@article{000002870,
author = {Burnecki, Krzysztof and Kukla, Grzegorz},
title = {Obligacje katastroficzne. {K}rajobraz po wojnie
},
year = {2003},
journal = {Asekuracja & Re},
number = {1},
pages = {29-30}
}
@article{000002871,
author = {Burnecki, Krzysztof and Kukla, Grzegorz},
title = {Instrumenty finanasowe a ryzyko pogodowe
},
year = {2001},
journal = {Asekuracja & Re},
number = {10},
pages = {26-27}
}
@article{000098736,
author = {Burnecki, Krzysztof and Maejima, Makoto and Weron, Aleksander},
title = {The {L}amperti transformation for self-similar processes
},
year = {1997},
journal = {Yokohama Mathematical Journal},
volume = {44},
pages = {25-42}
}
@incollection{000111608,
author = {Burnecki, Krzysztof and Rosiński, Jan and Weron, Aleksander},
title = {Spectral representation and structure of stable self-similar processes
},
booktitle = {Stochastic processes and related topics. In Memory of Stamatis Cambanis 1943-1995},
editor = {Karatzas, Ioannis and Balram S. Rajput and Murad S. Taqqu},
address = {Boston [i in.]},
publisher = {Birkhauser},
pages = {1-14},
isbn = {0817639985},
series = {Trends in Mathematics},
year = {1998},
doi = {10.1007/978-1-4612-2030-5_1},
url = {https://link.springer.com/chapter/10.1007/978-1-4612-2030-5_1}
}
@article{000123631,
author = {Burnecki, Krzysztof and Kukla, Grzegorz and Weron, Rafał},
title = {Property insurance loss distributions
},
year = {2000},
journal = {Physica. A, Statistical Mechanics and its Applications},
volume = {287},
number = {1/2},
pages = {269-278},
doi = {10.1016/S0378-4371(00)00453-2}
}
@article{000123632,
author = {Burnecki, Krzysztof and Kukla, Grzegorz},
title = {Reasekuracja ryzyk ubezpieczeniowych na rynku kapitałowym. {O}bligacje katastroficzne
},
year = {2000},
journal = {Rynek Terminowy},
number = {4},
pages = {128-134}
}
@article{000125864,
author = {Burnecki, Krzysztof},
title = {Self-similar processes as weak limits of a risk reserve process
},
year = {2000},
journal = {Probability and Mathematical Statistics},
volume = {20},
pages = {261-272},
url = {http://www.math.uni.wroc.pl/~pms/files/20.2/Article/20.2.3.pdf}
}
@article{000127796,
author = {Nowicka-Zagrajek, Joanna and Burnecki, Krzysztof},
title = {Metody oceny ryzyka ubezpieczeniowego: {C}z. 3. {E}stymacja parametrów rozkładu
},
year = {2001},
journal = {Asekuracja & Re},
number = {11},
pages = {24-25}
}
@article{000127797,
author = {Nowicka-Zagrajek, Joanna and Burnecki, Krzysztof},
title = {Statystyczne metody oceny ryzyka ubezpieczeniowego: {C}z. 2
},
year = {2001},
journal = {Asekuracja & Re},
number = {9},
pages = {24-25}
}
@article{000127798,
author = {Burnecki, Krzysztof and Nowicka-Zagrajek, Joanna},
title = {Analiza umieralności
},
year = {2001},
journal = {Asekuracja & Re},
number = {7},
pages = {29-30}
}
@article{000127799,
author = {Nowicka-Zagrajek, Joanna and Burnecki, Krzysztof},
title = {Statystyczne metody oceny ryzyka ubezpieczeniowego: {C}z. 1
},
year = {2001},
journal = {Asekuracja & Re},
number = {5},
pages = {20-21}
}
@article{000127800,
author = {Nowicka-Zagrajek, Joanna and Burnecki, Krzysztof},
