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Podgórski, Krzysztof

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Author ID: podgorski.krzysztof Recent zbMATH articles by "Podgórski, Krzysztof"
Published as: Podgórski, Krzysztof; Podgórski, K.; Podgorski, Krzysztof; Podgórski, Krysztof; Podgórsky, Krzysztof; Podgórski, Krzystof; Podgorski, K.
External Links: MGP
Documents Indexed: 49 Publications since 1989, including 1 Book

Publications by Year

Citations contained in zbMATH Open

41 Publications have been cited 466 times in 379 Documents Cited by Year
The Laplace distribution and generalizations. A revisit with applications to communications, economics, engineering, and finance. Zbl 0977.62003
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krysztof
219
2001
Asymmetric Laplace laws and modeling financial data. Zbl 1002.60012
Kozubowski, T. J.; Podgórski, K.
31
2001
Asymmetric Laplace distributions. Zbl 0961.60026
Kozubowski, Tomasz J.; Podgórski, Krzysztof
19
2000
Fractional Laplace motion. Zbl 1100.60017
Kozubowski, T. J.; Meerschaert, M. M.; Podgórski, K.
15
2006
Distributional properties of the negative binomial Lévy process. Zbl 1170.60021
Kozubowski, Tomasz J.; Podgórski, Krzystof
14
2009
Chaotic behavior of infinitely divisible processes. Zbl 0835.60008
Cambanis, S.; Podgórski, K.; Weron, A.
14
1995
A multivariate and asymmetric generalization of Laplace distribution. Zbl 1035.60010
Kozubowski, Tomasz; Podgorski, Krzysztof
11
2000
A bivariate Lévy process with negative binomial and gamma marginals. Zbl 1144.60310
Kozubowski, Tomasz J.; Panorska, Anna K.; Podgórski, Krzysztof
10
2008
Multivariate generalized Laplace distribution and related random fields. Zbl 1260.60100
Kozubowski, Tomasz J.; Podgórski, Krzysztof; Rychlik, Igor
10
2013
A class of non-Gaussian second order random fields. Zbl 1329.60092
Åberg, Sofia; Podgórski, Krzysztof
9
2011
Maximum likelihood estimation of asymmetric Laplace parameters. Zbl 1047.62021
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krzysztof
9
2002
Singular inverse Wishart distribution and its application to portfolio theory. Zbl 1328.62313
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof
8
2016
A log-Laplace growth rate model. Zbl 1051.60015
Kozubowskiw, Tomasz J.; Podgórski, Krzysztof
8
2003
Tails of Lévy measure of geometric stable random variables. Zbl 0930.60008
Kosubowski, Tomasz J.; Podgorski, Krzysztof; Samorodnitsky, Gennady
8
1999
Computer simulation of \(\alpha\)-stable Ornstein-Uhlenbeck processes. Zbl 0783.60052
Janicki, A.; Podgórski, K.; Weron, A.
8
1993
Strong and conditional invariance principles for samples attracted to stable laws. Zbl 0883.60014
LePage, Raoul; Podgórski, Krzysztof; Ryznar, Michał
7
1997
Invariance properties of the negative binomial Lévy process and stochastic self-similarity. Zbl 1140.60322
Kozubowski, Tomasz J.; Podgórski, Krysztof
6
2007
Log-Laplace distributions. Zbl 1190.60009
Kozubowski, Tomasz J.; Podgórski, Krzysztof
6
2003
A generalized Sibuya distribution. Zbl 1398.60028
Kozubowski, Tomasz J.; Podgórski, Krzysztof
6
2018
A \(q\)-analog of the quantum central limit theorem for \(SU_ q(2)\). Zbl 0761.60078
Lenczewski, Romuald; Podgórski, Krzysztof
5
1992
Resampling permutations in regression without second moments. Zbl 0863.62039
Lepage, Raoul; Podgórski, Krzysztof
5
1996
Estimation for stochastic models driven by Laplace motion. Zbl 1225.62115
Podgórski, Krzysztof; Wegener, Jörg
5
2011
A note on ergodic symmetric stable processes. Zbl 0758.60036
Podgórski, Krzysztof
4
1992
Maximum entropy characterization of asymmetric Laplace distribution. Zbl 0978.62007
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krzysztof
4
2002
Maximizing leave-one-out likelihood for the location parameter of unbounded densities. Zbl 1331.62104
Podgórski, Krzysztof; Wallin, Jonas
3
2015
