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Kozubowski, Tomasz J.

Author ID: kozubowski.tomasz-j Recent zbMATH articles by "Kozubowski, Tomasz J."
Published as: Kozubowski, Tomasz J.; Kozubowski, T. J.; Kozubowski, Tomasz. J.; Kozubowskiw, Tomasz J.; Kosubowski, Tomasz J.; Kozubowski, Thomas J.; Kozubowski, Tomasz
External Links: MGP · Wikidata · GND · IdRef
Documents Indexed: 91 Publications since 1994, including 2 Books
Co-Authors: 37 Co-Authors with 75 Joint Publications
1,445 Co-Co-Authors
all top 5

Serials

11 Statistics & Probability Letters
5 Annals of the Institute of Statistical Mathematics
5 Journal of Multivariate Analysis
5 Mathematical and Computer Modelling
4 Journal of Computational and Applied Mathematics
4 Journal of Statistical Planning and Inference
4 The Mathematical Scientist
4 Communications in Statistics. Theory and Methods
4 Journal of Statistical Distributions and Applications
3 Communications in Statistics. Simulation and Computation
3 Journal of Computational Analysis and Applications
2 Journal of Mathematical Analysis and Applications
2 Statistics & Decisions
2 Statistics
2 Journal of Applied Statistical Science
2 Extremes
2 International Mathematical Journal
1 Advances in Applied Probability
1 The American Statistician
1 Scandinavian Journal of Statistics
1 Publicationes Mathematicae Debrecen
1 Statistica Neerlandica
1 Probability and Mathematical Statistics
1 Computational Statistics
1 Economic Quality Control
1 European Journal of Operational Research
1 Theory of Probability and Mathematical Statistics
1 Statistical Papers
1 Serdica Mathematical Journal
1 Far East Journal of Theoretical Statistics
1 Brazilian Journal of Probability and Statistics
1 Advances and Applications in Statistics
1 REVSTAT
1 Statistical Methodology
1 Journal of the Korean Statistical Society
1 International Mathematical Forum
1 International Journal of Contemporary Mathematical Sciences
1 Advances and Applications in Statistical Sciences
1 Sankhyā. Series A
1 Dependence Modeling

Publications by Year

Citations contained in zbMATH Open

77 Publications have been cited 1,079 times in 735 Documents Cited by Year
The Laplace distribution and generalizations. A revisit with applications to communications, economics, engineering, and finance. Zbl 0977.62003
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krysztof
359
2001
Asymmetric Laplace laws and modeling financial data. Zbl 1002.60012
Kozubowski, T. J.; Podgórski, K.
40
2001
A discrete analogue of the Laplace distribution. Zbl 1081.60011
Inusah, Seidu; Kozubowski, Tomasz J.
35
2006
Univariate geometric stable laws. Zbl 1055.60503
Kozubowski, T. J.; Rachev, S. T.
28
1999
The theory of geometric stable distributions and its use in modeling financial data. Zbl 0803.90008
Kozubowski, Tomasz J.; Rachev, Svetlozar T.
27
1994
Asymmetric Laplace distributions. Zbl 0961.60026
Kozubowski, Tomasz J.; Podgórski, Krzysztof
25
2000
Fractional Laplace motion. Zbl 1100.60017
Kozubowski, T. J.; Meerschaert, M. M.; Podgórski, K.
24
2006
Multivariate generalized Laplace distribution and related random fields. Zbl 1260.60100
Kozubowski, Tomasz J.; Podgórski, Krzysztof; Rychlik, Igor
24
2013
A skew Laplace distribution on integers. Zbl 1100.62010
Kozubowski, Tomasz J.; Inusah, Seidu
23
2006
Distributional properties of the negative binomial Lévy process. Zbl 1170.60021
Kozubowski, Tomasz J.; Podgórski, Krzystof
23
2009
A class of weighted Poisson processes. Zbl 1149.60030
Balakrishnan, N.; Kozubowski, Tomasz J.
22
2008
A multivariate and asymmetric generalization of Laplace distribution. Zbl 1035.60010
Kozubowski, Tomasz; Podgorski, Krzysztof
21
2000
A mixed bivariate distribution with exponential and geometric marginals. Zbl 1072.62003
Kozubowski, Tomasz J.; Panorska, Anna K.
