4 papers · 1 filter
CovEsts: Nonparametric Autocovariance Estimation and Analysis
Adam Bilchouris, Andriy Olenko
The paper introduces the R package CovEsts, which implements several nonparametric estimators for the autocovariance function. First, it presents the theoretical foundations of the…
Testing Diagonal Anisotropy Based on Single Realisation of Spherical Random Field
Shahid Khan, Andriy Olenko
Spherical data appear in various applications, including cosmology and the Earth sciences. A standard statistical model for such data employs isotropic spherical random fields. The…
Measures of Reliability Risk for the Australian Energy Sector
John Boland, Matthias Fresacher, David Hill +6
The article identifies the desired properties of the reliability risk metric for the Australian Energy Sector. It proposes a comprehensive set of metrics designed to measure variou…
Simulation and Analysis of Multifractional Stochastic Processes with R Package Rmfrac
Andriy Olenko, Nemini Samarakoon
Brownian motion and fractional Brownian motion have been widely applied in statistical modeling in finance, telecommunication, network traffic, neuroscience, physics, and other fie…