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## Podgórski, Krzysztof

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 Author ID: podgorski.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
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#### Co-Authors

 2 single-authored 24 Kozubowski, Tomasz J. 4 Mazur, Stepan 3 Baxevani, Anastassia 3 Bodnar, Taras 3 Kotz, Samuel 3 LePage, Raoul D. 3 Rychlik, Igor 3 Wallin, Jonas 3 Weron, Aleksander 2 Javed, Farrukh 2 Ryznar, Michał 2 Wegener, Jörg 1 Åberg, Sofia 1 Cambanis, Stamatis 1 Hossain, Md. Mobarak 1 Janicki, Aleksander 1 Kokoszka, Piotr S. 1 Lenczewski, Romuald 1 Loperfido, Nicola M. R. 1 Ma, Yi-Wen 1 Meerschaert, Mark Marvin 1 Panorska, Anna K. 1 Samorodnitsky, Gennady Pinkhosovich 1 Simons, Gordon 1 Tyrcha, Joanna 1 White, Alex
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#### Serials

 5 Extremes 4 Journal of Multivariate Analysis 4 The Mathematical Scientist 3 Annals of the Institute of Statistical Mathematics 3 Communications in Statistics. Theory and Methods 2 Statistics & Probability Letters 2 Probability and Mathematical Statistics 2 International Mathematical Journal 1 Advances in Applied Probability 1 IEEE Transactions on Information Theory 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Physics 1 Scandinavian Journal of Statistics 1 Studia Mathematica 1 Journal of Statistical Planning and Inference 1 Probability Theory and Related Fields 1 Mathematical and Computer Modelling 1 Computational Statistics 1 Economic Quality Control 1 Communications in Statistics. Simulation and Computation 1 Stochastic Processes and their Applications 1 Serdica Mathematical Journal 1 Brazilian Journal of Probability and Statistics 1 Scandinavian Actuarial Journal 1 International Mathematical Forum 1 AStA. Advances in Statistical Analysis 1 Journal of Time Series Econometrics
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#### Fields

 35 Probability theory and stochastic processes (60-XX) 27 Statistics (62-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Numerical analysis (65-XX) 2 Information and communication theory, circuits (94-XX) 1 Nonassociative rings and algebras (17-XX) 1 Measure and integration (28-XX) 1 Functional analysis (46-XX) 1 Statistical mechanics, structure of matter (82-XX)