21
2005
New families of wrapped distributions for modeling skew circular data. Zbl 1215.62053
Jammalamadaka, Sreenivasa Rao; Kozubowski, Tomasz J.
20
2004
Fractional moment estimation of Linnik and Mittag-Leffler parameters. Zbl 1003.62018
Kozubowski, T. J.
20
2001
Multivariate geometric stable distributions in financial applications. Zbl 1098.62587
Kozubowski, T. J.; Panorska, A. K.
15
1999
On moments and tail behavior of \(\nu\)-stable random variables. Zbl 0905.60017
Kozubowski, Tomasz J.; Panorska, Anna K.
15
1996
Discrete Pareto distributions. Zbl 1390.60055
Buddana, Amrutha; Kozubowski, Tomasz J.
15
2014
A generalized Sibuya distribution. Zbl 1398.60028
Kozubowski, Tomasz J.; Podgórski, Krzysztof
15
2018
A new measure of linear local dependence. Zbl 1039.62052
Bairamov, Ismihan; Kotz, Samuel; Kozubowski, Tomasz J.
14
2003
Exponential mixture representation of geometric stable distributions. Zbl 0979.60005
Kozubowski, Tomasz J.
13
2000
Maximum likelihood estimation of asymmetric Laplace parameters. Zbl 1047.62021
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krzysztof
13
2002
A bivariate Lévy process with negative binomial and gamma marginals. Zbl 1144.60310
Kozubowski, Tomasz J.; Panorska, Anna K.; Podgórski, Krzysztof
13
2008
A mixed bivariate distribution connected with geometric maxima of exponential variables. Zbl 1292.60022
Kozubowski, Tomasz J.; Panorska, Anna K.
12
2008
Multitude of Laplace distributions. Zbl 1247.62040
Kozubowski, Tomasz J.; Nadarajah, Saralees
12
2010
Mixture representation of Linnik distribution revisited. Zbl 1246.60019
Kozubowski, Tomasz J.
12
1998
Tails of Lévy measure of geometric stable random variables. Zbl 0930.60008
Kosubowski, Tomasz J.; Podgorski, Krzysztof; Samorodnitsky, Gennady
11
1999
A new family of circular models: The wrapped Laplace distributions. Zbl 1042.62006
Jammalamadaka, S. Rao; Kozubowski, Tomasz J.
11
2003
A log-Laplace growth rate model. Zbl 1051.60015
Kozubowskiw, Tomasz J.; Podgórski, Krzysztof
10
2003
A new multivariate model involving geometric sums and maxima of exponentials. Zbl 1214.62055
Kozubowski, Tomasz J.; Panorska, Anna K.; Qeadan, Fares
10
2011
Log-Laplace distributions. Zbl 1190.60009
Kozubowski, Tomasz J.; Podgórski, Krzysztof
10
2003
Geometric stable laws: Estimation and applications. Zbl 0990.62022
Kozubowski, T. J.
9
1999
Representation and properties of geometric stable laws. Zbl 0853.60009
Kozubowski, Tomasz J.
9
1994
Ill-posed problems in probability and stability of random sums. Zbl 1147.60001
Klebanov, Lev B.; Kozubowski, Tomasz J.; Rachev, Svetlozar T.
7
2006
Geometric infinite divisibility, stability, and self-similarity: an overview. Zbl 1214.60002
Kozubowski, Tomasz J.
7
2010
Invariance properties of the negative binomial Lévy process and stochastic self-similarity. Zbl 1140.60322
Kozubowski, Tomasz J.; Podgórski, Krysztof
7
2007
The joint distribution of the sum and the maximum of IID exponential random variables. Zbl 1246.60025
Qeadan, Fares; Kozubowski, Thomas J.; Panorska, Anna K.
7
2012
Computer simulation of geometric stable distributions. Zbl 0952.65007
Kozubowski, Tomasz J.
6
2000
Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme. Zbl 1006.60013
Kozubowski, T. J.; Panorska, A. K.
6
1999
Infinite divisibility of skew Gaussian and Laplace laws. Zbl 1147.60008
Kozubowski, Tomasz J.; Nolan, John P.
6
2008
Multivariate geometric stable laws. Zbl 0964.62039
Kozubowski, T. J.; Rachev, S. T.
