Yule-Walker-Based Approaches for Estimation of Noise-Corrupted Periodic Autoregressive Model - Finite- and Infinite-Variance Cases. - Wojciech Zulawinski; Agnieszka Wylomanska; Radoslaw Zimroz (EUSIPCO, 2023)

Identification and validation of periodic autoregressive model with additive noise: finite-variance case. - Wojciech Zulawinski; Aleksandra Grzesiek; Radoslaw Zimroz; Agnieszka Wylomanska (J. Comput. Appl. Math., 2023)

Robust local basis function algorithms for identification of time-varying FIR systems in impulsive noise environments. - Maciej Niedzwiecki; Artur Gancza; Wojciech Zulawinski; Agnieszka Wylomanska (CDC, 2024)

Errors-in-Variables-Based Methodology of Estimation and Testing for Infinite-Variance Periodic Autoregressive Models with Additive Noise. - Wojciech Zulawinski; Agnieszka Wylomanska (EUSIPCO, 2024)

Alternative dependency measures-based approach for estimation of the α-stable periodic autoregressive model. - Wojciech Zulawinski; Piotr Kruczek; Agnieszka Wylomanska (Commun. Stat. Simul. Comput., 2024)

Robust coherent and incoherent statistics for detection of hidden periodicity in models with non-Gaussian additive noise. - Wojciech Zulawinski; Jérôme Antoni; Radoslaw Zimroz; Agnieszka Wylomanska (EURASIP J. Adv. Signal Process., 2024)

Fractional lower-order covariance-based measures for cyclostationary time series with heavy-tailed distributions: Application to dependence testing and model order identification. - Wojciech Zulawinski; Agnieszka Wylomanska (Digit. Signal Process., 2025)

Robust Suboptimal Local Basis Function Algorithms for Identification of Nonstationary FIR Systems in Impulsive Noise Environments. - Maciej Niedzwiecki; Artur Gancza; Wojciech Zulawinski; Agnieszka Wylomanska (CoRR, 2025)

Empirical study of periodic autoregressive models with additive noise - estimation and testing. - Wojciech Zulawinski; Agnieszka Wylomanska (Commun. Stat. Simul. Comput., 2025)