30 citations · 45 across the 4 of their papers we have counts for
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Fractional lower-order covariance-based measures for cyclostationary time series with heavy-tailed distributions: application to dependence testing and model order identification
Wojciech Żuławiński, Agnieszka Wyłomańska
This article introduces new methods for the analysis of cyclostationary time series with infinite variance. Traditional cyclostationary analysis, based on periodically correlated (…
The modified Yule-Walker method for multidimensional infinite-variance periodic autoregressive model of order 1
Prashant Giri, Aleksandra Grzesiek, Wojciech Żuławiński +2
The time series with periodic behavior, such as the periodic autoregressive (PAR) models belonging to the class of the periodically correlated processes, are present in various rea…
Identification and validation of periodic autoregressive model with additive noise: finite-variance case
Wojciech Żuławiński, Aleksandra Grzesiek, Radosław Zimroz +1
In this paper, we address the problem of modeling data with periodic autoregressive (PAR) time series and additive noise. In most cases, the data are processed assuming a noise-fre…