| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q6098807 | 2023-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6156784 | 2023-06-16 | Paper |
| INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS | 2022-11-09 | Paper |
| Path properties of a generalized fractional Brownian motion | 2022-03-17 | Paper |
| Limit theorems for Toeplitz-type quadratic functionals of stationary processes and applications | 2022-02-01 | Paper |
| Extensions of Rosenblatt's results on the asymptotic behavior of the prediction error for deterministic stationary sequences | 2021-11-25 | Paper |
| Intermittency and infinite variance: the case of integrated supou processes | 2021-07-21 | Paper |
| Semimartingale properties of a generalized fractional Brownian motion and its mixtures with applications in asset pricing | 2020-12-02 | Paper |
| The multifaceted behavior of integrated supOU processes: the infinite variance case | 2020-10-30 | Paper |
| Limit theorems for long-memory flows on Wiener chaos | 2020-02-12 | Paper |
| Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes | 2019-12-17 | Paper |
| Estimation pitfalls when the noise is not i.i.d. | 2019-10-18 | Paper |
| Four moments theorems on Markov chaos | 2019-06-18 | Paper |
| The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes | 2019-06-14 | Paper |
| Sensitivity of the Hermite rank | 2019-03-06 | Paper |
| How the instability of ranks under long memory affects large-sample inference | 2019-03-01 | Paper |
| Asset allocation when guarding against catastrophic losses: a comparison between the structure variable and joint probability methods | 2019-01-15 | Paper |
| Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem | 2018-09-26 | Paper |
| M-periodogram for the analysis of long-range-dependent time series | 2018-06-20 | Paper |
| Intermittency of trawl processes | 2018-06-14 | Paper |
| Robust Regression on Stationary Time Series: A Self‐Normalized Resampling Approach | 2018-05-16 | Paper |
| On the validity of resampling methods under long memory | 2018-02-14 | Paper |
| Asymptotic normality of quadratic forms of martingale differences | 2017-12-22 | Paper |
| Behavior of the generalized Rosenblatt process at extreme critical exponent values | 2017-10-24 | Paper |
| An \(M\)-estimator for the long-memory parameter | 2017-09-28 | Paper |
| Non-central limit theorems for random fields subordinated to gamma-correlated random fields | 2017-09-21 | Paper |
| Stable Non-Gaussian Self-Similar Processes with Stationary Increments | 2017-08-02 | Paper |
| Estimating Heavy-Tail Exponents Through Max Self–Similarity | 2017-07-27 | Paper |
| Long-Range Dependence and Self-Similarity | 2017-07-12 | Paper |
| Power of change-point tests for long-range dependent data | 2017-06-08 | Paper |
| Rosenblatt distribution subordinated to Gaussian random fields with long-range dependence | 2017-03-10 | Paper |
| The impact of the diagonals of polynomial forms on limit theorems with long memory | 2017-01-11 | Paper |
| The universality of homogeneous polynomial forms and critical limits | 2017-01-10 | Paper |
| Hermite rank, power rank and the generalized Weierstrass transform | 2016-10-03 | Paper |
| Estimators of long-memory: Fourier versus wavelets | 2016-07-18 | Paper |
| Short-range dependent processes subordinated to the Gaussian may not be strong mixing | 2016-04-22 | Paper |
| Benoît Mandelbrot and fractional Brownian motion | 2016-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2787469 | 2016-03-04 | Paper |
| Limit theorems for quadratic forms of Lévy-driven continuous-time linear processes | 2016-03-03 | Paper |
| Long-range dependence of the two-dimensional Ising model at critical temperature | 2016-01-14 | Paper |
| Long-Range Dependence and the Rank of Decompositions | 2015-10-05 | Paper |
| Functional limit theorems for Toeplitz quadratic functionals of continuous time Gaussian stationary processes | 2015-08-19 | Paper |
| Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters | 2015-07-24 | Paper |
| Weak convergence of the empirical process of intermittent maps in 𝕃2 under long-range dependence | 2015-05-22 | Paper |
| Convergence of long-memory discrete \(k\)th order Volterra processes | 2015-03-24 | Paper |
| Large scale reduction principle and application to hypothesis testing | 2015-03-04 | Paper |
| Wavelet estimation of the long memory parameter for Hermite polynomial of Gaussian processes | 2015-02-17 | Paper |
