30 citations · 32 across the 3 of their papers we have counts for
4 papers
A self-supervised learning approach for denoising autoregressive models with additive noise: finite and infinite variance cases
Sayantan Banerjee, Agnieszka Wylomanska, Sundar S
The autoregressive time series model is a popular second-order stationary process, modeling a wide range of real phenomena. However, in applications, autoregressive signals are oft…
Modelling intermittent anomalous diffusion with switching fractional Brownian motion
Michał Balcerek, Agnieszka Wyłomańska, Krzysztof Burnecki +2
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In ad…
Empirical study of periodic autoregressive models with additive noise -- estimation and testing
Wojciech Żuławiński, Agnieszka Wyłomańska
Periodic autoregressive (PAR) time series with finite variance is considered as one of the most common models of second-order cyclostationary processes. However, in the real applic…
Estimation of stability index for symmetric α-stable distribution using quantile conditional variance ratios
Kewin Pączek, Damian Jelito, Marcin Pitera +1
The class of -stable distributions is widely used in various applications, especially for modelling heavy-tailed data. Although the -stable distributions have been used in pr…