title = {Tablice trwania życia
},
year = {2001},
journal = {Asekuracja & Re},
number = {4},
pages = {24-25}
}
@article{000127801,
author = {Burnecki, Krzysztof and Nowicka-Zagrajek, Joanna},
title = {Czy straty mają ogony... czyli rozkłady żądań stosowane w matematyce ubezpieczeń majątkowych
},
year = {2001},
journal = {Asekuracja & Re},
number = {3},
pages = {22-25}
}
@article{000132784,
author = {Burnecki, Krzysztof and Michna, Zbigniew},
title = {Simulation of {P}ickands constant
},
year = {2002},
journal = {Probability and Mathematical Statistics},
volume = {22},
pages = {193-199},
url = {http://www.math.uni.wroc.pl/~pms/files/22.1/Article/22.1.14.pdf}
}
@article{000135323,
author = {Mercik, Szymon and Weron, Karina and Burnecki, Krzysztof and Weron, Aleksander},
title = {Enigma of self-similarity of fractional {L}\'evy stable motions
},
year = {2003},
journal = {Acta Physica Polonica B},
volume = {34},
number = {7},
pages = {3773-3791},
url = {http://www.actaphys.uj.edu.pl/_cur/store/vol34/pdf/v34p3773.pdf}
}
@article{000135508,
author = {Burnecki, Krzysztof and Marciniuk, Agnieszka and Weron, Aleksander},
title = {Annuities under random rates of interest - revisited
},
year = {2003},
journal = {Insurance. Mathematics and Economics},
volume = {32},
number = {3},
pages = {457-460},
doi = {10.1016/S0167-6687(03)00132-X}
}
@article{000135937,
author = {Burnecki, Krzysztof and Nowicka-Zagrajek, Joanna and Weron, Aleksander},
title = {Metoda pomiaru ryzyka (wartości zagrożonej - {VaR}) na rynku energii elektrycznej
},
year = {2001},
journal = {Energetyka},
number = {12},
pages = {743-747}
}
@article{000137224,
author = {Burnecki, Krzysztof and Kukla, Grzegorz},
title = {Pricing of zero-coupon and coupon cat bonds
},
year = {2003},
journal = {Applicationes Mathematicae},
volume = {30},
number = {3},
pages = {315-324}
}
@article{000138453,
author = {Burnecki, Krzysztof and Weron, Aleksander},
title = {Lévy stable processes. {F}rom stationary to self-similar dynamics and back. {A}n application to finance
},
year = {2004},
journal = {Acta Physica Polonica B},
volume = {35},
number = {4},
pages = {1343-1358},
url = {http://www.actaphys.uj.edu.pl/_cur/store/vol35/pdf/v35p1343.pdf}
}
@article{000142648,
author = {Burnecki, Krzysztof and Marciniuk, Agnieszka and Weron, Aleksander},
title = {On annuities under random rates of interest with payments varying in arithmetic and geometric progression
},
year = {2004},
journal = {Probability and Mathematical Statistics},
volume = {24},
pages = {1-15},
url = {http://www.math.uni.wroc.pl/~pms/files/24.1/Article/24.1.1.pdf}
}
@article{000143414,
author = {Burnecki, Krzysztof and Miśta, Paweł and Weron, Aleksander},
title = {A new gamma type approximation of the ruin probability
},
year = {2005},
journal = {Acta Physica Polonica B},
volume = {36},
number = {5},
pages = {1473-1483},
url = {http://www.actaphys.uj.edu.pl/_cur/store/vol36/pdf/v36p1473.pdf}
}
@article{000143415,
author = {Burnecki, Krzysztof and Miśta, Paweł and Weron, Aleksander},
title = {What is the best approximation of ruin probability in infinite time?
