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physics.data-an2018
Optimal parameters for anomalous diffusion exponent estimation from noisy data
Yann Lanoiselée, Denis S. Grebenkov, Grzegorz Sikora +2
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…
physics.data-an2018
Statistical test for fractional Brownian motion based on detrending moving average algorithm
Grzegorz Sikora
Motivated by contemporary and rich applications of anomalous diffusion processes we propose a new statistical test for fractional Brownian motion, which is one of the most popular…