55 citations · 62 across the 6 of their papers we have counts for
7 papers
Testing and estimation of the index of stability of univariate and bivariate symmetric stable distributions via modified Greenwood statistic
Katarzyna Skowronek, Marek Arendarczyk, Anna K. Panorska +2
We propose a testing and estimation methodology for univariate and bivariate symmatric -stable distributions using a modified version of the Greenwood statistic. Originally desi…
Modified Greenwood statistic and its application for statistical testing
Katarzyna Skowronek, Marek Arendarczyk, Radosław Zimroz +1
In this paper, we explore the modified Greenwood statistic, which, in contrast to the classical Greenwood statistic, is properly defined for random samples from any distribution. T…
Asymptotic properties of extremal Markov processes driven by Kendall convolution
Marek Arendarczyk, Barbara Jasiulis-Gołdyn, Edward Omey
This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected to the Kendall convolution. In particul…
On the asymptotics of supremum distribution for some iterated processes
Marek Arendarczyk
In this paper, we study the asymptotic behavior of supremum distribution of some classes of iterated stochastic processes , where $\{X(t) : t \in \…
On the tail asymptotics of the area swept under the Brownian storage graph
Marek Arendarczyk, Krzysztof Dȩbicki, Michel Mandjes
In this paper, the area swept under the workload graph is analyzed: with denoting the stationary workload process, the asymptotic behavior of \[π_{T(u)}(u):={\ma…
Exact asymptotics of supremum of a stationary Gaussian process over a random interval
Marek Arendarczyk, Krzysztof Debicki
Let be a centered stationary Gaussian process. We study the exact asymptotics of $\pr (\sup_{s \in [0,T]} X(t) > u)$, as , where i…
Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
Marek Arendarczyk, Krzysztof Dȩbicki
Let be a centered Gaussian process with stationary increments and variance function . We study the exact asymptotics of ${\mathbb{P}}(\sup_{t\in…