Rényi entropy based on characteristic function has been used as an information measure
contained in wide-sense and real stationary vector autoregressive and moving average …

In the face of the upcoming 30th anniversary of econophysics, we review our contributions
and other related works on the modeling of the long-range memory phenomenon in …

It is a challenging task to identify the best possible models based on given empirical data of
observed time series. Though the financial markets provide us with a vast amount of …

Economic crises cause significant shortages in disposable income and a sharp decline in
the living conditions, affecting healthcare sector, hitting the profitability and sustainability of …

In this paper we show that an autoregressive fractionally integrated moving average time-
series model can identify two types of motion of membrane proteins on the surface of …

In this paper, we introduce two tempered linear and non-linear time series models, namely,
an autoregressive tempered fractionally integrated moving average (ARTFIMA) with α-stable …

Generally, control system design and the associated assessment of control system quality
focuses on cutting-edge performance. Most of the approaches and applied indicators aim for …

This paper addresses an important problem of modeling and prediction of phenomena with
antipersistent behavior and variance changing in time. As a proper stochastic model we …

The segmentation analysis of the Golding–Cox mRNA dataset clarifies the description of
these trajectories as a Fractional Lévy Stable Motion (FLSM). The FLSM method has several …

Modern live-imaging fluorescent microscopy techniques following the stochastic motion of
labeled tracer particles, ie single particle tracking (SPT) experiments, have uncovered …