| Publication | Date of Publication | Type |
|---|
| Correction to: Random Coefficient Autoregressive Processes: a Markov Chain Analysis of Stationarity and Finiteness of Moments by Paul D. Feigin and Richard L. Tweedie J. Time Series Anal., Vol. 6, No. 1 (1985) | 2020-11-20 | Paper |
| Nonparametric tests and nested sequential sampling plans for change-point detection | 2017-08-25 | Paper |
| Adaptive Designs to Maximize Power in Clinical Trials with Multiple Treatments | 2014-04-30 | Paper |
| Unbiased variance estimators in the parametric case | 2013-07-22 | Paper |
| Approximate Confidence Limits for the Difference between Parameters of Two Pólya Distributions | 2012-10-31 | Paper |
| Designing a call center with an IVR (interactive voice response) | 2010-11-22 | Paper |
| Workload forecasting for a call center: methodology and a case study | 2010-04-21 | Paper |
| Feasible parameter regions for alternative discrete state space models | 2008-11-25 | Paper |
| Pólya distributions, combinatorial identities, and generalized stirling numbers | 2007-08-07 | Paper |
| Embedded polynomial plans of random walks and their applications | 2007-08-07 | Paper |
| On a Generalization of the Classical Random Sampling Scheme and Unbiased Estimation | 2007-05-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5471854 | 2006-06-14 | Paper |
| Testing of monotonicity in parametric regression models | 2003-04-03 | Paper |
| On confidence limits for the difference of two binomial parameters | 2001-02-27 | Paper |
| Pitfalls of fitting autoregressive models for heavy-tailed time series | 2000-03-01 | Paper |
| Estimation for a class of positive nonlinear time series models | 1998-11-23 | Paper |
| Linear Programming Estimators and Bootstrapping for Heavy Tailed Phenomena | 1998-04-05 | Paper |
| Parameter estimation for moving averages with positive innovations | 1997-06-12 | Paper |
| Testing for independence in heavy tailed and positive innovation time series | 1996-05-20 | Paper |
| Inference and martingale estimating equations for stochastic processes on a semigroup | 1995-02-12 | Paper |
| Limit distributions for linear programming time series estimators | 1994-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4037065 | 1993-05-18 | Paper |
| Estimation for autoregressive processes with positive innovations | 1993-01-17 | Paper |
| Detection of concordance for extreme ranks | 1989-01-01 | Paper |
| Linear functionals and Markov chains associated with Dirichlet processes | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4734606 | 1987-01-01 | Paper |
| Intergroup diversity and concordance for ranking data: An approach via metrics for permutations | 1986-01-01 | Paper |
| Asymptotic theory of conditional inference for stochastic processes | 1986-01-01 | Paper |
| Correction | 1986-01-01 | Paper |
| Stable convergence of semimartingales | 1985-01-01 | Paper |
| RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS | 1985-01-01 | Paper |
| On the cadlaguity of random measures | 1984-01-01 | Paper |
| A simple Markov model for the analysis of multiple air combat | 1984-01-01 | Paper |
| WEIGHTED AREA TECHNIQUES FOR EXPLICIT PARAMETER ESTIMATION IN MULTI-STAGE MODELS | 1983-01-01 | Paper |
| On a strong Tauberian result | 1983-01-01 | Paper |
| Asymptotic theory for measures of concordance with special reference to average Kendall tau | 1982-01-01 | Paper |
| Asymptotic behaviour of integral functions connected with an infinite convolution of exponential densities for small values of the argument | 1982-01-01 | Paper |
| Minimizing costs of sequential and parallel personnel testing programs | 1982-01-01 | Paper |
| Extreme-value properties of the explosion-time distribution in a pure birth process | 1982-01-01 | Paper |
| The geometric programming dual to the extinction probability problem in simple branching processes | 1981-01-01 | Paper |
| Conditional exponential families and a representation theorem for asymptotic inference | 1981-01-01 | Paper |
| On the indifference zone approach to selection. A consistency result | 1981-01-01 | Paper |
| A class of martingales with non-symmetric limit distributions | 1981-01-01 | Paper |
| Equivalent descriptions of perturbed Markov processes | 1979-01-01 | Paper |
| On asymptotic ancillarity and inference for Yule and regular nonergodic processes | 1979-01-01 | Paper |
| On the characterization of point processes with the order statistic property | 1979-01-01 | Paper |
| Some comments concerning a curious singularity | 1979-01-01 | Paper |
| The efficiency criteria problem for stochastic processes | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4172794 | 1978-01-01 | Paper |
| A NOTE ON MAXIMUM LIKELIHOOD ESTIMATION FOR SIMPLE BRANCHING PROCESSES | 1977-01-01 | Paper |
| Maximum likelihood estimation for stochastic processes - a martingale approach | 1976-01-01 | Paper |
| Maximum likelihood estimation for continuous-time stochastic processes | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4170123 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4199359 | 1976-01-01 | Paper |