Dynamically evolving Gaussian spatial fields. Zbl 1329.60134
Baxevani, Anastassia; Podgórski, Krzysztof; Rychlik, Igor
2
2011
Rational characteristic functions and geometric infinite divisibility. Zbl 1186.60008
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2
2010
Skew Laplace distributions. I.: Their origins and integer-relations. Zbl 1167.62014
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2
2008
Skew Laplace distributions. II.: Divisibility properties and extensions to stochastic processes. Zbl 1167.62015
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2
2008
Ergodicity and weak mixing of semistable processes. Zbl 0781.60029
Kokoszka, Piotr; Podgórski, Krzysztof
2
1992
Third cumulant for multivariate aggregate claim models. Zbl 1398.62315
Loperfido, Nicola; Mazur, Stepan; Podgórski, Krzysztof
2
2018
Sample path asymmetries in non-Gaussian random processes. Zbl 1305.60027
Baxevani, Anastassia; Podgórski, Krzysztof; Wegener, Jörg
1
2014
Transmuted distributions and random extrema. Zbl 1376.60028
Kozubowski, Tomasz J.; Podgórski, Krzysztof
1
2016
A novel weighted likelihood estimation with empirical Bayes flavor. Zbl 1392.62015
Hossain, Md. Mobarak; Kozubowski, Tomasz J.; Podgórski, Krzysztof
1
2018
Leverage effect for volatility with generalized Laplace error. Zbl 1390.62178
Javed, Farrukh; Podgórski, Krzysztof
1
2014
Certain bivariate distributions and random processes connected with maxima and minima. Zbl 1396.60060
Kozubowski, Tomasz J.; Podgórski, Krzysztof
1
2018
Convolution-invariant subclasses of generalized hyperbolic distributions. Zbl 1338.60045
Podgórski, Krzysztof; Wallin, Jonas
1
2016
Random self-decomposability and autoregressive processes. Zbl 1213.60035
Kozubowski, Tomasz J.; Podgórski, Krzysztof
1
2010
Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory. Zbl 1418.91453
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof; Tyrcha, Joanna
1
2019
A test for the global minimum variance portfolio for small sample and singular covariance. Zbl 1443.62332
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof
1
2017
Slepian noise approach for Gaussian and Laplace moving average processes. Zbl 1329.60097
Podgórski, K.; Rychlik, I.; Wallin, J.
1
2015
Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory. Zbl 1418.91453
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof; Tyrcha, Joanna
1
2019
A generalized Sibuya distribution. Zbl 1398.60028
Kozubowski, Tomasz J.; Podgórski, Krzysztof
6
2018
Third cumulant for multivariate aggregate claim models. Zbl 1398.62315
Loperfido, Nicola; Mazur, Stepan; Podgórski, Krzysztof
2
2018
A novel weighted likelihood estimation with empirical Bayes flavor. Zbl 1392.62015
Hossain, Md. Mobarak; Kozubowski, Tomasz J.; Podgórski, Krzysztof
1
2018
Certain bivariate distributions and random processes connected with maxima and minima. Zbl 1396.60060
Kozubowski, Tomasz J.; Podgórski, Krzysztof
1
2018
A test for the global minimum variance portfolio for small sample and singular covariance. Zbl 1443.62332
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof
1
2017
Singular inverse Wishart distribution and its application to portfolio theory. Zbl 1328.62313
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof
8
2016
Transmuted distributions and random extrema. Zbl 1376.60028
Kozubowski, Tomasz J.; Podgórski, Krzysztof
1
2016
Convolution-invariant subclasses of generalized hyperbolic distributions. Zbl 1338.60045
Podgórski, Krzysztof; Wallin, Jonas
1
2016
Maximizing leave-one-out likelihood for the location parameter of unbounded densities. Zbl 1331.62104
Podgórski, Krzysztof; Wallin, Jonas
3
2015
Slepian noise approach for Gaussian and Laplace moving average processes. Zbl 1329.60097
Podgórski, K.; Rychlik, I.; Wallin, J.
1
2015
Sample path asymmetries in non-Gaussian random processes. Zbl 1305.60027
Baxevani, Anastassia; Podgórski, Krzysztof; Wegener, Jörg