#### 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
2001
Asymmetric Laplace laws and modeling financial data. Zbl 1002.60012
Kozubowski, T. J.; Podgórski, K.
2001
Asymmetric Laplace distributions. Zbl 0961.60026
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2000
Fractional Laplace motion. Zbl 1100.60017
Kozubowski, T. J.; Meerschaert, M. M.; Podgórski, K.
2006
Distributional properties of the negative binomial Lévy process. Zbl 1170.60021
Kozubowski, Tomasz J.; Podgórski, Krzystof
2009
Chaotic behavior of infinitely divisible processes. Zbl 0835.60008
Cambanis, S.; Podgórski, K.; Weron, A.
1995
A multivariate and asymmetric generalization of Laplace distribution. Zbl 1035.60010
Kozubowski, Tomasz; Podgorski, Krzysztof
2000
A bivariate Lévy process with negative binomial and gamma marginals. Zbl 1144.60310
Kozubowski, Tomasz J.; Panorska, Anna K.; Podgórski, Krzysztof
2008
Multivariate generalized Laplace distribution and related random fields. Zbl 1260.60100
Kozubowski, Tomasz J.; Podgórski, Krzysztof; Rychlik, Igor
2013
A class of non-Gaussian second order random fields. Zbl 1329.60092
Åberg, Sofia; Podgórski, Krzysztof
2011
Maximum likelihood estimation of asymmetric Laplace parameters. Zbl 1047.62021
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krzysztof
2002
Singular inverse Wishart distribution and its application to portfolio theory. Zbl 1328.62313
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof
2016
A log-Laplace growth rate model. Zbl 1051.60015
Kozubowskiw, Tomasz J.; Podgórski, Krzysztof
2003
Tails of Lévy measure of geometric stable random variables. Zbl 0930.60008
Kosubowski, Tomasz J.; Podgorski, Krzysztof; Samorodnitsky, Gennady
1999
Computer simulation of $$\alpha$$-stable Ornstein-Uhlenbeck processes. Zbl 0783.60052
Janicki, A.; Podgórski, K.; Weron, A.
1993
Strong and conditional invariance principles for samples attracted to stable laws. Zbl 0883.60014
LePage, Raoul; Podgórski, Krzysztof; Ryznar, Michał
1997
Invariance properties of the negative binomial Lévy process and stochastic self-similarity. Zbl 1140.60322
Kozubowski, Tomasz J.; Podgórski, Krysztof
2007
Log-Laplace distributions. Zbl 1190.60009
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2003
A generalized Sibuya distribution. Zbl 1398.60028
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2018
A $$q$$-analog of the quantum central limit theorem for $$SU_ q(2)$$. Zbl 0761.60078
Lenczewski, Romuald; Podgórski, Krzysztof
1992
Resampling permutations in regression without second moments. Zbl 0863.62039
Lepage, Raoul; Podgórski, Krzysztof
1996
Estimation for stochastic models driven by Laplace motion. Zbl 1225.62115
Podgórski, Krzysztof; Wegener, Jörg
2011
A note on ergodic symmetric stable processes. Zbl 0758.60036
Podgórski, Krzysztof
1992
Maximum entropy characterization of asymmetric Laplace distribution. Zbl 0978.62007
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krzysztof
2002
Maximizing leave-one-out likelihood for the location parameter of unbounded densities. Zbl 1331.62104
Podgórski, Krzysztof; Wallin, Jonas
2015
Dynamically evolving Gaussian spatial fields. Zbl 1329.60134
Baxevani, Anastassia; Podgórski, Krzysztof; Rychlik, Igor
2011
Rational characteristic functions and geometric infinite divisibility. Zbl 1186.60008
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2010
Skew Laplace distributions. I.: Their origins and integer-relations. Zbl 1167.62014
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2008
Skew Laplace distributions. II.: Divisibility properties and extensions to stochastic processes. Zbl 1167.62015
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2008
Ergodicity and weak mixing of semistable processes. Zbl 0781.60029
Kokoszka, Piotr; Podgórski, Krzysztof
1992
Third cumulant for multivariate aggregate claim models. Zbl 1398.62315
Loperfido, Nicola; Mazur, Stepan; Podgórski, Krzysztof
2018
Sample path asymmetries in non-Gaussian random processes. Zbl 1305.60027
Baxevani, Anastassia; Podgórski, Krzysztof; Wegener, Jörg
2014
Transmuted distributions and random extrema. Zbl 1376.60028
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2016
A novel weighted likelihood estimation with empirical Bayes flavor. Zbl 1392.62015
Hossain, Md. Mobarak; Kozubowski, Tomasz J.; Podgórski, Krzysztof
2018
Leverage effect for volatility with generalized Laplace error. Zbl 1390.62178
Javed, Farrukh; Podgórski, Krzysztof
2014
Certain bivariate distributions and random processes connected with maxima and minima. Zbl 1396.60060
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2018
Convolution-invariant subclasses of generalized hyperbolic distributions. Zbl 1338.60045
Podgórski, Krzysztof; Wallin, Jonas
2016
Random self-decomposability and autoregressive processes. Zbl 1213.60035
Kozubowski, Tomasz J.; Podgórski, Krzysztof
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
2019
A test for the global minimum variance portfolio for small sample and singular covariance. Zbl 1443.62332
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof
2017
Slepian noise approach for Gaussian and Laplace moving average processes. Zbl 1329.60097
Podgórski, K.; Rychlik, I.; Wallin, J.
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
2019
A generalized Sibuya distribution. Zbl 1398.60028
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2018
Third cumulant for multivariate aggregate claim models. Zbl 1398.62315
Loperfido, Nicola; Mazur, Stepan; Podgórski, Krzysztof
2018
A novel weighted likelihood estimation with empirical Bayes flavor. Zbl 1392.62015
Hossain, Md. Mobarak; Kozubowski, Tomasz J.; Podgórski, Krzysztof
2018
Certain bivariate distributions and random processes connected with maxima and minima. Zbl 1396.60060
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2018
A test for the global minimum variance portfolio for small sample and singular covariance. Zbl 1443.62332