5
1999
The operator \(\nu\)-stable laws. Zbl 1059.60019
Kozubowski, T. J.; Meerschaert, M. M.; Scheffler, H.-P.
5
2003
Testing symmetry under a skew Laplace model. Zbl 1041.62013
Kozubowski, Tomasz J.; Panorska, Anna K.
5
2004
The inner characterization of geometric stable laws. Zbl 0923.60020
Kozubowski, Tomasz J.
5
1994
Maximum entropy characterization of asymmetric Laplace distribution. Zbl 0978.62007
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krzysztof
5
2002
A folded Laplace distribution. Zbl 1338.60038
Liu, Yucui; Kozubowski, Tomasz J.
5
2015
A bivariate distribution with Lomax and geometric margins. Zbl 1402.60019
Arendarczyk, Marek; Kozubowski, Tomasz J.; Panorska, Anna K.
5
2018
Characterization of multivariate geometric stable distributions. Zbl 0891.60019
Kozubowski, Tomasz J.
4
1997
The joint distribution of the sum and maximum of dependent Pareto risks. Zbl 1410.60019
Arendarczyk, Marek; Kozubowski, Tomasz. J.; Panorska, Anna K.
4
2018
Operator geometric stable laws. Zbl 1069.60017
Kozubowski, Tomasz J.; Meerschaert, Mark M.; Panorska, Anna K.; Scheffler, Hans-Peter
3
2005
Exponential mixture representation of geometric stable densities. Zbl 0963.60005
Belinskiy, Boris P.; Kozubowski, Tomasz J.
3
2000
Weak limits for multivariate random sums. Zbl 0928.60013
Kozubowski, Tomasz J.; Panorska, Anna K.
3
1998
A novel weighted likelihood estimation with empirical Bayes flavor. Zbl 1392.62015
Hossain, Md. Mobarak; Kozubowski, Tomasz J.; Podgórski, Krzysztof
3
2018
Certain bivariate distributions and random processes connected with maxima and minima. Zbl 1396.60060
Kozubowski, Tomasz J.; Podgórski, Krzysztof
3
2018
Transmuted distributions and random extrema. Zbl 1376.60028
Kozubowski, Tomasz J.; Podgórski, Krzysztof
3
2016
A general approach for obtaining wrapped circular distributions via mixtures. Zbl 1366.62105
Jammalamadaka, S. Rao; Kozubowski, Tomasz J.
3
2017
Skew Laplace distributions. I.: Their origins and integer-relations. Zbl 1167.62014
Kozubowski, Tomasz J.; Podgórski, Krzysztof
3
2008
Skew Laplace distributions. II.: Divisibility properties and extensions to stochastic processes. Zbl 1167.62015
Kozubowski, Tomasz J.; Podgórski, Krzysztof
3
2008
Testing exponentiality versus Pareto distribution via likelihood ratio. Zbl 1161.62006
Kozubowski, Tomasz J.; Panorska, Anna K.; Qeadan, Fares; Gershunov, Alexander; Rominger, Debra
3
2009
Characterization of distributions symmetric with respect to a group of transformations and testing of corresponding statistical hypothesis. Zbl 0982.62054
Klebanov, L. B.; Kozubowski, T. J.; Rachev, S. T.; Volkovich, V. E.
2
2001
A note on the joint distribution involving Poissonian sum of exponential variables. Zbl 1222.60016
Kozubowski, Tomasz J.; Panorska, Anna K.
2
2010
Rational characteristic functions and geometric infinite divisibility. Zbl 1186.60008
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2
2010
The beta-Laplace distribution. Zbl 1135.60010
Kozubowski, Tomasz J.; Nadarajah, Saralees
2
2008
The joint distribution of the sum and the maximum of heterogeneous exponential random variables. Zbl 1392.60017
Arendarczyk, Marek; Kozubowski, Tomasz. J.; Panorska, Anna K.
2
2018
A discrete truncated Pareto distribution. Zbl 1487.60027
Kozubowski, Tomasz J.; Panorska, Anna K.; Forister, Matthew L.
2
2015
A note on self-decomposability of stable process subordinated to self-decomposable subordinator. Zbl 1082.60039
Kozubowski, Tomasz J.
