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Janusz Gajda
Janusz Gajda
University of Warsaw, Faculty of Economic Sciences
Verified email at wne.uw.edu.pl
Title
Cited by
Cited by
Year
Fractional Fokker-Planck equation with tempered -stable waiting times: Langevin picture and computer simulation
J Gajda, M Magdziarz
Physical Review E 82 (1), 011117, 2010
1322010
Codifference as a practical tool to measure interdependence
A Wyłomańska, A Chechkin, J Gajda, IM Sokolov
Physica A: Statistical Mechanics and its Applications 421, 412-429, 2015
672015
The modified Yule-Walker method for α-stable time series models
P Kruczek, A Wyłomańska, M Teuerle, J Gajda
Physica A: Statistical Mechanics and its Applications 469, 588-603, 2017
462017
Time-changed Ornstein–Uhlenbeck process
J Gajda, A Wyłomańska
Journal of Physics A: Mathematical and Theoretical 48 (13), 135004, 2015
342015
Elucidating distinct ion channel populations on the surface of hippocampal neurons via single-particle tracking recurrence analysis
G Sikora, A Wyłomańska, J Gajda, L Solé, EJ Akin, MM Tamkun, D Krapf
Physical Review E 96 (6), 062404, 2017
332017
Geometric Brownian motion with tempered stable waiting times
J Gajda, A Wyłomańska
Journal of Statistical Physics 148, 296-305, 2012
332012
Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators
A Kumar, J Gajda, A Wyłomańska, R Połoczański
Methodology and Computing in Applied Probability 21, 185-202, 2019
292019
Kramers’ escape problem for fractional Klein-Kramers equation with tempered -stable waiting times
J Gajda, M Magdziarz
Physical Review E 84 (2), 021137, 2011
292011
Comment on fractional Fokker–Planck equation with space and time dependent drift and diffusion
M Magdziarz, J Gajda, T Zorawik
Journal of Statistical Physics 154, 1241-1250, 2014
272014
Fokker–Planck type equations associated with fractional Brownian motion controlled by infinitely divisible processes
J Gajda, A Wyłomańska
Physica A: Statistical Mechanics and Its Applications 405, 104-113, 2014
252014
ANOMALOUS DYNAMICS OF BLACK-SCHOLES MODEL TIME-CHANGED BY INVERSE SUBORDINATORS.
M Magdziarz, J Gajda
Acta Physica Polonica B 43 (5), 2012
252012
Stability and lack of memory of the returns of the Hang Seng index
K Burnecki, J Gajda, G Sikora
Physica A: Statistical Mechanics and its Applications 390 (18-19), 3136-3146, 2011
242011
Tempered stable Lévy motion driven by stable subordinator
J Gajda, A Wyłomańska
Physica A: Statistical Mechanics and its Applications 392 (15), 3168-3176, 2013
192013
Stable continuous-time autoregressive process driven by stable subordinator
A Wyłomańska, J Gajda
Physica A: Statistical Mechanics and its Applications 444, 1012-1026, 2016
162016
Probabilistic properties of detrended fluctuation analysis for Gaussian processes
G Sikora, M Höll, J Gajda, H Kantz, A Chechkin, A Wyłomańska
Physical review E 101 (3), 032114, 2020
132020
Fractional differentiation and its use in machine learning
R Walasek, J Gajda
International Journal of Advances in Engineering Sciences and Applied …, 2021
122021
Enabling machine learning algorithms for credit scoring--explainable artificial intelligence (XAI) methods for clear understanding complex predictive models
P Biecek, M Chlebus, J Gajda, A Gosiewska, A Kozak, D Ogonowski, ...
arXiv preprint arXiv:2104.06735, 2021
122021
Tempered Mittag-Leffler Lévy processes
A Kumar, NS Upadhye, A Wyłomańska, J Gajda
Communications in Statistics-theory and Methods 48 (2), 396-411, 2019
122019
Modeling of water usage by means of ARFIMA–GARCH processes
J Gajda, G Bartnicki, K Burnecki
Physica A: Statistical Mechanics and its Applications 512, 644-657, 2018
122018
Subordinated continuous-time AR processes and their application to modeling behavior of mechanical system
J Gajda, A Wyłomańska, R Zimroz
Physica A: Statistical Mechanics and its Applications 464, 123-137, 2016
112016
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Articles 1–20