| Publication | Date of Publication | Type |
|---|
| Some remarks on the ergodic theorem for \(U\)-statistics | 2024-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6146362 | 2024-02-05 | Paper |
| Power of Weighted Test Statistics for Structural Change in Time Series | 2023-02-17 | Paper |
| Change-point detection based on weighted two-sample U-statistics | 2022-05-11 | Paper |
| An asymptotic test for constancy of the variance under short-range dependence | 2022-02-07 | Paper |
| Ordinal pattern dependence as a multivariate dependence measure | 2021-10-28 | Paper |
| Ordinal patterns in long‐range dependent time series | 2021-09-17 | Paper |
| Convergence of the empirical two-sample \(U\)-statistics with \(\beta\)-mixing data | 2021-08-03 | Paper |
| A robust method for shift detection in time series | 2020-10-21 | Paper |
| Distance covariance for discretized stochastic processes | 2020-10-07 | Paper |
| Change-point detection based on weighted two-sample U-statistics | 2020-03-27 | Paper |
| A fluctuation test for constant Spearman's rho with nuisance-free limit distribution | 2018-11-23 | Paper |
| TESTING FOR CHANGES IN KENDALL’S TAU | 2017-10-25 | Paper |
| Two-sample U-statistic processes for long-range dependent data | 2017-07-14 | Paper |
| Change-Point Detection Under Dependence Based on Two-Sample U-Statistics | 2017-07-05 | Paper |
| Power of change-point tests for long-range dependent data | 2017-06-08 | Paper |
| Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean | 2017-04-21 | Paper |
| Weak convergence of the empirical process of intermittent maps in 𝕃2 under long-range dependence | 2015-05-22 | Paper |
| Comments on: ``Extensions of some classical methods in change point analysis | 2015-01-29 | Paper |
| Testing for Structural Breaks via Ordinal Pattern Dependence | 2015-01-29 | Paper |
| Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics | 2014-11-28 | Paper |
| A sequential empirical CLT for multiple mixing processes with application to \(\mathcal{B}\)-geometrically ergodic Markov chains | 2014-09-24 | Paper |
| Approximating class approach for empirical processes of dependent sequences indexed by functions | 2014-08-08 | Paper |
| MP2-Mathe/Plus/Praxis: Neue Ideen für die Servicelehre | 2014-08-04 | Paper |
| MP\(^2\) -- math/plus/praxis | 2014-07-08 | Paper |
| Change point testing for the drift parameters of a periodic mean reversion process | 2014-05-23 | Paper |
| Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data | 2013-03-20 | Paper |
| Estimation of the variance of partial sums of dependent processes | 2013-01-25 | Paper |
| TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD | 2012-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2889420 | 2012-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2889461 | 2012-06-07 | Paper |
| Robust nonparametric tests for the two-sample location problem | 2012-05-08 | Paper |
| Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location | 2012-03-13 | Paper |
| Robust nonparametric tests for the two-sample location problem | 2011-06-30 | Paper |
| Empirical processes of multidimensional systems with multiple mixing properties | 2011-06-15 | Paper |
| Drift estimation for a periodic mean reversion process | 2011-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3081653 | 2011-03-09 | Paper |
| Law of the Iterated Logarithm for U-Statistics of Weakly Dependent Observations | 2011-03-09 | Paper |
| Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data | 2009-11-27 | Paper |
| André Dabrowski's work on limit theorems and weak dependence | 2009-11-18 | Paper |
| New techniques for empirical processes of dependent data | 2009-10-13 | Paper |
| Marcinkiewicz-Zygmund strong laws for \(U\)-statistics of weakly dependent observations | 2009-10-09 | Paper |
| Parking on a random tree | 2008-12-16 | Paper |
| Stochastic modelling in process technology. | 2007-07-13 | Paper |
| Limit Theorems for Dependent U-statistics | 2007-01-09 | Paper |
| Estimation of mean and covariance operator for Banach space valued autoregressive processes with dependent innovations | 2005-11-07 | Paper |
| Generalized two‐sample U‐statistics for clustered data | 2005-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4663819 | 2005-04-04 | Paper |
| Poisson limits for \(U\)-statistics. | 2005-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4817362 | 2004-09-22 | Paper |
| A Law of Large Numbers for Rescaled Random Difference Equations | 2004-07-12 | Paper |
