based on Hurst exponent estimation and statistical learning | 2024-07-05 | Paper |
| Modelling intermittent anomalous diffusion with switching fractional Brownian motion | 2024-06-21 | Paper |
| Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model | 2024-06-19 | Paper |
| Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics | 2024-06-12 | Paper |
| Erratum to: ``Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions | 2024-06-12 | Paper |
| Testing of two-dimensional Gaussian processes by sample cross-covariance function | 2024-06-04 | Paper |
| Autoregressive model with double Pareto distributed noise | 2024-02-29 | Paper |
| Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors | 2024-01-18 | Paper |
| Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination | 2023-07-04 | Paper |
| Forecasting of symmetric \(\alpha\)-stable autoregressive models by time series approach supported by artificial neural networks | 2023-06-22 | Paper |
| Identification and validation of periodic autoregressive model with additive noise: finite-variance case | 2023-06-20 | Paper |
| Empirical anomaly measure for finite-variance processes | 2023-02-01 | Paper |
| Estimation of stability index for symmetric {\alpha}-stable distribution using quantile conditional variance ratios | 2022-12-27 | Paper |
| Identification of the structure break point for data with changing variance | 2022-10-18 | Paper |
| Statistical tools for anomaly detection as a part of predictive maintenance in the mining industry | 2022-09-27 | Paper |
| Stochastic modeling of currency exchange rates with novel validation techniques | 2022-07-26 | Paper |
| Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics | 2022-07-07 | Paper |
| Publisher correction to: ``Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics | 2022-07-07 | Paper |
| Variance change point detection for fractional Brownian motion based on the likelihood ratio test | 2022-06-27 | Paper |
| Cross-codifference for bidimensional VAR(1) time series with infinite variance | 2022-06-21 | Paper |
| Bivariate sub-Gaussian model for stock index returns | 2022-06-21 | Paper |
| Stable Lévy motion with inverse Gaussian subordinator | 2022-06-20 | Paper |
| Fractional Brownian motion with random Hurst exponent: accelerating diffusion and persistence transitions | 2022-06-08 | Paper |
| Fractional Lévy stable motion time-changed by gamma subordinator | 2022-05-20 | Paper |
| Long-term prediction of the metals' prices using non-Gaussian time-inhomogeneous stochastic process | 2022-05-19 | Paper |
| The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance | 2022-03-15 | Paper |
| Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes | 2022-02-18 | Paper |
| Moment-based estimation for parameters of general inverse subordinator | 2022-01-20 | Paper |
| Tempered Mittag-Leffler Lévy processes | 2022-01-19 | Paper |
| On the distribution of the product of two continuous random variables with an application to electricity market transactions. Finite and infinite-variance case | 2021-11-26 | 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 |
| Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise | 2021-05-20 | Paper |
| Fractional lower order covariance based-estimator for Ornstein-Uhlenbeck process with stable distribution | 2020-11-23 | Paper |
| The tempered stable process with infinitely divisible inverse subordinators | 2020-08-11 | 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 |
| Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators | 2019-04-26 | Paper |
| Stable Lévy process delayed by tempered stable subordinator | 2019-02-20 | Paper |
| Large deviations of time-averaged statistics for Gaussian processes | 2019-02-20 | Paper |
| Cross-codifference for bidimensional VAR(1) models with infinite variance | 2019-02-06 | Paper |
| Discrimination of particulate matter emission sources using stochastic methods | 2018-11-13 | Paper |
| Stable continuous-time autoregressive process driven by stable subordinator | 2018-11-13 | Paper |
| Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system | 2018-11-13 | Paper |
| The modified Yule-Walker method for \(\alpha\)-stable time series models | 2018-11-13 | Paper |
| Structural break detection method based on the adaptive regression splines technique | 2018-11-13 | Paper |
| Recurrence statistics for anomalous diffusion regime change detection | 2018-10-17 | Paper |
| Codifference as a practical tool to measure interdependence | 2018-09-20 | Paper |
| Fokker-Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes | 2018-09-20 | Paper |
| Tempered stable Lévy motion driven by stable subordinator | 2018-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5359824 | 2017-09-27 | Paper |
| Regime Variance Testing --- a Quantile Approach | 2017-09-27 | Paper |
| Ornstein--Uhlenbeck Process with Non-Gaussian Structure | 2017-09-27 | Paper |
| Generalized fractional Laplace motion | 2017-02-28 | Paper |
| Modified cumulative distribution function in application to waiting time analysis in the continuous time random walk scenario | 2017-02-09 | Paper |
| Time-changed Ornstein–Uhlenbeck process | 2015-04-17 | Paper |
| Geometric Brownian motion with tempered stable waiting times | 2012-09-19 | Paper |
| Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes | 2012-03-05 | Paper |
| Anomalous diffusion models: different types of subordinator distribution | 2011-10-13 | Paper |
| Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times | 2011-06-28 | Paper |
| Stochastic models for bidding strategies on oligopoly electricity market | 2009-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3608185 | 2009-02-28 | Paper |
| On the support of the spectral measure of a harmonizable sequence | 2008-06-27 | Paper |
| Measures of Dependence for Stable AR(1) Models with Time-Varying Coefficients | 2008-03-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4659666 | 2005-03-21 | Paper |
| Bounded solutions for ARMA model with varying coefficients | 2004-11-29 | Paper |
| Scaled Brownian motion with random anomalous diffusion exponent | N/A | Paper |
