| Publication | Date of Publication | Type |
|---|
| Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise | 2024-02-16 | Paper |
| Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data | 2024-01-02 | Paper |
| Statistical inference in factor analysis for diffusion processes from discrete observations | 2023-10-17 | Paper |
| Adaptive inference for small diffusion processes based on sampled data | 2023-07-12 | Paper |
| Structural equation modeling with latent variables for diffusion processes and its application to sparse estimation | 2023-05-04 | Paper |
| Estimation for change point of discretely observed ergodic diffusion processes | 2023-04-21 | Paper |
| Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments | 2023-04-19 | Paper |
| Change point inference in ergodic diffusion processes based on high frequency data | 2023-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5879927 | 2023-03-07 | Paper |
| Structural equation modeling with latent variables for diffusion processes based on high-frequency data | 2022-10-20 | Paper |
| Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations | 2022-06-01 | Paper |
| Adaptive estimator for a parabolic linear SPDE with a small noise | 2021-12-17 | Paper |
| Adaptive testing method for ergodic diffusion processes based on high frequency data | 2021-12-14 | Paper |
| Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise | 2021-08-18 | Paper |
| Change point inference in ergodic diffusion processes based on high frequency data | 2021-04-23 | Paper |
| Parametric estimation for a parabolic linear SPDE model based on discrete observations | 2021-01-06 | Paper |
| HYBRID ESTIMATION FOR AN ERGODIC DIFFUSION PROCESS BASED ON REDUCED DATA | 2020-09-14 | Paper |
| Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations | 2020-04-29 | Paper |
| Hybrid estimation for ergodic diffusion processes based on noisy discrete observations | 2020-04-07 | Paper |
| Adaptive test for ergodic diffusions plus noise | 2019-08-09 | Paper |
| Parametric estimation for convolutionally observed diffusion processes | 2019-06-24 | Paper |
| Inference for ergodic diffusions plus noise | 2019-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4559871 | 2018-12-04 | Paper |
| Hybrid estimators for small diffusion processes based on reduced data | 2018-10-01 | Paper |
| Hybrid estimators for stochastic differential equations from reduced data | 2018-08-10 | Paper |
| Adaptive Bayes Estimators and Hybrid Estimators for Small Diffusion Processes Based on Sampled Data | 2017-07-26 | Paper |
| Model Selection for Volatility Prediction | 2017-01-16 | Paper |
| Contrast-based information criterion for ergodic diffusion processes from discrete observations | 2016-01-15 | Paper |
| Hybrid multi-step estimators for stochastic differential equations based on sampled data | 2015-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2930383 | 2014-11-18 | Paper |
| Statistical modeling for stochastic differential equations | 2014-11-18 | Paper |
| AIC type statistics for discretely observed ergodic diffusion processes | 2014-10-24 | Paper |
| Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations | 2014-08-15 | Paper |
| Adaptive test statistics for ergodic diffusion processes sampled at discrete times | 2014-06-10 | Paper |
| Quasi likelihood analysis of volatility and nondegeneracy of statistical random field | 2014-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2844166 | 2013-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2844178 | 2013-08-28 | Paper |
| Estimation for misspecified ergodic diffusion processes from discrete observations | 2013-04-25 | Paper |
| Adaptive estimation of an ergodic diffusion process based on sampled data | 2012-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3095353 | 2011-10-29 | Paper |
| Parametric estimation for partially hidden diffusion processes sampled at discrete times | 2009-05-06 | Paper |
| Approximate martingale estimating functions for stochastic differential equations with small noises | 2008-09-29 | Paper |
| Information criteria for small diffusions via the theory of Malliavin-Watanabe | 2008-04-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3420148 | 2007-02-01 | Paper |
| Estimation for Dynamical Systems with Small Noise from Discrete Observations | 2005-05-23 | Paper |
| Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions | 2005-05-20 | Paper |
| Asymptotic expansion for small diffusions applied to option pricing | 2005-04-07 | Paper |
| Small-diffusion asymptotics for discretely sampled stochastic differential equations | 2004-06-10 | Paper |
| On generating functions of waiting time problems for sequence patterns of discrete random variables | 2001-05-28 | Paper |
| Information criteria in model selection for mixing processes | 2001-01-01 | Paper |
| On number of occurrences of success runs of specified length in a higher-order two-state Markov chain | 1999-08-31 | Paper |
| Joint distributions of numbers of success-runs until the first consecutive \(k\) successes in a higher-order two-state Markov chain | 1999-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4353173 | 1998-08-30 | Paper |
| Sooner and later waiting time problems in a two-state Markov chain | 1996-07-18 | Paper |
| ORDER STATISTICS WITH DISCRETE DISTRIBUTIONS AND PROBABILITY THAT TIES OCCUR SOMEWHERE | 1995-07-03 | Paper |
| Quasi-Akaike information criterion of structural equation modeling with latent variables for diffusion processes | 0001-01-03 | Paper |
| Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions | 0001-01-03 | Paper |
