| Publication | Date of Publication | Type |
|---|
| Testing Stability in Functional Event Observations with an Application to IPO Performance | 2024-03-06 | Paper |
| Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models | 2024-03-06 | Paper |
| Tests of Normality of Functional Data | 2023-12-12 | Paper |
| Testing for changes in linear models using weighted residuals | 2023-09-19 | Paper |
| \(L_p\)-functionals for change point detection in random coefficient autoregressive models | 2023-09-04 | Paper |
| Inference in functional factor models with applications to yield curves | 2023-08-22 | Paper |
| Detecting common breaks in the means of high dimensional cross-dependent panels | 2022-12-06 | Paper |
| Limit results for \(L^p\) functionals of weighted CUSUM processes | 2022-10-26 | Paper |
| Change point tests in functional factor models with application to yield curves | 2022-08-02 | Paper |
| Estimation of the Mean of Functional Time Series and a Two-Sample Problem | 2022-07-11 | Paper |
| Trimmed Least Square Estimators for Stable Ar(1) Processes | 2022-05-09 | Paper |
| SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET | 2022-04-22 | Paper |
| Structural breaks in panel data: Large number of panels and short length time series | 2022-03-04 | Paper |
| Change point analysis of covariance functions: a weighted cumulative sum approach | 2022-03-01 | Paper |
| Monitoring for a change point in a sequence of distributions | 2021-12-03 | Paper |
| Detecting early or late changes in linear models with heteroscedastic errors | 2021-07-16 | Paper |
| Testing normality of data on a multivariate grid | 2020-08-28 | Paper |
| Some Remarks on the Nelson–Siegel Model | 2020-07-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5216388 | 2020-02-17 | Paper |
| Sequential monitoring for changes from stationarity to mild non-stationarity | 2020-02-17 | Paper |
| Detecting Changes in the Mean of Functional Observations | 2019-04-30 | Paper |
| Testing for randomness in a random coefficient autoregression model | 2019-04-30 | Paper |
| A new class of change point test statistics of R\'enyi type | 2019-04-03 | Paper |
| Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models | 2019-01-04 | Paper |
| ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS | 2018-12-14 | Paper |
| ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE | 2018-12-14 | Paper |
| Adaptive bandwidth selection in the long run covariance estimator of functional time series | 2018-08-15 | Paper |
| Testing Normality of Functional Time Series | 2018-07-11 | Paper |
| Detecting at‐Most‐m Changes in Linear Regression Models | 2017-07-21 | Paper |
| Change Point Detection with Stable AR(1) Errors | 2017-07-05 | Paper |
| ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS | 2017-05-16 | Paper |
| Segmenting mean-nonstationary time series via trending regressions | 2017-05-12 | Paper |
| Functional Generalized Autoregressive Conditional Heteroskedasticity | 2017-01-12 | Paper |
| Change point detection in heteroscedastic time series | 2016-12-08 | Paper |
| Delay times of sequential procedures for multiple time series regression models | 2016-07-04 | Paper |
| Statistical inference in a random coefficient panel model | 2016-05-18 | Paper |
| Testing for stochastic dominance using the weighted McFadden-type statistic | 2016-04-25 | Paper |
| On the extremal theory of continued fractions | 2016-04-07 | Paper |
| Addendum to: ``An introduction to functional data analysis and a principal component approach for testing the equality of mean curves | 2016-03-30 | Paper |
| On the asymptotic normality of kernel estimators of the long run covariance of functional time series | 2015-12-23 | Paper |
| Testing for independence between functional time series | 2015-10-30 | Paper |
| An introduction to functional data analysis and a principal component approach for testing the equality of mean curves | 2015-09-23 | Paper |
| Tests for Error Correlation in the Functional Linear Model | 2015-06-16 | Paper |
| Dependent functional linear models with applications to monitoring structural change | 2015-04-28 | Paper |
| Estimation of the time of change in panel data | 2015-03-15 | Paper |
| Extensions of some classical methods in change point analysis | 2015-01-29 | Paper |
| Rejoinder on: ``Extensions of some classical methods in change point analysis | 2015-01-29 | Paper |
| TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES | 2015-01-12 | Paper |
| LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS | 2014-09-25 | Paper |
| Trimmed stable AR(1) processes | 2014-09-04 | Paper |
| Testing stationarity of functional time series | 2014-08-07 | Paper |
| Testing for structural change of AR model to threshold AR model | 2014-08-06 | Paper |
| On the central limit theorem for modulus trimmed sums | 2014-06-05 | Paper |
| Change‐point detection in panel data | 2014-02-25 | Paper |
| A test of significance in functional quadratic regression | 2014-02-04 | Paper |
