| Publication | Date of Publication | Type |
|---|
| Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes | 2025-01-22 | Paper |
| Nonparametric estimation of trend for SDEs driven by a Gaussian process | 2024-08-16 | Paper |
| Weighted probability density estimator with updated bandwidths | 2024-04-03 | Paper |
| Fractional processes and their statistical inference: an overview | 2024-03-05 | Paper |
| Maximal inequalities and convergence results on multidimensionally indexed demimartingales | 2024-02-09 | Paper |
| PARAMETRIC ESTIMATION FOR STOCHASTIC PARABOLIC EQUATIONS DRIVEN BY AN INFINITE DIMENSIONAL MFBM | 2024-01-08 | Paper |
| Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion | 2023-12-11 | Paper |
| On some characterizations of probability distributions based on maxima or minima of some families of dependent random variables | 2023-12-08 | Paper |
| Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects | 2023-07-03 | Paper |
| Discrete Gronwall inequalities for demimartingales | 2023-06-23 | Paper |
| On the long range dependence of time-changed generalized mixed fractional Brownian motion | 2023-01-07 | Paper |
| Remarks on some conditional generalized Borel-Cantelli lemmas | 2022-11-29 | Paper |
| Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise | 2022-10-28 | Paper |
| Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes | 2022-09-05 | Paper |
| Characterization of probability measures by linear functions of Q-independent random variables defined on a homogeneous Markov chain | 2022-08-12 | Paper |
| Minimum $L_1$-norm estimation for fractional Ornstein-Uhlenbeck process driven by a Gaussian process | 2022-08-08 | Paper |
| PARAMETRIC ESTIMATION FOR SPDES DRIVEN BY AN INFINITE DIMENSIONAL MIXED FRACTIONAL BROWNIAN MOTION | 2022-07-26 | Paper |
| Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations | 2022-05-09 | Paper |
| Maximum likelihood estimation for sub-fractional Vasicek model | 2022-01-17 | Paper |
| On some analogues of lack of memory properties for the Gompertz distribution | 2021-10-01 | Paper |
| NONPARAMETRIC ESTIMATION OF LINEAR MULTIPLIER FOR STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY FRACTIONAL LÉVY PROCESS WITH SMALL NOISE | 2021-09-23 | Paper |
| Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects | 2021-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4991279 | 2021-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4991179 | 2021-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4991195 | 2021-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4991238 | 2021-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4991248 | 2021-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4991271 | 2021-06-02 | Paper |
| Singularity for bifractional and trifractional Brownian motions based on their Hurst indices | 2021-05-15 | Paper |
| Nonparametric estimation of trend for SDEs with delay driven by fractional Brownian motion with small noise | 2021-04-08 | Paper |
| Parametric Estimation for Processes Driven by Infinite Dimensional Mixed Fractional Brownian Motion | 2021-03-09 | Paper |
| Characterization of probability measures based on Q-independent generalized random fields | 2021-02-18 | Paper |
| Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process | 2021-01-28 | Paper |
| Cramér-Rao inequality revisited | 2020-11-17 | Paper |
| LARGE DEVIATION PROBABILITIES FOR MAXIMUM LIKELIHOOD ESTIMATOR AND BAYES ESTIMATOR OF A PARAMETER FOR MIXED FRACTIONAL ORNSTEIN-UHLENBECK TYPE PROCESS | 2020-09-14 | Paper |
| Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion | 2020-07-02 | Paper |
| More on maximal inequalities for sub-fractional Brownian motion | 2020-02-17 | Paper |
| Parametric estimation for cusp-type signal driven by fractional Brownian motion | 2019-12-18 | Paper |
| Characterizations of Probability Distributions through $Q$-Independence | 2019-11-12 | Paper |
| Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion | 2019-08-26 | Paper |
| Berry-Esseen Type Bound for Fractional Ornstein-Uhlenbeck Type Process Driven by Sub-fractional Brownian Motion | 2019-06-19 | Paper |
| Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion | 2019-05-15 | Paper |
| Filtered fractional Poisson processes | 2019-03-13 | Paper |
| Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion | 2019-02-18 | Paper |
| Improved Cramer-Rao Inequality for Randomly Censored Data | 2019-02-14 | Paper |
| On the Skitovich-Darmois-Ramachandran-Ibragimov theorem for linear forms of Q-independent random sequences | 2019-02-01 | Paper |
| Characterization of probability measures on locally compact Abelian groups via Q-independence | 2019-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4559031 | 2018-11-30 | Paper |
| Wavelet estimation for derivative of a density in the presence of additive noise | 2018-11-15 | Paper |
