| Publication | Date of Publication | Type |
|---|
| Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling | 2024-08-29 | Paper |
| Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration | 2023-05-17 | Paper |
| Convergence of partial sum processes to stable processes with application for aggregation of branching processes | 2022-06-13 | Paper |
| A note on asymptotic behavior of critical Galton-Watson processes with immigration | 2022-03-03 | Paper |
| On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations | 2021-12-03 | Paper |
| Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration | 2021-11-29 | Paper |
| On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration | 2021-05-11 | Paper |
| Almost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration | 2021-05-05 | Paper |
| Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration | 2021-02-18 | Paper |
| On tail behaviour of stationary second-order Galton-Watson processes with immigration | 2021-01-14 | Paper |
| Nearly unstable family of stochastic processes given by stochastic differential equations with time delay | 2021-01-06 | Paper |
| Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling | 2021-01-05 | Paper |
| A multidimensional stable limit theorem | 2020-12-08 | Paper |
| Least-squares estimation for the subcritical Heston model based on continuous-time observations | 2019-08-27 | Paper |
| Regularly varying nonstationary second-order Galton–Watson processes with immigration | 2019-07-03 | Paper |
| On conditional least squares estimation for affine diffusions based on continuous time observations | 2019-05-31 | Paper |
| Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations | 2019-05-15 | Paper |
| Local asymptotic properties for the growth rate of a jump-type CIR process | 2019-02-28 | Paper |
| Regularly varying non-stationary Galton-Watson processes with immigration | 2018-06-21 | Paper |
| Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model | 2018-06-21 | Paper |
| On aggregation of multitype Galton-Watson branching processes with immigration | 2018-06-20 | Paper |
| Blocking optimal structures | 2018-05-24 | Paper |
| Statistical inference of 2-type critical Galton-Watson processes with immigration | 2018-04-16 | Paper |
| Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations | 2018-04-13 | Paper |
| Local asymptotic quadraticity of statistical experiments connected with a Heston model | 2018-04-12 | Paper |
| One-parameter statistical model for linear stochastic differential equation with time delay | 2017-07-20 | Paper |
| Parameter estimation for the subcritical Heston model based on discrete time observations | 2017-03-31 | Paper |
| Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations | 2017-03-28 | Paper |
| Blocking optimal arborescences | 2017-02-03 | Paper |
| Asymptotic behavior of critical indecomposable multi-type branching processes with immigration | 2017-01-12 | Paper |
| Moment formulas for multitype continuous state and continuous time branching process with immigration | 2016-10-11 | Paper |
| Statistical inference for critical continuous state and continuous time branching processes with immigration | 2016-09-16 | Paper |
| Iterated scaling limits for aggregation of random coefficient AR(1) and INAR(1) processes | 2016-09-13 | Paper |
| Change detection in the Cox-Ingersoll-Ross model | 2016-09-06 | Paper |
| Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations | 2016-07-19 | Paper |
| Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration | 2016-06-03 | Paper |
| Testing stability in a spatial unilateral autoregressive model | 2016-05-25 | Paper |
| On convergence properties of infinitesimal generators of scaled multitype CBI processes | 2016-05-12 | Paper |
| Yamada-Watanabe results for stochastic differential equations with jumps | 2016-04-25 | Paper |
| Dilatively stable stochastic processes and aggregate similarity | 2016-03-02 | Paper |
| Asymptotic Behavior of Multitype Nearly Critical Galton--Watson Processes with Immigration | 2016-01-05 | Paper |
| Asymptotic inference for a stochastic differential equation with uniformly distributed time delay | 2015-12-07 | Paper |
| Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration | 2015-06-18 | Paper |
| Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration | 2015-05-07 | Paper |
| Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 | 2014-12-09 | Paper |
| Asymptotic Behavior of Critical Primitive Multi-Type Branching Processes with Immigration | 2014-11-12 | Paper |
| Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration | 2014-11-11 | Paper |
