| Publication | Date of Publication | Type |
|---|
| Return level bounds for discrete and continuous random variables | 2011-01-22 | Paper |
| Bias-reduced estimators of the Weibull tail-coefficient | 2009-05-27 | Paper |
| Modelling pairwise dependence of maxima in space | 2009-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5303074 | 2009-01-15 | Paper |
| Bias-reduced extreme quantile estimators of Weibull tail-distributions | 2008-03-11 | Paper |
| Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach | 2007-07-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3433270 | 2007-04-27 | Paper |
| A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data | 2007-04-16 | Paper |
| Approximation of the distribution of excesses through a generalized probability-weighted moments method | 2007-02-14 | Paper |
| Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling | 2006-05-24 | Paper |
| Asymptotic normality of the extreme quantile estimator based on the POT method | 2005-09-27 | Paper |
| Approximation of the distribution of excesses using a generalized probability weighted moment method | 2005-04-07 | Paper |
| A new look at probability-weighted moments estimators | 2004-08-20 | Paper |
| Describing the geometry of 3D fracture systems by correcting for linear sampling bias | 2004-05-27 | Paper |
| Asymptotic normality of the ET method -- application to the ET test | 2004-03-25 | Paper |
| A note on the asymptotic normality of the ET method for extreme quantile estimation. | 2004-02-14 | Paper |
| Estimation of the Asymptotic Variance in the CLT for Markov Chains | 2003-10-19 | Paper |
| Asymptotic behaviour of the probability-weighted moments and penultimate approximation | 2003-06-23 | Paper |
| ON TESTING THE GOODNESS-OF-FIT OF NONLINEAR HETEROSCEDASTIC REGRESSION MODELS | 2003-01-08 | Paper |
| On the use of the peaks over thresholds method for estimating out-of-sample quantiles. | 2002-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2750790 | 2001-10-21 | Paper |
| An automated stopping rule for MCMC convergence assessment | 2000-05-24 | Paper |
| Consistance de la méthode ET et variations régulières | 2000-04-27 | Paper |
| Stochastic versions of the em algorithm: an experimental study in the mixture case | 1999-03-08 | Paper |
| Goodness-of-fit tests for nonlinear heteroscedastic regression models | 1999-01-01 | Paper |
| A Non‐parametric Test for Generalized First‐order Autoregressive Models | 1998-04-29 | Paper |
| Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models | 1997-12-02 | Paper |
| On the density of the maximum of smooth Gaussian processes | 1997-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4879980 | 1996-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866868 | 1996-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4865948 | 1996-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4856136 | 1996-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839358 | 1995-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840413 | 1995-09-14 | Paper |
| A nonparametric test for the regression function: Asymptotic theory | 1995-05-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4298912 | 1994-06-29 | Paper |
| Asymptotic properties of a stochastic EM Algorithm for estimating mixing proportions | 1994-04-05 | Paper |
| Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1 | 1993-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5285973 | 1993-06-29 | Paper |
| Bayesian estimation of hidden Markov chains: A stochastic implementation | 1993-05-16 | Paper |
| A stochastic approximation type EM algorithm for the mixture problem | 1993-01-17 | Paper |
| Estimates of the tail of the stationary density function of certain nonlinear autoregressive processes | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3986675 | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210734 | 1991-01-01 | Paper |
| Testing the functions defining a nonlinear autoregressive time series | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3468405 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3468451 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3497039 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5748732 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3764977 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3777169 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746675 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3738433 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221137 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3341402 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3935950 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4746676 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3900750 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3891490 | 1979-01-01 | Paper |
