Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

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Relative measures and their applications in signals modelling

2013/10/M/ST1/00096

Keywords:

nonstochastic signal analysis identification of relative measures resampling methods in signal analysis

Descriptors:

  • ST1_18: Control theory and optimisation
  • ST7_7: Signal processing
  • ST6_11: Machine learning, statistical data processing and applications using signal processing (e.g. speech, image, video)

Panel:

ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics

Host institution :

Politechnika Krakowska im. Tadeusza Kościuszki, Wydział Fizyki, Matematyki i Informatyki

woj. małopolskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Jacek Leśkow 

Number of co-investigators in the project: 4

Call: HARMONIA 5 - announced on 2013-06-14

Amount awarded: 253 800 PLN

Project start date (Y-m-d): 2014-05-14

Project end date (Y-m-d): 2017-12-13

Project duration:: 43 months (the same as in the proposal)

Project status: Project settled

Information in the final report

  • Publication in academic press/journals (5)
  • Articles in post-conference publications (1)
  • Book publications / chapters in book publications (3)
  1. Transformed GARMA model: properties and simulations
    Authors:
    Andrade B.S., Leśkow J., Andrade M.G.
    Academic press:
    Communications in Statistics - Simulation and Computation (rok: 2017, tom: 1, strony: 45305), Wydawca: Taylor & Francis
    Status:
    Published
    DOI:
    10.1080/03610918.2016.1230215 - link to the publication
  2. Censored linear regression models for irregularly observed longitudinal data using the multivariate t-distribution
    Authors:
    Garay Aldo M., Castro Luis M., Leśkow Jacek, Lachos Victor H.
    Academic press:
    Statistical Methods in Medical Research (rok: 2014, tom: 10, strony: 45316), Wydawca: Sage Journals
    Status:
    Published
    DOI:
    10.1177/0962280214551191 - link to the publication
  3. On non-existence of moment estimators of the GED power parameter
    Authors:
    Stawiarski Bartosz
    Academic press:
    Discussiones Mathematicae - Probability and Statistics (rok: 2016, tom: 36 (1-2), strony: 45435), Wydawca: Oficyna Wydawnicza Uniwersytetu Zielonogórskiego
    Status:
    Published
    DOI:
    10.7151/dmps.1185 - link to the publication
  4. Selected techniques of detecting structural breaks in financial volatility
    Authors:
    Stawiarski Bartosz
    Academic press:
    e-Finanse (rok: 2015, tom: 45597, strony: 32-43), Wydawca: Wyższa Szkoła Informatyki i Zarządzania
    Status:
    Published
    DOI:
    10.14636/1734-039X_11_1_004 - link to the publication
  5. Time Average Estimation in the Fraction-of-Time Probability Framework
    Authors:
    Dehay, D., Leśkow, J. oraz Napolitano, A.
    Academic press:
    Signal Processing (rok: 2018, tom: 153, strony: 275-290), Wydawca: Elsevier
    Status:
    Published
  1. Resampling techniques for cyclostationary time series. Long memory and weak dependence perspective.
    Authors:
    Leśkow Jacek, Gajecka Elżbieta
    Conference:
    ISI World Statistics Congress 2015 (rok: 2015, ), Wydawca: International Statistical Institute, The Hague, The Netherlands
    Data:
    konferencja 26-31.07.2015
    Status:
    Published
  1. Change-point Problem in the Fraction-of-Time Approach
    Authors:
    Leśkow J., Stawiarski B.
    Book:
    Cyclostationarity: Theory and Methods III. Contributions to the 9th Workshop on Nonstationary Systems and Their Applications (rok: 2017, tom: 6, strony: 35-50), Wydawca: Springer Verlag
    Status:
    Published
  2. Transformed GARMA Model with the Inverse Gaussian Distribution
    Authors:
    Andrade B.S., Leśkow J., Andrade M.G.
    Book:
    Cyclostationarity: Theory and Methods III. Contributions to the 9th Workshop on Nonstationary Systems and Their Applications (rok: 2017, tom: 6, strony: 69-82), Wydawca: Springer Verlag
    Status:
    Published
  3. Imputation of missing observations for heavy tailed cyclostationary time series
    Authors:
    Drake Christina, Leśkow Jacek, Medina-Garay A.
    Book:
    Cyclostationarity: Theory and Methods - Contributions to the 7th Workshop on Cyclostationary Systems and Their Applications, Grodek, Poland, 2014 (rok: 2015, tom: 3, strony: 179-187), Wydawca: Springer
    Status:
    Published