Jacek Leśkow

Available identifiers

zbMath Open leskow.jacekMaRDI QIDQ964808

List of research outcomes

Publication	Date of Publication	Type
Student's-\(t\) process with spatial deformation for spatio-temporal data	2023-01-13	Paper
Central Limit Theorem in the Functional Approach	2018-08-22	Paper
Transformed GARMA model: Properties and simulations	2018-03-13	Paper
Block Bootstrap for the Autocovariance Coefficients of Periodically Correlated Time Series	2016-02-25	Paper
A generalized block bootstrap for seasonal time series	2014-12-10	Paper
Subsampling for continuous-time almost periodically correlated processes	2014-06-10	Paper
Resampling methods for time series level crossings	2014-01-28	Paper
A Bootstrap Algorithm for Data from a Periodic Multiplicative Intensity Function	2011-06-10	Paper
Nonrelatively measurable functions for secure communications signal design	2010-05-19	Paper
Subsampling in testing autocovariance for periodically correlated time series	2010-04-22	Paper
On bootstrapping periodic random arrays with increasing period	2010-04-21	Paper
Foundations of the functional approach for signal analysis	2009-10-29	Paper
Bootstrap Resampling Tests for Quantized Time Series	2008-03-06	Paper
Simultaneous confidence bands for the integrated hazard function	2006-01-14	Paper
https://portal.mardi4nfdi.de/entity/Q5701437	2005-11-03	Paper
Quantile prediction for time series in the fraction-of-time probability framework.	2003-01-21	Paper
Functional limit theory for the spectral covariance estimator	2003-01-09	Paper
Testing stationarity for stock market data	1997-02-27	Paper
Laws of large numbers for periodically and almost periodically correlated processes	1995-05-14	Paper
Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes	1995-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q4306143	1994-10-13	Paper
Ergodic behavior and estimation for periodically correlated processes	1993-02-22	Paper
Estimation of the Fourier coefficient functions and their spectral densities for \(\phi\)-mixing almost periodically correlated processes	1993-01-16	Paper
https://portal.mardi4nfdi.de/entity/Q4020344	1993-01-16	Paper
A note on kernel smoothing of an estimator of a periodic function in the multiplicative intensity model	1989-01-01	Paper
Histogram maximum likelihood estimator in the multiplicative intensity model	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3830376	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3795103	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3339855	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3657126	1983-01-01	Paper

Research outcomes over time

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