Krzysztof Podgórski

Matrix variate generalized asymmetric laplace distributions

Tomasz J Kozubowski, Stepan Mazur, Krzysztof Podgórski
(2023) Theory of Probability and Mathematical Statistics, 109 p.55-80
Journal article

Dyadic diagonalization of positive definite band matrices and efficient B-spline orthogonalization

Xijia Liu, Hiba Nassar, Krzysztof Podgórski
(2022) Journal of Computational and Applied Mathematics, 414
Journal article

Effective persistency evaluation via exact excursion distributions for random processes and fields

Georg Lindgren, Krzysztof Podgórski, Igor Rychlik
(2022) Journal of Physics Communications, 6
Journal article

Data driven orthogonal basis selection for functional data analysis

Rani Basna, Hiba Nassar, Krzysztof Podgórski
(2022) Journal of Multivariate Analysis, 189 p.104868-104868
Journal article

Signals Featuring Harmonics with Random Frequencies - Spectral, Distributional and Ergodic Properties

Anastassia Baxevani, Krzysztof Podgorski
(2021) IEEE Transactions on Signal Processing, 69 p.2779-2794
Journal article

Empirically Driven Orthonormal Bases for Functional Data Analysis

Hiba Nassar, Krzysztof Podgórski
(2021) Lecture Notes in Computational Science and Engineering, 139 p.773-783
Conference paper

Effective computation of joint excursion times for stationary Gaussian processes

Georg Lindgren, Krzysztof Podgórski, Igor Rychlik
(2020)
Preprint

Gaussian Mixture Representation of the Laplace Distribution Revisited : Bibliographical Connections and Extensions

Tomasz J. Kozubowski, Krzysztof Podgórski
(2020) American Statistician, 74 p.407-412
Journal article (comment)

Tangency portfolio weights for singular covariance matrix in small and large dimensions : Estimation and test theory

Taras Bodnar, Stepan Mazur, Krzysztof Podgórski, Joanna Tyrcha
(2019) Journal of Statistical Planning and Inference, 201 p.40-57
Journal article

Certain bivariate distributions and random processes connected with maxima and minima

Tomasz J. Kozubowski, Krzysztof Podgórski
(2018) Extremes, 21 p.315-342
Journal article

Third cumulant for multivariate aggregate claim models

Nicola Loperfido, Stepan Mazur, Krzysztof Podgórski
(2018) Scandinavian Actuarial Journal, 2018 p.109-128
Journal article

A novel weighted likelihood estimation with empirical Bayes flavor

Md Mobarak Hossain, Tomasz J. Kozubowski, Krzysztof Podgórski
(2018) Communications in Statistics: Simulation and Computation, 47 p.392-412
Journal article

Random spectral measure for non Gaussian moving averages

Anastassia Baxevani, Krzysztof Podgórski
(2018) Communications in Statistics - Theory and Methods, 47 p.448-462
Journal article

A generalized Sibuya distribution

Tomasz J Kozubowski, Krzysztof Podgórski
(2018) Annals of the Institute of Statistical Mathematics, 70 p.855-887
Journal article

Structural Multivariate Spatial Econometrics: Application to Cross-Country Interdependence of Stock and Bond markets

Hossein Asgharian, Krzysztof Podgórski, Nima Shariati Fokalaei, Lu Liu
(2018)
Conference - other

A test for the global minimum variance portfolio for small sample and singular covariance

Taras Bodnar, Stepan Mazur, Krzysztof Podgórski
(2017) AStA Advances in Statistical Analysis, 101 p.253-265
Journal article

Laplace distribution models for road topography and roughness

Pär Johannesson, Krzysztof Podgórski, Igor Rychlik
(2017) International Journal of Vehicle Performance, 3 p.224-258
Journal article

Spatial size of waves

Krzysztof Podgórski, Igor Rychlik
(2016) Marine Structures, 50 p.55-71
Journal article

Distributions at random events

Krzysztof Podgorski, Igor Rychlik
(2016) 2016 2nd International Conference on Event-Based Control, Communication, and Signal Processing, EBCCSP 2016 - Proceedings
Conference paper

Distributions of spatial wave size for random fields

Krzysztof Podgorski, Igor Rychlik
(2016) 2016 2nd International Conference on Event-Based Control, Communication, and Signal Processing, EBCCSP 2016 - Proceedings
Conference paper

Transmuted distributions and random extrema

Tomasz J. Kozubowski, Krzysztof Podgórski
(2016) Statistics and Probability Letters, 116 p.6-8
Journal article

Multivariate Statistics: Exercises and Solutions by Wolfgang Karl Härdle and Zdenek Hlávka

Krzysztof Podgórski
(2016) International Statistical Review, 84 p.317-317
Review

Esscher-transformed laplace distribution revisited

Tomasz J. Kozubowski, Krzysztof Podgórski
(2016) Brazilian Journal of Probability and Statistics, 30 p.432-434
Journal article

The Laplace multi-axial response model for fatigue analysis

Johan Karlsson, Krzysztof Podgórski, Igor Rychlik
(2016) International Journal of Fatigue, 85 p.11-17
Journal article

