Aleksei Chechkin

Goodness-of-fit test for $$\alpha$$ α -stable distribution based on the quantile conditional variance statistics

Agnieszka Wyłomańska, Marcin Pitera, Aleksei Chechkin, 2021, Statistical Methods & Applications.

Codifference as a practical tool to measure interdependence

Igor M. Sokolov, Janusz Gajda, Aleksei Chechkin, 2014, 1407.4239.

Probabilistic properties of detrended fluctuation analysis for Gaussian processes.

Holger Kantz, Agnieszka Wyłomańska, Grzegorz Sikora, 2018, Physical review. E.

Generalized elastic model yields a fractional Langevin equation description.

Joseph Klafter, Alessandro Taloni, Aleksei Chechkin, 2010, Physical review letters.

Recognition of stable distribution with Lévy index α close to 2.

Agnieszka Wyłomańska, Krzysztof Burnecki, Aleksei Chechkin, 2012, Physical review. E, Statistical, nonlinear, and soft matter physics.