| Functional data analysis with increasing number of projections | 2014-01-13 | Paper |
| Test of independence for functional data | 2014-01-10 | Paper |
| Change-point detection in multinomial data using phi-divergence test statistics | 2014-01-10 | Paper |
| Structural breaks in time series | 2013-10-09 | Paper |
| A FUNCTIONAL VERSION OF THE ARCH MODEL | 2013-09-11 | Paper |
| Testing the Equality of Covariance Operators in Functional Samples | 2013-03-20 | Paper |
| Darling-Erdős limit results for change-point detection in panel data | 2013-02-28 | Paper |
| Weak invariance principles for sums of dependent random functions | 2013-01-24 | Paper |
| SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS | 2012-08-30 | Paper |
| Detecting changes in functional linear models | 2012-08-24 | Paper |
| On the reaction time of moving sum detectors | 2012-07-06 | Paper |
| ASYMPTOTIC BEHAVIOR OF TRIMMED SUMS | 2012-06-04 | Paper |
| A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS | 2012-05-14 | Paper |
| Inference for functional data with applications | 2012-05-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5389702 | 2012-04-23 | Paper |
| The central limit theorem for sums of trimmed variables with heavy tails | 2012-03-05 | Paper |
| Asymptotics of trimmed CUSUM statistics | 2011-12-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3094073 | 2011-10-21 | Paper |
| Estimation of the mean of functional time series and a two sample problem | 2011-04-29 | Paper |
| Estimation in nonstationary random coefficient autoregressive models | 2011-02-22 | Paper |
| Effect of aggregation on estimators in AR(1) sequence | 2011-01-22 | Paper |
| SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL | 2010-08-13 | Paper |
| Non-central limit theorems for random selections | 2010-06-09 | Paper |
| On functional versions of the arc-sine law | 2010-04-23 | Paper |
| ASYMPTOTIC PROPERTIES OF NONPARAMETRIC FRONTIER ESTIMATORS | 2010-04-08 | Paper |
| Testing the stability of the functional autoregressive process | 2010-01-12 | Paper |
| Two sample inference in functional linear models | 2009-12-10 | Paper |
| Break detection in the covariance structure of multivariate time series models | 2009-12-09 | Paper |
| Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series | 2009-11-16 | Paper |
| Estimation of a change-point in the mean function of functional data | 2009-11-13 | Paper |
| ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES | 2009-06-11 | Paper |
| Monitoring shifts in mean: asymptotic normality of stopping times | 2009-06-02 | Paper |
| Testing for changes in the covariance structure of linear processes | 2009-04-08 | Paper |
| Extreme value theory for stochastic integrals of Legendre polynomials | 2009-03-25 | Paper |
| Testing for changes in polynomial regression | 2009-03-02 | Paper |
| Sample autocovariances of long-memory time series | 2009-03-02 | Paper |
| Selection from a stable box | 2009-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3539595 | 2008-11-19 | Paper |
| The functional central limit theorem for a family of GARCH observations with applications | 2008-11-14 | Paper |
| Distributional analysis of empirical volatility in GARCH processes | 2008-09-29 | Paper |
| On the Performance of the Fluctuation Test for Structural Change | 2008-08-07 | Paper |
| Ratio tests for change point detection | 2008-05-16 | Paper |
| Confidence bands for ROC curves | 2008-03-28 | Paper |
| CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES | 2008-01-23 | Paper |
| Limit theorems for permutations of empirical processes with applications to change point analysis | 2007-12-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310543 | 2007-10-11 | Paper |
| Rescaled range analysis in the presence of stochastic trend | 2007-08-23 | Paper |
| On sequential detection of parameter changes in linear regression | 2007-07-16 | Paper |
| Estimation in Random Coefficient Autoregressive Models | 2007-05-29 | Paper |
| Change‐point monitoring in linear models | 2007-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3409059 | 2006-11-07 | Paper |
| TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS | 2006-11-07 | Paper |
| Strong approximation for the sums of squares of augmented GARCH sequences | 2006-11-06 | Paper |
| On discriminating between long-range dependence and changes in mean | 2006-08-24 | Paper |
| Almost sure convergence of the Bartlett estimator | 2006-06-27 | Paper |
| Limit results for the empirical process of squared residuals in GARCH models. | 2005-11-29 | Paper |
| SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS | 2005-09-05 | Paper |
| Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals | 2005-05-09 | Paper |
| Near-integrated GARCH sequences | 2005-04-29 | Paper |
| Delay time in sequential detection of change | 2005-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4663821 | 2005-04-04 | Paper |