| Pricing geometric Asian power options under mixed fractional Brownian motion environment | 2018-11-13 | Paper |
| Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion | 2018-10-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4684388 | 2018-09-28 | Paper |
| Improved sequential Cramer-Rao type integral inequality | 2018-05-03 | Paper |
| Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion | 2018-01-25 | Paper |
| Moderate deviation principle for maximum likelihood estimator for Markov processes | 2017-12-22 | Paper |
| Chebyshev's inequality for Hilbert-space valued random elements with estimated mean and covariance | 2017-12-15 | Paper |
| Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion | 2017-12-04 | Paper |
| OPTION PRICING FOR PROCESSES DRIVEN BY MIXED FRACTIONAL BROWNIAN MOTION WITH SUPERIMPOSED JUMPS | 2017-09-19 | Paper |
| Optimal estimation of a signal perturbed by a sub-fractional Brownian motion | 2017-05-16 | Paper |
| Wavelet estimation for derivative of a density in a GARCH-type model | 2017-05-02 | Paper |
| On some maximal and integral inequalities for sub-fractional Brownian motion | 2017-04-06 | Paper |
| Characterizations of probability distributions through linear forms of \(Q\)-conditional independent random variables | 2017-01-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2834326 | 2016-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2834376 | 2016-11-28 | Paper |
| An Introduction to Stochastic Orders, by Félix Belzunce, Carolina Martínez and Julio Mulero. Academic Press, Elsevier Ltd. 2016. Total number of pages: 157. ISBN: 978-0-12-803768-3 (Paperback) | 2016-08-30 | Paper |
| Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions | 2016-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5741257 | 2016-07-22 | Paper |
| Conditions for singularity for measures generated by two fractional psuedo-diffusion processes | 2016-04-29 | Paper |
| Random central limit theorem for associated random variables and the order of approximation | 2016-04-22 | Paper |
| Corrigendum to ``Central limit theorem for U-statistics of associated random variables | 2015-12-22 | Paper |
| Random fixed point theorems based on orbits of random mappings with some applications to random integral equations | 2015-12-07 | Paper |
| Nonparametric density estimation for functional data by delta sequences | 2014-11-05 | Paper |
| Characterization of Gaussian distribution on a Hilbert space from samples of random size | 2014-10-08 | Paper |
| Estimation of change point for switching fractional diffusion processes | 2014-08-14 | Paper |
| Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes | 2014-08-08 | Paper |
| Maximal Inequalities for Fractional Brownian Motion: An Overview | 2014-06-13 | Paper |
| Some Maximal Inequalities for Fractional Brownian Motion with Polynomial Drift | 2013-10-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326930 | 2013-08-01 | Paper |
| Parameter estimation for a two-dimensional stochastic Navier–Stokes equation driven by an infinite dimensional fractional Brownian motion | 2013-06-06 | Paper |
| On conditional Borel-Cantelli lemmas for sequences of random variables | 2013-01-14 | Paper |
| Matrix variance inequalities for multivariate distributions | 2012-10-19 | Paper |
| On some maximal inequalities for demimartingales and \(N\)-demimartingales based on concave Young functions | 2012-10-19 | Paper |
| Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion | 2012-09-28 | Paper |
| Remarks on maximal inequalities for non-negative demisubmartingales | 2012-08-30 | Paper |
| Singularity of Subfractional Brownian Motions with Different Hurst Indices | 2012-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3106853 | 2011-12-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3092544 | 2011-09-19 | Paper |
| Nonparametric Estimation of Linear Multiplier for Fractional Diffusion Processes | 2011-08-10 | Paper |
| Maximal inequalities for \(N\)-demimartingale and strong law of large numbers | 2011-07-26 | Paper |
| Wavelet based estimation of the derivatives of a density for a negatively associated process | 2011-04-18 | Paper |
| Parametric estimation for linear system of stochastic differential equations driven by fractional Brownian motions with different Hurst indices | 2011-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4931089 | 2010-10-04 | Paper |
| Nonparametric Density Estimation for Functional Data via Wavelets | 2010-08-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580325 | 2010-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580448 | 2010-08-12 | Paper |
| Wavelet linear estimation for derivatives of a density from observations of mixtures with varying mixing proportions | 2010-07-09 | Paper |
| Statistical Inference for Fractional Diffusion Processes | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3566162 | 2010-06-07 | Paper |
| Chebyshev's inequality for Hilbert-space-valued random elements | 2010-05-28 | Paper |
