Joanna Janczura
Joanna Janczura
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An empirical comparison of alternate regime-switching models for electricity spot prices
J Janczura, R Weron
Energy economics 32 (5), 1059-1073, 2010
Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling
J Janczura, S Trück, R Weron, RC Wolff
Energy Economics 38, 96-110, 2013
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
Efficient estimation of Markov regime-switching models: An application to electricity spot prices
J Janczura, R Weron
AStA Advances in Statistical Analysis 96 (3), 385-407, 2012
Photon routing in cavity QED: Beyond the fundamental limit of photon blockade
S Rosenblum, S Parkins, B Dayan
Physical Review A 84 (3), 033854, 2011
Subdynamics of financial data from fractional Fokker-Planck equation
J Janczura, A Wyłomańska
Subordinated -stable Ornstein–Uhlenbeck process as a tool for financial data description
J Janczura, S Orzeł, A Wyłomańska
Physica A: Statistical Mechanics and its Applications 390 (23-24), 4379-4387, 2011
Anomalous diffusion models: different types of subordinator distribution
J Janczura, A Wyłomańska
arXiv preprint arXiv:1110.2868, 2011
Impulsive noise cancellation method for copper ore crusher vibration signals enhancement
A Wyłomańska, R Zimroz, J Janczura, J Obuchowski
IEEE Transactions on Industrial Electronics 63 (9), 5612-5621, 2016
Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions
J Janczura, R Weron
2009 6th International Conference on the European Energy Market, 1-6, 2009
Black swans or dragon-kings? A simple test for deviations from the power law
J Janczura, R Weron
The European Physical Journal Special Topics 205 (1), 79-93, 2012
Building loss models
K Burnecki, J Janczura, R Weron
Statistical Tools for Finance and Insurance, 293-328, 2011
Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach
J Janczura
Mathematical Methods of Operations Research 79 (1), 1-30, 2014
Properties of the relaxation time distribution underlying the Kohlrausch–Williams–Watts photoionization of the DX centers in Cd1− xMnxTe mixed crystals
J Trzmiel, K Weron, J Janczura, E Placzek-Popko
Journal of Physics: Condensed Matter 21 (34), 345801, 2009
Ergodicity testing for anomalous diffusion: Small sample statistics
J Janczura, A Weron
The Journal of chemical physics 142 (14), 04B603_1, 2015
Statistical testing approach for fractional anomalous diffusion classification
A Weron, J Janczura, E Boryczka, T Sungkaworn, D Calebiro
Physical Review E 99 (4), 042149, 2019
Classification of particle trajectories in living cells: Machine learning versus statistical testing hypothesis for fractional anomalous diffusion
J Janczura, P Kowalek, H Loch-Olszewska, J Szwabiński, A Weron
Physical Review E 102 (3), 032402, 2020
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices
J Janczura, R Weron
AStA Advances in Statistical Analysis 97 (3), 239-270, 2013
A new method for automated noise cancellation in electromagnetic field measurement
P Bieńkowski, K Burnecki, J Janczura, R Weron, B Zubrzak
Journal of Electromagnetic Waves and Applications 26 (8-9), 1226-1236, 2012
Ergodicity testing using an analytical formula for a dynamical functional of alpha-stable autoregressive fractionally integrated moving average processes
H Loch, J Janczura, A Weron
Physical Review E 93 (4), 043317, 2016
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