Joanna Janczura

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Expectile regression averaging method for probabilistic forecasting of electricity prices Computational Statistics	2025-03-21	Paper
Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation Chaos	2024-06-10	Paper
Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors Statistics & Risk Modeling	2024-01-18	Paper
A compressed sensing approach to interpolation of fractional Brownian trajectories for a single particle tracking experiment Applied Mathematics and Computation	2023-04-21	Paper
On the distribution of the product of two continuous random variables with an application to electricity market transactions. Finite and infinite-variance case	2021-11-26	Paper
Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach Applied Mathematics and Computation	2021-11-09	Paper
Efficient estimation of Markov regime-switching models: an application to electricity spot prices AStA. Advances in Statistical Analysis	2018-12-19	Paper
Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices AStA. Advances in Statistical Analysis	2018-11-08	Paper
Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach Mathematical Methods of Operations Research	2014-03-25	Paper
Anomalous diffusion models: different types of subordinator distribution	2011-10-13	Paper

Research outcomes over time

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