Discriminating Gaussian processes via quadratic form statistics
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Publication:5000843
DOI10.1063/5.0044878zbMATH Open1471.62451OpenAlexW3167781674MaRDI QIDQ5000843FDOQ5000843
Authors: Michał Balcerek, Krzysztof Burnecki, Grzegorz Sikora, Agnieszka Wyłomańska 
Publication date: 15 July 2021
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/5.0044878
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Cited In (6)
- Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics
- Goodness-of-fit test for stochastic processes using even empirical moments statistic
- Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient
- Scaled Brownian motion with random anomalous diffusion exponent
- Boosting the performance of anomalous diffusion classifiers with the proper choice of features
- Testing of two-dimensional Gaussian processes by sample cross-covariance function
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