| Sufficient conditions for stochastic equality of two distributions under some partial orders | 2010-03-01 | Paper |
| Upper and Lower Bounds for Probabilities in the Conditional Borel–Cantelli Lemma | 2010-02-10 | Paper |
| Conditional independence, conditional mixing and conditional association | 2009-09-30 | Paper |
| Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion | 2009-08-08 | Paper |
| ∈-upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motion | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325308 | 2009-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5323653 | 2009-07-23 | Paper |
| A First Course in Probability and Statistics | 2008-12-04 | Paper |
| Inequalities for characteristic functions of multidimensional distributions | 2008-05-08 | Paper |
| Singularity of Fractional Brownian Motions with Different Hurst Indices | 2008-04-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5458096 | 2008-04-10 | Paper |
| Hajek-Renyi-type inequality for some nonmonotonic functions of associated random variables | 2008-02-19 | Paper |
| Instrumental Variable Estimation for Linear Stochastic Differential Equations Driven by Fractional Brownian Motion | 2007-12-12 | Paper |
| Upper bounds for large deviation probabilities for the MLE and BE of a parameter for some stochastic partial differential equations | 2007-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5488453 | 2006-09-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5479776 | 2006-07-11 | Paper |
| On a Bivariate Lack of Memory Property Under Binary Associative Operation | 2006-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3367556 | 2006-01-24 | Paper |
| Estimation for Translation of a Process Driven by Fractional Brownian Motion | 2005-11-25 | Paper |
| Rio-type inequality for the expectation of products of random variables | 2005-10-24 | Paper |
| Estimation of distribution and density functions by generalized Bernstein polynomials | 2005-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5317353 | 2005-09-16 | Paper |
| Wilcoxon-signed rank test for associated sequences | 2005-08-01 | Paper |
| Sequential Testing for Simple Hypotheses for Processes Driven by Fractional Brownian Motion | 2005-06-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4677181 | 2005-05-20 | Paper |
| On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations | 2005-05-09 | Paper |
| Estimation for Some Stochastic Partial Differential Equations Based on Discrete Observations II | 2005-03-30 | Paper |
| Non-uniform and uniform Berry–Esseen type bounds for stationary associated sequences | 2005-02-21 | Paper |
| Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion | 2005-01-20 | Paper |
| Sequential Estimation for Fractional Ornstein–Uhlenbeck Type Process | 2005-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4828192 | 2004-11-24 | Paper |
| Mann-Whitney test for associated sequences | 2004-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4449016 | 2004-02-12 | Paper |
| Estimation of cusp in nonregular nonlinear regression models. | 2004-02-03 | Paper |
| Nonparametric inference for parabolic stochastic partial differential equations | 2003-08-07 | Paper |
| Moment Inequalities for Supremum of Empirical Processes forφ-Mixing Sequences | 2003-07-24 | Paper |
| Another Esseen-type inequality for multivariate probability density functions | 2003-05-07 | Paper |
| APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS | 2003-05-05 | Paper |
| Cramér-Rao type integral inequalities for general loss functions | 2003-01-13 | Paper |
| Central limit theorem for U-statistics of associated random variables | 2002-09-05 | Paper |
| Application of Whittle's inequality for Banach space valued martingales | 2002-09-05 | Paper |
| Hájek-Rényi-type inequality for associated sequences | 2002-09-05 | Paper |
| Whittle type inequality for demisubmartingales | 2002-08-20 | Paper |
| Nonparametric inference for a class of stochastic partial differential equations. II | 2002-07-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4529809 | 2002-05-07 | Paper |
| Asymptotic normality for \(U\)-statistics of associated random variables | 2002-03-10 | Paper |
| A general method of density estimation for associated random variables | 2002-02-18 | Paper |
| Estimation for some Stochastic Partial Differential Equations Based on Discrete Observations | 2002-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2734976 | 2001-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2743915 | 2001-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2736765 | 2001-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4947392 | 2000-04-17 | Paper |
| Covariance identities for exponential and related distributions | 2000-03-30 | Paper |
| Bounds for \(r\)th order joint cumulant under \(r\)th order strong mixing | 2000-01-30 | Paper |