| PATH PROPERTIES OF THE LINEAR MULTIFRACTIONAL STABLE MOTION | 2015-01-30 | Paper |
| The trace problem for Toeplitz matrices and operators and its impact in probability | 2015-01-14 | Paper |
| HOW COMPLETE RANDOM PERMUTATIONS AFFECT THE DEPENDENCE STRUCTURE OF STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE | 2015-01-08 | Paper |
| Structure of the third moment of the generalized Rosenblatt distribution | 2014-11-03 | Paper |
| Central and non-central limit theorems in a free probability setting | 2014-09-26 | Paper |
| Asymptotic behavior of the quadratic variation of the sum of two Hermite processes of consecutive orders | 2014-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4981683 | 2014-06-24 | Paper |
| Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes | 2014-06-16 | Paper |
| The asymptotic codifference and covariation of log-fractional stable noise | 2014-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5412129 | 2014-04-25 | Paper |
| MULTIVARIATE LIMIT THEOREMS IN THE CONTEXT OF LONG‐RANGE DEPENDENCE | 2014-04-08 | Paper |
| Hermite ranks and \(U\)-statistics | 2014-03-24 | Paper |
| Large sample behaviour of some well-known robust estimators under long-range dependence | 2014-03-14 | Paper |
| Multivariate limits of multilinear polynomial-form processes with long memory | 2014-03-05 | Paper |
| Generalized Hermite processes, discrete chaos and limit theorems | 2014-02-26 | Paper |
| High order chaotic limits of wavelet scalograms under long--range dependence | 2014-01-23 | Paper |
| Maximum penalized quasi-likelihood estimation of the diffusion function | 2013-12-13 | Paper |
| Properties and numerical evaluation of the Rosenblatt distribution | 2013-08-16 | Paper |
| Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data | 2013-03-20 | Paper |
| Distribution functions of Poisson random integrals: analysis and computation | 2012-11-05 | Paper |
| Large scale behavior of wavelet coefficients of non-linear subordinated processes with long memory | 2012-05-04 | Paper |
| Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables | 2012-03-22 | Paper |
| Semi-additive functionals and cocycles in the context of self-similarity | 2011-12-01 | Paper |
| Asymptotic properties of \(U\)-processes under long-range dependence | 2011-09-14 | Paper |
| Fractional elliptic, hyperbolic and parabolic random fields | 2011-09-09 | Paper |
| A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables | 2011-04-05 | Paper |
| Asymptotic normality of wavelet estimators of the memory parameter for linear processes | 2011-02-22 | Paper |
| Regularization and integral representations of Hermite processes | 2010-12-20 | Paper |
| Numerical computation of first-passage times of increasing Lévy processes | 2010-11-22 | Paper |
| Almost sure central limit theorems on the Wiener space | 2010-08-18 | Paper |
| Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation | 2010-05-17 | Paper |
| Stein's method and normal approximation of Poisson functionals | 2010-04-21 | Paper |
| Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes | 2010-04-01 | Paper |
| MULTIVARIATE PARTIAL DIFFERENTIAL EQUATION DESCRIBING THE EVOLUTION OF A GAUSSIAN PROCESS | 2010-02-10 | Paper |
| APPLYING BUCKET RANDOM PERMUTATIONS TO STATIONARY SEQUENCES WITH LONG-RANGE DEPENDENCE | 2009-12-04 | Paper |
| Identification of periodic and cyclic fractional stable motions | 2009-10-08 | Paper |
| Central limit theorems for arrays of decimated linear processes | 2009-09-17 | Paper |
| Testing diffusion processes for non-stationarity | 2009-07-06 | Paper |
| Visualization and inference based on wavelet coefficients, SiZer and SiNos | 2009-06-02 | Paper |
| Fractional Ornstein-Uhlenbeck Lévy processes and the telecom process: Upstairs and downstairs | 2009-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3623890 | 2009-04-27 | Paper |
| A multiple stochastic integral criterion for almost sure limit theorems | 2009-04-14 | Paper |
| Central limit theorems for double Poisson integrals | 2009-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3597139 | 2009-02-09 | Paper |
| LASS: a tool for the local analysis of self-similarity | 2008-12-11 | Paper |
| Wick–Itô formula for regular processes and applications to the Black and Scholes formula | 2008-11-25 | Paper |
| Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements | 2008-11-25 | Paper |