},
year = {2005},
journal = {Applicationes Mathematicae},
volume = {32},
number = {2},
pages = {155-176}
}
@incollection{000143416,
author = {Burnecki, Krzysztof and Haerdle, Wolfgang and Weron, Rafał},
title = {Simulation of risk processes
},
booktitle = {Encyclopedia of actuarial science. Vol. 3},
editor = {L Teugels, Jozef and Bjorn Sundt},
address = {Chichester},
publisher = {Wiley},
pages = {1564-1570},
isbn = {0470846763},
year = {2004}
}
@article{000143877,
author = {Weron, Aleksander and Burnecki, Krzysztof and Mercik, Szymon and Weron, Karina},
title = {Complete description of all self-similar models driven by {L}\'evy stable noise
},
year = {2005},
journal = {Physical Review. E, Statistical Nonlinear and Soft Matter Physics},
volume = {71},
number = {1]},
pages = {016113-1 - 016113-10},
doi = {10.1103/PhysRevE.71.016113}
}
@incollection{000144778,
author = {Burnecki, Krzysztof and Kukla, Grzegorz and Taylor, David},
title = {Pricing of catastrophe bonds
},
booktitle = {Statistical tools for finance and insurance. [Eds] P. Čižek, W. Härdle, R. Weron.},
address = {Berlin},
publisher = {Springer},
pages = {93-114},
isbn = {3540221891},
year = {2005},
doi = {10.1007/3-540-27395-6_4}
}
@incollection{000144780,
author = {Burnecki, Krzysztof and Misiorek, Adam and Weron, Rafał},
title = {Loss distributions
},
booktitle = {Statistical tools for finance and insurance. [Eds] P. Čižek, W. Härdle, R. Weron.},
address = {Berlin},
publisher = {Springer},
pages = {289-317},
isbn = {3540221891},
year = {2005},
doi = {10.1007/3-540-27395-6_13}
}
@incollection{000144781,
author = {Burnecki, Krzysztof and Weron, Rafał},
title = {Modeling of the risk process
},
booktitle = {Statistical tools for finance and insurance. [Eds] P. Čižek, W. Härdle, R. Weron.},
address = {Berlin},
publisher = {Springer},
pages = {319-339},
isbn = {3540221891},
year = {2005},
doi = {10.1007/3-540-27395-6_14}
}
@incollection{000144782,
author = {Burnecki, Krzysztof and Mista, Paweł and Weron, Aleksander},
title = {Ruin probabilities in finite and infinite time
},
booktitle = {Statistical tools for finance and insurance. [Eds] P. Čižek, W. Härdle, R. Weron.},
address = {Berlin},
publisher = {Springer},
pages = {341-379},
isbn = {3540221891},
year = {2005},
doi = {10.1007/3-540-27395-6_15}
}
@incollection{000144785,
author = {Burnecki, Krzysztof and Nowicka-Zagrajek, Joanna and Wyłomańska, Agnieszka},
title = {Pure risk premiums under deductibles
},
booktitle = {Statistical tools for finance and insurance. [Eds] P. Čižek, W. Härdle, R. Weron.},
address = {Berlin},
publisher = {Springer},
pages = {427-452},
isbn = {3540221891},
year = {2005},
doi = {10.1007/3-540-27395-6_19}
}
@incollection{000145333,
author = {Nowicka-Zagrajek, Joanna and Burnecki, Krzysztof},
title = {Wybrane rodzaje składek w modelu ryzyka kolektywnego
},
booktitle = {Inwestycje finansowe i ubezpieczenia - tendencje światowe a polski rynek. Red. nauk. Wanda Ronka-Chmielowiec, Krzysztof Jajuga. T. 2.},
address = {Wrocław},
publisher = {Wydaw. AE},
pages = {48-55},
volume = {nr 1088},
series = {Prace Naukowe Akademii Ekonomicznej im. Oskara Langego we Wrocławiu},
year = {2005}
}
@article{000149550,
author = {Chernobai, Anna and Burnecki, Krzysztof and Rachev, Svetlozar and Truck, Stefan and Weron, Rafał},
title = {Modelling cathastrophe claims with left-truncated severity distributions
},
year = {2006},
journal = {Computational Statistics},
volume = {21},
pages = {537-555},
doi = {10.1007/s00180-006-0011-2}
}
