K
Krzysztof Podgórski
Researcher at Lund University
Publications - 104
Citations - 2846
Krzysztof Podgórski is an academic researcher from Lund University. The author has contributed to research in topics: Laplace distribution & Gaussian. The author has an hindex of 20, co-authored 100 publications receiving 2530 citations. Previous affiliations of Krzysztof Podgórski include University of Limerick & Wrocław University of Technology.
Papers
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Book
The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance
TL;DR: This book describes the inferential and modeling advantages that this distribution, together with its generalizations and modifications, offers.
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Asymmetric laplace laws and modeling financial data
TL;DR: Asymmetric Laplace laws as mentioned in this paper form a subclass of geometric stable distributions, the limiting laws in the random summation scheme with a geometric number of terms, and they play a role analogous to that of normal distribution among stable Paretian laws.
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Models for road surface roughness
TL;DR: In this article, three road profile models are proposed: a homogenous Laplace moving average process, a non-homogeneous Laplace process and a hybrid model that combines Gaussian and Laplace modelling.
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Multivariate generalized Laplace distribution and related random fields
TL;DR: A construction of a class of moving average vector processes driven by multivariate Laplace motion is discussed, which provides an attractive alternative to those based on Gaussianity, in presence of asymmetry and heavy tails in empirical data.