Large deviations of time-averaged statistics for Gaussian processes-Reference-Cited by-同舟云学术

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Large deviations of time-averaged statistics for Gaussian processes

Published:2018-12 Issue: Volume:143 Page:47-55
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Gajda J.,Wyłomańska A.^ORCID,Kantz H.,Chechkin A.V.,Sikora G.

Funder

NCN Maestro

National Center of Science Opus

Deutsche Forschungsgemeinschaft

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference38 articles.

1. Statistics for Long-Memory Processes;Beran,1994

2. Large deviations for the Ornstein–Uhlenbeck process without tears;Bercu;Statist. Probab. Lett.,2017

3. Anomalous diffusion in disordered media: Statistical mechanisms, models and physical applications;Bouchaud;Phys. Rep.,1990

4. Concentration Inequalities: A Nonasymptotic Theory of Independence;Boucheron,2012

5. Sur un nouveau théorème limite dans la théorie des probabilités, in: colloque consacré à la théorie des probabilités, Vol. 3;Cramér,1938

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1. Efficient recurrent neural network methods for anomalously diffusing single particle short and noisy trajectories;Journal of Physics A: Mathematical and Theoretical;2021-11-23

2. Time-Averaged Statistics-Based Methods for Anomalous Diffusive Exponent Estimation of Fractional Brownian Motion;Applied Condition Monitoring;2021-07-22

3. Exact distributions of the maximum and range of random diffusivity processes;New Journal of Physics;2021-02-01

4. Leveraging large-deviation statistics to decipher the stochastic properties of measured trajectories;New Journal of Physics;2021-01-01

5. Probabilistic properties of detrended fluctuation analysis for Gaussian processes;Physical Review E;2020-03-11

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