Singular inverse Wishart distribution and its application to portfolio theory

Stepan Mazur, Taras Bodnar, Krzysztof Podgorski
(2016) Journal of Multivariate Analysis, 143 p.314-326
Journal article

Convolution-invariant subclasses of generalized hyperbolic distributions

Krzysztof Podgorski, Jonas Wallin
(2016) Communications in Statistics: Theory and Methods, 45 p.98-103
Journal article

AR(1) time series with autoregressive gamma variance for road topography modeling

Pär Johannesson, Krzysztof Podgorski, Igor Rychlik, Nima Shariati Fokalaei
(2016) Probabilistic Engineering Mechanics, 43 p.106-116
Journal article

Spatial size of waves

Krzysztof Podgórski, Igor Rychlik
(2016) Working Papers in Statistics
Working paper

Distributions at random events

Krzysztof Podgórski, Igor Rychlik
(2016) Working Papers in Statistics
Working paper

Transmuted distributions and extrema of random number of variables

Tomasz J. Kozubowski, Krzysztof Podgórski
(2016) Working Papers in Statistics
Working paper

Certain bivariate distributions and random processes connected with maxima and minima

Tomasz J Kozubowski, Krzysztof Podgórski
(2016) Working Papers in Statistics
Working paper

A generalized Sibuya distribution

Tomasz J Kozubowski, Krzysztof Podgórski
(2016) Working Papers in Statistics
Working paper

Distributions of spatial wave size for random fields

Krzysztof Podgórski, Igor Rychlik
(2016) Working Papers in Statistics
Working paper

Review: Displaying Time Series, Spatial and Space-Time Data with R

Krzysztof Podgorski
(2015) International Statistical Review, 83 p.165-165
Review

Slepian noise approach for gaussian and Laplace moving average processes

Krzysztof Podgorski, Igor Rychlik, Jonas Wallin
(2015) Extremes, 18 p.665-695
Journal article

Bayesian Methods for Management and Business–Pragmatic Solutions for Real Problems by Eugene D. Hahn

Krzysztof Podgorski
(2015) International Statistical Review, 83 p.519-520
Review

Third Cumulant for Multivariate Aggregate Claim Models

Nicola Loperfido, Stepan Mazur, Krzysztof Podgorski
(2015) Working Papers in Statistics
Working paper

Tail behavior and dependence structure the APARCH model

Farrukh Javed, Krzysztof Podgorski
(2015) Working Papers in Statistics
Working paper

A linear test for the global minimum variance portfolio for small sample and singular covariance

Taras Bodnar, Stepan Mazur, Krzysztof Podgorski
(2015) Working Papers in Statistics
Working paper

Laplace distribution models for road topography and roughness

Pär Johannesson, Krzysztof Podgorski, Igor Rychlik
(2015) Working Papers in Statistics
Working paper

Second-order continuous time moving avaerages via spectral representation

Krzysztof Podgorski, Anastassia Baxevani
(2015) Working Papers in Statistics
Working paper

AR(1) time series with autoregressive gamma variance for road topography modeling

Pär Johannesson, Krzysztof Podgorski, Igor Rychlik, Nima Shariati Fokalaei
(2015) Working Papers in Statistics
Working paper

A novel weighted likelihood estimation with empirical Bayes flavor

Mobarak Hossain, Tomasz Kozubowski, Krzysztof Podgorski
(2015) Working Papers in Statistics
Working paper

Singular Inverse Wishart Distribution with Application to Portfolio Theory

Taras Bodnar, Stepan Mazur, Krzysztof Podgorski
(2015) Working Papers in Statistics
Working paper

Maximizing leave-one-out likelihood for the location parameter of unbounded densities

Krzysztof Podgorski, Jonas Wallin
(2015) Annals of the Institute of Statistical Mathematics, 67 p.19-38
Journal article

The Laplace multi-axial response model for fatigue analysis

Johan Karlsson, Krzysztof Podgorski, Igor Rychlik
(2015) Working Papers in Statistics
Working paper

Leverage effect for volatility with generalized Laplace error

Krzysztof Podgorski, Farrukh Javed
(2014) Economic Quality Control, 29 p.157-166
Journal article

Review: Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning by Loïc Chaumont and Marc Yor

Krzysztof Podgorski
(2014) International Statistical Review, 82 p.154-155
Review

Decreased urge for palatable food after a two-month dietary intervention with green-plant membranes in overweight women

Eva-Lena Stenblom, Caroline Montelius, Daniel Erlandsson, Line Skarping, Maria Fransson, et al.
(2014) Journal of Obesity & Weight Loss Therapy, 4
Journal article

Review: Advances in Machine Learning and Data by Michael J. Way, Jeffrey D. Scargle, Kamal M. Ali, and Ashok N. Srivstava

Krzysztof Podgorski
(2014) International Statistical Review, 82 p.153-154
Review

Sample Path Asymmetries in Non-Gaussian Random Processes

Anastassia Baxevani, Krzysztof Podgorski, Jörg Wegener
(2014) Scandinavian Journal of Statistics, 41 p.1102-1123
Journal article

