| Identifying spikes and seasonal components in electricity spot price data: A guide to robust modeling J Janczura, S Trück, R Weron, RC Wolff Energy Economics 38, 96-110, 2013 | 310 | 2013 |
| An empirical comparison of alternate regime-switching models for electricity spot prices J Janczura, R Weron Energy economics 32 (5), 1059-1073, 2010 | 296 | 2010 |
| Universal algorithm for identification of fractional Brownian motion. A case of telomere subdiffusion K Burnecki, E Kepten, J Janczura, I Bronshtein, Y Garini, A Weron Biophysical journal 103 (9), 1839-1847, 2012 | 190 | 2012 |
| Efficient estimation of Markov regime-switching models: An application to electricity spot prices J Janczura, R Weron AStA Advances in Statistical Analysis 96 (3), 385-407, 2012 | 141 | 2012 |
| Subordinated α-stable Ornstein–Uhlenbeck process as a tool for financial data description J Janczura, S Orzeł, A Wyłomańska Physica A: Statistical Mechanics and its Applications 390 (23-24), 4379-4387, 2011 | 81 | 2011 |
| Impulsive noise cancellation method for copper ore crusher vibration signals enhancement A Wyłomańska, R Zimroz, J Janczura, J Obuchowski IEEE Transactions on Industrial Electronics 63 (9), 5612-5621, 2016 | 75 | 2016 |
| Subdynamics of financial data from fractional Fokker-Planck equation J Janczura, A Wyłomańska | 74 | 2009 |
| Classification of particle trajectories in living cells: Machine learning versus statistical testing hypothesis for fractional anomalous diffusion J Janczura, P Kowalek, H Loch-Olszewska, J Szwabiński, A Weron Physical Review E 102 (3), 032402, 2020 | 69 | 2020 |
| Black swans or dragon-kings? A simple test for deviations from the power law J Janczura, R Weron The European Physical Journal Special Topics 205 (1), 79-93, 2012 | 64 | 2012 |
| Statistical testing approach for fractional anomalous diffusion classification A Weron, J Janczura, E Boryczka, T Sungkaworn, D Calebiro Physical Review E 99 (4), 042149, 2019 | 49 | 2019 |
| Anomalous diffusion models: different types of subordinator distribution J Janczura, A Wyłomańska arXiv preprint arXiv:1110.2868, 2011 | 47 | 2011 |
| Identifying heterogeneous diffusion states in the cytoplasm by a hidden Markov model J Janczura, M Balcerek, K Burnecki, A Sabri, M Weiss, D Krapf New Journal of Physics 23 (5), 053018, 2021 | 46 | 2021 |
| Regime-switching models for electricity spot prices: Introducing heteroskedastic base regime dynamics and shifted spike distributions J Janczura, R Weron 2009 6th International Conference on the European Energy Market, 1-6, 2009 | 40 | 2009 |
| Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish … J Janczura, E Wójcik Energy Economics 110, 106015, 2022 | 38 | 2022 |
| Building loss models K Burnecki, J Janczura, R Weron Statistical tools for finance and insurance, 293-328, 2011 | 38 | 2011 |
| Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach J Janczura Mathematical methods of operations research 79 (1), 1-30, 2014 | 35 | 2014 |
| Properties of the relaxation time distribution underlying theKohlrausch–Williams–Watts photoionization of the DX centers inCd1− xMnxTe mixed crystals J Trzmiel, K Weron, J Janczura, E Placzek-Popko Journal of Physics: Condensed Matter 21 (34), 345801, 2009 | 34 | 2009 |
| Ergodicity testing for anomalous diffusion: Small sample statistics J Janczura, A Weron The Journal of Chemical Physics 142 (14), 2015 | 31 | 2015 |
| Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling Ł Bielak, A Grzesiek, J Janczura, A Wyłomańska Resources Policy 74, 102308, 2021 | 25 | 2021 |
| Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices J Janczura, R Weron AStA Advances in Statistical Analysis 97 (3), 239-270, 2013 | 25 | 2013 |
