Zobrazeno 1 - 10
of 61
pro vyhledávání: '"Grzesiek, Aleksandra"'
Autor:
Giri, Prashant, Grzesiek, Aleksandra, Żuławiński, Wojciech, Sundar, S., Wyłomańska, Agnieszka
Publikováno v:
Journal of the Korean Statistical Society 52 (2023), 462-493
The time series with periodic behavior, such as the periodic autoregressive (PAR) models belonging to the class of the periodically correlated processes, are present in various real applications. In the literature, such processes were considered in d
Externí odkaz:
http://arxiv.org/abs/2308.11293
Publikováno v:
Journal of Computational and Applied Mathematics 427 (2023), 115131
In this paper, we address the problem of modeling data with periodic autoregressive (PAR) time series and additive noise. In most cases, the data are processed assuming a noise-free model (i.e., without additive noise), which is not a realistic assum
Externí odkaz:
http://arxiv.org/abs/2308.11265
Mining companies to properly manage their operations and be ready to make business decisions, are required to analyze potential scenarios for main market risk factors. The most important risk factors for KGHM, one of the biggest companies active in t
Externí odkaz:
http://arxiv.org/abs/2107.07142
In this paper, we consider a bidimensional autoregressive model of order 1 with $\alpha-$stable noise. Since in this case the classical measure of dependence known as the covariance function is not defined, the spatio-temporal dependence structure is
Externí odkaz:
http://arxiv.org/abs/1911.10894
In this paper we consider the problem of a measure that allows us to describe the spatial and temporal dependence structure of multivariate time series with innovations having infinite variance. By using recent results obtained in the problem of temp
Externí odkaz:
http://arxiv.org/abs/1902.02142
Autor:
Lanoiselée, Yann, Grebenkov, Denis S., Sikora, Grzegorz, Grzesiek, Aleksandra, Wyłomańska, Agnieszka
Publikováno v:
Phys. Rev. E 98, 062139 (2018)
The most common way of estimating the anomalous diffusion exponent from single-particle trajectories consists in a linear fitting of the dependence of the time averaged mean square displacement on the lag time at the log-log scale. However, various m
Externí odkaz:
http://arxiv.org/abs/1808.00412
Autor:
Grzesiek, Aleksandra, Zimroz, Radosław, Śliwiński, Pawel, Gomolla, Norbert, Wyłomańska, Agnieszka
Publikováno v:
In Measurement 1 December 2020 165
Akademický článek
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Autor:
Gajda, Janusz1 (AUTHOR) jgajda@wne.uw.edu.pl, Grzesiek, Aleksandra2 (AUTHOR), Wyłomańska, Agnieszka2 (AUTHOR)
Publikováno v:
Methodology & Computing in Applied Probability. Mar2023, Vol. 25 Issue 1, p1-17. 17p.
Akademický článek
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