| Moments, cumulants and diagram formulae for non-linear functionals of random measures | 2008-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3537739 | 2008-11-10 | Paper |
| A wavelet Whittle estimator of the memory parameter of a nonstationary Gaussian time series | 2008-08-28 | Paper |
| Stable convergence of multiple Wiener--Itô integrals | 2008-08-21 | Paper |
| CENTRAL LIMIT THEOREM FOR THE LOG-REGRESSION WAVELET ESTIMATION OF THE MEMORY PARAMETER IN THE GAUSSIAN SEMI-PARAMETRIC CONTEXT | 2008-07-02 | Paper |
| Small and large scale asymptotics of some Lévy stochastic integrals | 2008-06-25 | Paper |
| On the Spectral Density of the Wavelet Coefficients of Long-Memory Time Series with Application to the Log-Regression Estimation of the Memory Parameter | 2008-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3502469 | 2008-05-23 | Paper |
| Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation | 2008-02-06 | Paper |
| Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes | 2007-12-16 | Paper |
| Non-Markovian diffusion equations and processes: analysis and simulations | 2007-12-03 | Paper |
| Integral representations of periodic and cyclic fractional stable motions | 2007-11-23 | Paper |
| Stable convergence of generalized \(L^{2}\) stochastic integrals and the principle of conditioning | 2007-11-23 | Paper |
| Self-Similarity and Lamperti Transformation for Random Fields | 2007-10-24 | Paper |
| Limit theorems for sums of heavy-tailed variables with random dependent weights | 2007-08-17 | Paper |
| Wavelet construction of generalized multifractional processes | 2007-08-07 | Paper |
| On a Szegö type limit theorem and the asymptotic theory of random sums, integrals and quadratic forms | 2007-01-09 | Paper |
| Impact of the Sampling Rate on the Estimation of the Parameters of Fractional Brownian Motion | 2006-12-08 | Paper |
| Wick-Itô Formula for Gaussian Processes | 2006-07-13 | Paper |
| Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations | 2006-05-24 | Paper |
| Deconvolution of fractional brownian motion | 2006-05-24 | Paper |
| How rich is the class of multifractional Brownian motions? | 2006-04-28 | Paper |
| Stable convergence of generalized stochastic integrals and the principle of conditioning: L^2 theory | 2006-04-25 | Paper |
| SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM | 2006-01-18 | Paper |
| Multifractional processes with random exponent | 2005-11-28 | Paper |
| Stochastic properties of the linear multifractional stable motion | 2005-04-05 | Paper |
| AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS | 2005-03-18 | Paper |
| ON THE AUTOMATIC SELECTION OF THE ONSET OF SCALING | 2005-03-14 | Paper |
| Small and large scale behavior of the Poissonized telecom process | 2005-02-11 | Paper |
| Rate optimality of wavelet series approximations of fractional Brownian motion | 2004-09-22 | Paper |
| Convergence of weighted sums of random variables with long-range dependence. | 2004-09-22 | Paper |
| Stable stationary processes related to cyclic flows. | 2004-09-15 | Paper |
| DEPENDENCE STRUCTURE OF A RENEWAL-REWARD PROCESS WITH INFINITE VARIANCE | 2004-09-02 | Paper |
| Dilated fractional stable motions | 2004-08-06 | Paper |
| Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages | 2004-06-10 | Paper |
| Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed | 2004-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407624 | 2004-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407604 | 2004-02-20 | Paper |
| Can continuous-time stationary stable processes have discrete linear representations? | 2004-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407622 | 2004-01-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407623 | 2003-11-09 | Paper |
| The Modelling of Ethernet Data and of Signals that are Heavy‐tailed with Infinite Variance* | 2003-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407614 | 2003-07-01 | Paper |
| The structure of self-similar stable mixed moving averages | 2003-05-06 | Paper |
| Estimation of the self-similarity parameter in linear fractional stable motion. | 2003-01-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407596 | 2003-01-01 | Paper |
| Decomposition of self-similar stable mixed moving averages | 2002-12-01 | Paper |
| Are classes of deterministic integrands for fractional Brownian motion on an interval complete? | 2002-11-17 | Paper |
| Functional non-central and central limit theorems for bivariate Appell polynomials | 2002-05-23 | Paper |
