Discriminating Gaussian processes via quadratic form statistics
From MaRDI portal
Publication:5000843
Recommendations
- Un test d'auto-similarité pour les processus gaussiens à accroissements stationnaires
- Testing that a stationary time series is Gaussian
- Statistical test for fractional Brownian motion based on detrending moving average algorithm
- Testing for the presence of self-similarity of Gaussian series having stationary increments
- Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient
Cites work
- scientific article; zbMATH DE number 1715060 (Why is no real title available?)
- scientific article; zbMATH DE number 3119871 (Why is no real title available?)
- scientific article; zbMATH DE number 54139 (Why is no real title available?)
- scientific article; zbMATH DE number 410138 (Why is no real title available?)
- scientific article; zbMATH DE number 3794378 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- scientific article; zbMATH DE number 3036575 (Why is no real title available?)
- scientific article; zbMATH DE number 3070807 (Why is no real title available?)
- A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
- An equilibrium characterization of the term structure
- Bayesian treed Gaussian process models with an application to computer modeling
- Ergodic properties of anomalous diffusion processes
- Fractional {O}rnstein-{U}hlenbeck processes
- From diffusion to anomalous diffusion: A century after Einstein’s Brownian motion
- Gaussian processes for machine learning.
- Lamperti transformation of scaled Brownian motion and related Langevin equations
- Lectures on Gaussian Processes
- Local Gaussian correlations in financial and commodity markets
- Long-Range Dependence and Self-Similarity
- Propagation of uncertainty in the mechanical and biological response of growing tissues using multi-fidelity Gaussian process regression
- Statistical test for fractional Brownian motion based on detrending moving average algorithm
- Testing of fractional Brownian motion in a noisy environment
- The effect of the nugget on Gaussian process emulators of computer models
Cited in
(6)- Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient
- Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics
- Boosting the performance of anomalous diffusion classifiers with the proper choice of features
- Testing of two-dimensional Gaussian processes by sample cross-covariance function
- Goodness-of-fit test for stochastic processes using even empirical moments statistic
- Scaled Brownian motion with random anomalous diffusion exponent
This page was built for publication: Discriminating Gaussian processes via quadratic form statistics
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5000843)