| Testing for parameter constancy in GARCH\((p,q)\) models | 2005-03-08 | Paper |
| Testing for changes using permutations of U-statistics | 2005-02-09 | Paper |
| Monitoring changes in linear models | 2004-11-29 | Paper |
| Approximations for the maximum of a vector-valued stochastic process with drift | 2004-10-19 | Paper |
| A weighted goodness-of-fit test for GARCH(1,1) specification | 2004-10-15 | Paper |
| Applications of permutations to the simulations of critical values | 2004-09-27 | Paper |
| The logarithmic average of sample extremes is asymptotically normal. | 2004-09-22 | Paper |
| The efficiency of the estimators of the parameters in GARCH processes. | 2004-09-15 | Paper |
| The rate of consistency of the quasi-maximum likelihood estimator. | 2004-03-14 | Paper |
| Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. | 2004-02-14 | Paper |
| Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. | 2004-02-14 | Paper |
| A bootstrap approximation to a unit root test statistic for heavy-tailed observations. | 2004-02-14 | Paper |
| \(L_{p}\)-estimators in ARCH models | 2004-01-06 | Paper |
| Asymptotic results for long memory LARCH sequences | 2003-11-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4410079 | 2003-10-21 | Paper |
| Central limit theorems for logarithmic averages | 2003-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416871 | 2003-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416872 | 2003-08-05 | Paper |
| Change-Point Detection With Non-Parametric Regression | 2003-05-20 | Paper |
| Strong approximation of the empirical process of GARCH sequences | 2003-05-06 | Paper |
| GARCH processes: structure and estimation | 2003-01-01 | Paper |
| Empirical process of the squared residuals of an ARCH sequence | 2002-11-14 | Paper |
| Rates of convergence for U-statistic processes and their bootstrapped versions | 2002-05-28 | Paper |
| Change-point detection in angular data | 2002-04-11 | Paper |
| Approximations for weighted bootstrap processes with an application | 2002-04-08 | Paper |
| Testing for changes in the mean or variance of a stochastic process under weak invariance | 2002-02-18 | Paper |
| Approximations for hybrids of empirical and partial sums processes | 2002-01-02 | Paper |
| LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(p) SQUARED RESIDUAL CORRELATIONS | 2001-12-05 | Paper |
| On the estimation of spread rate for a biological population | 2001-07-31 | Paper |
| Limit theorems for logarithmic averages of fractional Brownian motions | 2001-07-02 | Paper |
| Testing for changes in multivariate dependent observations with an application to temperature changes | 2001-06-17 | Paper |
| Strong laws for \(L_p\)-norms of empirical and related processes | 2001-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4246920 | 2001-03-11 | Paper |
| Change-point detection in long-memory processes | 2001-01-01 | Paper |
| Limit theorems for kernel-type estimators for the time of change | 2000-12-06 | Paper |
| The effect of long-range dependence on change-point estimators | 2000-10-29 | Paper |
| Limit theorems for short distances in \(\mathbb{R}^m\) | 2000-09-04 | Paper |
| On the best approximation for bootstrapped empirical processes | 2000-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4494135 | 2000-08-10 | Paper |
| Limit theorems for quadratic forms with applications to Whittle's estimate | 2000-07-13 | Paper |
| Detection of changes in linear sequences | 2000-06-14 | Paper |
| Approximation for bootstrapped empirical processes | 2000-05-22 | Paper |
| Almost sure central limit theorems under minimal conditions | 2000-01-09 | Paper |
| Logarithmic averages of stable random variables are asymptotically normal | 1999-11-18 | Paper |
| Limit Theorems for Logarithmic Averages of Random Vectors | 1999-09-29 | Paper |
| Tests for changes under random censorship | 1999-08-23 | Paper |
| Limit distributions of directionally reinforced random walks | 1999-05-04 | Paper |
| Limit theorem for maximum of standardized \(U\)-statistics with an application | 1999-01-10 | Paper |
| Darling-Erdős-type theorems for sums of Gaussian variables with long-range dependence | 1998-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4220129 | 1998-11-22 | Paper |
| Diffusion Approximation for Random Walks on Anisotropic Lattices | 1998-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4374307 | 1998-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4370867 | 1998-01-07 | Paper |
| Between local and global logarithmic averages | 1997-12-14 | Paper |
| Estimators for the Time of Change in Linear Models | 1997-12-14 | Paper |
| The effect of long-range dependence on change-point estimators | 1997-10-01 | Paper |
| Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation | 1997-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4348180 | 1997-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4892799 | 1997-06-22 | Paper |
