Cover Image

Testing of tempered fractional Brownian motions

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Macioszek, Katarzyna, Sabzikar, Farzad, Burnecki, Krzysztof
Format:	Preprint
Published:	2025
Subjects:	Methodology Data Analysis, Statistics and Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Testing of fractional Brownian motion in a noisy environment
by: Balcerek, Michal, et al.
Published: (2019)

Testing maximum entropy models with e-values
by: Giuffrida, Francesca, et al.
Published: (2025)

Entropy corrected geometric Brownian motion
by: Gupta, Rishabh, et al.
Published: (2024)

Identifiability and improper solutions in the probabilistic partial least squares regression with unique variance
by: Arai, Takashi
Published: (2025)

Linear scaling causal discovery from high-dimensional time series by dynamical community detection
by: Allione, Matteo, et al.
Published: (2025)

Identifiable factor analysis for mixed continuous and binary variables based on the Gaussian-Grassmann distribution
by: Arai, Takashi
Published: (2025)

Identifying Intended Effects with Causal Models
by: Compagno, Dario
Published: (2024)

Evaluating the Uncertainty in Mean Residual Times: Estimators Based on Residence Times from Discrete Time Processes
by: Sánchez, Hernán R., et al.
Published: (2024)

Non-parametric finite-sample credible intervals with one-dimensional priors: a middle ground between Bayesian and frequentist intervals
by: Ritmeester, Tim
Published: (2026)

Disentangling high order effects in the transfer entropy
by: Stramaglia, Sebastiano, et al.
Published: (2024)

Variational Dimension Lifting for Robust Tracking of Nonlinear Stochastic Dynamics
by: Ashenafi, Yonatan L.
Published: (2026)

Local statistical moments to capture Kramers-Moyal coefficients
by: Wiedemann, Christian, et al.
Published: (2024)

Multivariate extensions of the Multilevel Best Linear Unbiased Estimator for ensemble-variational data assimilation
by: Destouches, Mayeul, et al.
Published: (2023)

Thermodynamically rational decision making under uncertainty
by: Daimer, Dorian, et al.
Published: (2023)

Dissecting Spectral Granger Causality through Partial Information Decomposition
by: Faes, Luca, et al.
Published: (2026)

Particle Filtering for Non-Deterministic Electrocardiographic Imaging
by: Lagracie, Emma, et al.
Published: (2025)

Least Squares as Random Walks
by: Kostinski, Alexander, et al.
Published: (2025)

A statistical mechanics approach to de-biasing and uncertainty estimation in LASSO for random measurements
by: Takahashi, Takashi, et al.
Published: (2018)

Quasi-stationarity of the Dyson Brownian motion with collisions
by: Guillin, Arnaud, et al.
Published: (2025)

Two-dimensional fractional Brownian motion: Analysis in time and frequency domains
by: Balcerek, Michał, et al.
Published: (2025)

Quantifying uncertainty in the numerical integration of evolution equations based on Bayesian isotonic regression
by: Miyatake, Yuto, et al.
Published: (2024)

Exact joint distributions of three global characteristic times for Brownian motion
by: Hartmann, Alexander K., et al.
Published: (2024)

PoissonRatioUQ: An R package for band ratio uncertainty quantification
by: LeDuc, Matthew, et al.
Published: (2026)

On the statistical analysis of grouped data: when Pearson $χ^2$ and other divisible statistics are not goodness-of-fit tests
by: Algeri, Sara, et al.
Published: (2024)

Resolution of Simpson's paradox via the common cause principle
by: Hovhannisyan, A., et al.
Published: (2024)

Reliable data clustering with Bayesian community detection
by: Neuman, Magnus, et al.
Published: (2025)

On the Practical Use of Blaschke Decomposition in Nonstationary Signal Analysis
by: Coifman, Ronald R., et al.
Published: (2025)

When correcting for regression to the mean is worse than no correction at all
by: Fontanari, José F., et al.
Published: (2025)

Learning dynamical systems with hit-and-run random feature maps
by: Mandal, Pinak, et al.
Published: (2025)

A New Method for High-Resolution Dating of Radiocarbon Data: The Example of the First Three Centuries B.C
by: Fürst, Sebastian
Published: (2025)

Wide-Surface Furnace for In Situ X-Ray Diffraction of Combinatorial Samples using a High-Throughput Approach
by: Cordaro, Giulio, et al.
Published: (2026)

Bayesian Hierarchical Models and the Maximum Entropy Principle
by: Brewer, Brendon J.
Published: (2026)

Bayesian hypergraph inference from scarce and noisy dynamical observations
by: Tang, Katerina, et al.
Published: (2026)

Pairwise Distance-Diffusion Analysis (PDDA): A Geometric Framework for Estimating Hurst Exponents in Multivariate Long-Memory Processes
by: Soriano, Diogo C., et al.
Published: (2026)

On the choice of the non-trainable internal weights in random feature maps
by: Mandal, Pinak, et al.
Published: (2024)

Towards Continuous-time Causal Foundation Models
by: Thumm, Dennis, et al.
Published: (2026)

A feature-based information-theoretic approach for detecting interpretable, long-timescale pairwise interactions from time series
by: Nguyen, Aria, et al.
Published: (2024)

Fitting an Equation to Data Impartially
by: Tofallis, Chris
Published: (2024)

Two-dimensional Brownian motion with dependent components: turning angle analysis
by: Balcerek, Michał, et al.
Published: (2024)

Proposal for the Application of Fractional Operators in Polynomial Regression Models to Enhance the Determination Coefficient $R^2$ on Unseen Data
by: Torres-Hernandez, Anthony
Published: (2025)