| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q5326960 | 2013-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3427554 | 2007-03-20 | Paper |
| A new urn model | 2006-06-29 | Paper |
| Order selection for same-realization predictions in autoregressive processes | 2006-04-28 | Paper |
| Modeling of time series arrays by multistep prediction or likelihood methods. | 2004-01-26 | Paper |
| On same-realization prediction in an infinite-order autoregressive process. | 2003-06-09 | Paper |
| AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. | 2003-03-16 | Paper |
| Uniform convergence of sample second moments of families of time series arrays. | 2002-11-14 | Paper |
| On residual empirical processes of stochastic regression models with applications to time series | 1999-11-09 | Paper |
| Weak convergence of recursions | 1998-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839925 | 1995-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840383 | 1995-07-24 | Paper |
| Martingale transforms with non-atomic limits and stochastic approximation | 1994-07-14 | Paper |
| A lower bound for expectation of a convex functional | 1994-06-01 | Paper |
| On predictive least squares principles | 1992-09-27 | Paper |
| Estimation of the means in the branching process with immigration | 1992-06-25 | Paper |
| Irreversible adaptive allocation rules | 1989-01-01 | Paper |
| Some asymptotic results for the branching process with immigration | 1989-01-01 | Paper |
| Limiting distributions of least squares estimates of unstable autoregressive processes | 1988-01-01 | Paper |
| Asymptotic inference for nearly nonstationary AR(1) processes | 1987-01-01 | Paper |
| Adaptive prediction by least squares predictors in stochastic regression models with applications to time series | 1987-01-01 | Paper |
| Multivariate adaptive stochastic approximation | 1987-01-01 | Paper |
| Asymptotically Efficient Self-Tuning Regulators | 1987-01-01 | Paper |
| On the concept of excitation in least squares identification and adaptive control† | 1986-01-01 | Paper |
| Extended least squares and their applications to adaptive control and prediction in linear systems | 1986-01-01 | Paper |
| Asymptotic properties of least-squares estimates in stochastic regression models | 1985-01-01 | Paper |
| Orthonormal Banach systems with applications to linear processes | 1985-01-01 | Paper |
| Adaptive control with the stochastic approximation algorithm: Geometry and convergence | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746748 | 1985-01-01 | Paper |
| Lacunary systems and generalized linear processes | 1983-01-01 | Paper |
| Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3324862 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3665988 | 1983-01-01 | Paper |
| A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models | 1982-01-01 | Paper |
| Asymptotic properties of projections with applications to stochastic regression problems | 1982-01-01 | Paper |
| Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems | 1982-01-01 | Paper |
| Convergence systems and strong consistency of least squares estimates in regression models | 1981-01-01 | Paper |
| Iterated logarithm laws with random subsequences | 1981-01-01 | Paper |
| Strong consistency of least squares estimates in multiple regression II | 1979-01-01 | Paper |
| Strong consistency of least squares estimates in multiple regression | 1978-01-01 | Paper |
