“…Most theoretical works remain focused on the simplest observable, the time-averaged mean square displacement (TA MSD), which has been studied for many anomalous diffusion models (see [10][11][12] and references therein). However, since this observable does not discriminate between various models, other observables have been proposed, e.g., first passage times [13,14], the maximum excursion [15], fundamental moments [16], and the fractal dimension of the explored space [17] (see also [18] and references therein). At the level of a single tra- ‡ International Joint Research Unit -UMI 2615 CNRS/ IUM/ IITP RAS/ Steklov MI RAS/ Skoltech/ HSE, Moscow, Russian Federation * Electronic address: yann.lanoiselee@polytechnique.edu † Electronic address: denis.grebenkov@polytechnique.edu jectory, elaborate statistical tools have been developed to recognize fractional Brownian motion (fBm) [19], to distinguish between fBm and Continuous Time Random Walk (CTRW) [20][21][22], and to reveal ergodicity breaking [23,24].…”