Publication | Date of Publication | Type |
---|
Uniform asymptotic normality of weighted sums of short-memory linear processes | 2020-05-12 | Paper |
Uniform asymptotic normality of self-normalized weighted sums of random variables | 2020-03-11 | Paper |
Computation of \(p\)-variation | 2019-02-22 | Paper |
An extended product integral, a modified linear integral equation, and functions of bounded \(p\)-variation | 2015-10-22 | Paper |
Weighted power variation of integrals with respect to a Gaussian process | 2015-06-15 | Paper |
A central limit theorem for a weighted power variation of a Gaussian process | 2014-09-08 | Paper |
A complement to Gladyshev's theorem | 2014-01-15 | Paper |
Nonlinear integral equations with respect to functions having bounded \(p\)-variation | 2013-12-05 | Paper |
Concrete Functional Calculus | 2010-11-18 | Paper |
\(\Phi \)-variation of a bifractional Brownian motion | 2009-10-27 | Paper |
Convergence in law of partial sum processes in \(p\)-variation norm | 2008-09-22 | Paper |
Rough functions: \(p\)-variation, calculus, and index estimation | 2008-05-20 | Paper |
Gaussian chaos laws on Banach function spaces | 2008-01-16 | Paper |
Weighted invariance principle for Banach space-valued random variables | 2004-10-15 | Paper |
The \(p\)-variation and an extension of the class of semimartingales | 2003-12-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q2769699 | 2002-10-07 | Paper |
Estimating the \(p\)-variation index of a sample function: an application to financial data set | 2002-08-20 | Paper |
Chain rules and p-variation | 2002-02-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q4955461 | 2001-12-05 | Paper |
Quadratic variation, p-variation and integration with applications to stock price modelling | 2001-08-13 | Paper |
Stochastic integral equations without probability | 2001-06-13 | Paper |
Modelling of stock price changes: a real analysis approach | 2001-03-01 | Paper |
Convergence of weighted partial sums when the limiting distribution is not necessarily Radon | 2001-01-17 | Paper |
Differentiability of six operators on nonsmooth functions and \(p\)-variation. With the collaboration of Jinghua Qian | 1999-08-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q3842428 | 1999-04-15 | Paper |
https://portal.mardi4nfdi.de/entity/Q4231575 | 1999-03-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4231626 | 1999-03-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4229941 | 1999-03-01 | Paper |
Uniform convergence of the empirical spectral distribution function | 1999-01-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4874041 | 1996-08-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4877612 | 1996-08-13 | Paper |
Stable processes with sample paths in Orlicz spaces | 1996-07-18 | Paper |
The Strassen law of the iterated logarithm in Banach function spaces | 1996-06-16 | Paper |
Laws of large numbers for \(L\)-statistics | 1995-10-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4315068 | 1994-12-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4310709 | 1994-11-02 | Paper |
Distributions of tail empirical processes on Banach function spaces | 1994-07-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q3139490 | 1994-03-07 | Paper |
The central limit theorem for empirical and quantile processes in some Banach spaces | 1994-01-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q4014950 | 1992-10-27 | Paper |
The law of the iterated logarithm for random variables with heavy tails and empirical processes | 1992-06-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q3362297 | 1992-01-01 | Paper |
Asymptotic behaviour of linear combinations of functions of order statistics | 1991-01-01 | Paper |
Rate of convergence in the central limit theorem for empirical processes | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3352182 | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4729073 | 1988-01-01 | Paper |
Strong laws of large numbers for fields of Banach space valued random variables | 1987-01-01 | Paper |
Limit theorems for methods of summation of independent random variables. II | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3797940 | 1987-01-01 | Paper |
On Almost Sure Behavior of Sums of Independent B<scp>anach</scp> Space Valued Random Variables | 1986-01-01 | Paper |
Law of large numbers with respect to a quasinorm. I | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3223618 | 1984-01-01 | Paper |