Anna K. Panorska

Available identifiers

zbMath Open panorska.anna-kMaRDI QIDQ935336

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6142215	2024-01-25	Paper
A discrete truncated Zipf distribution	2023-12-15	Paper
Slash distributions, generalized convolutions, and extremes	2023-07-13	Paper
The Greenwood statistic, stochastic dominance, clustering and heavy tails	2023-01-05	Paper
A generalized linear model for multivariate events	2021-07-29	Paper
A new trivariate model for stochastic episodes	2021-07-14	Paper
A flexible multivariate model for high-dimensional correlated count data	2021-07-14	Paper
A general stochastic model for bivariate episodes driven by a gamma sequence	2021-07-14	Paper
A discrete truncated Pareto distribution	2019-03-13	Paper
A bivariate distribution with Lomax and geometric margins	2018-11-12	Paper
The joint distribution of the sum and maximum of dependent Pareto risks	2018-08-16	Paper
The joint distribution of the sum and the maximum of heterogeneous exponential random variables	2018-06-20	Paper
A Mixed Bivariate Distribution Connected with Geometric Maxima of Exponential Variables	2014-07-29	Paper
The Joint Distribution of the Sum and the Maximum of IID Exponential Random Variables	2012-08-02	Paper
https://portal.mardi4nfdi.de/entity/Q3010712	2011-06-27	Paper
A new multivariate model involving geometric sums and maxima of exponentials	2011-04-15	Paper
Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio	2009-03-24	Paper
Testing Exponentiality Versus Pareto Distribution via Likelihood Ratio	2008-11-21	Paper
A bivariate Lévy process with negative binomial and gamma marginals	2008-08-06	Paper
Parameter Estimation for the Truncated Pareto Distribution	2007-08-20	Paper
A mixed bivariate distribution with exponential and geometric marginals	2005-08-22	Paper
Operator geometric stable laws	2005-02-23	Paper
Testing symmetry under a skew Laplace model.	2004-02-03	Paper
Simulation of geometric stable and other limiting multivariate distributions arising in random summation scheme	2002-10-06	Paper
Estimation of stable spectral measures	2002-06-13	Paper
Multivariate geometric stable distributions in financial applications.	2002-05-05	Paper
Generalized convolutions on \(\mathbf R\) with applications to financial modeling	2002-05-05	Paper
Weak limits for multivariate random sums	1999-03-10	Paper
On moments and tail behavior of \(\nu\)-stable random variables	1999-02-02	Paper
Data analysis for heavy tailed multivariate samples	1998-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q4351943	1998-01-07	Paper
Generalized stable models for financial asset returns	1996-07-23	Paper
https://portal.mardi4nfdi.de/entity/Q4885513	1996-07-15	Paper
Stable GARCH models for financial time series	1996-05-02	Paper

Research outcomes over time

Doctoral students

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