Krzysztof Podgórski
Head of the Department of Statistics, Professor
Publications
Displaying of publications. Sorted by year, then title.
Parsimonious multivariate structural spatial models with intra-location feedback
Hossein Asgharian, Krzysztof Podgórski, Nima Shariati
(2026) Journal of Multivariate Analysis, 211
ArticleMatrix variate gamma distributions with unrestricted shape parameter
Tomasz J. Kozubowski, Stepan Mazur, Krzysztof Podgórski
(2025) Journal of Multivariate Analysis, 209
ArticleSplinets -- Orthogonal Splines for Functional Data Analysis
Rani Basna, Hiba Nassar, Krzysztof Podgórski
(2025) The R Journal, 16 p.42-61
ArticlePeriodic Splinets
Hiba Nassar, Krzysztof Podgórski
(2025) Communications in Statistics: Simulation and Computation, 54 p.5283-5298
ArticleA Stochastic Theory of Longitudinal Dynamics and Energy Consumption of Road Vehicles
Luigia Romano, Krzysztof Podgórski, Carl Emvin, Pär Johannesson, Jonas Fredriksson, et al.
(2025) IEEE Transactions on Intelligent Vehicles, 10 p.1820-1840
ArticleSpline-based methods for functional data on multivariate domains
Rani Basna, Hiba Nassar, Krzysztof Podgórski
(2024) Journal of Mathematics in Industry, 14
ArticleMatrix variate generalized asymmetric laplace distributions
Tomasz J Kozubowski, Stepan Mazur, Krzysztof Podgórski
(2023) Theory of Probability and Mathematical Statistics, 109 p.55-80
ArticleEffective persistency evaluation via exact excursion distributions for random processes and fields
Georg Lindgren, Krzysztof Podgórski, Igor Rychlik
(2022) Journal of Physics Communications, 6
ArticleData driven orthogonal basis selection for functional data analysis
Rani Basna, Hiba Nassar, Krzysztof Podgórski
(2022) Journal of Multivariate Analysis, 189 p.104868
ArticleDyadic 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
ArticleEmpirically Driven Orthonormal Bases for Functional Data Analysis
Hiba Nassar, Krzysztof Podgórski
(2021) Lecture Notes in Computational Science and Engineering , p.773-783
Paper in conference proceedingSignals Featuring Harmonics with Random Frequencies - Spectral, Distributional and Ergodic Properties
Anastassia Baxevani, Krzysztof Podgorski
(2021) IEEE Transactions on Signal Processing, 69 p.2779-2794
ArticleEffective computation of joint excursion times for stationary Gaussian processes
Georg Lindgren, Krzysztof Podgórski, Igor Rychlik
(2020)
Preprint (in preprint archive)Gaussian Mixture Representation of the Laplace Distribution Revisited : Bibliographical Connections and Extensions
Tomasz J. Kozubowski, Krzysztof Podgórski
(2020) American Statistician, 74 p.407-412
Debate/Note/EditorialTangency 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
ArticleA 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
ArticleThird cumulant for multivariate aggregate claim models
Nicola Loperfido, Stepan Mazur, Krzysztof Podgórski
(2018) Scandinavian Actuarial Journal, 2018 p.109-128
ArticleA generalized Sibuya distribution
Tomasz J Kozubowski, Krzysztof Podgórski
(2018) Annals of the Institute of Statistical Mathematics, 70 p.855-887
ArticleRandom spectral measure for non Gaussian moving averages
Anastassia Baxevani, Krzysztof Podgórski
(2018) Communications in Statistics - Theory and Methods, 47 p.448-462
ArticleCertain bivariate distributions and random processes connected with maxima and minima
Tomasz J. Kozubowski, Krzysztof Podgórski
(2018) Extremes, 21 p.315-342
ArticleStructural Multivariate Spatial Econometrics: Application to Cross-Country Interdependence of Stock and Bond markets
Hossein Asgharian, Krzysztof Podgórski, Nima Shariati Fokalaei, Lu Liu
(2018)
OtherA 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
ArticleLaplace distribution models for road topography and roughness
Pär Johannesson, Krzysztof Podgórski, Igor Rychlik
(2017) International Journal of Vehicle Performance, 3 p.224-258
ArticleTransmuted distributions and random extrema
Tomasz J. Kozubowski, Krzysztof Podgórski
(2016) Statistics and Probability Letters, 116 p.6-8
ArticleMultivariate Statistics: Exercises and Solutions by Wolfgang Karl Härdle and Zdenek Hlávka
Krzysztof Podgórski
(2016) International Statistical Review, 84 p. 317
