Kumar, A.; Maheshwari, A.; Wyłomańska, A. Linnik Lévy process and some extensions. (English) Zbl 07568580 Physica A 529, Article ID 121539, 15 p. (2019). MSC: 82-XX PDFBibTeX XMLCite \textit{A. Kumar} et al., Physica A 529, Article ID 121539, 15 p. (2019; Zbl 07568580) Full Text: DOI
Kucharczyk, Daniel; Wyłomańska, Agnieszka; Sikora, Grzegorz Variance change point detection for fractional Brownian motion based on the likelihood ratio test. (English) Zbl 1514.62159 Physica A 490, 439-450 (2018). MSC: 62M07 60G22 PDFBibTeX XMLCite \textit{D. Kucharczyk} et al., Physica A 490, 439--450 (2018; Zbl 1514.62159) Full Text: DOI
Li, Ming; Li, Jia-Yue Generalized Cauchy model of sea level fluctuations with long-range dependence. (English) Zbl 1499.86005 Physica A 484, 309-335 (2017). MSC: 86A05 37N10 28A80 PDFBibTeX XMLCite \textit{M. Li} and \textit{J.-Y. Li}, Physica A 484, 309--335 (2017; Zbl 1499.86005) Full Text: DOI
Kumar, A.; Wyłomańska, A.; Gajda, J. Stable Lévy motion with inverse Gaussian subordinator. (English) Zbl 1495.60017 Physica A 482, 486-500 (2017). MSC: 60G15 60G22 60J65 PDFBibTeX XMLCite \textit{A. Kumar} et al., Physica A 482, 486--500 (2017; Zbl 1495.60017) Full Text: DOI
Li, Ming Record length requirement of long-range dependent teletraffic. (English) Zbl 1400.94095 Physica A 472, 164-187 (2017). MSC: 94A17 81P40 60G22 62M15 PDFBibTeX XMLCite \textit{M. Li}, Physica A 472, 164--187 (2017; Zbl 1400.94095) Full Text: DOI
Kumar, A.; Wyłomańska, A.; Połoczański, R.; Sundar, S. Fractional Brownian motion time-changed by gamma and inverse gamma process. (English) Zbl 1400.60049 Physica A 468, 648-667 (2017). MSC: 60G22 PDFBibTeX XMLCite \textit{A. Kumar} et al., Physica A 468, 648--667 (2017; Zbl 1400.60049) Full Text: DOI arXiv