2
2005
An asymmetric multivariate Weibull distribution. Zbl 07528959
Jurić, Višnja; Kozubowski, Tomasz J.; Perman, Mihael
2
2020
Slash distributions, generalized convolutions, and extremes. Zbl 07712154
Arendarczyk, M.; Kozubowski, T. J.; Panorska, A. K.
2
2023
Random self-decomposability and autoregressive processes. Zbl 1213.60035
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2
2010
The Greenwood statistic, stochastic dominance, clustering and heavy tails. Zbl 07638431
Arendarczyk, Marek; Kozubowski, Tomasz J.; Panorska, Anna K.
2
2022
Infinite divisibility of Mittag-Leffler laws. Zbl 1008.60032
Kozubowski, Tomasz J.
1
2002
A note on self-decomposability of stable process subordinated to self-decomposable subordinator. Zbl 1076.60042
Kozubowski, Tomasz J.
1
2005
On the vertical density of the multivariate exponential power distribution. Zbl 1013.62063
Kozubowski, Tomasz J.
1
2002
Gaussian mixture representation of the Laplace distribution revisited: bibliographical connections and extensions. Zbl 07593708
Kozubowski, Tomasz J.; Podgórski, Krzysztof
1
2020
Probability of ruin in discrete insurance risk model with dependent Pareto claims. Zbl 1439.62214
Constantinescu, Corina D.; Kozubowski, Tomasz J.; Qian, Haoyu H.
1
2019
A general stochastic model for bivariate episodes driven by a gamma sequence. Zbl 1478.60048
Amponsah, Charles K.; Kozubowski, Tomasz J.; Panorska, Anna K.
1
2021
A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals. Zbl 1170.60308
Kozubowski, Tomasz J.; Meerschaert, Mark M.
1
2009
Slash distributions, generalized convolutions, and extremes. Zbl 07712154
Arendarczyk, M.; Kozubowski, T. J.; Panorska, A. K.
2
2023
The Greenwood statistic, stochastic dominance, clustering and heavy tails. Zbl 07638431
Arendarczyk, Marek; Kozubowski, Tomasz J.; Panorska, Anna K.
2
2022
A general stochastic model for bivariate episodes driven by a gamma sequence. Zbl 1478.60048
Amponsah, Charles K.; Kozubowski, Tomasz J.; Panorska, Anna K.
1
2021
An asymmetric multivariate Weibull distribution. Zbl 07528959
Jurić, Višnja; Kozubowski, Tomasz J.; Perman, Mihael
2
2020
Gaussian mixture representation of the Laplace distribution revisited: bibliographical connections and extensions. Zbl 07593708
Kozubowski, Tomasz J.; Podgórski, Krzysztof
1
2020
Probability of ruin in discrete insurance risk model with dependent Pareto claims. Zbl 1439.62214
Constantinescu, Corina D.; Kozubowski, Tomasz J.; Qian, Haoyu H.
1
2019
A generalized Sibuya distribution. Zbl 1398.60028
Kozubowski, Tomasz J.; Podgórski, Krzysztof
15
2018
A bivariate distribution with Lomax and geometric margins. Zbl 1402.60019
Arendarczyk, Marek; Kozubowski, Tomasz J.; Panorska, Anna K.
5
2018
The joint distribution of the sum and maximum of dependent Pareto risks. Zbl 1410.60019
Arendarczyk, Marek; Kozubowski, Tomasz. J.; Panorska, Anna K.
4
2018
A novel weighted likelihood estimation with empirical Bayes flavor. Zbl 1392.62015
Hossain, Md. Mobarak; Kozubowski, Tomasz J.; Podgórski, Krzysztof
3
2018
Certain bivariate distributions and random processes connected with maxima and minima. Zbl 1396.60060
Kozubowski, Tomasz J.; Podgórski, Krzysztof
3
2018
The joint distribution of the sum and the maximum of heterogeneous exponential random variables. Zbl 1392.60017
Arendarczyk, Marek; Kozubowski, Tomasz. J.; Panorska, Anna K.
2
2018
A general approach for obtaining wrapped circular distributions via mixtures. Zbl 1366.62105
Jammalamadaka, S. Rao; Kozubowski, Tomasz J.
3
2017
Transmuted distributions and random extrema. Zbl 1376.60028
Kozubowski, Tomasz J.; Podgórski, Krzysztof
3
2016
A folded Laplace distribution. Zbl 1338.60038
Liu, Yucui; Kozubowski, Tomasz J.
