Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes

DOI10.1016/j.csda.2021.107401OpenAlexW4200627892MaRDI QIDQ2076159

Diego Krapf, Katarzyna Maraj-Zygmąt, Grzegorz Sikora, Dawid Szarek, Agnieszka Wyłomańska

Publication date: 18 February 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2021.107401

zbMATH Keywords

fractional Brownian motionMonte Carlo simulationsautocovariance functionbiological data

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• longmemo

Cites Work

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