| Discrete time parametric models with long memory and infinite variance | 2002-05-05 | Paper |
| CONVERGENCE OF THE WEIERSTRASS-MANDELBROT PROCESS TO FRACTIONAL BROWNIAN MOTION | 2001-12-10 | Paper |
| Integration questions related to fractional Brownian motion | 2001-10-16 | Paper |
| Robustness of the \(R/S\) statistic for fractional stable noises | 2001-09-17 | Paper |
| Can One Use the Durbin–Levinson Algorithm to Generate Infinite Variance Fractional ARIMA Time Series? | 2001-09-16 | Paper |
| Bachelier and his times: a conversation with Bernard Bru | 2001-09-16 | Paper |
| The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion | 2001-06-13 | Paper |
| Renewal reward processes with heavy-tailed inter-renewal times and heavy-tailed rewards | 2001-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945270 | 2000-12-11 | Paper |
| Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion | 2000-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247096 | 2000-10-12 | Paper |
| Central limit theorems for quadratic forms with time-domain conditions | 2000-09-04 | Paper |
| Meaningful MRA initialization for discrete time series. | 2000-08-21 | Paper |
| Convergence of normalized quadratic forms | 1999-11-23 | Paper |
| Estimating the heavy tail index from scaling properties | 1999-11-23 | Paper |
| Whittle estimator for finite-variance non-Gaussian time series with long memory | 1999-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247104 | 1999-10-17 | Paper |
| Stock market prices and long-range dependence | 1999-09-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247097 | 1999-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4218901 | 1999-06-01 | Paper |
| Option Pricing in ARCH-type Models | 1999-05-05 | Paper |
| Is Network Traffic Self-Similar or Multifractal? | 1999-03-09 | Paper |
| A critical look at Lo's modified \(R/S\) statistic. | 1999-01-01 | Paper |
| Testing for long‐range dependence in the presence of shifting means or a slowly declining trend, using a variance‐type estimator | 1998-12-02 | Paper |
| Parameter estimation for infinite variance fractional ARIMA | 1998-10-06 | Paper |
| Limit theorems for bivariate Appell polynomials. II: Non-central limit theorems | 1998-04-20 | Paper |
| The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables | 1998-03-29 | Paper |
| Toward A Convergence Theory For Continuous Stochastic Securities Market Models1 | 1997-08-31 | Paper |
| ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY | 1997-06-26 | Paper |
| Limit theorems for bivariate Appell polynomials. I: Central limit theorems | 1997-05-28 | Paper |
| Infinite variance stable moving averages with long memory | 1997-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4894817 | 1997-01-27 | Paper |
| Robustness of whittle-type estimators for time series with long-range dependence | 1997-01-01 | Paper |
| A characterization of mixing processes of type G | 1996-12-16 | Paper |
| Fractional ARIMA with stable innovations | 1996-10-03 | Paper |
| Lévy measures of infinitely divisible random vectors and Slepian inequalities | 1996-08-13 | Paper |
| Stable fractal sums of pulses: The cylindrical case | 1996-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4844362 | 1995-11-22 | Paper |
| Necessary conditions for the existence of conditional moments of stable random variables | 1995-05-23 | Paper |
| How do conditional moments of stable vectors depend on the spectral measure? | 1995-05-14 | Paper |
| Does asymptotic linearity of the regression extend to stable domains of attraction? | 1995-03-01 | Paper |
| New classes of self-similar symmetric stable random fields | 1995-02-14 | Paper |
| INFINITE VARIANCE STABLE ARMA PROCESSES | 1995-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4301585 | 1994-08-07 | Paper |
| The asymptotic dependence structure of the linear fractional Lévy motion | 1994-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139489 | 1994-01-02 | Paper |
| Zero-one laws for multilinear forms in Gaussian and other infinitely divisible random variables | 1993-12-05 | Paper |
| Asymptotic dependence of moving average type self-similar stable random Fields | 1993-08-10 | Paper |
| Stochastic monotonicity and Slepian-type inequalities for infinitely divisible and stable random vectors | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694367 | 1993-06-29 | Paper |
| Continuous functions whose level sets are orthogonal to all polynomials of a given degree | 1993-04-01 | Paper |