| Explicit bounds on Lévy-Prohorov distance for a class of multidimensional distribution functions. | 2000-01-01 | Paper |
| Bayes estimation for some stochastic partial differential equations | 2000-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4264747 | 1999-10-06 | Paper |
| On a Characterization of Stochastic Processes by the Absolute Moments of Stochastic Integrals | 1999-06-23 | Paper |
| Inequalities of Weyl-type and information inequalities | 1999-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3843181 | 1998-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351951 | 1998-05-03 | Paper |
| Remarks on the strong law of large numbers for a triangular array of associated random variables | 1998-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4344541 | 1998-01-05 | Paper |
| Hoeffding Identity, Multivariance And Multicorrelation | 1998-01-01 | Paper |
| Chernoff-type inequality and variance bounds | 1997-11-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4353086 | 1997-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5689161 | 1997-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718582 | 1997-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4855259 | 1996-11-12 | Paper |
| Kernel-type density and failure rate estimation for associated sequences | 1995-11-08 | Paper |
| OnL1-consistency of kernel-type density estimator for stationary markov processes | 1995-08-17 | Paper |
| Limit distributions of conditional \(U\)-statistics | 1995-05-23 | Paper |
| Consistent estimation of density-weighted average derivative by orthogonal series method | 1995-04-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3138653 | 1994-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4031357 | 1993-04-01 | Paper |
| Analysis of Survival Data with Two Dependent Competing Risks | 1993-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4014978 | 1992-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4004143 | 1992-09-18 | Paper |
| Nonparametric estimation for Galton-Watson type process | 1992-06-28 | Paper |
| Estimation of the survival function for stationary associated processes | 1992-06-28 | Paper |
| Bounds for the Equivalence of Bayes and Maximum Likelihood Estimators for a Class of Diffusion Processes | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3989523 | 1992-06-28 | Paper |
| On two-stage shrinkage testtimation | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3362328 | 1992-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3359617 | 1991-01-01 | Paper |
| Remarks on univariate elliptical distributions | 1990-01-01 | Paper |
| Characterization of the exponential distribution by the relevation transform | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5751672 | 1990-01-01 | Paper |
| Law of Iterated Logarithm for Fluctuation of Posterior Distributions for a Class of Diffusion Processes and a Sequential Test of Power One | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3806621 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4206261 | 1988-01-01 | Paper |
| On a Characterization of Poisson Distribution Through Inequalities of Chernoff-Type | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3030067 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3740809 | 1987-01-01 | Paper |
| Rate of convergence in the bernstein-von mises theorem for a class of diffusion processes | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3800891 | 1987-01-01 | Paper |
| Absolute stability of a stochastic integrodifferential system. II | 1986-01-01 | Paper |
| Another characterization of multivariate normal distribution | 1986-01-01 | Paper |
| The weak convergence of least squares random fields and its application | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3833447 | 1986-01-01 | Paper |
| Weak convergence of lease squares process in the smooth case | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4728051 | 1986-01-01 | Paper |
| Asymptotic theory of least squares estimator in a nonregular nonlinear regression model | 1985-01-01 | Paper |
| Erratum | 1985-01-01 | Paper |
| Estimation of the drift for diffusion process | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3702325 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3729860 | 1985-01-01 | Paper |
| The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors | 1984-01-01 | Paper |
| On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3694354 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3750005 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3042238 | 1983-01-01 | Paper |
| Asymptotic theory for non-linear least squares estimator for diffusion processes | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3330303 | 1983-01-01 | Paper |
