| Publication | Date of Publication | Type |
|---|
| Adaptive efficient analysis for big data ergodic diffusion models | 2022-05-16 | Paper |
| Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions | 2015-10-30 | Paper |
| Geometric ergodicity for classes of homogeneous Markov chains | 2014-09-04 | Paper |
| Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression | 2014-08-04 | Paper |
| Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci | 2014-07-10 | Paper |
| Uniform concentration inequality for ergodic diffusion processes observed at discrete times | 2012-11-15 | Paper |
| Adaptive sequential estimation for ergodic diffusion processes in quadratic metric | 2011-07-22 | Paper |
| On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) | 2011-06-20 | Paper |
| On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) | 2010-11-10 | Paper |
| On some estimates for bounded submartingales and the shift inequality | 2010-08-03 | Paper |
| Geometric ergodicity for families of homogeneous Markov chains | 2010-02-11 | Paper |
| Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models | 2009-02-18 | Paper |
| Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression via model selection | 2008-10-07 | Paper |
| Adaptive nonparametric estimation in heteroscedastic regression models. Part 2: Asymptotic efficiency | 2008-04-10 | Paper |
| Adaptive sequential estimation for ergodic diffusion processes in quadratic metric. Part 2: Asymptotic efficiency | 2008-04-10 | Paper |
| Adaptive nonparametric estimation in heteroscedastic regression models. Part 1: Sharp non-asymptotic Oracle inequalities | 2008-04-10 | Paper |
| Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes | 2007-09-10 | Paper |
| Uniform concentration inequality for ergodic diffusion processes | 2007-06-26 | Paper |
| Nonparametric sequential estimation of the drift in diffusion processes via model selection | 2007-04-27 | Paper |
| Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich | 2007-03-21 | Paper |
| Asymptotically efficient estimates for nonparametric regression models | 2006-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3377991 | 2006-03-29 | Paper |
| On Sequential Least Squares Estimates of Autoregressive Parameters | 2005-12-09 | Paper |
| Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes | 2005-10-17 | Paper |
| On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)) | 2004-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4453258 | 2004-03-07 | Paper |
| On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1) | 2003-09-25 | Paper |
| Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes | 2003-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791444 | 2003-02-06 | Paper |
| On sequential estimation of parameters in semimartingale regression models with continuous time parameter. | 2002-11-14 | Paper |
| Sequential variational testing hypotheses on the Wiener process under delayed observations | 2002-05-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251563 | 2000-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247174 | 1999-10-17 | Paper |
| Bayesian testing simple hypotheses on The drift of a wiener process With randomly relayed observations | 1999-09-05 | Paper |
| Optimal stopping problem for continuous local martingales and some sharp inequalities | 1998-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4349233 | 1997-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871514 | 1996-05-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4281424 | 1994-11-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3200331 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3756213 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3721524 | 1986-01-01 | Paper |
| Stochastic Integrals with Respect to Optional Semimartingales and Random Measures | 1985-01-01 | Paper |
| Optional Semimartingales and Processes with Independent Increments | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3685765 | 1985-01-01 | Paper |
| Strong uniqueness of solution of stochastic integral equations for semimartingale components | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3324754 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3324755 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3327447 | 1984-01-01 | Paper |
| A Comparison Theorem for Stochastic Equations with Integrals with Respect to Martingales and Random Measures | 1982-01-01 | Paper |
| A note on a comparison theorem for equations with different diffusions | 1982-01-01 | Paper |
| DECOMPOSITION OF OPTIONAL SUPERMARTINGALES | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3917255 | 1981-01-01 | Paper |
| OPTIONAL MARTINGALES | 1981-01-01 | Paper |
| A change of variables formula | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3870085 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3896310 | 1980-01-01 | Paper |
| Stable Subspaces and a Decomposition Theorem for Martingales | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3923333 | 1980-01-01 | Paper |
| Martingales from processes with independent increments | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3854379 | 1979-01-01 | Paper |
| Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4172722 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4187089 | 1978-01-01 | Paper |
| A Generalization of Girsanov’s Theorem on Substitution of Measures to the Case of Semi-Martingales with Jumps | 1977-01-01 | Paper |
| On the Existence of Optional Modifications for Martingales | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4122568 | 1976-01-01 | Paper |
| A Representation for Some Martingales | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5612950 | 1970-01-01 | Paper |
| Optimal Control of Systems Described by Parabolic Equations | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5544573 | 1968-01-01 | Paper |
