The following pages link to Grzegorz Sikora (Q1620029):
Displaying 19 items.
- Discrimination of particulate matter emission sources using stochastic methods (Q1620032) (← links)
- Identification and validation of stable ARFIMA processes with application to UMTS data (Q1677799) (← links)
- (Q1726728) (redirect page) (← links)
- Large deviations of time-averaged statistics for Gaussian processes (Q1726729) (← links)
- Recurrence statistics for anomalous diffusion regime change detection (Q1796971) (← links)
- Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes (Q2076159) (← links)
- Variance change point detection for fractional Brownian motion based on the likelihood ratio test (Q2150008) (← links)
- Stochastic modeling of currency exchange rates with novel validation techniques (Q2158962) (← links)
- Statistical test for fractional Brownian motion based on detrending moving average algorithm (Q2201337) (← links)
- Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case (Q3079980) (← links)
- Modeling anomalous diffusion by a subordinated fractional Lévy-stable process (Q3301617) (← links)
- Estimation of FARIMA Parameters in the Case of Negative Memory and Stable Noise (Q4578565) (← links)
- Discriminating Gaussian processes via quadratic form statistics (Q5000843) (← links)
- Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient (Q5011744) (← links)
- Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with <i>α</i>‐Stable Noise (Q5111857) (← links)
- Regime Variance Testing --- a Quantile Approach (Q5359870) (← links)
- Empirical anomaly measure for finite-variance processes (Q5876329) (← links)
- Testing of two-dimensional Gaussian processes by sample cross-covariance function (Q6550005) (← links)
- Goodness-of-fit test for stochastic processes using even empirical moments statistic (Q6571811) (← links)
