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 Čížek, W Härdle, R Weron, W Härdle
Springer, 2011
3972011
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
3152009
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
1662017
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
1422012
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
1152005
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
1012015
Fractional Lévy stable motion can model subdiffusive dynamics
K Burnecki, A Weron
Physical Review E 82 (2), 021130, 2010
912010
Property insurance loss distributions
K Burnecki, G Kukla, R Weron
Physica A: Statistical Mechanics and its Applications 287 (1-2), 269-278, 2000
842000
Pricing of zero-coupon and coupon CAT bonds
K Burnecki, G Kukla
Applicationes Mathematicae 30, 315-324, 2003
752003
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
652015
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
532017
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
522012
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
482009
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
An introduction to simulation of risk processes
K Burnecki, W Härdle, R Weron
Encyclopedia of Actuarial Science¢, Wiley, Chichester, 1564-1570, 2004
422004
Loss distributions
K Burnecki, A Misiorek, R Weron
Statistical tools for finance and insurance, 289-317, 2005
412005
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
392003
Pricing of catastrophe bonds
K Burnecki, G Kukla, D Taylor
Statistical tools for finance and insurance, 371-391, 2011
372011
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
342014
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