30 citations · 32 across the 3 of their papers we have counts for
3 papers · 1 filter
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…
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…