@incollection{000150124,
author = {Burnecki, Krzysztof and Nowicka-Zagrajek, Joanna},
title = {Składka kwantylowa w modelu ryzyka a dane szkodowe z obcięciem dolnym
},
booktitle = {Statystyka aktuarialna - stan i perspektywy rozwoju w Polsce. Pod red. W. Ostasiewicza.},
address = {Wrocław},
publisher = {Wydaw. AE},
pages = {306-317},
volume = {nr 1108},
series = {Prace Naukowe Akademii Ekonomicznej im. Oskara Langego we Wrocławiu},
year = {2006}
}
@incollection{000157726,
author = {Burnecki, Krzysztof and Weron, Rafał},
title = {Visualization tools for insurance risk processes
},
booktitle = {Handbook of data visualization},
address = {Berlin; Heidelberg},
publisher = {Springer},
pages = {899-920},
isbn = {9783540330363},
year = {2008},
doi = {10.1007/978-3-540-33037-0_35}
}
@article{000161194,
author = {Burnecki, Krzysztof and Janczura, Joanna B. and Magdziarz, Marcin and Weron, Aleksander},
title = {Can one see a competition between subdiffusion and {L}\'evy flights? {A} case of geometric-stable noise
},
year = {2008},
journal = {Acta Physica Polonica B},
volume = {39},
number = {5},
pages = {1043-1053},
url = {http://th-www.if.uj.edu.pl/acta/vol39/pdf/v39p1043.pdf}
}
@article{000161417,
author = {Burnecki, Krzysztof and Klafter, Joseph and Magdziarz, Marcin and Weron, Aleksander},
title = {From solar flare time series to fractional dynamics
},
year = {2008},
journal = {Physica. A, Statistical Mechanics and its Applications},
volume = {387},
number = {5/6},
pages = {1077-1087},
doi = {10.1016/j.physa.2007.10.024}
}
@article{000162841,
author = {Stanislavsky, Aleksander and Burnecki, Krzysztof and Magdziarz, Marcin and Weron, Aleksander and Weron, Karina},
title = {{FARIMA} modeling of solar flare activity from empirical time series of soft {X}-ray solar emission
},
year = {2009},
journal = {Astrophysical Journal},
volume = {693},
number = {2},
pages = {1877-1882},
doi = {10.1088/0004-637X/693/2/1877}
}
@article{000163827,
author = {Burnecki, Krzysztof and Stanislavsky, Aleksander and Weron, Karina},
title = {Statistical analysis of the maximum energy in solar {X}-ray flare activity
},
year = {2009},
journal = {Acta Physica Polonica B},
volume = {40},
number = {5},
pages = {1303-1313},
url = {http://th-www.if.uj.edu.pl/acta/vol40/pdf/v40p1303.pdf}
}
@article{000166644,
author = {Magdziarz, Marcin and Weron, Aleksander and Burnecki, Krzysztof and Klafter, Joseph},
title = {Fractional {B}rownian motion versus the continuous-time random walk: {A} simple test for subdiffusive dynamics
},
year = {2009},
journal = {Physical Review Letters},
volume = {103},
number = {18},
pages = {180602-1 - 180602-4},
doi = {10.1103/PhysRevLett.103.180602}
}
@article{000170418,
author = {Burnecki, Krzysztof and Weron, Aleksander},
title = {Fractional {L}évy stable motion can model subdiffusive dynamics
},
year = {2010},
journal = {Physical Review. E, Statistical Nonlinear and Soft Matter Physics},
volume = {82},
number = {2},
pages = {021130-1 - 021130-8},
doi = {10.1103/PhysRevE.82.021130}
}
@incollection{000174452,
author = {Burnecki, Krzysztof and Janczura, Joanna B. and Weron, Rafał},
title = {Building loss models
},
booktitle = {Statistical tools for finance and insurance. 2nd Edition},
editor = {Čižek, Pavel and Wolfgang Karl Härdle and Rafał Weron},
address = {Berlin; Heidelberg},
publisher = {Springer},
pages = {293-328},
isbn = {9783642180613},
year = {2011},
doi = {10.1007/978-3-642-18062-0}
}
@incollection{000174683,
author = {Burnecki, Krzysztof and Teuerle, Marek A.},
