| Wybrane publikacje |
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| 1 | Artykuł 2026
Katarzyna G Maraj-Zygmąt, Aleksandra A Grzesiek, Diego Krapf, Agnieszka Wyłomańska,| Statistical testing-based framework for differentiating anomalous diffusion models with constant and random parameters. Journal of Computational and Applied Mathematics. 2026, vol. 472, art. 116801, s. 1-21. ISSN: 0377-0427; 1879-1778 | | Zasoby:DOIURLSFX |     |
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| 2 | Artykuł 2024
Aleksandra A Grzesiek, Janusz R Gajda, Samudrajit Thapa, Agnieszka Wyłomańska,| Distinguishing between fractional Brownian motion with random and constant Hurst exponent using sample autocovariance-based statistics. Chaos. 2024, vol. 34, nr 4, art. 043154 , s. 1-17. ISSN: 1054-1500; 1089-7682 | | Zasoby:DOIURLSFX | |
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| 3 | Artykuł 2023
Katarzyna G Maraj-Zygmąt, Aleksandra A Grzesiek, Grzegorz Sikora, Janusz R Gajda, Agnieszka Wyłomańska,| Testing of two-dimensional Gaussian processes by sample cross-covariance function. Chaos. 2023, vol. 33, nr 7, art. 073135, s. 1-13. ISSN: 1054-1500; 1089-7682 | | Zasoby:DOIURLSFX | |
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| 4 | Artykuł 2023
Wojciech Żuławiński, Aleksandra A Grzesiek, Radosław Zimroz, Agnieszka Wyłomańska,| Identification and validation of periodic autoregressive model with additive noise: finite-variance case. Journal of Computational and Applied Mathematics. 2023, vol. 427, art. 115131, s. 1-14. ISSN: 0377-0427; 1879-1778 | | Zasoby:DOIURLSFX | |
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| 5 | Artykuł 2023
Janusz R Gajda, Aleksandra A Grzesiek, Agnieszka Wyłomańska,| Ornstein - Uhlenbeck process driven by α-stable process and its gamma subordination. Methodology and Computing in Applied Probability. 2023, vol. 25, nr 1, art. 9, s. 1-17. ISSN: 1387-5841; 1573-7713 | | Zasoby:DOIURLSFX | |
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| 6 | Artykuł 2023
Prashant Giri, Aleksandra A Grzesiek, Wojciech Żuławiński, S Sundar, Agnieszka Wyłomańska,| The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1. Journal of the Korean Statistical Society. 2023, vol. 52, nr 2, s. 462-493. ISSN: 1226-3192; 2005-2863 | | Zasoby:DOIURLSFX | |
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| 7 | Referat konferencyjny 2022
Aleksandra A Grzesiek, Agnieszka Wyłomańska,| Asymptotics of alternative interdependence measures for bivariate alpha-stable autoregressive model of order 1. W: Nonstationary systems: theory and applications : contributions to the 13th Workshop on Nonstationary Systems and Their Applications, February 3-5, 2020, Grodek nad Dunajcem, Poland / eds. Fakher Chaari [i in.]. Cham : Springer, cop. 2022. s. 41-68. ISBN: 978-3-030-82191-3; 978-3-030-82110-4 | | Zasoby:DOISFX | |
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| 8 | Referat konferencyjny 2022
Aleksandra A Grzesiek, Anna E Michalak, Agnieszka Wyłomańska,| How to describe the linear dependence for heavy-tailed distributed data. W: Nonstationary systems: theory and applications : contributions to the 13th Workshop on Nonstationary Systems and Their Applications, February 3-5, 2020, Grodek nad Dunajcem, Poland / eds. Fakher Chaari [i in.]. Cham : Springer, cop. 2022. s. 69-92. ISBN: 978-3-030-82191-3; 978-3-030-82110-4 | | Zasoby:URLSFX | |
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| 9 | Artykuł 2022
Aleksandra A Grzesiek, Marek A Teuerle, Agnieszka Wyłomańska,| Cross-codifference for bidimensional VAR(1) models with infinite variance. Communications in Statistic - Simulation and Computation. 2022, vol. 51, nr 3, s. 1355-1380. ISSN: 0361-0918; 1532-4141 | | Zasoby:DOISFX | |
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| 10 | Artykuł 2021
Aleksandra A Grzesiek, Marta Mrozińska, Prashant Giri, S Sundar, Agnieszka Wyłomańska,| The covariation-based Yule-Walker method for multidimensional autoregressive time series with α -stable distributed noise. International Journal of Advances in Engineering Sciences and Applied Mathematics. 2021, vol. 13, nr 4, s. 394-414. ISSN: 0975-0770; 0975-5616 | | Zasoby:DOIURLSFX | |
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