5
2015
A discrete truncated Pareto distribution. Zbl 1487.60027
Kozubowski, Tomasz J.; Panorska, Anna K.; Forister, Matthew L.
2
2015
Discrete Pareto distributions. Zbl 1390.60055
Buddana, Amrutha; Kozubowski, Tomasz J.
15
2014
Multivariate generalized Laplace distribution and related random fields. Zbl 1260.60100
Kozubowski, Tomasz J.; Podgórski, Krzysztof; Rychlik, Igor
24
2013
The joint distribution of the sum and the maximum of IID exponential random variables. Zbl 1246.60025
Qeadan, Fares; Kozubowski, Thomas J.; Panorska, Anna K.
7
2012
A new multivariate model involving geometric sums and maxima of exponentials. Zbl 1214.62055
Kozubowski, Tomasz J.; Panorska, Anna K.; Qeadan, Fares
10
2011
Multitude of Laplace distributions. Zbl 1247.62040
Kozubowski, Tomasz J.; Nadarajah, Saralees
12
2010
Geometric infinite divisibility, stability, and self-similarity: an overview. Zbl 1214.60002
Kozubowski, Tomasz J.
7
2010
A note on the joint distribution involving Poissonian sum of exponential variables. Zbl 1222.60016
Kozubowski, Tomasz J.; Panorska, Anna K.
2
2010
Rational characteristic functions and geometric infinite divisibility. Zbl 1186.60008
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2
2010
Random self-decomposability and autoregressive processes. Zbl 1213.60035
Kozubowski, Tomasz J.; Podgórski, Krzysztof
2
2010
Distributional properties of the negative binomial Lévy process. Zbl 1170.60021
Kozubowski, Tomasz J.; Podgórski, Krzystof
23
2009
Testing exponentiality versus Pareto distribution via likelihood ratio. Zbl 1161.62006
Kozubowski, Tomasz J.; Panorska, Anna K.; Qeadan, Fares; Gershunov, Alexander; Rominger, Debra
3
2009
A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals. Zbl 1170.60308
Kozubowski, Tomasz J.; Meerschaert, Mark M.
1
2009
A class of weighted Poisson processes. Zbl 1149.60030
Balakrishnan, N.; Kozubowski, Tomasz J.
22
2008
A bivariate Lévy process with negative binomial and gamma marginals. Zbl 1144.60310
Kozubowski, Tomasz J.; Panorska, Anna K.; Podgórski, Krzysztof
13
2008
A mixed bivariate distribution connected with geometric maxima of exponential variables. Zbl 1292.60022
Kozubowski, Tomasz J.; Panorska, Anna K.
12
2008
Infinite divisibility of skew Gaussian and Laplace laws. Zbl 1147.60008
Kozubowski, Tomasz J.; Nolan, John P.
6
2008
Skew Laplace distributions. I.: Their origins and integer-relations. Zbl 1167.62014
Kozubowski, Tomasz J.; Podgórski, Krzysztof
3
2008
Skew Laplace distributions. II.: Divisibility properties and extensions to stochastic processes. Zbl 1167.62015
Kozubowski, Tomasz J.; Podgórski, Krzysztof
3
2008
The beta-Laplace distribution. Zbl 1135.60010
Kozubowski, Tomasz J.; Nadarajah, Saralees
2
2008
Invariance properties of the negative binomial Lévy process and stochastic self-similarity. Zbl 1140.60322
Kozubowski, Tomasz J.; Podgórski, Krysztof
7
2007
A discrete analogue of the Laplace distribution. Zbl 1081.60011
Inusah, Seidu; Kozubowski, Tomasz J.
35
2006
Fractional Laplace motion. Zbl 1100.60017
Kozubowski, T. J.; Meerschaert, M. M.; Podgórski, K.
24
2006
A skew Laplace distribution on integers. Zbl 1100.62010
Kozubowski, Tomasz J.; Inusah, Seidu
23
2006
Ill-posed problems in probability and stability of random sums. Zbl 1147.60001
Klebanov, Lev B.; Kozubowski, Tomasz J.; Rachev, Svetlozar T.
7
2006
A mixed bivariate distribution with exponential and geometric marginals. Zbl 1072.62003
Kozubowski, Tomasz J.; Panorska, Anna K.
