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Marek Teuerle
Marek Teuerle
Wroclaw University of Science and Technology
Verified email at pwr.edu.pl - Homepage
Title
Cited by
Cited by
Year
The modified Yule-Walker method for á-stable time series models
P Kruczek, A Wyłomańska, M Teuerle, J Gajda
Physica A: Statistical Mechanics and its Applications 469, 588-603, 2017
462017
Generalized Mittag-Leffler relaxation: Clustering-jump continuous-time random walk approach
A Jurlewicz, K Weron, M Teuerle
Physical Review E 78 (1), 011103, 2008
362008
Multidimensional Levy walk and its scaling limits
M Teuerle, P Żebrowski, M Magdziarz
Journal of Physics A: Mathematical and Theoretical 45 (38), 385002, 2012
332012
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
312017
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
262015
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
242015
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
242015
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
212013
Statistical tools for finance and insurance
K Burnecki, M Teuerle
Springer: Berlin, Chapter Ruin Probability in Finite Time, 2005
192005
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
182020
Measures of dependence for-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, 2017
152017
Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with á‐Stable Noise
A Grzesiek, G Sikora, M Teuerle, A Wyłomańska
Journal of Time Series Analysis 41 (3), 454-475, 2020
13*2020
RANDOM WALKS WITH BIVARIATE LÉVY-STABLE JUMPS IN COMPARISON WITH LÉVY FLIGHTS.
M Teuerle, A Jurlewicz
Acta Physica Polonica B 40 (5), 2009
122009
Ruin probability in finite time
K Burnecki, M Teuerle
Statistical Tools for Finance and Insurance, 329-348, 2011
112011
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
102017
Scaling limits of overshooting Levy walks
M Magdziarz, M Teuerle, P Zebrowski
Acta Physica Polonica-Series B Elementary Particle Physics 43 (5), 1111, 2012
102012
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
82017
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
72019
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
72018
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
72017
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Articles 1–20