Discriminating Gaussian processes via quadratic form statistics
From MaRDI portal
Publication:5000843
DOI10.1063/5.0044878zbMath1471.62451OpenAlexW3167781674MaRDI QIDQ5000843
Grzegorz Sikora, Krzysztof Burnecki, Agnieszka Wyłomańska, Michał Balcerek
Publication date: 15 July 2021
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1063/5.0044878
Related Items (2)
Boosting the performance of anomalous diffusion classifiers with the proper choice of features ⋮ Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Ergodic properties of anomalous diffusion processes
- Fractional {O}rnstein-{U}hlenbeck processes
- The effect of the nugget on Gaussian process emulators of computer models
- Testing of fractional Brownian motion in a noisy environment
- Propagation of uncertainty in the mechanical and biological response of growing tissues using multi-fidelity Gaussian process regression
- Local Gaussian correlations in financial and commodity markets
- Statistical test for fractional Brownian motion based on detrending moving average algorithm
- Lamperti transformation of scaled Brownian motion and related Langevin equations
- Bayesian Treed Gaussian Process Models With an Application to Computer Modeling
- Lectures on Gaussian Processes
- Long-Range Dependence and Self-Similarity
- A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
- An equilibrium characterization of the term structure
- From diffusion to anomalous diffusion: A century after Einstein’s Brownian motion
This page was built for publication: Discriminating Gaussian processes via quadratic form statistics