| Publication | Date of Publication | Type |
|---|
| Applications of random search methods to foraging in ecological environments and other natural phenomena -- a review | 2024-10-28 | Paper |
| Multiple change-point models for time series | 2024-10-28 | Paper |
| Adaptive parametric change point inference under covariance structure changes | 2024-07-30 | Paper |
| Multivariate generalized hyperbolic laws for modeling financial log-returns: empirical and theoretical considerations | 2024-07-25 | Paper |
| Rejoinder to: ``Multivariate generalized hyperbolic laws for modeling financial log returns: empirical and theoretical considerations | 2024-07-25 | Paper |
| The distribution of the maximum likelihood estimates of the change point and their relation to random walks | 2024-04-29 | Paper |
| Change point detection and estimation methods under gamma series of observations | 2022-07-05 | Paper |
| Some properties of the multivariate generalized hyperbolic laws | 2021-05-03 | Paper |
| Inference on the change point under a high dimensional sparse mean shift | 2021-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5214199 | 2020-02-07 | Paper |
| Symmetric Gaussian mixture distributions with GGC scales | 2017-09-08 | Paper |
| On the joint distribution of the supremum functional and its last occurrence for subordinated linear Brownian motion | 2015-12-22 | Paper |
| Subordinated Brownian motion: last time the process reaches its supremum | 2015-06-30 | Paper |
| Inference for single and multiple change-points in time series | 2013-11-26 | Paper |
| Purchasing decisions under stochastic prices: approximate solutions for order time, order quantity and supplier selection | 2013-04-02 | Paper |
| Change-point mle in the rate of exponential sequences with application to Indonesian seismological data | 2010-10-22 | Paper |
| Exact asymptotic distribution of change-point MLE for change in the mean of Gaussian se\-quences | 2010-09-10 | Paper |
| Non-linear properties of conditional returns under scale mixtures | 2009-05-29 | Paper |
| Asymptotic study of the change-point mle in multivariate Gaussian families under contiguous alternatives | 2009-03-20 | Paper |
| The geometric convergence rate of the classical change-point estimate | 2009-03-04 | Paper |
| Determining Process Death Based on Censored Activity Data | 2008-12-04 | Paper |
| Flexible supply contracts under price uncertainty | 2008-06-24 | Paper |
| On Hinkley's estimator: inference about the change point | 2008-01-21 | Paper |
| Regression Properties for Asymmetric Generalized Scale Mixtures of Multivariate Gaussian Variables | 2007-05-08 | Paper |
| Deviations between sample quantiles and empirical processes under absolute regular properties | 2007-04-16 | Paper |
| Non-linear mixture models for cross-sectional financial log returns | 2006-08-28 | Paper |
| On the inconsistency of the change-point estimator for the NE family | 2006-08-14 | Paper |
| Type \(G\) and spherical distributions on \(\mathbb R^d\) | 2005-05-12 | Paper |
| Tempered distributions and their application in computing conditional moments for normal mixtures | 2005-04-07 | Paper |
| Rank Based Dickey–Fuller Test Statistics | 2004-11-24 | Paper |
| UNIT ROOT TESTS WITH INFINITE VARIANCE ERRORS | 2004-06-18 | Paper |
| Bessel inequalities with applications to conditional log returns under GIG scale mixtures of normal vectors. | 2004-02-14 | Paper |
| The conditional variance for gamma mixtures of normal distributions | 2002-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2767491 | 2002-10-15 | Paper |
| Detection and estimation of abrupt changes in the variability of a process | 2002-07-31 | Paper |
| Error bounds for asymptotic expansion of the conditional variance of the scale mixtures of the multivariate normal distribution | 2002-01-24 | Paper |
| On the conditional variance for scale mixtures of normal distributions | 2001-06-18 | Paper |
| Maximum likelihood estimation of a change-point for exponentially distributed random variables. | 2001-01-01 | Paper |
| A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point. | 2000-10-26 | Paper |
| Invariance principles for deconvolving kernel density estimation for stationary sequences of random variables | 2000-04-27 | Paper |
| Invariance principles for deconvoluting kernel density estimation | 1999-11-17 | Paper |
| Capturing the distributional behaviour of the maximum likelihood estimator of a changepoint | 1999-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4218904 | 1998-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884608 | 1997-10-01 | Paper |
| Strong approximation of the quantile processes and its applications under strong mixing properties | 1995-05-30 | Paper |
| A note on the simple random walk in the plane | 1993-10-11 | Paper |
| The exact approximation order of the random maximum Of cumulative sums Of independent variables | 1993-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4695605 | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4695614 | 1993-06-29 | Paper |
| On the speed of convergence of the distribution of random sums of weighted independent variables | 1991-01-01 | Paper |
| Estimating the lead-time demand distribution for an autocorrelated demand by the pearson system and a normal approximation | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4735863 | 1989-01-01 | Paper |
| Safety stock determination with correlated demands and arbitrary lead times | 1988-01-01 | Paper |
| The transient behaviour of the simple random walk in the plane | 1988-01-01 | Paper |
| COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS | 1983-01-01 | Paper |
| Some aspects of the non-asymptotic behaviour of a two-dimensional invasion process | 1981-01-01 | Paper |
| Some inequalities on the distribution of ladder epochs | 1981-01-01 | Paper |