title = {Ruin probability in finite time
},
booktitle = {Statistical tools for finance and insurance. 2nd Edition},
editor = {Čižek, Pavel and Wolfgang Karl Härdle and Rafał Weron},
address = {Berlin; Heidelberg},
publisher = {Springer},
pages = {329-348},
isbn = {9783642180613},
year = {2011},
doi = {10.1007/978-3-642-18062-0_10}
}
@article{000176572,
author = {Burnecki, Krzysztof and Gajda, Janusz R. and Sikora, Grzegorz},
title = {Stability and lack of memory of the returns of the {H}ang {S}eng index
},
year = {2011},
journal = {Physica. A, Statistical Mechanics and its Applications},
volume = {390},
number = {18/19},
pages = {3136-3146},
doi = {10.1016/j.physa.2011.04.025}
}
@incollection{000179560,
author = {Burnecki, Krzysztof and Magdziarz, Marcin and Weron, Aleksander},
title = {Identification and validation of fractional subdiffusion dynamics
},
booktitle = {Fractional dynamics: recent advances},
editor = {Klafter, Joseph and S. C. Lim and Ralf Metzler},
address = {Singapore [i in.]},
publisher = {World Scientific},
pages = {331-351},
isbn = {9789814340588},
year = {2012},
doi = {10.1142/9789814340595_0014}
}
@article{000180183,
author = {Burnecki, Krzysztof and Muszkieta, Monika and Sikora, Grzegorz and Weron, Aleksander},
title = {Statistical modelling of subdiffusive dynamics in the cytoplasm of living cells: a {FARIMA} approach
},
year = {2012},
journal = {Europhysics Letters},
volume = {98},
number = {1},
pages = {10004-p1 - 10004-p6},
doi = {10.1209/0295-5075/98/10004}
}
@article{000181753,
author = {Bieńkowski, Paweł and Burnecki, Krzysztof and Janczura, Joanna B. and Weron, Rafał and Zubrzak, Bartłomiej},
title = {A new method for automated noise cancellation in electromagnetic field measurement
},
year = {2012},
journal = {Journal of Electromagnetic Waves and Applications},
volume = {26},
number = {8/9},
pages = {1226-1236},
doi = {10.1080/09205071.2012.710721}
}
@article{000182211,
author = {Burnecki, Krzysztof and Wyłomańska, Agnieszka and Beletskii, Aleksei and Gonchar, Vsevolod and Chechkin, Aleksei},
title = {Recognition of stable distribution with {L}évy index α close to 2
},
year = {2012},
journal = {Physical Review. E, Statistical Nonlinear and Soft Matter Physics},
volume = {85},
number = {5},
pages = {056711-1 - 056711-8},
doi = {10.1103/PhysRevE.85.056711}
}
@article{000182529,
author = {Burnecki, Krzysztof},
title = {{FARIMA} processes with application to biophysical data
},
year = {2012},
journal = {Journal of Statistical Mechanics: Theory and Experiment },
number = {5},
pages = {P05015-1 - P05015-18},
doi = {10.1088/1742-5468/2012/05/P05015}
}
@article{000183421,
author = {Burnecki, Krzysztof and Sikora, Grzegorz and Weron, Aleksander},
title = {Fractional process as a unified model for subdiffusive dynamics in experimental data
},
year = {2012},
journal = {Physical Review. E, Statistical Nonlinear and Soft Matter Physics},
volume = {86},
number = {4},
pages = {041912-1 - 041912-8},
doi = {10.1103/PhysRevE.86.041912}
}
@article{000184082,
author = {Burnecki, Krzysztof and Kepten, Eldad and Janczura, Joanna B. and Bronshtein, Irena and Garini, Yuval and Weron, Aleksander},
title = {Universal algorithm for identification of fractional {B}rownian motion. A case of telomere subdiffusion
},
year = {2012},
journal = {Biophysical Journal},
volume = {103},
number = {9},
pages = {1839-1847},
doi = {10.1016/j.bpj.2012.09.040}
}
@article{000188815,
author = {Burnecki, Krzysztof and Sikora, Grzegorz},