| A note on the law of large numbers for directed random walks in random environments | 1997-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4877616 | 1996-11-04 | Paper |
| A Darling-Erdös-Type Theorem for Standardized Random Walk Summation | 1996-10-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871866 | 1996-10-21 | Paper |
| A note on the change-point problem for angular data | 1996-10-08 | Paper |
| Approximations for the time of change and the power function in change-point models | 1996-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4856011 | 1996-04-21 | Paper |
| Asymptotics for directed random walks in random environments | 1996-04-01 | Paper |
| On the rate of approximations for maximum likelihood tests in change-point models | 1996-02-13 | Paper |
| Weight functions and pathwise local central limit theorems | 1996-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4853819 | 1995-11-05 | Paper |
| On the distance between smoothed empirical and quantile processes | 1995-09-10 | Paper |
| Kac's representation from an asymptotic viewpoint | 1995-08-16 | Paper |
| Limit theorems for the union-intersection test | 1995-07-02 | Paper |
| Detecting Changes in Linear Regressions | 1995-04-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4298692 | 1994-12-15 | Paper |
| Corrigenda | 1994-10-04 | Paper |
| Limit theorems for change in linear regression | 1994-06-16 | Paper |
| An application of the maximum likelihood test to the change-point problem | 1994-06-13 | Paper |
| A note on dichotomy theorems for integrals of stable processes | 1994-05-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4273563 | 1994-01-23 | Paper |
| The maximum likelihood method for testing changes in the parameters of normal observations | 1994-01-11 | Paper |
| Asymptotics for global measures of accuracy of splines | 1993-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5288953 | 1993-08-11 | Paper |
| Convergence of integrals of uniform empirical and quantile processes | 1993-06-29 | Paper |
| Change in autoregressive processes | 1993-05-16 | Paper |
| Invariance principles for logarithmic averages | 1993-05-16 | Paper |
| A goodness-of-fit test for exponential families | 1993-01-16 | Paper |
| Strong Approximations of Open Queueing Networks | 1993-01-16 | Paper |
| Rényi-type empirical processes | 1992-09-27 | Paper |
| Central limit theorems for \(L_ p\) distances of kernel estimators of densities under random censorship | 1992-06-28 | Paper |
| On \(L_ p\)-norms of multivariate density estimators | 1992-06-28 | Paper |
| Rate of convergence in limit theorems for Brownian excursions | 1992-06-27 | Paper |
| Short distances on the line | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3980259 | 1992-06-26 | Paper |
| Weak convergence of discrete scattering processes | 1992-06-26 | Paper |
| On the asymptotic distributions of weighted uniform mulitivariate empirical processes | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3349782 | 1991-01-01 | Paper |
| On the distributions of \(L_ p\) norms of weighted quantile processes | 1990-01-01 | Paper |
| Confidence bands for quantile function under random censorship | 1990-01-01 | Paper |
| A note on the rate of Poisson approximation of empirical processes | 1990-01-01 | Paper |
| Asymptotics for \(L_ p\)-norms of Fourier series density estimators | 1990-01-01 | Paper |
| Strong laws and limit theorems for local time of Markov processes | 1990-01-01 | Paper |
| Asymptotic tail behavior of uniform multivariate empirical processes | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3200396 | 1990-01-01 | Paper |
| Asymptotic distributions of maximum likelihood tests for change in the mean | 1990-01-01 | Paper |
| On best possible approximations of local time | 1989-01-01 | Paper |
| Large sample properties of kernel-type score function estimators | 1989-01-01 | Paper |
| The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability | 1989-01-01 | Paper |
| Limit laws for the averages of exponential random variables | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3492631 | 1989-01-01 | Paper |
| Asymptotics for \(L_ p\)-norms of kernel estimators of densities | 1988-01-01 | Paper |
| Rate of convergence of transport processes with an application to stochastic differential equations | 1988-01-01 | Paper |
| A correction to and improvement of: ``Strong approximations of some biometric estimates under random censorship | 1988-01-01 | Paper |
| On the distributions of \(L_ p\) norms of weighted uniform empirical and quantile processes | 1988-01-01 | Paper |
| A note on strong approximations of multivariate empirical processes | 1988-01-01 | Paper |
| Asymptotics of conditional empirical processes | 1988-01-01 | Paper |
| Invariance principles for changepoint problems | 1988-01-01 | Paper |
| Central limit theorems for \(L_ p\)-norms of density estimators | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788807 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3469953 | 1988-01-01 | Paper |
