| Publication | Date of Publication | Type |
|---|
| Comparative evaluation of point process forecasts | 2024-01-16 | Paper |
| Characterization theorems for pseudo cross-variograms | 2024-01-12 | Paper |
| Covariance models for multivariate random fields resulting from pseudo cross-variograms | 2023-08-08 | Paper |
| A queueing model of visual search | 2023-08-07 | Paper |
| Bivariate covariance functions of Pólya type | 2022-12-23 | Paper |
| A semi-group approach to Principal Component Analysis | 2021-12-07 | Paper |
| A generalization of Matérn hard-core processes with applications to max-stable processes | 2020-12-11 | Paper |
| Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes | 2019-06-14 | Paper |
| Sampling Sup-Normalized Spectral Functions for Brown-Resnick Processes | 2019-02-25 | Paper |
| Marked point process adjusted tail dependence analysis for high-frequency financial data | 2018-05-08 | Paper |
| Statistical post-processing of forecasts for extremes using bivariate Brown-Resnick processes with an application to wind gusts | 2017-11-02 | Paper |
| Exact and fast simulation of max-stable processes on a compact set using the normalized spectral representation | 2017-09-21 | Paper |
| A general class of mosaic random fields | 2017-09-05 | Paper |
| The realization problem for tail correlation functions | 2017-07-25 | Paper |
| Conditionally Max-stable Random Fields based on log Gaussian Cox Processes | 2016-12-14 | Paper |
| Bivariate Covariance Functions of P\'olya Type | 2016-09-21 | Paper |
| A model for carrier-mediated biological signal transduction based on equilibrium ligand binding theory | 2016-09-07 | Paper |
| Continuity of Random Fields on Riemannian Manifolds | 2016-07-20 | Paper |
| Intrinsically weighted means and non-ergodic marked point processes | 2016-02-23 | Paper |
| Simulation of Brown-Resnick processes | 2016-01-22 | Paper |
| Tail correlation functions of max-stable processes | 2015-07-07 | Paper |
| Matérn Cross-Covariance Functions for Multivariate Random Fields | 2015-06-16 | Paper |
| Maxima of independent, non-identically distributed Gaussian vectors | 2015-05-19 | Paper |
| An exceptional max-stable process fully parameterized by its extremal coefficients | 2015-05-19 | Paper |
| Joint extremal behavior of hidden and observable time series with applications to GARCH processes | 2015-04-15 | Paper |
| Conditional sampling for max-stable processes with a mixed moving maxima representation | 2014-12-17 | Paper |
| Statistical Inference for Max-Stable Processes by Conditioning on Extreme Events | 2014-07-10 | Paper |
| A derivation of the grand canonical partition function for systems with a finite number of binding sites using a Markov chain model for the dynamics of single molecules | 2014-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5408324 | 2014-04-09 | Paper |
| Interpolation of spatial data – A stochastic or a deterministic problem? | 2014-01-21 | Paper |
| On the Normalized Spectral Representation of Max-Stable Processes on a Compact Set | 2013-10-07 | Paper |
| On the interaction of two different types of ligands binding to the same molecule. I: Basics and the transfer of the decoupled sites representation to systems with n and one binding sites | 2013-02-07 | Paper |
| On the interaction of different types of ligands binding to the same molecule part II: systems with \(n\) to 2 and \(n\) to 3 binding sites | 2013-02-07 | Paper |
| Random Marked Sets | 2012-11-02 | Paper |
| Covariance Models for Divergence-Free and Curl-Free Random Vector Fields | 2012-10-29 | Paper |
| Intrinsically Weighted Means of Marked Point Processes | 2012-10-04 | Paper |
| Characterizing extremal coefficient functions and extremal correlation functions | 2012-05-07 | Paper |
| High-level dependence in time series models | 2011-11-26 | Paper |
| A construction principle for multivariate extreme value distributions | 2011-10-12 | Paper |
| Some covariance models based on normal scale mixtures | 2011-09-02 | Paper |
| An equivalent representation of the Brown-Resnick process | 2011-07-26 | Paper |
| Ergodic properties of max-infinitely divisible processes | 2010-03-01 | Paper |
| Stationary max-stable fields associated to negative definite functions | 2009-11-04 | Paper |
| Capturing the multivariate extremal index: bounds and interconnections | 2009-08-08 | Paper |
| Can any multivariate Gaussian vector be interpreted as a sample from a stationary random process? | 2007-07-16 | Paper |
| Local approximation of variograms by covariance functions | 2006-06-30 | Paper |
| Detecting Dependence Between Marks and Locations of Marked Point Processes | 2005-04-11 | Paper |
| Stochastic Models That Separate Fractal Dimension and the Hurst Effect | 2005-02-25 | Paper |
| Models for stationary max-stable random fields | 2004-03-16 | Paper |
| Inequalities for the extremal coefficients of multivariate extreme value distributions | 2004-03-16 | Paper |
| A dependence measure for multivariate and spatial extreme values: Properties and inference | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4425652 | 2003-09-11 | Paper |
| Limit distributions of norms of vectors of positive i. i. d. random variables | 2003-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4539478 | 2002-07-08 | Paper |
| Analogies and correspondences between variograms and covariance functions | 2002-05-23 | Paper |
| Examples for the coefficient of tail dependence and the domain of attraction of a bivariate extreme value distribution | 2002-04-07 | Paper |
| On the second-order characteristics of marked point processes | 2002-01-24 | Paper |
| Random sequential adsorption: Relationship to dead leaves and characterization of variability | 2001-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4488143 | 2001-03-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4954315 | 2000-06-05 | Paper |
| Edge systems of time-dependent incomplete poisson voronoi tessellations | 2000-05-09 | Paper |