21
2005
Operator geometric stable laws. Zbl 1069.60017
Kozubowski, Tomasz J.; Meerschaert, Mark M.; Panorska, Anna K.; Scheffler, Hans-Peter
3
2005
A note on self-decomposability of stable process subordinated to self-decomposable subordinator. Zbl 1082.60039
Kozubowski, Tomasz J.
2
2005
A note on self-decomposability of stable process subordinated to self-decomposable subordinator. Zbl 1076.60042
Kozubowski, Tomasz J.
1
2005
New families of wrapped distributions for modeling skew circular data. Zbl 1215.62053
Jammalamadaka, Sreenivasa Rao; Kozubowski, Tomasz J.
20
2004
Testing symmetry under a skew Laplace model. Zbl 1041.62013
Kozubowski, Tomasz J.; Panorska, Anna K.
5
2004
A new measure of linear local dependence. Zbl 1039.62052
Bairamov, Ismihan; Kotz, Samuel; Kozubowski, Tomasz J.
14
2003
A new family of circular models: The wrapped Laplace distributions. Zbl 1042.62006
Jammalamadaka, S. Rao; Kozubowski, Tomasz J.
11
2003
A log-Laplace growth rate model. Zbl 1051.60015
Kozubowskiw, Tomasz J.; Podgórski, Krzysztof
10
2003
Log-Laplace distributions. Zbl 1190.60009
Kozubowski, Tomasz J.; Podgórski, Krzysztof
10
2003
The operator \(\nu\)-stable laws. Zbl 1059.60019
Kozubowski, T. J.; Meerschaert, M. M.; Scheffler, H.-P.
5
2003
Maximum likelihood estimation of asymmetric Laplace parameters. Zbl 1047.62021
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krzysztof
13
2002
Maximum entropy characterization of asymmetric Laplace distribution. Zbl 0978.62007
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krzysztof
5
2002
Infinite divisibility of Mittag-Leffler laws. Zbl 1008.60032
Kozubowski, Tomasz J.
1
2002
On the vertical density of the multivariate exponential power distribution. Zbl 1013.62063
Kozubowski, Tomasz J.
1
2002
The Laplace distribution and generalizations. A revisit with applications to communications, economics, engineering, and finance. Zbl 0977.62003
Kotz, Samuel; Kozubowski, Tomasz J.; Podgórski, Krysztof
359
2001
Asymmetric Laplace laws and modeling financial data. Zbl 1002.60012
Kozubowski, T. J.; Podgórski, K.
40
2001
Fractional moment estimation of Linnik and Mittag-Leffler parameters. Zbl 1003.62018
Kozubowski, T. J.
20
2001
Characterization of distributions symmetric with respect to a group of transformations and testing of corresponding statistical hypothesis. Zbl 0982.62054
Klebanov, L. B.; Kozubowski, T. J.; Rachev, S. T.; Volkovich, V. E.
2
2001
Asymmetric Laplace distributions. Zbl 0961.60026
Kozubowski, Tomasz J.; Podgórski, Krzysztof
25
2000
A multivariate and asymmetric generalization of Laplace distribution. Zbl 1035.60010
Kozubowski, Tomasz; Podgorski, Krzysztof
21
2000
Exponential mixture representation of geometric stable distributions. Zbl 0979.60005
Kozubowski, Tomasz J.
13
2000
Computer simulation of geometric stable distributions. Zbl 0952.65007
Kozubowski, Tomasz J.
6
2000
Exponential mixture representation of geometric stable densities. Zbl 0963.60005
Belinskiy, Boris P.; Kozubowski, Tomasz J.
3
2000
Univariate geometric stable laws. Zbl 1055.60503
Kozubowski, T. J.; Rachev, S. T.
28
1999
Multivariate geometric stable distributions in financial applications. Zbl 1098.62587
Kozubowski, T. J.; Panorska, A. K.
15
1999
Tails of Lévy measure of geometric stable random variables. Zbl 0930.60008
Kosubowski, Tomasz J.; Podgorski, Krzysztof; Samorodnitsky, Gennady
11
1999
Geometric stable laws: Estimation and applications. Zbl 0990.62022
Kozubowski, T. J.