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof
2017
Singular inverse Wishart distribution and its application to portfolio theory. Zbl 1328.62313
Bodnar, Taras; Mazur, Stepan; Podgórski, Krzysztof
2016
Transmuted distributions and random extrema. Zbl 1376.60028
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2016
Convolution-invariant subclasses of generalized hyperbolic distributions. Zbl 1338.60045
Podgórski, Krzysztof; Wallin, Jonas
2016
Maximizing leave-one-out likelihood for the location parameter of unbounded densities. Zbl 1331.62104
Podgórski, Krzysztof; Wallin, Jonas
2015
Slepian noise approach for Gaussian and Laplace moving average processes. Zbl 1329.60097
Podgórski, K.; Rychlik, I.; Wallin, J.
2015
Sample path asymmetries in non-Gaussian random processes. Zbl 1305.60027
Baxevani, Anastassia; Podgórski, Krzysztof; Wegener, Jörg
2014
Leverage effect for volatility with generalized Laplace error. Zbl 1390.62178
Javed, Farrukh; Podgórski, Krzysztof
2014
Multivariate generalized Laplace distribution and related random fields. Zbl 1260.60100
Kozubowski, Tomasz J.; Podgórski, Krzysztof; Rychlik, Igor
2013
A class of non-Gaussian second order random fields. Zbl 1329.60092
Åberg, Sofia; Podgórski, Krzysztof
2011
Estimation for stochastic models driven by Laplace motion. Zbl 1225.62115
Podgórski, Krzysztof; Wegener, Jörg
2011
Dynamically evolving Gaussian spatial fields. Zbl 1329.60134
Baxevani, Anastassia; Podgórski, Krzysztof; Rychlik, Igor
2011
Rational characteristic functions and geometric infinite divisibility. Zbl 1186.60008
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2010
Random self-decomposability and autoregressive processes. Zbl 1213.60035
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2010
Distributional properties of the negative binomial Lévy process. Zbl 1170.60021
Kozubowski, Tomasz J.; Podgórski, Krzystof
2009
A bivariate Lévy process with negative binomial and gamma marginals. Zbl 1144.60310
Kozubowski, Tomasz J.; Panorska, Anna K.; Podgórski, Krzysztof
2008
Skew Laplace distributions. I.: Their origins and integer-relations. Zbl 1167.62014
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2008
Skew Laplace distributions. II.: Divisibility properties and extensions to stochastic processes. Zbl 1167.62015
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2008
Invariance properties of the negative binomial Lévy process and stochastic self-similarity. Zbl 1140.60322
Kozubowski, Tomasz J.; Podgórski, Krysztof
2007
Fractional Laplace motion. Zbl 1100.60017
Kozubowski, T. J.; Meerschaert, M. M.; Podgórski, K.
2006
A log-Laplace growth rate model. Zbl 1051.60015
Kozubowskiw, Tomasz J.; Podgórski, Krzysztof
2003
Log-Laplace distributions. Zbl 1190.60009
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2003
Maximum likelihood estimation of asymmetric Laplace parameters. Zbl 1047.62021
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krzysztof
2002
Maximum entropy characterization of asymmetric Laplace distribution. Zbl 0978.62007
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krzysztof
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
2001
Asymmetric Laplace laws and modeling financial data. Zbl 1002.60012
Kozubowski, T. J.; Podgórski, K.
2001
Asymmetric Laplace distributions. Zbl 0961.60026
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2000
A multivariate and asymmetric generalization of Laplace distribution. Zbl 1035.60010
Kozubowski, Tomasz; Podgorski, Krzysztof
2000
Tails of Lévy measure of geometric stable random variables. Zbl 0930.60008
Kosubowski, Tomasz J.; Podgorski, Krzysztof; Samorodnitsky, Gennady
1999
Strong and conditional invariance principles for samples attracted to stable laws. Zbl 0883.60014
LePage, Raoul; Podgórski, Krzysztof; Ryznar, Michał
1997
Resampling permutations in regression without second moments. Zbl 0863.62039
Lepage, Raoul; Podgórski, Krzysztof
1996
Chaotic behavior of infinitely divisible processes. Zbl 0835.60008
Cambanis, S.; Podgórski, K.; Weron, A.
1995
Computer simulation of $$\alpha$$-stable Ornstein-Uhlenbeck processes. Zbl 0783.60052
Janicki, A.; Podgórski, K.; Weron, A.
1993
A $$q$$-analog of the quantum central limit theorem for $$SU_ q(2)$$. Zbl 0761.60078
Lenczewski, Romuald; Podgórski, Krzysztof
1992
A note on ergodic symmetric stable processes. Zbl 0758.60036
Podgórski, Krzysztof
1992
Ergodicity and weak mixing of semistable processes. Zbl 0781.60029
Kokoszka, Piotr; Podgórski, Krzysztof
1992
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#### 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
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#### 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
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#### Cited in 30 Fields

 235 Statistics (62-XX) 171 Probability theory and stochastic processes (60-XX) 40 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 37 Numerical analysis (65-XX) 13 Biology and other natural sciences (92-XX) 11 Special functions (33-XX) 10 Computer science (68-XX) 9 Real functions (26-XX) 9 Operations research, mathematical programming (90-XX) 8 Partial differential equations (35-XX) 8 Statistical mechanics, structure of matter (82-XX) 7 Information and communication theory, circuits (94-XX) 6 Systems theory; control (93-XX) 5 Functional analysis (46-XX) 5 Quantum theory (81-XX) 4 Geophysics (86-XX) 3 Ordinary differential equations (34-XX) 2 Measure and integration (28-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Difference and functional equations (39-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Commutative algebra (13-XX) 1 Algebraic geometry (14-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Associative rings and algebras (16-XX) 1 Functions of a complex variable (30-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 Calculus of variations and optimal control; optimization (49-XX)