- Outliers and the Ostensibly Heavy Tails2019 | Faculty of Mathematics and Physics
- Heavy tailed durations of regional rainfall2008 | Faculty of Mathematics and Physics
- Stability and Heavy-Tailness2017 | Faculty of Mathematics and Physics
- On Hurst exponent estimation under heavy-tailed distributions2010 | Publication without faculty affiliation
- Power-law cross-correlations estimation under heavy tails2016 | Faculty of Social Sciences
- Heavy-Tailed Probability Distributions: Some Examples of Their Appearance2023 | Faculty of Mathematics and Physics
- Fractional absolute moments of heavy tailed distributions2016 | Faculty of Mathematics and Physics
- A note on estimators of heavy-tailed distributions1999 | Faculty of Mathematics and Physics
- Classical and modified rescaled range analysis: sampling properties under heavy tailsPublication without faculty affiliation
- Regression rank scores tests against heavy-tailed alternatives1999 | Faculty of Mathematics and Physics
- Large deviations for Minkowski sums of heavy-tailed generally non-convex random compact sets2011 | Faculty of Mathematics and Physics
- A large deviation principle for Minkowski sums of heavy-tailed random compact convex sets with finite expectation2011 | Faculty of Mathematics and Physics
- Dominance-Based Decision Rules for Pension Fund Selection under Different Distributional Assumptions2020 | Faculty of Mathematics and Physics
- Remark on extreme regression quantile II2007 | Faculty of Mathematics and Physics
- Finite-sample behavior of robust estimators2011 | Faculty of Mathematics and Physics
- Estimation of the tail of a distribution basing on characteristic function2016 | Faculty of Mathematics and Physics
- Do Not Use I.F. for Scientific Value Estimation2024 | Faculty of Mathematics and Physics
- On Sibuya-like distributions in branching and birth-and-death processes2024 | Faculty of Mathematics and Physics
- Non-stationary volatility with highly anti-persistent increments: An alternative paradigm in volatility modeling?2012 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- The Application of Extreme Value Theory in Operational Risk Management2012 | Publication without faculty affiliation
- Non-stationary volatility with highly anti-persistent increments: evidence from range-based volatility2013 | Faculty of Social Sciences, Faculty of Mathematics and Physics
- Operational risk and economic capital modeling2010 | Faculty of Social Sciences
- Generalized stable distributions and their applicationsPublication without faculty affiliation
- Spatio-temporal network modelling and analysis of global strong earthquakes (M-w >= 6.0)2020 | Faculty of Science
- Approximated maximum likelihood estimation of parameters of discrete stable family2014 | Faculty of Mathematics and Physics
- The importance of operational risk modeling for economic capital management in banking +22010 | Faculty of Social Sciences
- Change-point detection in a linear model by adaptive fused quantile method2020 | Faculty of Mathematics and Physics
- Quantile LASSO in arbitrage-free option markets2020 | Faculty of Mathematics and Physics