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 | 46 | 2017 |
Generalized Mittag-Leffler relaxation: Clustering-jump continuous-time random walk approach A Jurlewicz, K Weron, M Teuerle Physical Review E 78 (1), 011103, 2008 | 36 | 2008 |
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 | 33 | 2017 |
Multidimensional Levy walk and its scaling limits M Teuerle, P Żebrowski, M Magdziarz Journal of Physics A: Mathematical and Theoretical 45 (38), 385002, 2012 | 33 | 2012 |
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 | 26 | 2015 |
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 | 25 | 2015 |
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 | 24 | 2015 |
Statistical tools for finance and insurance K Burnecki, M Teuerle Springer: Berlin, Chapter Ruin Probability in Finite Time, 2005 | 23 | 2005 |
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 | 22 | 2013 |
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 | 19 | 2020 |
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 | 15 | 2017 |
RANDOM WALKS WITH BIVARIATE LÉVY-STABLE JUMPS IN COMPARISON WITH LÉVY FLIGHTS. M Teuerle, A Jurlewicz Acta Physica Polonica B 40 (5), 2009 | 14 | 2009 |
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 | 11 | 2011 |
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 | 10 | 2017 |
Scaling limits of overshooting Levy walks M Magdziarz, M Teuerle, P Zebrowski Acta Physica Polonica-Series B Elementary Particle Physics 43 (5), 1111, 2012 | 10 | 2012 |
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 | 7 | 2019 |
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 | 7 | 2018 |
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 | 7 | 2017 |
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 | 6 | 2017 |