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Marek Arendarczyk
Marek Arendarczyk
Mathematical Institute, University of Wrocław, Poland
Verified email at math.uni.wroc.pl
Title
Cited by
Cited by
Year
Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
M Arendarczyk, K Debicki
532011
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
232012
On the asymptotics of supremum distribution for some iterated processes
M Arendarczyk
Extremes 20, 451-474, 2017
122017
A bivariate distribution with Lomax and geometric margins
M Arendarczyk, TJ Kozubowski, AK Panorska
Journal of the Korean Statistical Society 47, 405-422, 2018
112018
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
112018
On the tail asymptotics of the area swept under the Brownian storage graph
M Arendarczyk, K Debicki, M Mandjes
72014
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
52018
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
42023
The Greenwood statistic, stochastic dominance, clustering and heavy tails
M Arendarczyk, TJ Kozubowski, AK Panorska
Scandinavian Journal of Statistics 49 (1), 331-352, 2022
42022
Asymptotic properties of Kendall random walks
M Arendarczyk, BH Jasiulis-Gołdyn, W Szczotka
XXXIV. International Seminar on Stability Problems for Stochastic Models, 42, 2017
22017
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
12023
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
12019
Asymptotic properties of extremal Markov chains of Kendall type
M Arendarczyk, B Jasiulis-Gołdyn, E Omey
arXiv preprint arXiv:1901.05698, 2019
12019
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, ...
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