title = {Estimation of {FARIMA} parameters in the case of negative memory and stable noise
},
year = {2013},
journal = {IEEE Transactions on Signal Processing},
volume = {61},
number = {11},
pages = {2825-2835},
doi = {10.1109/TSP.2013.2253773}
}
@article{000196643,
author = {Burnecki, Krzysztof and Weron, Aleksander},
title = {Algorithms for testing of fractional dynamics: a practical guide to {ARFIMA} modelling
},
year = {2014},
journal = {Journal of Statistical Mechanics: Theory and Experiment },
volume = {P10036},
number = {10},
pages = {1-26},
doi = {10.1088/1742-5468/2014/10/P10036}
}
@article{000197478,
author = {Kepten, Eldad and Weron, Aleksander and Sikora, Grzegorz and Burnecki, Krzysztof and Garini, Yuval},
title = {Guidelines for the fitting of anomalous diffusion mean square displacement graphs from single particle tracking experiments
},
year = {2015},
journal = {PLoS ONE },
volume = {10},
number = {2},
pages = {1-10},
doi = {10.1371/journal.pone.0117722}
}
@article{000198904,
author = {Burnecki, Krzysztof and Kepten, Eldad and Garini, Yuval and Sikora, Grzegorz and Weron, Aleksander},
title = {Estimating the anomalous diffusion exponent for single particle tracking data with measurement errors - an alternative approach
},
year = {2015},
journal = {Scientific Reports },
volume = {5},
pages = {1-11},
doi = {10.1038/srep11306}
}
@article{000201816,
author = {Kepten, Eldad and Weron, Aleksander and Bronshtein, Irena and Burnecki, Krzysztof and Garini, Yuval},
title = {Uniform contraction-expansion description of relative centromere and telomere motion
},
year = {2015},
journal = {Biophysical Journal},
volume = {109},
number = {10},
pages = {1454 - 1462},
doi = {10.1016/j.bpj.2015.07.031}
}
@article{000202497,
author = {Burnecki, Krzysztof and Wyłomańska, Agnieszka and Chechkin, Aleksei},
title = {Discriminating between light- and heavy-tailed distributions with limit theorem
},
year = {2015},
journal = {PLoS ONE },
volume = {10},
number = {12},
pages = {1-23},
doi = {10.1371/journal.pone.0145604}
}
@article{000208612,
author = {Sikora, Grzegorz and Burnecki, Krzysztof and Wyłomańska, Agnieszka},
title = {Mean-squared-displacement statistical test for fractional {B}rownian motion
},
year = {2017},
journal = {Physical Review E},
volume = {95},
number = {3},
pages = {1-5},
doi = {10.1103/PhysRevE.95.032110}
}
@article{000210510,
author = {Weron, Aleksander and Burnecki, Krzysztof and Akin, Elizabeth J. and Sole, Laura and Balcerek, Michał and Tamkun, Michael M. and Krapf, Diego},
title = {Ergodicity breaking on the neuronal surface emerges from random switching between diffusive states
},
year = {2017},
journal = {Scientific Reports },
volume = {7},
pages = {1-10},
doi = {10.1038/s41598-017-05911-y}
}
@article{000211126,
author = {Sikora, Grzegorz and Kepten, Eldad and Weron, Aleksander and Balcerek, Michał and Burnecki, Krzysztof},
title = {An efficient algorithm for extracting the magnitude of the measurement error for fractional dynamics
},
year = {2017},
journal = {Physical Chemistry Chemical Physics},
volume = {19},
number = {39},
pages = {26566-26581},
doi = {10.1039/c7cp04464j}
}
@article{000212360,
author = {Sungkaworn, Titiwat and Jobin, Marie-Lise and Burnecki, Krzysztof and Weron, Aleksander and Lohse, Martin J. and Calebiro, Davide},
title = {Single-molecule imaging reveals receptor-{G} protein interactions at cell surface hot spots
},
year = {2017},
journal = {Nature},
volume = {550},
number = {7677},
pages = {543-547},
doi = {10.1038/nature24264}
}
@article{000213170,