Review (Book/Film/Exhibition/etc.)A generalized Sibuya distribution
Tomasz J Kozubowski, Krzysztof Podgórski
(2016) Working Papers in Statistics
Working paperDistributions of spatial wave size for random fields
Krzysztof Podgórski, Igor Rychlik
(2016) Working Papers in Statistics
Working paperDistributions at random events
Krzysztof Podgórski, Igor Rychlik
(2016) Working Papers in Statistics
Working paperTransmuted distributions and extrema of random number of variables
Tomasz J. Kozubowski, Krzysztof Podgórski
(2016) Working Papers in Statistics
Working paperSpatial size of waves
Krzysztof Podgórski, Igor Rychlik
(2016) Working Papers in Statistics
Working paperCertain bivariate distributions and random processes connected with maxima and minima
Tomasz J Kozubowski, Krzysztof Podgórski
(2016) Working Papers in Statistics
Working paperSpatial size of waves
Krzysztof Podgórski, Igor Rychlik
(2016) Marine Structures, 50 p.55-71
ArticleEsscher-transformed laplace distribution revisited
Tomasz J. Kozubowski, Krzysztof Podgórski
(2016) Brazilian Journal of Probability and Statistics, 30 p.432-434
ArticleDistributions at random events
Krzysztof Podgorski, Igor Rychlik
(2016) 2016 2nd International Conference on Event-Based Control, Communication, and Signal Processing, EBCCSP 2016 - Proceedings
Paper in conference proceedingDistributions 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
Paper in conference proceedingThe Laplace multi-axial response model for fatigue analysis
Johan Karlsson, Krzysztof Podgórski, Igor Rychlik
(2016) International Journal of Fatigue, 85 p.11-17
ArticleAR(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
ArticleSingular inverse Wishart distribution and its application to portfolio theory
Stepan Mazur, Taras Bodnar, Krzysztof Podgorski
(2016) Journal of Multivariate Analysis, 143 p.314-326
ArticleConvolution-invariant subclasses of generalized hyperbolic distributions
Krzysztof Podgorski, Jonas Wallin
(2016) Communications in Statistics: Theory and Methods, 45 p.98-103
ArticleA 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 paperBayesian 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 (Book/Film/Exhibition/etc.)Slepian noise approach for gaussian and Laplace moving average processes
Krzysztof Podgorski, Igor Rychlik, Jonas Wallin
(2015) Extremes, 18 p.665-695
ArticleMaximizing 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
ArticleReview: Displaying Time Series, Spatial and Space-Time Data with R
Krzysztof Podgorski
(2015) International Statistical Review, 83 p.165-165
Review (Book/Film/Exhibition/etc.)Singular Inverse Wishart Distribution with Application to Portfolio Theory
Taras Bodnar, Stepan Mazur, Krzysztof Podgorski
(2015) Working Papers in Statistics
Working paperSecond-order continuous time moving avaerages via spectral representation
Krzysztof Podgorski, Anastassia Baxevani
(2015) Working Papers in Statistics
Working paperTail behavior and dependence structure the APARCH model
Farrukh Javed, Krzysztof Podgorski
(2015) Working Papers in Statistics
Working paperA novel weighted likelihood estimation with empirical Bayes flavor
Mobarak Hossain, Tomasz Kozubowski, Krzysztof Podgorski
(2015) Working Papers in Statistics
Working paperLaplace distribution models for road topography and roughness
Pär Johannesson, Krzysztof Podgorski, Igor Rychlik
(2015) Working Papers in Statistics
Working paperAR(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 paperThe Laplace multi-axial response model for fatigue analysis
Johan Karlsson, Krzysztof Podgorski, Igor Rychlik
(2015) Working Papers in Statistics
Working paperThird Cumulant for Multivariate Aggregate Claim Models
Nicola Loperfido, Stepan Mazur, Krzysztof Podgorski
(2015) Working Papers in Statistics
Working paperSample Path Asymmetries in Non-Gaussian Random Processes
Anastassia Baxevani, Krzysztof Podgorski, Jörg Wegener
(2014) Scandinavian Journal of Statistics, 41 p.1102-1123
ArticleDecreased 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
ArticleReview: 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 (Book/Film/Exhibition/etc.)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
