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Maraj-Zygmąt et al., 2023 - Google Patents

Goodness-of-fit test for stochastic processes using even empirical moments statistic

Maraj-Zygmąt et al., 2023

Document ID
12395481614588146020
Author
Maraj-Zygmąt K
Sikora G
Pitera M
Wyłomańska A
Publication year
Publication venue
Chaos: An Interdisciplinary Journal of Nonlinear Science

External Links

Snippet

In this paper, we introduce a novel framework that allows efficient stochastic process discrimination. The underlying test statistic is based on even empirical moments and generalizes the time-averaged mean-squared displacement framework; the test is designed …
Continue reading at pubs.aip.org (other versions)

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