Publication | Date of Publication | Type |
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Karl Pearson and the Scandinavian School of Statistics | 2024-07-17 | Paper |
Why Distinguish Between Statistics and Mathematical Statistics–The Case of Swedish Academia | 2023-11-10 | Paper |
The relation between wave asymmetry and particle orbits analysed by Slepian models | 2021-09-22 | Paper |
Wave asymmetry and particle orbits in irregular wave models | 2020-11-07 | Paper |
Effective computations of joint excursion times for stationary Gaussian processes | 2020-07-28 | Paper |
Gaussian integrals and Rice series in crossing distributions -- to compute the distribution of maxima and other features of Gaussian processes | 2019-09-27 | Paper |
The Engineering Mathematics Study Programme in Lund: Background and Implementation | 2019-09-17 | Paper |
Horseshoe-like patterns in first-order 3D random Gauss-Lagrange waves with directional spreading | 2018-10-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q2934168 | 2014-12-11 | Paper |
https://portal.mardi4nfdi.de/entity/Q2919531 | 2012-10-04 | Paper |
Empty envelope excursions in stationary gaussian processes | 2012-04-05 | Paper |
Stochastic Asymmetry Properties of 3D Gauss-Lagrange Ocean Waves with Directional Spreading | 2011-10-21 | Paper |
Level crossing prediction with neural networks | 2010-11-22 | Paper |
Slope distribution in front-back asymmetric stochastic Lagrange time waves | 2010-07-13 | Paper |
Slepian models for the stochastic shape of individual Lagrange sea waves | 2006-07-25 | Paper |
Cycle range distributions for Gaussian processes -- exact and approximative results | 2006-05-24 | Paper |
How reliable are contour curves? Confidence sets for level contours | 1996-07-18 | Paper |
RECURSIVE ESTIMATION IN SWITCHING AUTOREGRESSIONS WITH A MARKOV REGIME | 1995-03-01 | Paper |
Recursive estimation of parameters in Markov-modulated Poisson processes | 1995-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4002852 | 1992-09-18 | Paper |
Recursive estimation in mixture models with Markov regime | 1992-06-28 | Paper |
Slepian Models and Regression Approximations in Crossing and Extreme Value Theory | 1992-06-28 | Paper |
Slepian models for X2-processes with dependent components with application to envelope upcrossings | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3493906 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3823037 | 1987-01-01 | Paper |
Optimal prediction of level crossings in Gaussian processes and sequences | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3690400 | 1985-01-01 | Paper |
Extremal ranks and transformation of variables for extremes of functions of multivariate Gaussian processes | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3345510 | 1984-01-01 | Paper |
Shape and duration of clicks in modulated FM transmission | 1984-01-01 | Paper |
Extremes and related properties of random sequences and processes | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3665978 | 1983-01-01 | Paper |
On the shape and duration of FM-clicks | 1983-01-01 | Paper |
Point processes of exits by bivariate Gaussian processes and extremal theory for the \(\chi^2\)-process and its concomitants | 1980-01-01 | Paper |
Model processes in nonlinear prediction with application to detection and alarm | 1980-01-01 | Paper |
Frequency estimation from crossings of an unknown level | 1980-01-01 | Paper |
Extreme values and crossings for theX2-Process and Other Functions of Multidimensional Gaussian Processes, by Reliability Applications | 1980-01-01 | Paper |
Prediction of level crossings for normal processes containing deterministic components | 1979-01-01 | Paper |
Conditions for the convergence in distribution of maxima of stationary normal processes | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4160281 | 1978-01-01 | Paper |
Functional limits of empirical distributions in crossing theory | 1977-01-01 | Paper |
Frequency estimation from crossings of an observed mean level | 1976-01-01 | Paper |
Prediction from a random time point | 1975-01-01 | Paper |
Weak convergence of high level crossings and maxima for one or more Gaussian processes | 1975-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4125535 | 1975-01-01 | Paper |
A note on the asymptotic independence of high level crossings for dependent Gaussian processes | 1974-01-01 | Paper |
Spectral moment estimation by means of level crossings | 1974-01-01 | Paper |
Discrete wave-analysis of continuous stochastic processes | 1973-01-01 | Paper |
Local maxima of Gaussian fields | 1972-01-01 | Paper |
Wave-length and amplitude in Gaussian noise | 1972-01-01 | Paper |
Wave-length and amplitude for a stationary Gaussian process after a high maximum | 1972-01-01 | Paper |
Extreme values of stationary normal processes | 1971-01-01 | Paper |
Some Properties of a Normal Process Near a Local Maximum | 1970-01-01 | Paper |