1
2014
Leverage effect for volatility with generalized Laplace error. Zbl 1390.62178
Javed, Farrukh; Podgórski, Krzysztof
1
2014
Multivariate generalized Laplace distribution and related random fields. Zbl 1260.60100
Kozubowski, Tomasz J.; Podgórski, Krzysztof; Rychlik, Igor
10
2013
A class of non-Gaussian second order random fields. Zbl 1329.60092
Åberg, Sofia; Podgórski, Krzysztof
9
2011
Estimation for stochastic models driven by Laplace motion. Zbl 1225.62115
Podgórski, Krzysztof; Wegener, Jörg
5
2011
Dynamically evolving Gaussian spatial fields. Zbl 1329.60134
Baxevani, Anastassia; Podgórski, Krzysztof; Rychlik, Igor
2
2011
Rational characteristic functions and geometric infinite divisibility. Zbl 1186.60008
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2
2010
Random self-decomposability and autoregressive processes. Zbl 1213.60035
Kozubowski, Tomasz J.; Podgórski, Krzysztof
1
2010
Distributional properties of the negative binomial Lévy process. Zbl 1170.60021
Kozubowski, Tomasz J.; Podgórski, Krzystof
14
2009
A bivariate Lévy process with negative binomial and gamma marginals. Zbl 1144.60310
Kozubowski, Tomasz J.; Panorska, Anna K.; Podgórski, Krzysztof
10
2008
Skew Laplace distributions. I.: Their origins and integer-relations. Zbl 1167.62014
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2
2008
Skew Laplace distributions. II.: Divisibility properties and extensions to stochastic processes. Zbl 1167.62015
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2
2008
Invariance properties of the negative binomial Lévy process and stochastic self-similarity. Zbl 1140.60322
Kozubowski, Tomasz J.; Podgórski, Krysztof
6
2007
Fractional Laplace motion. Zbl 1100.60017
Kozubowski, T. J.; Meerschaert, M. M.; Podgórski, K.
15
2006
A log-Laplace growth rate model. Zbl 1051.60015
Kozubowskiw, Tomasz J.; Podgórski, Krzysztof
8
2003
Log-Laplace distributions. Zbl 1190.60009
Kozubowski, Tomasz J.; Podgórski, Krzysztof
6
2003
Maximum likelihood estimation of asymmetric Laplace parameters. Zbl 1047.62021
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krzysztof
9
2002
Maximum entropy characterization of asymmetric Laplace distribution. Zbl 0978.62007
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krzysztof
4
2002
The Laplace distribution and generalizations. A revisit with applications to communications, economics, engineering, and finance. Zbl 0977.62003
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krysztof
219
2001
Asymmetric Laplace laws and modeling financial data. Zbl 1002.60012
Kozubowski, T. J.; Podgórski, K.
31
2001
Asymmetric Laplace distributions. Zbl 0961.60026
Kozubowski, Tomasz J.; Podgórski, Krzysztof
19
2000
A multivariate and asymmetric generalization of Laplace distribution. Zbl 1035.60010
Kozubowski, Tomasz; Podgorski, Krzysztof
11
2000
Tails of Lévy measure of geometric stable random variables. Zbl 0930.60008
Kosubowski, Tomasz J.; Podgorski, Krzysztof; Samorodnitsky, Gennady
8
1999
Strong and conditional invariance principles for samples attracted to stable laws. Zbl 0883.60014
LePage, Raoul; Podgórski, Krzysztof; Ryznar, Michał
7
1997
Resampling permutations in regression without second moments. Zbl 0863.62039
Lepage, Raoul; Podgórski, Krzysztof
5
1996
Chaotic behavior of infinitely divisible processes. Zbl 0835.60008
Cambanis, S.; Podgórski, K.; Weron, A.
14
1995
Computer simulation of \(\alpha\)-stable Ornstein-Uhlenbeck processes. Zbl 0783.60052
Janicki, A.; Podgórski, K.; Weron, A.
8
1993
A \(q\)-analog of the quantum central limit theorem for \(SU_ q(2)\). Zbl 0761.60078
Lenczewski, Romuald; Podgórski, Krzysztof
5
1992
A note on ergodic symmetric stable processes. Zbl 0758.60036
Podgórski, Krzysztof
4
1992
Ergodicity and weak mixing of semistable processes. Zbl 0781.60029
Kokoszka, Piotr; Podgórski, Krzysztof
2
1992
all top 5

