| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q6146349 | 2024-01-10 | Paper |
| Embedding in law of discrete time ARMA processes in continuous time stationary processes | 2018-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3179377 | 2016-12-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2872730 | 2014-01-15 | Paper |
| Weak convergence of marked empirical processes for focused inference on \(\mathrm{AR}(p)\) vs \(\mathrm{AR}(p+1)\) stationary time series | 2013-01-11 | Paper |
| Modeling stationary data by a class of generalised Ornstein-Uhlenbeck processes | 2012-10-01 | Paper |
| Goodness-of-fit tests for continuous regression | 2009-06-16 | Paper |
| Goodness-of-Fit to the Exponential Distribution, Focused on Weibull Alternatives | 2005-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4469356 | 2004-06-14 | Paper |
| Tests of normality based on transformed empirical processes | 2004-01-14 | Paper |
| Tests of symmetry based on transformed empirical processes | 2001-07-26 | Paper |
| Goodness-of-fit tests based on quadratic functionals of transformed empirical processes | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4519750 | 2000-12-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4256773 | 1999-11-09 | Paper |
| Transformed empirical processes and modified Kolmogorov-Smirnov tests for multivariate distributions | 1999-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351972 | 1998-08-24 | Paper |
| Bridge-to-bridge transformations and kolmogorov-smirnov tests | 1997-02-03 | Paper |
| Goodness-of-fit and comparison tests of the Kolmogorov-Smirnov type for bivariate populations | 1995-07-02 | Paper |
| A gaussian process with parabolic covariances | 1992-06-28 | Paper |
| On a martingale characterization of two-parameter Wiener process | 1990-01-01 | Paper |
| Affine Processes: A Test of Isotropy Based on Level Sets | 1987-01-01 | Paper |
| Estimation of the spectral moment, by means of the extrema | 1985-01-01 | Paper |
| A multiparameter stochastic integral and forward equations | 1984-01-01 | Paper |
| On the transition density of a multidimensional parameter Wiener process with one barrier | 1984-01-01 | Paper |
| The two-parameter Brownian bridge: Kolmogorov inequalities and upper and lower bounds for the distribution of the maximum | 1982-01-01 | Paper |
| The expected measure of the level sets of a regular stationary Gaussian process | 1982-01-01 | Paper |
| An estimate for the tails of the distribution of the supremum for a class of stationary multiparameter Gaussian processes | 1981-01-01 | Paper |
| The Kolmogorov equation for a plane barrier problem | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3866963 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3880039 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4170029 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4766495 | 1973-01-01 | Paper |
| On barrier problems for the vibrating string | 1972-01-01 | Paper |
| On the barrier problem for sine series with independent Gaussian coefficients | 1972-01-01 | Paper |
| On barrier problems for the vibrating string | 1971-01-01 | Paper |
| The vibrating string forced by white noise | 1970-01-01 | Paper |
| On Stochastic Differentials in Hilbert Spaces | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5604230 | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5534649 | 1966-01-01 | Paper |