9
1999
Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme. Zbl 1006.60013
Kozubowski, T. J.; Panorska, A. K.
6
1999
Multivariate geometric stable laws. Zbl 0964.62039
Kozubowski, T. J.; Rachev, S. T.
5
1999
Mixture representation of Linnik distribution revisited. Zbl 1246.60019
Kozubowski, Tomasz J.
12
1998
Weak limits for multivariate random sums. Zbl 0928.60013
Kozubowski, Tomasz J.; Panorska, Anna K.
3
1998
Characterization of multivariate geometric stable distributions. Zbl 0891.60019
Kozubowski, Tomasz J.
4
1997
On moments and tail behavior of \(\nu\)-stable random variables. Zbl 0905.60017
Kozubowski, Tomasz J.; Panorska, Anna K.
15
1996
The theory of geometric stable distributions and its use in modeling financial data. Zbl 0803.90008
Kozubowski, Tomasz J.; Rachev, Svetlozar T.
27
1994
Representation and properties of geometric stable laws. Zbl 0853.60009
Kozubowski, Tomasz J.
9
1994
The inner characterization of geometric stable laws. Zbl 0923.60020
Kozubowski, Tomasz J.
5
1994
all top 5

Cited by 1,110 Authors

52 Kozubowski, Tomasz J.
24 Panorska, Anna K.
21 Balakrishnan, Narayanaswamy
20 Podgórski, Krzysztof
12 Nadarajah, Saralees
11 Gaunt, Robert Edward
10 Hung, Tran Loc
9 Beghin, Luisa
9 Jose, Kanichukattu Korakutty
9 Meerschaert, Mark Marvin
9 Meintanis, Simos G.
8 Arendarczyk, Marek
8 Huillet, Thierry E.
8 Wyłomańska, Agnieszka
7 Eliazar, Iddo I.
7 Gajda, Janusz
7 Kien, Phan Tri
7 Kumar, Arun
6 Fageot, Julien
6 Jamalizadeh, Ahad
6 Jones, Michael Chris
6 Macci, Claudio
6 Zhu, Xiaojun
5 Browne, Ryan P.
5 Garra, Roberto
5 Korolev, Viktor Yur’evich
5 Leonenko, Nikolai N.
5 McNicholas, Paul D.
5 Misiewicz, Jolanta K.
5 Orsingher, Enzo
5 Petrella, Lea
5 Polito, Federico
5 Scheffler, Hans-Peter
5 Yu, Keming
4 Arslan, Olcay
4 Barreto-Souza, Wagner
4 Chakraborty, Subrata
4 Chesneau, Christophe
4 Jasiulis-Gołdyn, Barbara Helena
4 Karlis, Dimitris
4 Klebanov, Leo B.
4 Kokonendji, Célestin Clotaire
4 Kot, Mark
4 Kotz, Samuel
4 Maheshwari, Aditya
4 Matsui, Muneya
4 Nair, N. Unnikrishnan
4 Pewsey, Arthur
4 Rachev, Svetlozar T.
4 Soltani, Ahmad Reza
4 Tafakori, Laleh
4 Trindade, A. Alexandre
4 Unser, Michael A.
4 Wallin, Jonas
4 Wang, Min
4 Zeifman, Alexander Izrailevich
3 Alhamzawi, Rahim
3 Baxevani, Anastassia
3 Bidram, Hamid
3 Bologna, Mauro
3 Bretó, Carles
3 Dębicki, Krzysztof
3 Desgagné, Alain
3 Eliwa, Mohamed S.
3 Fragiadakis, Konstantinos
3 Gijbels, Irène
3 Grabchak, Michael
3 Hernández-Bastida, Agustin
3 Jammalamadaka, Sreenivasa Rao
3 Jiménez-Gamero, María Dolores
3 Kachour, Maher
3 Lafaye de Micheaux, Pierre
3 Lemonte, Artur José
3 Masmoudi, Afif
3 Mazur, Stepan
3 Nekoukhou, Vahid
3 Pakes, Anthony G.
3 Punzo, Antonio
3 Raqab, Mohammad Zayed
3 Rodrigues, Josemar
3 Rychlik, Igor
3 Sankaran, Paduthol Godan
3 Scalas, Enrico
3 Song, Weixing
3 Taufer, Emanuele
3 Tian, Maozai
3 Tian, Yuzhu
3 van Dorp, Johan René
3 Vellaisamy, Palaniappan
3 Verhasselt, Anneleen
3 Weron, Aleksander
3 Zhu, Lixing
2 Abid, Rahma
2 Al-Kandari, Noriah M. A.
2 Alamatsaz, Mohammad Hossein
2 Aly, Emad-Eldin A. A.
2 Amini-Dehak, Mohammad
2 Amponsah, Charles K.
2 Angelov, Angel G.
2 Bakouch, Hassan Salah
...and 1,010 more Authors
all top 5

Cited in 198 Serials

51 Statistics & Probability Letters
44 Communications in Statistics. Theory and Methods
30 Computational Statistics and Data Analysis
19 Journal of Multivariate Analysis
19 Journal of Statistical Planning and Inference
