70 citations · 195 across the 8 of their papers we have counts for
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math-ph2012★ 34 cited
Regime variance testing - a quantile approach
Janusz gajda, Grzegorz Sikora, Agnieszka Wyłomańska
This paper is devoted to testing time series that exhibit behavior related to two or more regimes with different statistical properties. Motivation of our study are two real data s…
math-ph2012★ 33 cited
Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes
Agnieszka Wyłomańska
In the last decade the subordinated processes have become popular and found many practical applications. Therefore in this paper we examine two processes related to time-changed (s…
math-ph2011★ 16 cited
Anomalous diffusion models: different types of subordinator distribution
Joanna Janczura, Agnieszka Wyłomańska
Subordinated processes play an important role in modeling anomalous diffusion-type behavior. In such models the observed constant time periods are described by the subordinator dis…