| Nonlinear regression of stable random variables | 1992-06-28 | Paper |
| Weak convergence of sums of moving averages in the \(\alpha\)-stable domain of attraction | 1992-06-28 | Paper |
| Conditional moments and linear regression for stable random variables | 1992-06-27 | Paper |
| Probability laws with 1-stable marginals are 1-stable | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3972784 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3972785 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976818 | 1992-06-26 | Paper |
| Hölder’s Inequality for Functions of Linearly Dependent Arguments | 1992-06-25 | Paper |
| Sample path properties of stochastic processes represented as multiple stable integrals | 1992-06-25 | Paper |
| Convergence in distribution of sums of bivariate Appell polynomials with long-range dependence | 1992-06-25 | Paper |
| Bivariate symmetric statistics of long-range dependent observations | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3353894 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5203419 | 1991-01-01 | Paper |
| Convergence to a Gaussian limit as the normalization exponent tends to 1/2 | 1991-01-01 | Paper |
| \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3353881 | 1990-01-01 | Paper |
| A noncentral limit theorem for quadratic forms of Gaussian stationary sequences | 1990-01-01 | Paper |
| Multiple stable integrals of Banach-valued functions | 1990-01-01 | Paper |
| Existence of joint moments of stable random variables | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3034616 | 1989-01-01 | Paper |
| Probability bounds for M-Skorohod oscillations | 1989-01-01 | Paper |
| The empirical process of some long-range dependent sequences with an application to U-statistics | 1989-01-01 | Paper |
| Pathwise stochastic integration and applications to the theory of continuous trading | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788934 | 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 |
| https://portal.mardi4nfdi.de/entity/Q3790429 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3833466 | 1987-01-01 | Paper |
| The analysis of finite security markets using martingales | 1987-01-01 | Paper |
| Noncentral limit theorems and Appell polynomials | 1987-01-01 | Paper |
| Central limit theorems for quadratic forms in random variables having long-range dependence | 1987-01-01 | Paper |
| Decoupling of Banach-valued multilinear forms in independent symmetric Banach-valued random variables | 1987-01-01 | Paper |
| Multiple stochastic integrals with dependent integrators | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3729765 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3736663 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3738326 | 1986-01-01 | Paper |
| Symmetric polynomials of random variables attracted to an infinitely divisible law | 1986-01-01 | Paper |
| Sojourn in an elliptical domain | 1986-01-01 | Paper |
| Decoupling inequalities for multilinear forms in independent symmetric random variables | 1986-01-01 | Paper |
| Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series | 1986-01-01 | Paper |
| Dyadic approximation of double integrals with respect to symmetric stable processes | 1986-01-01 | Paper |
| A survey of functional laws of the iterated logarithm for self-similar processes | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3675242 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4722933 | 1985-01-01 | Paper |
| Noncentral limit theorems for quadratic forms in random variables having long-range dependence | 1985-01-01 | Paper |
| Invariance principle for symmetric statistics | 1984-01-01 | Paper |
| Infinite variance self-similar processes subordinate to a poisson measure | 1983-01-01 | Paper |
| Regular multigraphs and their application to the Monte Carlo evaluation of moments of non-linear functions of Gaussian random variables | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3963835 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3667770 | 1979-01-01 | Paper |
| Convergence of integrated processes of arbitrary Hermite rank | 1979-01-01 | Paper |
| A representation for self-similar processes | 1978-01-01 | Paper |
| Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence | 1977-01-01 | Paper |
| Weak convergence to fractional brownian motion and to the rosenblatt process | 1975-01-01 | Paper |