| Characterization of stochastic processes by stochastic integrals | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3683379 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711395 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3947012 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3658972 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3681674 | 1981-01-01 | Paper |
| A non-uniform estimate of the rate of convergence in the central limit theorem for m-dependent random fields | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3936023 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3939045 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3951420 | 1981-01-01 | Paper |
| Central limit theorems, invariance principle, and rates of convergence for backwards martingale arrays | 1980-01-01 | Paper |
| Asymptotic inference for stochastic processes | 1980-01-01 | Paper |
| On a characterization of geometric distribution | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3894827 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3906826 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3948372 | 1980-01-01 | Paper |
| The equivalence between (modified) Bayes estimator and maximum likelihood estimator for Markov processes | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3859146 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3862782 | 1979-01-01 | Paper |
| Characterizations of distributions through some identities | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3925743 | 1979-01-01 | Paper |
| A characterization of Gaussian measures on locally compact abelian groups | 1978-01-01 | Paper |
| Density estimation for Markov processes using delta-sequences | 1978-01-01 | Paper |
| Rate of approximation in the multidimensional central limit theorem | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3906284 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4147320 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4147445 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4151445 | 1977-01-01 | Paper |
| Absolute stability of a stochastic integro-differential system | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3868538 | 1976-01-01 | Paper |
| Limit theorems for sums of order statistics | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4143963 | 1976-01-01 | Paper |
| The Berry-Esseen bound for minimum contrast estimators in the independent not identically distributed case | 1975-01-01 | Paper |
| Remark on the rate of convergence in the random central limit theorem for mixing sequences | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4096169 | 1975-01-01 | Paper |
| Characterization of Stochastic Processes Determined Up to Shift | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4143980 | 1975-01-01 | Paper |
| On a property of bivariate distributions | 1974-01-01 | Paper |
| On a characterization of multivariate normal distribution | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4066294 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4074184 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5180651 | 1973-01-01 | Paper |
| On the rate of convergence of estimators for Markov processes | 1973-01-01 | Paper |
| Limit theorems for random number of random elements on complete separable metric spaces | 1973-01-01 | Paper |
| Maximum likelihood estimation for Markov processes | 1972-01-01 | Paper |
| Characterization of stationary processes differentiable in mean square (Corresp.) | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5663170 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5679524 | 1972-01-01 | Paper |
| [https://portal.mardi4nfdi.de/wiki/Publication:5605503 Some charact�rization theorems for Wiener process in a Hilbert space] | 1971-01-01 | Paper |
| [https://portal.mardi4nfdi.de/wiki/Publication:5613598 Some charact�rization theorems for Wiener process in a Hilbert space] | 1971-01-01 | Paper |
| The Bernstein-Von Mises Theorem for Markov Processes | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5665939 | 1971-01-01 | Paper |
| Infinitely divisible characteristic functionals on locally convex topological vector spaces | 1970-01-01 | Paper |
| On a characterization of infinitely divisible characteristic functionals on a Hubert space | 1970-01-01 | Paper |
| On a Characterization of the Wiener Process by Constant Regression | 1970-01-01 | Paper |
| Estimation for Distributions with Monotone Failure Rate | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5572964 | 1969-01-01 | Paper |
| Random central limit theorems for martingales | 1969-01-01 | Paper |
| A property of the log-likelihood-ratio process for Gaussian processes | 1968-01-01 | Paper |
| On Evaluating a Certain Integral | 1968-01-01 | Paper |
| Estimation of the Location of the Cusp of a Continuous Density | 1968-01-01 | Paper |
| On a characterization of probability distributions on locally compact abelian groups | 1968-01-01 | Paper |
| On a Characterization of Symmetric Stable Processes with Finite Mean | 1968-01-01 | Paper |
