Krzysztof Podgórski
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- 2015
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Mark
A linear test for the global minimum variance portfolio for small sample and singular covariance
2015) In Working Papers in Statistics(
- Working paper/Preprint › Working paper
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Mark
Singular Inverse Wishart Distribution with Application to Portfolio Theory
2015) In Working Papers in Statistics(
- Working paper/Preprint › Working paper
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Mark
Third Cumulant for Multivariate Aggregate Claim Models
2015) In Working Papers in Statistics(
- Working paper/Preprint › Working paper
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Mark
Second-order continuous time moving avaerages via spectral representation
2015) In Working Papers in Statistics(
- Working paper/Preprint › Working paper
-
Mark
Tail behavior and dependence structure the APARCH model
2015) In Working Papers in Statistics(
- Working paper/Preprint › Working paper
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Mark
AR(1) time series with autoregressive gamma variance for road topography modeling
2015) In Working Papers in Statistics(
- Working paper/Preprint › Working paper
- 2014
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Mark
A model of significant wave height for reliability assessment of a ship
(
- Contribution to journal › Article
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Mark
Leverage effect for volatility with generalized Laplace error
(
- Contribution to journal › Article
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Mark
Review: Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning by Loïc Chaumont and Marc Yor
(
- Contribution to specialist publication or newspaper › Review (Book/Film/Exhibition/etc.)
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Mark
Decreased urge for palatable food after a two-month dietary intervention with green-plant membranes in overweight women
(
- Contribution to journal › Article