| Publication | Date of Publication | Type |
|---|
| A cautionary note on model choice and the Kullback-Leibler information | 2019-09-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5369161 | 2017-10-13 | Paper |
| External Risk Measures and Basel Accords | 2014-07-11 | Paper |
| Moment matrices in conditional heteroskedastic models under elliptical distributions with applications in AR-ARCH models | 2011-10-25 | Paper |
| Selected Works of C.C. Heyde | 2010-11-08 | Paper |
| Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing | 2010-08-19 | Paper |
| Scaling issues for risky asset modelling | 2009-07-06 | Paper |
| Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims | 2009-05-06 | Paper |
| On estimation in conditional heteroskedastic time series models under non-normal distribu\-tions | 2008-09-22 | Paper |
| On changes of measure in stochastic volatility models | 2008-08-15 | Paper |
| Nonstandard limit theorem for infinite variance functionals | 2008-04-16 | Paper |
| Student processes | 2005-09-29 | Paper |
| On the martingale property of stochastic exponentials | 2005-04-18 | Paper |
| Asymptotics and Criticality for a Correlated Bernoulli Process | 2005-04-11 | Paper |
| Statistical estimation of nonstationary Gaussian processes with long-range dependence and intermittency. | 2005-02-25 | Paper |
| On the controversy over tailweight of distributions. | 2005-01-11 | Paper |
| On modes of long-range dependence | 2003-07-27 | Paper |
| Dynamic models of long-memory processes driven by Lévy noise | 2003-07-27 | Paper |
| A note on filtering for long memory processes | 2002-06-13 | Paper |
| Empirical realities for a minimal description risky asset model. The need for fractal features | 2002-01-09 | Paper |
| Parameter estimation of stochastic process with long-range dependence and intermittency | 2001-12-12 | Paper |
| A conversation with Joe Gani | 2001-02-07 | Paper |
| Stochastic models for fractal processes | 2001-01-29 | Paper |
| Prediction via estimating functions | 1999-11-23 | Paper |
| On spaces of estimating functions | 1999-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4215562 | 1999-02-09 | Paper |
| A risky asset model with strong dependence through fractal activity time | 1999-01-01 | Paper |
| Quasi-likelihood and its application. A general approach to optimal parameter estimation | 1997-10-05 | Paper |
| On the use of quasi-likelihood for estimation in hidden Markov random fields | 1996-10-28 | Paper |
| On asymptotic optimality of estimating functions | 1996-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871869 | 1996-04-08 | Paper |
| Obituary: MOTOO KIMURA | 1996-03-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4325595 | 1995-03-13 | Paper |
| A quasi-likelihood approach to the REML estimating equations | 1995-01-09 | Paper |
| A quasi-likelihood approach to estimating parameters in diffusion-type processes | 1994-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3138432 | 1994-04-26 | Paper |
| Optimal estimating functions and wedderburn's quasi-likelihood | 1994-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3138638 | 1993-11-11 | Paper |
| Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence | 1993-05-16 | Paper |
| ON QUASI-LIKELIHOOD METHODS AND ESTIMATION FOR BUNCHING PROCESSES AND HETEROSCEDASTIC REGRESSION MODELS | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4026014 | 1993-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4027355 | 1993-02-21 | Paper |
| New developments in inference for temporal stochastic processes | 1993-01-16 | Paper |
| On best asymptotic confidence intervals for parameters of stochastic processes | 1992-09-27 | Paper |
| On a class of random field models which allows long range dependence | 1990-01-01 | Paper |
| Estimating population size from multiple recapture experiments | 1990-01-01 | Paper |
| On asymptotic quasi-likelihood estimation | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3355031 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4734638 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3483245 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3810739 | 1988-01-01 | Paper |
| Quasi-Likelihood and Optimal Estimation, Correspondent Paper | 1987-01-01 | Paper |
| On combining quasi-likelihood estimating functions | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3796591 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3716180 | 1986-01-01 | Paper |
| An asymptotic representation for products of random matrices | 1985-01-01 | Paper |
| Confidence intervals for demographic projections based on products of random matrices | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3696909 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3709725 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3683944 | 1984-01-01 | Paper |
| An alternative approach to asymptotic results on genetic composition when the population size is varying | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3673909 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3967490 | 1983-01-01 | Paper |
| On the number of terminal vertices in certain random trees with an application to stemma construction in philology | 1982-01-01 | Paper |
| On the asymptotic behavior of random walks on an anisotropic lattice | 1982-01-01 | Paper |
| Further results on the survival of a gene represented in a founder population | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3951948 | 1982-01-01 | Paper |
| The asymptotic behavior of a random walk on a dual-medium lattice | 1982-01-01 | Paper |
| Optimal estimation of the criticality parameter of a supercritical branching process having random environments | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3947016 | 1982-01-01 | Paper |
| Rates of convergence in the martingale central limit theorem | 1981-01-01 | Paper |
| On the survival of a gene represented in a founder population | 1981-01-01 | Paper |
| Invariance Principles in Statistics, Correspondent Paper | 1981-01-01 | Paper |
| On Fibonacci (or lagged Bienaymé-Galton-Watson) branching processes | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3911791 | 1980-01-01 | Paper |
| On a probabilistic analogue of the Fibonacci sequence | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4195809 | 1979-01-01 | Paper |
| ON ASSESSING THE POTENTIAL SEVERITY OF AN OUTBREAK OF A RARE INFECTIOUS DISEASE: A BAYESIAN APPROACH | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4178221 | 1979-01-01 | Paper |
