| Publication | Date of Publication | Type |
|---|
| General solutions of the heat equation | 2022-08-17 | Paper |
| General solution of the Black-Scholes boundary-value problem | 2022-07-01 | Paper |
| Deriving general solutions of the heat-transfer and the Fokker-Planck boundary-value problems through modified separation methods | 2022-05-20 | Paper |
| General method to solve the heat equation | 2018-11-13 | Paper |
| Emergence of heavy-tailed skew distributions from the heat equation | 2018-11-13 | Paper |
| Modeling 2-D AR Processes With Various Regions of Support | 2018-06-12 | Paper |
| A fundamental theorem of algebra, spectral factorization, and stability of two-dimensional systems | 2017-09-08 | Paper |
| Model identification of a noncausal 2-D ar process using a causal 2-D AR model on the nonsymmetric half-plane | 2017-09-08 | Paper |
| On the trivariate joint distribution of Brownian motion and its maximum and minimum | 2013-05-13 | Paper |
| Spectral factorization of the autocorrelation sequence of an IIR filter using patterns of three functions | 2005-05-20 | Paper |
| Model specification of a noncausal 3-D AR process using a causal 3-D AR model on the nonsymmetric half-space | 2003-08-06 | Paper |
| Levinson-Durbin algorithm as a Szegö polynomial recursion | 2003-02-06 | Paper |
| THE ASYMPTOTIC JOINT DISTRIBUTION OF THE YULE-WALKER ESTIMATORS OF A CAUSAL MULTIDIMENSIONAL AR PROCESS | 2002-07-28 | Paper |
| On the asymptotic distributions of mean, autocovariance, autocorrelation, crossgovariancb and impulse response estimators of a stationary multidimensional random field | 2002-07-28 | Paper |
| An order-recursive algorithm to solve the 3-D Yule-Walker equations of causal 3-D AR models | 2001-08-09 | Paper |
| On the recursive solution of the normal equations of bilateral multivariate autoregressive models | 2001-07-08 | Paper |
| On the symmetric bilateral AR processes | 2000-05-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247930 | 1999-09-07 | Paper |
| Solving 2-d wiener filtering problem using the block cholesky decomposition | 1999-06-14 | Paper |
| A recursive algorithm for solving the spatial Yule-Walker equations of causal spatial AR models | 1998-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4851493 | 1995-11-14 | Paper |
| Multivariate maximum entropy spectrum | 1993-12-05 | Paper |
| Two chi-square statistics for determining the orders p and q of an ARMA (p, q) process | 1993-11-24 | Paper |
| A derivation of the asymptotic distribution of the partial autocorrelation function of an autoregressive process | 1993-10-17 | Paper |
| The asymptotic joint distribution of the correlation determinant estimates of an arma process | 1993-10-11 | Paper |
| On the asymptotic distributions of the r and s arrays for identifying an arma process | 1993-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4016860 | 1993-01-16 | Paper |
| ARMA model identification | 1992-09-18 | Paper |
| On the conditional probability density functions of multivariate uniform random vectors and multivariate normal random vectors | 1991-01-01 | Paper |
| ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES | 1991-01-01 | Paper |
| A time-domain interpretation of the KL spectrum | 1991-01-01 | Paper |
| Conditional limit theorems under Markov conditioning | 1987-01-01 | Paper |
| An algorithm for solving the extended Yule- Walker equations of an autoregressive moving-average time series (Corresp.) | 1986-01-01 | Paper |
