Krzysztof Burnecki
Krzysztof Burnecki
Hugo Steinhas Center, Faculty of Pure and Applied Mathematics, Wroclaw University of Science and
Verified email at pwr.edu.pl
Title
Cited by
Cited by
Year
Statistical tools for finance and insurance
P Cizek, WK Härdle, R Weron
Springer Science & Business Media, 2005
3822005
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
2932009
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
1322012
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), 543-547, 2017
1302017
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
1112005
Fractional Lévy stable motion can model subdiffusive dynamics
K Burnecki, A Weron
Physical Review E 82 (2), 021130, 2010
842010
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
822015
Property insurance loss distributions
K Burnecki, G Kukla, R Weron
Physica A: Statistical Mechanics and its Applications 287 (1-2), 269-278, 2000
822000
Pricing of zero-coupon and coupon CAT bonds
K Burnecki, G Kukla
Applicationes Mathematicae 30, 315-324, 2003
702003
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
522015
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
502012
Modelling catastrophe claims with left-truncated severity distributions
A Chernobai, K Burnecki, S Rachev, S Trück, R Weron
Computational Statistics 21 (3), 537-555, 2006
472006
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), 1-10, 2017
442017
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
422009
Loss distributions
K Burnecki, A Misiorek, R Weron
Statistical tools for finance and insurance, 289-317, 2005
422005
Simulation of risk processes
K Burnecki, W Härdle, R Weron
Wiley StatsRef: Statistics Reference Online, 2014
412014
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
Enigma of self-similarity of fractional Levy stable motions
S Mercik, K Weron, K Burnecki, A Weron
Acta Physica Polonica B 34 (7), 3773, 2003
352003
Pricing of catastrophe bonds
K Burnecki, G Kukla, D Taylor
Statistical tools for finance and insurance, 371-391, 2011
342011
Algorithms for testing of fractional dynamics: a practical guide to ARFIMA modelling
K Burnecki, A Weron
Journal of Statistical Mechanics: Theory and Experiment 2014 (10), P10036, 2014
322014
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