| Strongly consistent and asymptotically normal estimation of the covariance for almost periodically correlated processes HL Hurd, J Leskow Statistics & Risk Modeling 10 (3), 201-226, 1992 | 77 | 1992 |
| A generalized block bootstrap for seasonal time series AE Dudek, J Leśkow, E Paparoditis, DN Politis Journal of Time Series Analysis 35 (2), 89-114, 2014 | 62 | 2014 |
| Finding a frequency signature for a cyclostationary signal with applications to wheel bearing diagnostics W Cioch, O Knapik, J Leśkow Mechanical Systems and Signal Processing 38 (1), 55-64, 2013 | 58 | 2013 |
| Estimation of the Fourier coefficient functions and their spectral densities for\gf-mixing almost periodically correlated processes HL Hurd, J Leskow Statistics & probability letters 14 (4), 299-306, 1992 | 55 | 1992 |
| Linear filtration methods for statistical analysis of periodically correlated random processes—Part II: Harmonic series representation I Javorskyj, J Leśkow, I Kravets, I Isayev, E Gajecka Signal processing 91 (11), 2506-2519, 2011 | 48 | 2011 |
| Person recognition based on touch screen gestures using computational intelligence methods K Rzecki, P Pławiak, M Niedźwiecki, T Sośnicki, J Leśkow, M Ciesielski Information Sciences 415, 70-84, 2017 | 47 | 2017 |
| Subsampling in testing autocovariance for periodically correlated time series Ł Lenart, J Leśkow, R Synowiecki Journal of Time Series Analysis 29 (6), 995-1018, 2008 | 39 | 2008 |
| Central limit theorem in the functional approach D Dehay, J Leskow, A Napolitano IEEE Transactions on Signal Processing 61 (16), 4025-4037, 2013 | 33 | 2013 |
| Functional limit theory for the spectral covariance estimator D Dehay, J Leśkow Journal of Applied Probability 33 (4), 1077-1092, 1996 | 33 | 1996 |
| Linear filtration methods for statistical analysis of periodically correlated random processes—Part I: Coherent and component methods and their generalization I Javorskyj, J Leśkow, I Kravets, I Isayev, E Gajecka Signal processing 92 (7), 1559-1566, 2012 | 32 | 2012 |
| Asymptotic normality of the spectral density estimators for almost periodically correlated stochastic processes J Léskow Stochastic Processes and their Applications 52 (2), 351-360, 1994 | 30 | 1994 |
| Ergodic behavior and estimation for periodically correlated processes J Leskow, A Weron Statistics & probability letters 15 (4), 299-304, 1992 | 26 | 1992 |
| Censored linear regression models for irregularly observed longitudinal data using the multivariate-t distribution AM Garay, LM Castro, J Leskow, VH Lachos Statistical methods in medical research 26 (2), 542-566, 2017 | 21 | 2017 |
| Foundations of the functional approach for signal analysis J Leśkow, A Napolitano Signal processing 86 (12), 3796-3825, 2006 | 18 | 2006 |
| On bootstrapping periodic random arrays with increasing period J Leśkow, R Synowiecki Metrika 71 (3), 253-279, 2010 | 17 | 2010 |
| Laws of large numbers for periodically and almost periodically correlated processes S Cambanis, C Houdré, H Hurd, J Leskow Stochastic Processes and their Applications 53 (1), 37-54, 1994 | 17 | 1994 |
| Cyclostationarity: Theory and methods F Chaari, J Leśkow, A Napolitano, A Sanchez-Ramirez Springer Science & Business Media, 2014 | 16 | 2014 |
| Subsampling for continuous-time almost periodically correlated processes D Dehay, A Dudek, J Leśkow Journal of Statistical Planning and Inference 150, 142-158, 2014 | 14 | 2014 |
| Cyclostationarity: theory and methods–IV F Chaari, J Leskow, A Napolitane, R Zimroz, A Wylomanska Springer International Publishing, 2020 | 13 | 2020 |
| Testing stationarity for stock market data D Dehay, J Leśkow Economics Letters 50 (2), 205-212, 1996 | 13 | 1996 |