author = {Burnecki, Krzysztof and Sikora, Grzegorz},
title = {Identification and validation of stable {ARFIMA} processes with application to {UMTS} data
},
year = {2017},
journal = {Chaos, Solitons and Fractals},
volume = {102},
pages = {456-466},
doi = {10.1016/j.chaos.2017.03.059}
}
@article{000213280,
author = {Burnecki, Krzysztof and Giuricich, Mario Nicolo},
title = {Stable weak approximation at work in index-linked catastrophe bond pricing
},
year = {2017},
journal = {Risks },
volume = {5},
number = {4},
pages = {1-19},
doi = {10.3390/risks5040064}
}
@article{000218550,
author = {Gajda, Janusz R. and Bartnicki, Grzegorz and Burnecki, Krzysztof},
title = {Modeling of water usage by means of {ARFIMA-GARCH} processes
},
year = {2018},
journal = {Physica. A, Statistical Mechanics and its Applications},
volume = {512},
pages = {644-657},
doi = {10.1016/j.physa.2018.08.134},
url = {https://www.sciencedirect.com/science/article/pii/S037843711831077X}
}
@article{000219068,
author = {Burnecki, Krzysztof and Sikora, Grzegorz and Weron, Aleksander and Tamkun, Michael M. and Krapf, Diego},
title = {Identifying diffusive motions in single-particle trajectories on the plasma membrane via fractional time-series models
},
year = {2019},
journal = {Physical Review E},
volume = {99},
number = {1},
pages = {1-10},
url = {https://journals.aps.org/pre/abstract/10.1103/PhysRevE.99.012101},
doi = {10.1103/PhysRevE.99.012101}
}
@article{000219391,
author = {Balcerek, Michał and Loch-Olszewska, Hanna and Torrena-Pina, Juan A. and Garcia-Parajo, Maria F. and Weron, Aleksander and Manzo, Carlo and Burnecki, Krzysztof},
title = {Inhomogeneous membrane receptor diffusion explained by a fractional heteroscedastic time series model
},
year = {2019},
journal = {Physical Chemistry Chemical Physics},
volume = {21},
number = {6},
pages = {3114-3121},
doi = {10.1039/C8CP06781C},
url = {https://pubs.rsc.org/en/content/articlelanding/2019/cp/c8cp06781c/unauth#!divAbstract},
doi = {10.1039/C8CP06781C}
}
@article{000220380,
author = {Stanislavsky, Aleksander and Burnecki, Krzysztof and Janczura, Joanna B. and Niczyj, Karol and Weron, Aleksander},
title = {Solar {X}-ray variability in terms of a fractional heteroskedastic time series model
},
year = {2019},
journal = {Monthly Notices of the Royal Astronomical Society},
volume = {485},
number = {3},
pages = {3970–3980},
doi = {10.1093/mnras/stz656},
url = {https://academic.oup.com/mnras/article-abstract/485/3/3970/5371166}
}
@article{000220418,
author = {Giuricich, Mario Nicolo and Burnecki, Krzysztof},
title = {Modelling of left-truncated heavy-tailed data with application to catastrophe bond pricing
},
year = {2019},
journal = {Physica. A, Statistical Mechanics and its Applications},
volume = {525},
number = {1},
pages = {498-513},
doi = {10.1016/j.physa.2019.03.073},
url = {https://www.sciencedirect.com/science/article/pii/S0378437119303085}
}
@article{000222037,
author = {Burnecki, Krzysztof and Teuerle, Marek A. and Wilkowska, Aleksandra},
title = {De {V}ylder type approximation of the ruin probability for the insurer-reinsurer model
},
year = {2019},
journal = {Mathematica Applicanda},
volume = {47},
number = {1},
pages = {5-24},
url = {https://wydawnictwa.ptm.org.pl/index.php/matematyka-stosowana/article/view/6417},
doi = {10.14708/ma.v47i1.6417}
}
@article{000222065,
author = {Ślęzak, Jakub and Burnecki, Krzysztof and Metzler, Ralf},
title = {Random coefficient autoregressive processes describe {B}rownian yet non-{G}aussian diffusion in heterogeneous systems