| A log log improvement to the Riemann hypothesis for the Hawkins random sieve | 1978-01-01 | Paper |
| On an optimal asymptotic property of the maximum likelihood estimator of a parameter from a stochastic process | 1978-01-01 | Paper |
| Uniform bounding of probability generating functions and the evolution of reproduction rates in birds | 1978-01-01 | Paper |
| A log log improvement to the Riemann hypothesis for the Hawkins random sieve | 1978-01-01 | Paper |
| On central limit and iterated logarithm supplements to the martingale convergence theorem | 1977-01-01 | Paper |
| The effect of selection on genetic balance when the population size is varying | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3662478 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4170123 | 1976-01-01 | Paper |
| On moment measures of departure from the normal and exponential laws | 1976-01-01 | Paper |
| On a unified approach to the law of the iterated logarithm for martingales | 1976-01-01 | Paper |
| On Asymptotic Behavior for the Hawkins Random Sieve | 1976-01-01 | Paper |
| A supplement to the strong law of large numbers | 1975-01-01 | Paper |
| The genetic balance between random sampling and random population size | 1975-01-01 | Paper |
| A nonuniform bound on convergence to normality | 1975-01-01 | Paper |
| On the central limit theorem and iterated logarithm law for stationary processes | 1975-01-01 | Paper |
| Remarks on efficiency in estimation for branching processes | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4116408 | 1975-01-01 | Paper |
| On the central limit theorem for stationary processes | 1974-01-01 | Paper |
| On estimating the variance of the offspring distribution in a simple branching process | 1974-01-01 | Paper |
| Notes on “Estimation theory for growth and immigration rates in a multiplicative process” | 1974-01-01 | Paper |
| On martingale limit theory and strong convergence results for stochastic approximation procedures | 1974-01-01 | Paper |
| An iterated logarithm result for autocorrelations of a stationary linear process | 1974-01-01 | Paper |
| Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments | 1973-01-01 | Paper |
| Revisits for transient random walk | 1973-01-01 | Paper |
| An iterated logarithm result for martingales and its application in estimation theory for autoregressive processes | 1973-01-01 | Paper |
| On the uniform metric in the context of convergence to normality | 1973-01-01 | Paper |
| Estimation theory for growth and immigration rates in a multiplicative process | 1972-01-01 | Paper |
| On Limit Theorems for Quadratic Functions of Discrete Time Series | 1972-01-01 | Paper |
| On the influence of moments on approximations by portion of a Chebyshev series in central limit convergence | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5670590 | 1972-01-01 | Paper |
| MARTINGALES: A CASE FOR A PLACE IN THE STATISTICIAN'S REPERTOIRE1 | 1972-01-01 | Paper |
| Some central limit analogues for supercritical Galton-Watson processes | 1971-01-01 | Paper |
| Analogues of classical limit theorems for the supercritical Galton-Watson process with immigration | 1971-01-01 | Paper |
| An invariance principle and some convergence rate results for branching processes | 1971-01-01 | Paper |
| Some almost sure convergence theorems for branching processes | 1971-01-01 | Paper |
| Improved classical limit analogues for Galton-Watson processes with or without immigration | 1971-01-01 | Paper |
| On the Growth of the Maximum Queue Length in a Stable Queue | 1971-01-01 | Paper |
| Some central limit analogues for supercritical Galton-Watson processes | 1971-01-01 | Paper |
| On the Departure from Normality of a Certain Class of Martingales | 1970-01-01 | Paper |
| Extension of a Result of Seneta for the Super-Critical Galton-Watson Process | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5611518 | 1970-01-01 | Paper |
| A rate of convergence result for the super-critical Galton-Watson process | 1970-01-01 | Paper |
| On Some Mixing Sequences in Queuing Theory | 1970-01-01 | Paper |
| On the implication of a certain rate of convergence to normality | 1970-01-01 | Paper |
| On the maximum of sums of random variables and the supremum functional for stable processes | 1969-01-01 | Paper |
| Some properties of metrics in a study on convergence to normality | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5576054 | 1969-01-01 | Paper |
| A Note Concerning Behaviour of Iterated Logarithm Type | 1969-01-01 | Paper |
| On Extended Rate of Convergence Results for the Invariance Principle | 1969-01-01 | Paper |
| On a Fluctuation Theorem for Processes with Independent Increments II | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5663188 | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5572037 | 1968-01-01 | Paper |
| On the converse to the iterated logarithm law | 1968-01-01 | Paper |
| Variations on a Renewal Theorem of Smith | 1968-01-01 | Paper |
| On the growth of a random walk | 1968-01-01 | Paper |
| A further generalization of the arc-sine law | 1968-01-01 | Paper |
| An Extension of the Hájek-Rényi inequality for the case without moment conditions | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5588962 | 1968-01-01 | Paper |
| A contribution to the theory of large deviations for sums of independent random variables | 1967-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5550757 | 1967-01-01 | Paper |
| On Large Deviation Problems for Sums of Random Variables which are not Attracted to the Normal Law | 1967-01-01 | Paper |
| On the influence of moments on the rate of convergence to the normal distribution | 1967-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5524996 | 1967-01-01 | Paper |
| A limit theorem for random walks with drift | 1967-01-01 | Paper |
| Some local limit results in fluctuation theory | 1967-01-01 | Paper |
| Some Renewal Theorems with Application to a First Passage Problem | 1966-01-01 | Paper |
| Some Results on Small-Deviation Probability Convergence Rates for Sums of Independent Random Variables | 1966-01-01 | Paper |
| Two probability theorems and their application to some first passage problems | 1964-01-01 | Paper |
| On the stationary waiting time distribution in the queue. GI/G/1 | 1964-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5722600 | 1963-01-01 | Paper |
| SOME REMARKS ON THE MOMENT PROBLEM (I) | 1963-01-01 | Paper |
| SOME REMARKS ON THE MOMENT PROBLEM (II) | 1963-01-01 | Paper |
