Krzysztof Burnecki

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	All	Since 2016
Citations	2379	1171
h-index	24	18
i10-index	43	27

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Co-authors

Aleksander WeronWrocław University of Technology, PolandVerified email at pwr.edu.pl
Rafał WeronProfessor of Management Science, Wrocław University of Science and Technology, PolandVerified email at pwr.edu.pl
Marcin MagdziarzProfessor of Mathematics, Wrolaw University of Science and TechnologyVerified email at pwr.wroc.pl
Joanna JanczuraPolitechnika WrocławskaVerified email at pwr.wroc.pl
Eldad KeptenInstitut Curie, ParisVerified email at biu.ac.il
Yuval GariniPhysics Department, Bar Ilan UniversityVerified email at biu.ac.il
Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of StatisticsVerified email at hu-berlin.de
Agnieszka WylomanskaAssociate Professor, Faculty of Pure and Applied Mathematics, Wroclaw University of TechnologyVerified email at pwr.wroc.pl
Aleksander Stanislavsky (Александр...Institute of Radio Astronomy (Радиоастрономический институт НАН Украины)Verified email at rian.kharkov.ua
Svetlozar RachevProfessor of Applied MathematicsVerified email at ttu.edu
Diego KrapfColorado State UniversityVerified email at colostate.edu
Anna ChernobaiDepartment of Finance, Syracuse UniversityVerified email at syr.edu
Agnieszka Marciniukdr inż. Agnieszka MarciniukVerified email at ue.wroc.pl
Elizabeth J. AkinYale UniversityVerified email at Yale.edu
Marek TeuerleWroclaw University of Science and TechnologyVerified email at pwr.edu.pl
Jan RosinskiProfessor of Mathematics, University of TennesseeVerified email at math.utk.edu

Krzysztof Burnecki

Hugo Steinhas Center, Faculty of Pure and Applied Mathematics, Wroclaw University of Science and

Verified email at pwr.edu.pl

Computational statistics Self-similar processes Stochastic modelling Insurance mathematics


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Statistical tools for finance and insurance P Cizek, WK Härdle, R Weron Springer Science & Business Media, 2005	382	2005
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	293	2009
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	132	2012
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	130	2017
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	111	2005
Fractional Lévy stable motion can model subdiffusive dynamics K Burnecki, A Weron Physical Review E 82 (2), 021130, 2010	84	2010
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	82	2015
Property insurance loss distributions K Burnecki, G Kukla, R Weron Physica A: Statistical Mechanics and its Applications 287 (1-2), 269-278, 2000	82	2000
Pricing of zero-coupon and coupon CAT bonds K Burnecki, G Kukla Applicationes Mathematicae 30, 315-324, 2003	70	2003
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	52	2015
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	50	2012
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	47	2006
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	44	2017
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	42	2009
Loss distributions K Burnecki, A Misiorek, R Weron Statistical tools for finance and insurance, 289-317, 2005	42	2005
Simulation of risk processes K Burnecki, W Härdle, R Weron Wiley StatsRef: Statistics Reference Online, 2014	41	2014
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	40	1997
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	35	2003
Pricing of catastrophe bonds K Burnecki, G Kukla, D Taylor Statistical tools for finance and insurance, 371-391, 2011	34	2011
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	32	2014

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