},
year = {2019},
journal = {New Journal of Physics},
volume = {21},
pages = {1-18},
doi = {10.1088/1367-2630/ab3366}
}
@article{000222170,
author = {Burnecki, Krzysztof and Giuricich, Mario Nicolo and Palmowski, Zbigniew},
title = {Valuation of contingent convertible catastrophe bonds - the case for equity conversion
},
year = {2019},
journal = {Insurance. Mathematics and Economics},
volume = {88},
pages = {238-254},
url = {https://www.sciencedirect.com/science/article/pii/S0167668718301598?via%3Dihub},
doi = {10.1016/j.insmatheco.2019.07.006}
}
@article{000222336,
author = {Nitka, Weronika and Burnecki, Krzysztof},
title = {Impact of solar activity on precipitation in the {U}nited {S}tates
},
year = {2019},
journal = {Physica. A, Statistical Mechanics and its Applications},
volume = {527},
pages = {1-10},
url = {https://www.sciencedirect.com/science/article/pii/S0378437119308076#b38},
doi = {10.1016/j.physa.2019.121387}
}
@article{000224522,
author = {Balcerek, Michał and Burnecki, Krzysztof},
title = {Testing of fractional {B}rownian motion in a noisy environment
},
year = {2020},
journal = {Chaos, Solitons and Fractals},
volume = {140},
pages = {1-7},
doi = {10.1016/j.chaos.2020.110097}
}
@article{000226832,
author = {Wyłomańska, Agnieszka and Iskander, Daoud R. and Burnecki, Krzysztof},
title = {Omnibus test for normality based on the Edgeworth expansion
},
year = {2020},
journal = {PLoS ONE},
volume = {15},
number = {6},
pages = {1-36},
url = {https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0233901},
doi = {10.1371/journal.pone.0233901}
}
@article{000227454,
author = {Stanislavsky, Aleksander and Nitka, Weronika and Małek, Marta and Burnecki, Krzysztof and Janczura, Joanna B.},
title = {Prediction performance of {H}idden {M}arkov modelling for solar flares
},
year = {2020},
journal = {Journal of Atmospheric and Solar-Terrestrial Physics},
volume = {208},
pages = {1-7},
url = {https://www.sciencedirect.com/science/article/abs/pii/S1364682620302145},
doi = {10.1016/j.jastp.2020.105407}
}
@article{000229327,
author = {Balcerek, Michał and Burnecki, Krzysztof},
title = {Testing of multifractional {B}rownian motion
},
year = {2020},
journal = {Entropy},
volume = {22},
number = {12},
pages = {1-17},
doi = {10.3390/e22121403}
}
@article{000231008,
author = {Burnecki, Krzysztof and Teuerle, Marek A. and Wilkowska, Aleksandra},
title = {Ruin probability for the insurer-reinsurer model for exponential claims: a probabilistic approach
},
year = {2021},
journal = {Risks},
volume = {9},
number = {5},
pages = {1-10},
url = {https://www.mdpi.com/2227-9091/9/5/86},
doi = {10.3390/risks9050086}
}
@article{000231123,
author = {Janczura, Joanna B. and Balcerek, Michał and Burnecki, Krzysztof and Sabri, Adal and Weiß, Matthias and Krapf, Diego},
title = {Identifying heterogeneous diffusion states in the cytoplasm by a hidden {M}arkov model
},
year = {2021},
journal = {New Journal of Physics},
volume = {23},
pages = {1-11},
url = {https://iopscience.iop.org/article/10.1088/1367-2630/abf204},
doi = {10.1088/1367-2630/abf204}
}
@article{000231439,
author = {Balcerek, Michał and Burnecki, Krzysztof and Sikora, Grzegorz and Wyłomańska, Agnieszka},
title = {Discriminating {G}aussian processes via quadratic form statistics
},
year = {2021},
journal = {Chaos},
volume = {31},
number = {6},
pages = {1-16},
url = {https://aip.scitation.org/doi/10.1063/5.0044878},
doi = {10.1063/5.0044878}
}
This file was generated by bibtex2html 1.95.