| Publication | Date of Publication | Type |
|---|
| Inference for continuous-time long memory randomly sampled processes | 2024-07-30 | Paper |
| Explicit and combined estimators for parameters of stable distributions | 2022-01-25 | Paper |
| Innovative methods for modeling of scale invariant processes | 2021-10-28 | Paper |
| Random discretization of stationary continuous time processes | 2021-06-28 | Paper |
| Aggregation and long memory: recent developments | 2021-06-02 | Paper |
| Estimating Long Memory in Panel Random‐Coefficient AR(1) Data | 2020-09-16 | Paper |
| Sample covariances of random-coefficient AR(1) panel model | 2019-11-26 | Paper |
| Inference for continuous-time long memory randomly sampled processes | 2019-08-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5355312 | 2017-09-07 | Paper |
| ABC shadow algorithm: a tool for statistical analysis of spatial patterns | 2017-06-30 | Paper |
| Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data | 2016-12-15 | Paper |
| Hypothesis testing for Markovian models with random time observations | 2016-03-08 | Paper |
| On particle filters applied to electricity load forecasting | 2015-07-13 | Paper |
| Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting | 2015-06-26 | Paper |
| Statistical Estimation for a Class of Self‐Regulating Processes | 2015-05-20 | Paper |
| CONTEMPORANEOUS AGGREGATION OF TRIANGULAR ARRAY OF RANDOM-COEFFICIENT AR(1) PROCESSES | 2014-12-10 | Paper |
| Basic properties of the Multivariate Fractional Brownian Motion | 2014-06-24 | Paper |
| DETECTION OF NONCONSTANT LONG MEMORY PARAMETER | 2014-06-20 | Paper |
| Consistency of the posterior distribution and MLE for piecewise linear regression | 2013-05-28 | Paper |
| Estimation of Scale and Hurst Parameters of Semi-Selfsimilar Processes | 2012-07-10 | Paper |
| Some convergence results on quadratic forms for random fields and application to empirical covariances | 2011-10-11 | Paper |
| Marginal density estimation for linear processes with cyclical long memory | 2011-07-26 | Paper |
| On the peeling procedure applied to a Poisson point process | 2010-11-26 | Paper |
| A two-sample test for comparison of long memory parameters | 2010-09-01 | Paper |
| Asymptotic normality of the mixture density estimator in a disaggregation scheme | 2010-06-18 | Paper |
| Random sampling of long-memory stationary processes | 2010-02-26 | Paper |
| Covariance function of vector self-similar processes | 2009-11-18 | Paper |
| Bayesian analysis of autoregressive moving average processes with unknown orders | 2009-04-06 | Paper |
| Time-Varying Fractionally Integrated Processes with Nonstationary Long Memory | 2009-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3498017 | 2008-05-28 | Paper |
| A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS | 2007-04-23 | Paper |
| Time series aggregation, disaggregation and long memory | 2007-02-27 | Paper |
| Almost periodically correlated processes with long memory | 2007-01-09 | Paper |
| Orthogonal series density estimation in a disaggregation scheme | 2006-06-30 | Paper |
| Invariance principle for a class of non stationary processes with long memory | 2006-03-20 | Paper |
| Numerical comparisons of approximations of geometric sums | 2004-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407624 | 2004-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407623 | 2003-11-09 | Paper |
| Non-informative priors in the case of Gaussian long-memory processes | 2003-01-30 | Paper |
| Identification of a locally self-similar Gaussian process by using convex rearrangements | 2002-12-15 | Paper |
| Optimal estimators for the importance sampling method | 2000-07-10 | Paper |
| Processing simulation output by riemann sums | 1999-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3033312 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4775946 | 1973-01-01 | Paper |
