Krzysztof Burnecki
Krzysztof Burnecki
Hugo Steinhas Center, Faculty of Pure and Applied Mathematics, Wroclaw University of Science and
Zweryfikowany adres z pwr.edu.pl
TytułCytowane przezRok
Statistical tools for finance and insurance
P Cizek, WK Härdle, R Weron
Springer Science & Business Media, 2005
3092005
Fractional Brownian motion versus the continuous-time random walk: A simple test for subdiffusive dynamics
M Magdziarz, A Weron, K Burnecki, J Klafter
Physical review letters 103 (18), 180602, 2009
2562009
Universal algorithm for identification of fractional Brownian motion. A case of telomere subdiffusion
K Burnecki, E Kepten, J Janczura, I Bronshtein, Y Garini, A Weron
Biophysical journal 103 (9), 1839-1847, 2012
1162012
Complete description of all self-similar models driven by Lévy stable noise
A Weron, K Burnecki, S Mercik, K Weron
Physical review E 71 (1), 016113, 2005
1042005
Property insurance loss distributions
K Burnecki, G Kukla, R Weron
Physica A: Statistical Mechanics and its Applications 287 (1-2), 269-278, 2000
762000
Fractional Lévy stable motion can model subdiffusive dynamics
K Burnecki, A Weron
Physical Review E 82 (2), 021130, 2010
722010
Single-molecule imaging reveals receptor–G protein interactions at cell surface hot spots
T Sungkaworn, ML Jobin, K Burnecki, A Weron, MJ Lohse, D Calebiro
Nature 550 (7677), 543, 2017
702017
Pricing of zero-coupon and coupon CAT bonds
K Burnecki, G Kukla
Applicationes Mathematicae 30, 315-324, 2003
632003
Guidelines for the fitting of anomalous diffusion mean square displacement graphs from single particle tracking experiments
E Kepten, A Weron, G Sikora, K Burnecki, Y Garini
PLoS One 10 (2), e0117722, 2015
572015
Recognition of stable distribution with Lévy index close to 2
K Burnecki, A Wyłomańska, A Beletskii, V Gonchar, A Chechkin
Physical Review E 85 (5), 056711, 2012
462012
Modelling catastrophe claims with left-truncated severity distributions
A Chernobai, K Burnecki, S Rachev, S Trück, R Weron
Computational Statistics 21 (3-4), 537-555, 2006
432006
Loss distributions
K Burnecki, A Misiorek, R Weron
Statistical tools for finance and insurance, 289-317, 2005
402005
The Lamperti transformation for self-similar processes: Dedicated to the memory of Stamatis Cambanis
K Burnecki, M Maejima, A Weron
Yokohama City University and Yokohama National University, 1997
401997
Simulation of risk processes
K Burnecki, W Härdle, R Weron
Wiley StatsRef: Statistics Reference Online, 2014
392014
FARIMA modeling of solar flare activity from empirical time series of soft X-ray solar emission
AA Stanislavsky, K Burnecki, M Magdziarz, A Weron, K Weron
The Astrophysical Journal 693 (2), 1877, 2009
372009
Enigma of self-similarity of fractional Levy stable motions
S Mercik, K Weron, K Burnecki, A Weron
Acta Physica Polonica B 34, 3773, 2003
342003
Estimating the anomalous diffusion exponent for single particle tracking data with measurement errors-An alternative approach
K Burnecki, E Kepten, Y Garini, G Sikora, A Weron
Scientific Reports 5, 11306, 2015
322015
Ergodicity breaking on the neuronal surface emerges from random switching between diffusive states
A Weron, K Burnecki, EJ Akin, L Solé, M Balcerek, MM Tamkun, D Krapf
Scientific reports 7 (1), 5404, 2017
312017
Pricing of catastrophe bonds
K Burnecki, G Kukla, D Taylor
Statistical Tools for Finance and Insurance, 371-391, 2011
282011
Simulation of Pickands constants
K Burnecki, Z Michna
Probability and Mathematical Statistics 22 (1), 193-199, 2002
272002
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Prace 1–20