| Einführung in die Wahrscheinlichkeits-theorie und Statistik | 2004-03-30 | Paper |
| A potential-field approach to financial time series modelling | 2003-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4410074 | 2003-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416731 | 2003-08-05 | Paper |
| Einführung in die Wahrscheinlichkeitstheorie und Statistik | 2003-04-08 | Paper |
| Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation | 2001-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4246890 | 2000-05-09 | Paper |
| Stochastic Models for Transport in a Fluidized Bed | 2000-03-19 | Paper |
| Consistency of the Takens estimator for the correlation dimension | 2000-01-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4386492 | 1998-11-01 | Paper |
| Perceptron algorithms for the classification of non-separable populations | 1998-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5691538 | 1997-08-18 | Paper |
| On asymptotic behavior of weighted sample quantiles | 1997-04-09 | Paper |
| Estimating conditional occupation‐time distributions for dependent sequences | 1996-12-02 | Paper |
| An exponential inequality for martingales | 1996-08-28 | Paper |
| Strong laws for 𝐿- and 𝑢-statistics | 1996-08-11 | Paper |
| Random quadratic forms and the bootstrap for \(U\)-statistics | 1995-06-29 | Paper |
| On the almost sure (a.s.) central limit theorem for random variables with infinite variance | 1995-01-19 | Paper |
| Some limit theorems in log density | 1994-04-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035984 | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035993 | 1993-05-16 | Paper |
| Continuous functions whose level sets are orthogonal to all polynomials of a given degree | 1993-04-01 | Paper |
| Acknowledgement of priority: Large deviations for some weakly dependent random processes | 1992-06-28 | Paper |
| Bivariate symmetric statistics of long-range dependent observations | 1992-06-25 | Paper |
| Resampling \(U\)-statistics using \(p\)-stable laws | 1992-06-25 | Paper |
| Large deviations for some weakly dependent random processes | 1990-01-01 | Paper |
| The empirical process of some long-range dependent sequences with an application to U-statistics | 1989-01-01 | Paper |
| Almost sure and weak invariance principles for random variables attracted by a stable law | 1989-01-01 | Paper |
| The functional law of the iterated logarithm for von Mises functionals and multiple Wiener integrals | 1989-01-01 | Paper |
| Complete convergence of triangular arrays and the law of the iterated logarithm for U-statistics | 1989-01-01 | Paper |
| A Berry-Esséen theorem and a functional law of the iterated logarithm for weakly associated random vectors | 1988-01-01 | Paper |
| The functional law of the iterated logarithm for the empirical process of some long-range dependent sequences | 1988-01-01 | Paper |
| The almost sure invariance principle for the empirical process of U- statistic structure | 1987-01-01 | Paper |
| A bounded law of the iterated logarithm for Hilbert space valued martingales and its application to U-statistics | 1986-01-01 | Paper |
| Central limit theorems for mixing sequences of random variables under minimal conditions | 1986-01-01 | Paper |
| An invariance principle for weakly associated random vectors | 1986-01-01 | Paper |
| A strong approximation theorem for sums of random vectors in the domain of attraction to a stable law | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746583 | 1986-01-01 | Paper |
| An almost sure invariance principle for triangular arrays of banach space valued random variables | 1984-01-01 | Paper |
| Invariance principles for von Mises and U-statistics | 1984-01-01 | Paper |
| Versik Processes and Very Weak Bernoulli Processes with Summable Rates are Independent | 1984-01-01 | Paper |
| A note on a theorem of Berkes and Philipp | 1983-01-01 | Paper |
| Limit theorems for sums of weakly dependent Banach space valued random variables | 1983-01-01 | Paper |
| Almost sure invariance principles for weakly dependent vector-valued random variables | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3925610 | 1981-01-01 | Paper |
| Test for independence of long-range dependent time series using distance covariance | 0001-01-03 | Paper |
| A Bootstrap Test for Independence of Time Series Based on the Distance Covariance | 0001-01-03 | Paper |
| Power of Weighted Test Statistics for Structural Change in Time Series | 0001-01-03 | Paper |