| Stationarity and Ergodicity for an Affine Two-Factor Model | 2014-09-25 | Paper |
| Parameter estimation for a subcritical affine two factor model | 2014-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5395617 | 2014-02-17 | Paper |
| Joint ML estimation of all parameters in a discrete time random field HJM type interest rate model | 2014-01-14 | Paper |
| Change Detection in INAR(p) Processes Against Various Alternative Hypotheses | 2013-06-13 | Paper |
| On parameter estimation for critical affine processes | 2013-05-29 | Paper |
| Blocking optimal arborescences | 2013-03-19 | Paper |
| Additive outliers in INAR(1) models | 2013-01-03 | Paper |
| Parameter estimation in a spatial unilateral unit root autoregressive model | 2012-05-07 | Paper |
| Asymptotic behavior of CLS estimators for unstable INAR(2) models | 2012-02-08 | Paper |
| Parameter estimation of a shifted Wiener sheet | 2011-12-21 | Paper |
| Asymptotic behavior of unstable INAR(\(p\)) processes | 2011-07-08 | Paper |
| Asymptotic inference for a one-dimensional simultaneous autoregressive model | 2011-06-28 | Paper |
| Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions | 2011-05-16 | Paper |
| The accuracy of merging approximation in generalized St. Petersburg games | 2011-03-31 | Paper |
| A note on weak convergence of random step processes | 2011-02-25 | Paper |
| Innovational Outliers in INAR(1) Models | 2010-12-20 | Paper |
| α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties | 2010-07-20 | Paper |
| Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models | 2010-06-23 | Paper |
| Martingale characterizations of increment processes in a commutative hypergroup | 2010-05-27 | Paper |
| Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes | 2010-03-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5851170 | 2010-01-21 | Paper |
| Random field forward interest rate models, market price of risk and their statistics | 2009-12-14 | Paper |
| Strong consistency of maximum likelihood estimators for a discrete-time random field HJM-type interest rate model | 2009-12-02 | Paper |
| On the least squares estimator in a nearly unstable sequence of stationary spatial AR models | 2009-02-25 | Paper |
| Limit theorems on locally compact Abelian groups | 2008-12-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3539597 | 2008-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3539599 | 2008-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3539364 | 2008-11-18 | Paper |
| Truncation inequalities for probability measures on locally compact Abelian groups | 2008-09-29 | Paper |
| Weakly infinitely divisible measures on some locally compact Abelian groups | 2008-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3498015 | 2008-05-28 | Paper |
| Parameter estimation of selfsimilarity exponents | 2008-04-23 | Paper |
| A limit theorem for randomly stopped independent increment processes on separable metrizable groups | 2008-02-26 | Paper |
| Calculation of Fourier transforms of a Brownian motion on the Heisenberg group using splitting formulas | 2007-08-20 | Paper |
| Asymptotic inference for unit roots in spatial triangular autoregression | 2007-07-19 | Paper |
| A Delayed Black and Scholes Formula | 2007-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3425040 | 2007-03-05 | Paper |
| Portmanteau theorem for unbounded measures | 2006-11-15 | Paper |
| Fourier transform of a Gaussian measure on the Heisenberg group | 2006-10-27 | Paper |
| Forward interest rate curves in discrete time settings driven by random fields | 2006-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5478097 | 2006-06-30 | Paper |
| Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlen\-beck processes | 2006-06-27 | Paper |
| A Delayed Black and Scholes Formula II | 2006-04-28 | Paper |
| Maximum likelihood estimator of the volatility of forward rates driven by geometric spatial AR sheet | 2005-10-31 | Paper |
| Fluctuation limit of branching processes with immigration and estimation of the means | 2005-09-29 | Paper |
| The accuracy of Cauchy approximation for the windings of planar Brownian motion | 2005-06-22 | Paper |
| Asymptotic inference for a nearly unstable sequence of stationary spatial AR models | 2005-04-21 | Paper |
| Estimation of the mean of a Wiener sheet | 2005-04-07 | Paper |
| Asymptotic inference for an unstable spatial AR model | 2005-02-21 | Paper |
| Gaussian hemigroups on a locally compact group | 2005-02-14 | Paper |
| Confidence bounds for a parameter | 2004-08-06 | Paper |