| BOOTSTRAPPED MULTI-DIMENSIONAL PRODUCT LIMIT PROCESS | 1988-01-01 | Paper |
| On the tail behaviour of quantile processes | 1987-01-01 | Paper |
| Nonparametric tests for the changepoint problem | 1987-01-01 | Paper |
| Stability and instability of local time of random walk in random environment | 1987-01-01 | Paper |
| Invariance principles for renewal processes | 1987-01-01 | Paper |
| Convergence rates for the bootstrapped product-limit process | 1987-01-01 | Paper |
| Detecting change in a random sequence | 1987-01-01 | Paper |
| Estimation of total time on test transforms and lorenz curves under random censorship | 1987-01-01 | Paper |
| An approximation of stopped sums with applications in queueing theory | 1987-01-01 | Paper |
| On the Optimality of Estimating the Tail Index and a Naive Estimator | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3765048 | 1987-01-01 | Paper |
| Rates of Convergence for Random Walk Summation | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3785690 | 1987-01-01 | Paper |
| Asymptotic distributions of pontograms | 1987-01-01 | Paper |
| Approximation of intermediate quantile processes | 1987-01-01 | Paper |
| What portion of the sample makes a partial sum asymptotically stable or normal? | 1986-01-01 | Paper |
| Weighted empirical and quantile processes | 1986-01-01 | Paper |
| Normal and stable convergence of integral functions of the empirical distribution function | 1986-01-01 | Paper |
| Stochastic random walk summability | 1986-01-01 | Paper |
| How large must be the difference between local time and mesure du voisinage of Brownian motion? | 1986-01-01 | Paper |
| An asymptotic theory for empirical reliability and concentration processes | 1986-01-01 | Paper |
| Bootstrapped confidence bands for percentile lifetime | 1986-01-01 | Paper |
| Strong approximations of renewal processes and their applications | 1986-01-01 | Paper |
| Estimates for the probability of ruin starting with a large initial reserve | 1986-01-01 | Paper |
| Estimation of influence functions | 1986-01-01 | Paper |
| Correction to Strong approximations of the quantile process of the product-limit estimator | 1986-01-01 | Paper |
| Approximations of weighted empirical and quantile processes | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3736627 | 1986-01-01 | Paper |
| Weighted empirical spacings processes | 1986-01-01 | Paper |
| Confidence bands from censored samples | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3757065 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4206198 | 1986-01-01 | Paper |
| Strong Approximations of Weighted Sums of Random Variables | 1986-01-01 | Paper |
| Approximation for Abel sums of independent, identically distributed random variables | 1985-01-01 | Paper |
| Strong approximations of the quantile process of the product-limit estimator | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3727095 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4727258 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3683349 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711504 | 1985-01-01 | Paper |
| Strong laws for randomly indexed U-statistics | 1985-01-01 | Paper |
| Strong approximation of renewal processes | 1984-01-01 | Paper |
| Strong approximation of certain stopped sums | 1984-01-01 | Paper |
| Strong approximation of extended renewal processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3732747 | 1984-01-01 | Paper |
| Strong and weak approximations of k-spacings processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3321242 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3678388 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3702277 | 1984-01-01 | Paper |
| On random censorship from both sides | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3719559 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3721647 | 1984-01-01 | Paper |
| The rate of strong uniform consistency for the multivariate product-limit estimator | 1983-01-01 | Paper |
| The rate of strong uniform consistency for the product-limit estimator | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3959968 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3675344 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3938358 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3938962 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3940566 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3940662 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3968310 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3333898 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3670368 | 1982-01-01 | Paper |
| Strong approximations of some biometric estimates under random censorship | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3956243 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3902796 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3918819 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3925608 | 1980-01-01 | Paper |
