Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes
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Publication:2076159
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Cited in
(7)- Empirical anomaly measure for finite-variance processes
- Testing of two-dimensional Gaussian processes by sample cross-covariance function
- Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics
- Multifractional Brownian motion characterization based on Hurst exponent estimation and statistical learning
- Scaled Brownian motion with random anomalous diffusion exponent
- Statistical testing-based framework for differentiating anomalous diffusion models with constant and random parameters
- Riemann-Liouville fractional Brownian motion with random Hurst exponent
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