Volgen
Marek Teuerle
Marek Teuerle
Wroclaw University of Science and Technology, Hugo Steinhaus Center
Geverifieerd e-mailadres voor pwr.edu.pl - Homepage
Titel
Geciteerd door
Geciteerd door
Jaar
The modified Yule-Walker method for α-stable time series models
P Kruczek, A Wyłomańska, M Teuerle, J Gajda
Physica A: Statistical Mechanics and its Applications 469, 588-603, 2017
492017
Statistical properties of the anomalous scaling exponent estimator based on time-averaged mean-square displacement
G Sikora, M Teuerle, A Wyłomańska, D Grebenkov
Physical Review E 96 (2), 022132, 2017
362017
Generalized Mittag-Leffler relaxation: Clustering-jump continuous-time random walk approach
A Jurlewicz, K Weron, M Teuerle
Physical Review E 78 (1), 011103, 2008
362008
Multidimensional Levy walk and its scaling limits
M Teuerle, P Żebrowski, M Magdziarz
Journal of Physics A: Mathematical and Theoretical 45 (38), 385002, 2012
342012
Method to characterize collective impact of factors on indoor air
A Szczurek, M Maciejewska, M Teuerle, A Wyłomańska
Physica A: Statistical Mechanics and its Applications 420, 190-199, 2015
282015
Asymptotic properties and numerical simulation of multidimensional Lévy walks
M Magdziarz, M Teuerle
Communications in Nonlinear Science and Numerical Simulation 20 (2), 489-505, 2015
262015
Dynamics of carbon dioxide concentration in indoor air
A Szczurek, M Maciejewska, R Połoczański, M Teuerle, A Wyłomańska
Stochastic Environmental Research and Risk Assessment 29, 2193-2199, 2015
252015
Modeling anomalous diffusion by a subordinated fractional Lévy-stable process
M Teuerle, A Wyłomańska, G Sikora
Journal of Statistical Mechanics: Theory and Experiment 2013 (05), P05016, 2013
222013
Cross-codifference for bidimensional VAR (1) time series with infinite variance
A Grzesiek, M Teuerle, A Wyłomańska
Communications in Statistics-Simulation and Computation 51 (3), 1355-1380, 2020
202020
Statistical tools for finance and insurance
K Burnecki, M Teuerle
Springer: Berlin, Chapter Ruin Probability in Finite Time, 2005
192005
Measures of Dependence for α‐Stable Distributed Processes and Its Application to Diagnostics of Local Damage in Presence of Impulsive Noise
G Żak, M Teuerle, A Wyłomańska, R Zimroz
Shock and Vibration 2017 (1), 1963769, 2017
152017
RANDOM WALKS WITH BIVARIATE LÉVY-STABLE JUMPS IN COMPARISON WITH LÉVY FLIGHTS.
M Teuerle, A Jurlewicz
Acta Physica Polonica B 40 (5), 2009
142009
Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α‐Stable Noise
A Grzesiek, G Sikora, M Teuerle, A Wyłomańska
Journal of Time Series Analysis 41 (3), 454-475, 2020
13*2020
Ruin probability in finite time
K Burnecki, M Teuerle
Statistical Tools for Finance and Insurance, 329-348, 2011
112011
Fractional diffusion equation with distributed-order material derivative. Stochastic foundations
M Magdziarz, M Teuerle
Journal of Physics A: Mathematical and Theoretical 50 (18), 184005, 2017
102017
Scaling limits of overshooting Levy walks
M Magdziarz, M Teuerle, P Zebrowski
Acta Physica Polonica-Series B Elementary Particle Physics 43 (5), 1111, 2012
102012
De Vylder type approximation of the ruin probability for the insurer-reinsurer model
K Burnecki, MA Teuerle, A Wilkowska
Mathematica Applicanda 47 (1), 5-24, 2019
92019
Measures of dependence for alpha-stable distributed processes and its application to diagnostics of local damage in presence of impulsive noise
G Zak, M Teuerle, A Wylomanska, R Zimroz
Shock and Vibration 2017, 2017
92017
Normal and anomalous diffusion in fluctuations of dust concentration nearby emission source
A Szczurek, M Maciejewska, A Wyłomańska, G Sikora, M Balcerek, ...
Physica A: Statistical Mechanics and its Applications 491, 619-631, 2018
72018
Bivariate sub-Gaussian model for stock index returns
M Jabłońska-Sabuka, M Teuerle, A Wyłomańska
Physica A: Statistical Mechanics and its Applications 486, 628-637, 2017
62017
Het systeem kan de bewerking nu niet uitvoeren. Probeer het later opnieuw.
Artikelen 1–20