Paper in conference proceedingReview: 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 (Book/Film/Exhibition/etc.)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
ArticleLeverage effect for volatility with generalized Laplace error
Krzysztof Podgorski, Farrukh Javed
(2014) Economic Quality Control, 29 p.157-166
ArticleLaplace 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
ArticleMultivariate generalized Laplace distribution and related random fields
Tomasz J. Kozubowski, Krzysztof Podgorski, Igor Rychlik
(2013) Journal of Multivariate Analysis, 113 p.59-72
ArticleVelocities of a spatial-temporal stochastic field with embedded dynamics
Krzysztof Podgorski, Joerg Wegener
(2012) Environmetrics, 23 p.238-252
ArticleLaplace probability distributions and related stochastic processes
Tomasz Kozubowski, Krzysztof Podgorski
(2012) Probability: Interpretation, Theory and Applications , p.105-145
Book chapterModels for road surface roughness
Klas Bogsjö, Krzysztof Podgorski, Igor Rychlik
(2012) Vehicle System Dynamics, 50 p.725-747
ArticleDynamically evolving Gaussian spatial fields
Anastassia Baxevani, Krzysztof Podgorski, Igor Rychlik
(2011) Extremes, 14 p.223-251
ArticleEstimation for Stochastic Models Driven by Laplace Motion
Krzysztof Podgorski, Jörg Wegener
(2011) Communications in Statistics: Theory and Methods, 40 p.3281-3302
ArticleA class of non-Gaussian second order random fields
Sofia Åberg, Krzysztof Podgorski
(2011) Extremes, 14 p.187-222
ArticleRational characteristic functions and geometric infinite divisibility
Tomasz J. Kozubowski, Krzysztof Podgorski
(2010) Journal of Mathematical Analysis and Applications, 365 p.625-637
ArticleRandom self-decomposability and autoregressive processes
Tomasz J. Kozubowski, Krzysztof Podgorski
(2010) Statistics and Probability Letters, 80 p.1606-1611
ArticleDistributional properties of the negative binomial Lévy process
Tomasz Kozubowski, Krzysztof Podgorski
(2009) Probability and Mathematical Statistics, 29 p.43-71
ArticleSeries Decomposition of fractional Brownian motion and its Lamperti transform
Anastassia Baxevani, Krzysztof Podgorski
(2009) Acta Physica Polonica B, Proceedings Supplement, 40 p.1395-1435
ArticleFatigue 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
ArticleA 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
ArticleSkewed Laplace distributions II: divisibility properties and extensions to stochastic processes.
Tomasz Kozubowski, Krzysztof Podgorski
(2008) Mathematical Scientist, 33
ArticleSkewed Laplace distributions I: the origins and inter-relation.
Tomasz Kozubowski, Krzysztof Podgorski
(2008) Mathematical Scientist, 33
ArticleEnvelope crossing distributions for Gaussian fields
Krzysztof Podgorski, Igor Rychlik
(2008) Probabilistic Engineering Mechanics, 23 p.364-377
ArticleA generalization of the fractal/facies model
Fred Molz, Tom Kozubowski, Krzysztof Podgorski, James Castle
(2007) Hydrogeology Journal, 15 p.809-816
ArticleInvariance properties of the negative binomial Levy process and stochastic self-similarity.
Tomasz Kozubowski, Krzysztof Podgorski
(2007) International Mathematical Forum, 2 p.1457-1468
ArticleLamperti Transform and a Series Decomposition of Fractional Brownian Motion
Anastassia Baxevani, Krzysztof Podgorski
(2007) Preprints in Mathematical Sciences
ArticleFractional Laplace motion
Tom Kozubowski, Mark Meerschaert, Krzysztof Podgorski
(2006) Advances in Applied Probability, 38 p.451-464
ArticleVelocities for moving random surfaces
Anastassia Baxevani, Krzysztof Podgorski, Igor Rychlik
(2003) Probabilistic Engineering Mechanics, 18 p.251-271
ArticleA Log-Laplace growth rate model
Tom Kozubowski, Krzysztof Podgorski
(2003) Mathematical Scientist, 28 p.49-60
ArticleThe 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
ArticleHow fast are the two-dimensional gaussian waves?
Anastassia Baxevani, Krzysztof Podgorski, Igor Rychlik
(2002) Proceedings of the International Offshore and Polar Engineering Conference, 12 p.18-25
Paper in conference proceedingStatistical Properties of Envelope Field for Gaussian Sea Surface
Krzysztof Podgorski, Igor Rychlik
(2002) Proceedings of OMAE'02
Paper in conference proceeding