Cited by 560 Authors

32 Kozubowski, Tomasz J.
20 Podgórski, Krzysztof
15 Panorska, Anna K.
10 Balakrishnan, Narayanaswamy
9 Meintanis, Simos G.
8 Nadarajah, Saralees
6 Meerschaert, Mark Marvin
5 Arendarczyk, Marek
5 Beghin, Luisa
5 Bodnar, Taras
5 Browne, Ryan P.
5 Lenczewski, Romuald
5 Mazur, Stepan
5 McNicholas, Paul D.
5 Wallin, Jonas
5 Zhu, Xiaojun
4 Huillet, Thierry E.
4 Jamalizadeh, Ahad
4 Jones, Michael Chris
4 Jose, Kanichukattu Korakutty
4 Korolev, Viktor Yur’evich
4 Kot, Mark
4 Kotz, Samuel
4 Magdziarz, Marcin
4 Wyłomańska, Agnieszka
4 Yu, Keming
4 Zeifman, Alexander Izrailevich
3 Baxevani, Anastassia
3 Dębicki, Krzysztof
3 Fragiadakis, Konstantinos
3 Gajda, Janusz
3 Gaunt, Robert Edward
3 Kokonendji, Célestin Clotaire
3 Leonenko, Nikolai N.
3 Loperfido, Nicola M. R.
3 Masmoudi, Afif
3 Matsui, Muneya
3 Petrella, Lea
3 Rychlik, Igor
3 Trindade, A. Alexandre
3 Vellaisamy, Palaniappan
3 Zarepour, Mahmoud
2 Abid, Rahma
2 Alhamzawi, Rahim
2 Arslan, Olcay
2 Barreto-Souza, Wagner
2 Bera, Anil K.
2 Bolin, David
2 Buldyrev, Sergey V.
2 Cavaliere, Giuseppe
2 Eliazar, Iddo I.
2 Galtier, Thomas
2 Galvao, Antonio F. jun.
2 George, Sebastian
2 Georgiev, Iliyan
2 Grabchak, Michael
2 Gross, Aaron
2 Huang, Yangxin
2 Iliopoulos, George
2 Inusah, Seidu
2 Ishwaran, Hemant
2 Jammalamadaka, Sreenivasa Rao
2 Jayakumar, K. R.
2 Karlis, Dimitris
2 Kawai, Reiichiro
2 Kim, Hyoung-Moon
2 Klüppelberg, Claudia
2 Kobayashi, Genya
2 Kollo, Tõnu
2 Kozumi, Hideo
2 Kundu, Debasis
2 Kuttykrishnan, A. P.
2 Macci, Claudio
2 Matia, Kaushik
2 Maume-Deschamps, Véronique
2 Muhinyuza, Stanislas
2 Paige, Robert L.
2 Pakes, Anthony G.
2 Pammolli, Fabio
2 Parolya, Nestor R.
2 Połoczański, Rafał
2 Qeadan, Fares
2 Reed, William J.
2 Riccaboni, Massimo
2 Roy, Parthanil
2 Rullière, Didier
2 Scheffler, Hans-Peter
2 Stanislavsky, Aleksander A.
2 Stanley, H. Eugene
2 Stockhammar, Pär
2 Sun, Xiaoqian
2 Tan, Zhongquan
2 Taqqu, Murad S.
2 Taylor, A. M. Robert
2 Teo, Lee-Peng
2 Tomy, Lishamol
2 Tu, Shiyi
2 Usseglio-Carleve, Antoine
2 van Dorp, Johan René
2 Wang, Min
...and 460 more Authors
all top 5

