| Publication | Date of Publication | Type |
|---|
| On functional processes with multiple discontinuities | 2024-09-10 | Paper |
| Spectral Density Estimation of Function-Valued Spatial Processes | 2023-02-04 | Paper |
| Large Deviation Probabilities for Sums of Random Variables with Heavy or Subexponential Tails | 2022-11-29 | Paper |
| A functional-data approach to the Argo data | 2022-05-06 | Paper |
| Tangent fields, intrinsic stationarity, and self similarity | 2022-03-30 | Paper |
| Tangent fields, intrinsic stationarity, and self-similarity (with a supplement on Matheron Theory) | 2020-10-27 | Paper |
| Hurst function estimation | 2020-08-28 | Paper |
| Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation | 2019-12-19 | Paper |
| Local intrinsic stationarity and its inference | 2016-11-18 | Paper |
| An interview with Ross Leadbetter | 2015-12-08 | Paper |
| Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators | 2015-05-22 | Paper |
| Linear prediction in functional data analysis | 2012-10-10 | Paper |
| Nonparametric estimation of the variogram and its spectrum | 2011-12-28 | Paper |
| Spectral density estimation through a regularized inverse problem | 2011-10-21 | Paper |
| Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data | 2011-01-19 | Paper |
| Deciding the dimension of effective dimension reduction space for functional and high-dimension\-al data | 2010-11-15 | Paper |
| Multivariate intrinsic random functions for cokriging | 2010-01-18 | Paper |
| An RKHS formulation of the inverse regression dimension-reduction problem | 2009-06-04 | Paper |
| Canonical correlation for stochastic processes | 2008-09-29 | Paper |
| On rates of convergence in functional linear regression | 2008-03-05 | Paper |
| Extremes on trees | 2006-08-03 | Paper |
| The broken sample problem | 2005-04-28 | Paper |
| On weighted \(U\)-statistics for stationary processes. | 2004-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407602 | 2004-01-20 | Paper |
| Linear processes, long-range dependence and asymptotic expansions | 2001-08-17 | Paper |
| On the asymptotic distributions of partial sums of functionals of infinite-variance moving averages | 2001-05-28 | Paper |
| Nearest neighbor inverse regression | 2000-03-21 | Paper |
| On multiple-level excursions by stationary processes with deterministic peaks | 2000-03-01 | Paper |
| On the excursion random measure of stationary processes | 2000-02-01 | Paper |
| On the Hausdorff distance between a convex set and an interior random convex hull | 1999-05-10 | Paper |
| Limit theorems for functionals of moving averages | 1999-01-05 | Paper |
| On the area and perimeter of a random convex hull in a bounded convex set | 1998-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4352965 | 1997-09-04 | Paper |
| On the asymptotic expansion of the empirical process of long-memory moving averages | 1997-05-29 | Paper |
| On the asymptotic joint distribution of the sum and maximum of stationary normal random variables | 1997-01-27 | Paper |
| The extremes of a triangular array of normal random variables | 1997-01-14 | Paper |
| On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables | 1996-10-08 | Paper |
| Point process and partial sum convergence for weakly dependent random variables with infinite variance | 1996-05-20 | Paper |
| A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables | 1995-09-17 | Paper |
| Limit theorems for stable processes with application to spectral density estimation | 1995-05-23 | Paper |
| On the asymptotic distribution of the area outside a random convex hull in a disk | 1994-10-13 | Paper |
| On some estimates based on sample behavior near high level excursions | 1994-05-18 | Paper |
| Extremal index estimation for a weakly dependent stationary sequence | 1994-04-18 | Paper |
| An asymptotic theory for sliced inverse regression | 1992-09-27 | Paper |
| Calculating the extremal index for a class of stationary sequences | 1992-06-26 | Paper |
| On tail index estimation using dependent data | 1992-06-26 | Paper |
| Limit theorems for strongly mixing stationary random measures | 1992-06-25 | Paper |
| Estimating the parameters of rare events | 1991-01-01 | Paper |
| Extremal properties of shot noise processes | 1989-01-01 | Paper |
| Extreme value theory for multivariate stationary sequences | 1989-01-01 | Paper |
| On a loss of memory property of the maximum | 1989-01-01 | Paper |
| A sequential procedure for monitoring the mean of a shot noise process | 1989-01-01 | Paper |
| On the exceedance point process for a stationary sequence | 1988-01-01 | Paper |
| On the extreme order statistics for a stationary sequence | 1988-01-01 | Paper |
| On the characterization of certain point processes | 1987-01-01 | Paper |
| On the intensity of crossings by a shot noise process | 1987-01-01 | Paper |
| Extreme value theory for suprema of random variables with regularly varying tail probabilities | 1986-01-01 | Paper |