Laplace model for multi-axial responses in fatigue analysis of a cultivator frame

Johan Karlsson, Krzysztof Podgorski, Igor Rychlik
(2014) Proceedings of the 3rd International Commercial Vehicle Technology Symposium (CVT 2014) , p.141-150
Conference paper

A model of significant wave height for reliability assessment of a ship

Krzysztof Podgorski, Igor Rychlik
(2014) Journal of Marine Systems, 130 p.109-123
Journal article

Laplace moving average model for multi-axial responses in fatigue analysis of a cultivator

Mats Kvarnstrom, Krzysztof Podgorski, Igor Rychlik
(2013) Probabilistic Engineering Mechanics, 34 p.12-25
Journal article

Multivariate generalized Laplace distribution and related random fields

Tomasz J. Kozubowski, Krzysztof Podgorski, Igor Rychlik
(2013) Journal of Multivariate Analysis, 113 p.59-72
Journal article

Velocities of a spatial-temporal stochastic field with embedded dynamics

Krzysztof Podgorski, Joerg Wegener
(2012) Environmetrics, 23 p.238-252
Journal article

Laplace probability distributions and related stochastic processes

Tomasz Kozubowski, Krzysztof Podgorski
(2012) Probability: Interpretation, Theory and Applications , p.105-145
Book chapter

Models for road surface roughness

Klas Bogsjö, Krzysztof Podgorski, Igor Rychlik
(2012) Vehicle System Dynamics, 50 p.725-747
Journal article

A class of non-Gaussian second order random fields

Sofia Åberg, Krzysztof Podgorski
(2011) Extremes, 14 p.187-222
Journal article

Estimation for Stochastic Models Driven by Laplace Motion

Krzysztof Podgorski, Jörg Wegener
(2011) Communications in Statistics: Theory and Methods, 40 p.3281-3302
Journal article

Dynamically evolving Gaussian spatial fields

Anastassia Baxevani, Krzysztof Podgorski, Igor Rychlik
(2011) Extremes, 14 p.223-251
Journal article

Rational characteristic functions and geometric infinite divisibility

Tomasz J. Kozubowski, Krzysztof Podgorski
(2010) Journal of Mathematical Analysis and Applications, 365 p.625-637
Journal article

Random self-decomposability and autoregressive processes

Tomasz J. Kozubowski, Krzysztof Podgorski
(2010) Statistics and Probability Letters, 80 p.1606-1611
Journal article

Series Decomposition of fractional Brownian motion and its Lamperti transform

Anastassia Baxevani, Krzysztof Podgorski
(2009) Acta Physica Polonica B, Proceedings Supplement, 40 p.1395-1435
Journal article

Fatigue damage assessment for a spectral model of non-Gaussian random loads

Sofia Åberg, Krzysztof Podgorski, Igor Rychlik
(2009) Probabilistic Engineering Mechanics, 24 p.608-617
Journal article

Distributional properties of the negative binomial Lévy process

Tomasz Kozubowski, Krzysztof Podgorski
(2009) Probability and Mathematical Statistics, 29 p.43-71
Journal article

A bivariate Levy process with negative binomial and gamma marginals

Tomasz J Kozubowski, Anna K Panorska, Krzysztof Podgorski
(2008) Journal of Multivariate Analysis, 99 p.1418-1437
Journal article

Skewed Laplace distributions I: the origins and inter-relation.

Tomasz Kozubowski, Krzysztof Podgorski
(2008) Mathematical Scientist, 33
Journal article

Skewed Laplace distributions II: divisibility properties and extensions to stochastic processes.

Tomasz Kozubowski, Krzysztof Podgorski
(2008) Mathematical Scientist, 33
Journal article

Envelope crossing distributions for Gaussian fields

Krzysztof Podgorski, Igor Rychlik
(2008) Probabilistic Engineering Mechanics, 23 p.364-377
Journal article

Invariance properties of the negative binomial Levy process and stochastic self-similarity.

Tomasz Kozubowski, Krzysztof Podgorski
(2007) International Mathematical Forum, 2 p.1457-1468
Journal article

Lamperti Transform and a Series Decomposition of Fractional Brownian Motion

Anastassia Baxevani, Krzysztof Podgorski
(2007) Preprints in Mathematical Sciences
Journal article

A generalization of the fractal/facies model

Fred Molz, Tom Kozubowski, Krzysztof Podgorski, James Castle
(2007) Hydrogeology Journal, 15 p.809-816
Journal article

Fractional Laplace motion

Tom Kozubowski, Mark Meerschaert, Krzysztof Podgorski
(2006) Advances in Applied Probability, 38 p.451-464
Journal article

Velocities for moving random surfaces

Anastassia Baxevani, Krzysztof Podgorski, Igor Rychlik
(2003) Probabilistic Engineering Mechanics, 18 p.251-271
Journal article

The reliability of and correlation between the respiratory therapist written registry and clinical simulation self-assessment examinantions.

Debborah Cullen, Linda Van Scoder, Krzysztof Podgorski, Derek Elmerick
(2003) Chest, 123 p.1284-1288
Journal article

Krzysztof Podgórski

Publications