Cited in 128 Serials

31 Statistics & Probability Letters
21 Computational Statistics and Data Analysis
17 Communications in Statistics. Theory and Methods
16 Journal of Statistical Planning and Inference
15 Journal of Multivariate Analysis
9 Journal of Statistical Computation and Simulation
8 Journal of Mathematical Analysis and Applications
8 Stochastic Processes and their Applications
8 Statistical Papers
8 Journal of Applied Statistics
7 Extremes
7 Methodology and Computing in Applied Probability
7 Journal of the Korean Statistical Society
6 Physica A
6 Journal of Applied Probability
6 Computational Statistics
5 Journal of Mathematical Physics
5 Annals of the Institute of Statistical Mathematics
5 Brazilian Journal of Probability and Statistics
5 Journal of Statistical Distributions and Applications
4 Advances in Applied Probability
4 Metrika
4 Bulletin of Mathematical Biology
4 Mathematical and Computer Modelling
4 Electronic Journal of Statistics
4 Journal of Probability and Statistics
3 Journal of Statistical Physics
3 Lithuanian Mathematical Journal
3 Scandinavian Journal of Statistics
3 Chaos, Solitons and Fractals
3 Insurance Mathematics & Economics
3 Statistics
3 Statistical Science
3 Theory of Probability and Mathematical Statistics
3 Statistical Modelling
3 Statistical Methods and Applications
3 Statistical Methodology
3 AStA. Advances in Statistical Analysis
3 Bayesian Analysis
2 Moscow University Mathematics Bulletin
2 The Annals of Probability
2 The Annals of Statistics
2 Journal of Computational and Applied Mathematics
2 Journal of Econometrics
2 Journal of Mathematical Psychology
2 Proceedings of the American Mathematical Society
2 Stochastic Analysis and Applications
2 Journal of Classification
2 Journal of Theoretical Probability
2 European Journal of Operational Research
2 Test
2 Applied and Computational Harmonic Analysis
2 Complexity
2 Bernoulli
2 Econometric Theory
2 Scandinavian Actuarial Journal
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 The European Physical Journal B. Condensed Matter and Complex Systems
2 Advances in Data Analysis and Classification. ADAC
2 Mathematical Geosciences
2 Sankhyā. Series B
2 Journal of Theoretical Biology
2 Communications in Mathematics and Statistics
1 The Canadian Journal of Statistics
1 Communications in Mathematical Physics
1 Indian Journal of Pure & Applied Mathematics
1 Journal of Mathematical Biology
1 Theory of Probability and its Applications
1 Applied Mathematics and Computation
1 Biometrics
1 Information Sciences
1 Journal of Computer and System Sciences
1 Journal of Economic Theory
1 Journal of Optimization Theory and Applications
1 Mathematics and Computers in Simulation
1 Metron
1 Theoretical Computer Science
1 Moscow University Computational Mathematics and Cybernetics
1 Journal of Time Series Analysis
1 Circuits, Systems, and Signal Processing
1 Journal of Economic Dynamics & Control
1 Neural Networks
1 Annals of Operations Research
1 Multidimensional Systems and Signal Processing
1 Machine Learning
1 Economics Letters
1 International Journal of Adaptive Control and Signal Processing
1 The Annals of Applied Probability
1 Economic Quality Control
1 Applied Mathematical Modelling
1 Communications in Statistics. Simulation and Computation
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 SIAM Journal on Applied Mathematics
1 Applied Mathematics. Series B (English Edition)
1 Mathematical Methods of Statistics
1 Journal of Mathematical Sciences (New York)
1 Lifetime Data Analysis
1 Electronic Journal of Probability
1 The Journal of Fourier Analysis and Applications
1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
...and 28 more Serials

Citations by Year