| Wybrane publikacje |
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| 1 | Artykuł 2025
Joanna B Janczura Wojciech Żuławiński Hamid Shiri Tomasz Barszcz, Radosław Zimroz Agnieszka Wyłomańska| Prediction of machine state for non-Gaussian degradation model using Hidden Markov Model approach. Eksploatacja i Niezawodność - Maintenance and Reliability. 2025, vol. 27, nr 2, s. 1-25. ISSN: 1507-2711; 2956-3860 | | Zasoby:DOISFX |     |
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| 2 | Artykuł 2025
Joanna B Janczura| Expectile regression averaging method for probabilistic forecasting of electricity prices. Computational Statistics. 2025, vol. 40, nr 2, s. 683-700. ISSN: 0943-4062; 1613-9658 | | Zasoby:DOIURLSFX | |
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| 3 | Artykuł 2024
Joanna B Janczura Andrzej R Puć Łukasz Bielak, Agnieszka Wyłomańska| Product of bi-dimensional VAR(1) model components. An application to the cost of electricity load prediction errors. Statistics and Risk Modeling. 2024, vol. 41, nr 1/2, s. 1-26. ISSN: 2193-1402; 2196-7040 | | Zasoby:DOIURLSFX | |
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| 4 | Artykuł 2023
Joanna B Janczura Marcin Magdziarz Ralf Metzler,| Parameter estimation of the fractional Ornstein-Uhlenbeck process based on quadratic variation. Chaos. 2023, vol. 33, nr 10, art. 103125, s. 1-12. ISSN: 1054-1500; 1089-7682 | | Zasoby:DOIURLSFX | |
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| 5 | Artykuł 2023
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| 6 | Artykuł 2023
Monika Muszkieta Joanna B Janczura| A compressed sensing approach to interpolation of fractional Brownian trajectories for a single particle tracking experiment. Applied Mathematics and Computation. 2023, vol. 446, art. 127900, s. 1-12. ISSN: 0096-3003; 1873-5649 | | Zasoby:DOIURLSFX | |
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| 7 | Artykuł 2023
Joanna B Janczura Andrzej R Puć| ARX-GARCH probabilistic price forecasts for diversification of trade in electricity markets—variance stabilizing transformation and financial risk-minimizing portfolio allocation. Energies. 2023, vol. 16, nr 2, art. 807, s. 1-28. ISSN: 1996-1073 | | Zasoby:DOIURLSFX | |
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| 8 | Artykuł 2022
Julia Adamska, Łukasz Bielak, Joanna B Janczura Agnieszka Wyłomańska| From multi- to univariate: a product random variable with an application to electricity market transactions: Pareto and Student's t-distribution case. Mathematics. 2022, vol. 10, nr 18, art. 3371, s. 1-29. ISSN: 2227-7390 | | Zasoby:DOIURLSFX | |
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| 9 | Artykuł 2022
Joanna B Janczura Edyta Wójcik,| 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 market case study. Energy Economics. 2022, vol. 110, art. 106015, s. 1-16. ISSN: 0140-9883; 1873-6181 | | Zasoby:DOIURLSFX | |
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| 10 | Artykuł 2022
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