| GENERAL SOLUTION OF THE FUNCTIONAL CENTRAL LIMIT PROBLEMS ON A LIE GROUP | 2004-07-12 | Paper |
| MARTINGALE CHARACTERIZATIONS OF INCREMENT PROCESSES IN A LOCALLY COMPACT GROUP | 2004-06-09 | Paper |
| Asymptotic inference for nearly unstable INAR(1) models | 2004-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4439488 | 2003-12-14 | Paper |
| Estimation of the mean of stationary and nonstationary Ornstein-Uhlenbeck processes and sheets | 2003-12-14 | Paper |
| Limiting connection between discrete and continuous time forward interest rate curve models | 2003-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2769700 | 2003-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4508127 | 2003-08-11 | Paper |
| Optimal bounds for Cauchy approximations for the winding distribution of planar Brownian motion | 2003-08-06 | Paper |
| LIMIT THEOREMS ON THE DIRECT PRODUCT OF A NON-COMPACT LIE GROUP AND A COMPACT GROUP | 2002-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4542134 | 2002-09-04 | Paper |
| Fourier transform of symmetric Gauss measures on the Heisenberg group | 2002-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2765702 | 2002-06-30 | Paper |
| ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(p) PROCESSES | 2001-09-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2714279 | 2001-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2714383 | 2001-06-13 | Paper |
| Convolution Hemigroups of Bounded Variation on a Lie Projective Group | 2000-12-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4952339 | 2000-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4258049 | 2000-04-17 | Paper |
| Asymptotic properties of nearly unstable multivariate AR processes. | 2000-01-20 | Paper |
| Edgeworth expansion on n-spheres and Jacobi hypergroups | 1999-11-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4258800 | 1999-09-14 | Paper |
| Lindeberg-Feller theorems on Lie groups | 1999-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213323 | 1999-03-02 | Paper |
| On the asymptotic behaviour of the Stringer bound1 | 1999-02-22 | Paper |
| A Berry-Esseen Bound for Linear Combinations of Order Statistics | 1999-01-25 | Paper |
| Convergence of noncommutative triangular arrays of probability measures on a Lie group | 1998-09-30 | Paper |
| Nearly unstable multidimensional AR processes | 1998-08-20 | Paper |
| Construction of processes with stationary independent increments in Lie groups | 1998-07-13 | Paper |
| The accuracy of Gaussian approximations in nilpotent Lie groups | 1998-03-19 | Paper |
| Facts, phantasies, and a new proposal concerning the Stringer bound | 1998-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4375269 | 1998-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4349900 | 1997-08-25 | Paper |
| Parameter estimation with exact distribution for multidimensional Ornstein-Uhlenbeck processes | 1997-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4874068 | 1996-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4838528 | 1996-01-15 | Paper |
| The Stringer bound in case of uniform taintings | 1995-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840478 | 1995-08-28 | Paper |
| Uniqueness of embedding into a Gaussian semigroup on a nilpotent Lie group | 1995-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4293468 | 1994-11-17 | Paper |
| The distribution of estimates of parameters of multidimensional stationary AR processes | 1994-07-20 | Paper |
| Rate of convergence in CLT on stratified groups | 1992-06-25 | Paper |
| Analysis of multiple model method for change detection of AR processes | 1990-01-01 | Paper |
| Analog of heat equation for Gaussian measure of a ball in Hilbert space | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3823540 | 1989-01-01 | Paper |
| Zum asymptotischen Verhalten der Verteilungen und der Dichten gewisser Funktionale Gauss'scher Zufallsvektoren | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3831779 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3766554 | 1987-01-01 | Paper |
| Distribution of the norm of a stable random vector of a Hilbert space | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3753812 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3724070 | 1985-01-01 | Paper |
| Remark on the distribution of the norm of a Gaussian vector in the Banach space \(c_ 0\) | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3709519 | 1985-01-01 | Paper |
| Distribution of the norm of a Gaussian vector in a Banach space | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3694330 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3880002 | 1980-01-01 | Paper |