19 Journal of Statistical Computation and Simulation
16 Statistical Papers
14 Brazilian Journal of Probability and Statistics
13 Physica A
13 Communications in Statistics. Simulation and Computation
13 Journal of Applied Statistics
12 Methodology and Computing in Applied Probability
11 Journal of Mathematical Analysis and Applications
11 Mathematical and Computer Modelling
10 Journal of Applied Probability
10 Journal of Statistical Theory and Practice
9 Computational Statistics
9 Extremes
8 Metrika
8 Journal of Computational and Applied Mathematics
8 Journal of Theoretical Probability
8 Stochastic Processes and their Applications
8 Journal of the Korean Statistical Society
7 Annals of the Institute of Statistical Mathematics
7 Statistica
7 Journal of Statistical Distributions and Applications
6 Journal of Statistical Physics
6 Lithuanian Mathematical Journal
6 European Journal of Operational Research
6 Statistical Methodology
6 AStA. Advances in Statistical Analysis
6 Electronic Journal of Statistics
5 Chaos, Solitons and Fractals
5 Biometrics
5 Statistica Neerlandica
5 Insurance Mathematics & Economics
5 Lobachevskii Journal of Mathematics
5 Statistical Methods and Applications
5 Statistics and Computing
4 Advances in Applied Probability
4 Scandinavian Journal of Statistics
4 Bulletin of Mathematical Biology
4 Statistics
4 Machine Learning
4 Test
4 Journal of Mathematical Sciences (New York)
4 Bernoulli
4 Statistical Modelling
4 The European Physical Journal B. Condensed Matter and Complex Systems
4 The Annals of Applied Statistics
4 Journal of Probability and Statistics
4 Sankhyā. Series B
4 Journal of Theoretical Biology
4 Bayesian Analysis
3 Journal of Mathematical Physics
3 The Annals of Probability
3 Applied Mathematics and Computation
3 Information Sciences
3 International Statistical Review
3 Journal of Econometrics
3 Stochastic Analysis and Applications
3 Applied and Computational Harmonic Analysis
3 Fractional Calculus & Applied Analysis
3 Applied Stochastic Models in Business and Industry
3 Sankhyā. Series A
2 The American Statistician
2 The Canadian Journal of Statistics
2 Indian Journal of Pure & Applied Mathematics
2 Moscow University Mathematics Bulletin
2 The Annals of Statistics
2 Journal of the American Statistical Association
2 Journal of Mathematical Psychology
2 The Journal of Mathematical Sociology
2 Mathematica Slovaca
2 Proceedings of the American Mathematical Society
2 Results in Mathematics
2 Theoretical Computer Science
2 Bulletin of the Korean Mathematical Society
2 Circuits, Systems, and Signal Processing
2 Probability and Mathematical Statistics
2 Journal of Classification
2 Statistical Science
2 Journal of Economic Dynamics & Control
2 Applied Mathematics Letters
2 Annals of Operations Research
2 Applied Mathematics. Series B (English Edition)
2 Mathematical Methods of Statistics
2 Filomat
2 Lifetime Data Analysis
2 Complexity
2 Electronic Journal of Probability
2 The Journal of Fourier Analysis and Applications
2 Communications in Nonlinear Science and Numerical Simulation
2 Econometric Theory
2 Scandinavian Actuarial Journal
2 Quantitative Finance
2 Journal of Systems Science and Complexity
2 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Hacettepe Journal of Mathematics and Statistics
...and 98 more Serials

Citations by Year

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