- Arendarczyk, M., Kozubowski, T. J., Panorska, A. K. Slash distributions, generalized convolutions, and extremes. Annals of the Institute of Statistical Mathematics (.pdf) (www)
- Arendarczyk, M., Jasiulis-Gołdyn, B. H., Omey, E. Asymptotic properties of extremal Markov processes driven by Kendall convolution. Submitted. (.pdf)
- Arendarczyk, M., Kozubowski, T. J., Panorska, A. K. Preparing Students for the Future: Extreme Events and Power Tails. Journal of Statistics and Data Science Education (.pdf)
- Arendarczyk, M., Kozubowski, T. J., Panorska, A. K. (2022) A Computational Approach to Confidence Intervals and Testing for Generalized Pareto Index Using the Greenwood Statistic. REVSTAT-Statistical Journal (.pdf)
- Arendarczyk, M., Kozubowski, T. J., Panorska, A. K. (2022) A Computational Approach to Confidence Intervals and Testing for Generalized Pareto Index Using the Greenwood Statistic: APPENDIXES. REVSTAT-Statistical Journal (.pdf)
- Arendarczyk, M., Kozubowski, T. J., Panorska, A. K. (2022) The Greenwood statistic, stochastic dominance, clustering and heavy tails. Scand. J. Stat. 49, 331 - 352. (.pdf)
- Arendarczyk, M., Kozubowski, T. J., Panorska, A. K. (2022) Supplementary Material for "The Greenwood statistic, stochastic dominance, clustering, and heavy tails". Scand. J. Stat. (.pdf)
- Jasiulis-Gołdyn, B.H.; Arendaczyk, M; Borowiecka-Olszewska, M.; Misiewicz, J.K.; Omey, E.; Rosiński, J. (2020) Infinitely divisible probability measures under generalized convolutions Proceedings of the 62nd ISI World Statistics Congress 2019: Special Topic Session. Vol. 3; 105 - 113. (.pdf)
- Arendarczyk, M., Kozubowski, T. J., Panorska, A. K. (2018) The Joint Distribution of the Sum and the Maximum of Dependent Pareto Risks. J. Multivariate Anal. 167, 136 - 156. (.pdf)
- Arendarczyk, M., Kozubowski, T. J., Panorska, A. K. (2018) The joint distribution of the sum and the maximum of heterogeneous exponential random variables. Statistics & Probability Letters 139, 10 - 19. (.pdf)
- Arendarczyk, M., Kozubowski, T. J., Panorska, A. K. (2018) A bivariate distribution with Lomax and geometric marginals. Journal of the Korean Statistical Society. 47(4), 405 - 422. (.pdf)
- Arendarczyk, M. (2017) On the asymptotics of supremum distribution for some iterated processes. Extremes 20, 451 - 474 (.pdf)
- Arendarczyk, M., Dębicki, K., Mandjes, M. (2014) On the tail asymptotics of the area swept under the Brownian storage graph. Bernoulli 20, No. 2, 395 - 415. (.pdf)
- Arendarczyk, M., Dębicki, K. (2012) Exact asymptotics of supremum of a stationary Gaussian process over a random interval. Statistics & Probability Letters 82, 645 - 652. (.pdf)
- Arendarczyk, M., Dębicki, K. (2011) Asymptotics of supremum distribution of a Gaussian process over a Weibullian time. Bernoulli 17, No. 1, 194 - 210. (.pdf)