Asymptotics of supremum distribution of a Gaussian process over a Weibullian time M Arendarczyk, K Debicki | 54 | 2011 |
Exact asymptotics of supremum of a stationary Gaussian process over a random interval M Arendarczyk, K Dȩbicki Statistics & Probability Letters 82 (3), 645-652, 2012 | 23 | 2012 |
On the asymptotics of supremum distribution for some iterated processes M Arendarczyk Extremes 20, 451-474, 2017 | 12 | 2017 |
A bivariate distribution with Lomax and geometric margins M Arendarczyk, TJ Kozubowski, AK Panorska Journal of the Korean Statistical Society 47, 405-422, 2018 | 11 | 2018 |
The joint distribution of the sum and maximum of dependent Pareto risks M Arendarczyk, TJ Kozubowski, AK Panorska Journal of Multivariate Analysis 167, 136-156, 2018 | 11 | 2018 |
On the tail asymptotics of the area swept under the Brownian storage graph M Arendarczyk, K Debicki, M Mandjes | 7 | 2014 |
The joint distribution of the sum and the maximum of heterogeneous exponential random variables M Arendarczyk, TJ Kozubowski, AK Panorska Statistics & Probability Letters 139, 10-19, 2018 | 5 | 2018 |
Asymptotic properties of extremal Markov processes driven by Kendall convolution M Arendarczyk, B Jasiulis-Gołdyn, E Omey Journal of Theoretical Probability 36 (4), 2040-2065, 2023 | 4* | 2023 |
Slash distributions, generalized convolutions, and extremes M Arendarczyk, TJ Kozubowski, AK Panorska Annals of the Institute of Statistical Mathematics 75 (4), 593-617, 2023 | 4 | 2023 |
The Greenwood statistic, stochastic dominance, clustering and heavy tails M Arendarczyk, TJ Kozubowski, AK Panorska Scandinavian Journal of Statistics 49 (1), 331-352, 2022 | 4 | 2022 |
Asymptotic properties of Kendall random walks M Arendarczyk, BH Jasiulis-Gołdyn, W Szczotka XXXIV. International Seminar on Stability Problems for Stochastic Models, 42, 2017 | 2 | 2017 |
Preparing students for the future: Extreme events and power tails M Arendarczyk, TJ Kozubowski, AK Panorska Journal of Statistics and Data Science Education 31 (3), 305-309, 2023 | 1 | 2023 |
Infinitely divisible probability measures under generalized convolutions BH Jasiulis-Gołdyn, M Arendarczyk, M Borowiecka-Olszewska, ... Proceedings of the 62nd ISI world statistics congress, 105-113, 2019 | 1 | 2019 |
Asymptotic properties of extremal Markov chains of Kendall type M Arendarczyk, B Jasiulis-Gołdyn, E Omey arXiv preprint arXiv:1901.05698, 2019 | 1 | 2019 |
A Computational Approach to Confidence Intervals and Testing for Generalized Pareto Index Using the Greenwood Statistic M Arendarczyk, TJ Kozubowski, AK Panorska REVSTAT-Statistical Journal 21 (3), 367–388-367–388, 2023 | | 2023 |
Supplementary Material for “A Computational Approach to Confidence Intervals and Testing for Generalized Pareto Index Using the Greenwood Statistic” M Arendarczyk, TJ Kozubowski, AK Panorska REVSTAT–Statistical Journal 21 (3), 2023 | | 2023 |
On the tail asymptotics of the area swept under the Brownian storage M Arendarczyk, K Dȩbicki, M Mandjes | | 2014 |
Afendras, G. An extended Stein-type covariance identity for the Pearson family with ap-plications to lower variance bounds 507 Andrieu, C. On nonlinear Markov chain Monte Carlo … P Arbenz, M Arendarczyk, S Arlot, KB Athreya, SR Athreya, JM Azaïs, ... Bernoulli 17 (4), 1438-1442, 2011 | | 2011 |
ASYMPTOTIC PROPERTIES OF KENDALL RANDOM WALKS AND CORRESPONDING RENEWAL THEORY M ARENDARCZYK, B JASIULIS-GOŁDYN, K ŁUKASZEWICZ, ... | | |
and Probability G DIDIER, V PIPIRAS, ME CABALLERO, JC PARDO, JL PÉREZ, ... | | |