| Publication | Date of Publication | Type |
|---|
| Winding number for stationary Gaussian processes using real variables | 2024-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6187156 | 2024-01-10 | Paper |
| A probabilistic point of view for the Kolmogorov hypoelliptic equations | 2023-08-21 | Paper |
| On the finiteness of the moments of the measure of level sets of random fields | 2023-06-05 | Paper |
| On the number of roots of Sturm-Liouville random sums | 2023-05-22 | Paper |
| On a general Kac-Rice formula for the measure of a level set | 2023-04-14 | Paper |
| Small time approximation in Wright-Fisher diffusion | 2022-12-21 | Paper |
| Large deviations and Wschebor's theorems | 2022-10-07 | Paper |
| Central limit theorem for the volume of the zero set of Kostlan-Shub-Smale random polynomial systems | 2022-06-17 | Paper |
| Kac-Rice formula: A contemporary overview of the main results and applications | 2022-05-18 | Paper |
| Central Limit Theorem for the number of real roots of Kostlan Shub Smale random polynomial systems | 2021-09-13 | Paper |
| On 3-dimensional Berry's model | 2021-03-26 | Paper |
| Necessary and sufficient conditions for the finiteness of the second moment of the measure of level sets | 2020-09-29 | Paper |
| Adaptive density estimation on bounded domains under mixing conditions | 2020-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4972749 | 2019-11-26 | Paper |
| Asymptotic normality of high level-large time crossings of a Gaussian process | 2019-06-04 | Paper |
| Conditions for the finiteness of the moments of the volume of level sets | 2019-05-16 | Paper |
| Large deviations and Wschebor's theorems | 2019-04-02 | Paper |
| Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data | 2019-03-28 | Paper |
| Hypoelliptic stochastic Fitzhugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate | 2018-11-07 | Paper |
| Asymptotic variance of the number of real roots of random polynomial systems | 2018-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4594508 | 2017-11-24 | Paper |
| An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition | 2017-07-14 | Paper |
| Invariant density estimation for a reflected diffusion using an Euler scheme | 2017-06-12 | Paper |
| A test of Gaussianity based on the Euler characteristic of excursion sets | 2017-04-07 | Paper |
| A central limit theorem for the Euler characteristic of a Gaussian excursion set | 2017-01-13 | Paper |
| Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term | 2016-08-23 | Paper |
| CLT for the zeros of classical random trigonometric polynomials | 2016-06-27 | Paper |
| Local universality of the number of zeros of random trigonometric polynomials with continuous coefficients | 2015-12-17 | Paper |
| Recursive estimation for stochastic damping hamiltonian systems | 2015-12-04 | Paper |
| Variance estimator for fractional diffusions with variance and drift depending on time | 2015-06-02 | Paper |
| Difference based estimators and infill statistics | 2015-03-31 | Paper |
| Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion | 2014-12-01 | Paper |
| Parameterization of the extrapolations in the Kreĭn-Schwartz theorem and the entropy maximizer: the scalar case | 2014-08-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5495115 | 2014-07-31 | Paper |
| Cross-correlations and joint gaussianity in multivariate level crossing models | 2014-07-14 | Paper |
| Deviation of orderpfor estimators of the variance in first-order stochastic differential equation (SDE) | 2014-03-14 | Paper |
| Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density | 2014-02-07 | Paper |
| CLT for crossings of random trigonometric polynomials | 2014-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2872728 | 2014-01-15 | Paper |
| Level curves crossings and applications for Gaussian models | 2011-11-27 | Paper |
| Central limit theorems and quadratic variations in terms of spectral density | 2011-09-09 | Paper |
| Rice formulae and Gaussian waves | 2011-09-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3081666 | 2011-03-09 | Paper |
| A functional limit theorem for \(\eta \)-weakly dependent processes and its applications | 2011-02-05 | Paper |
| Level sets of random fields and applications: specular points and wave crests | 2010-06-29 | Paper |
| Uniform limit theorems for the integrated periodogram of weakly dependent time series and their applications to Whittle's estimate | 2010-04-22 | Paper |
| Estimation in models driven by fractional Brownian motion | 2009-10-08 | Paper |
| Some applications of Rice formulas to waves | 2009-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3635871 | 2009-07-06 | Paper |
| Weak dependence. With examples and applications. | 2007-08-22 | Paper |
| Estimating the Hurst parameter | 2007-05-24 | Paper |
| Central limit theorem for solutions of random initialized differential equations: a simple proof | 2007-03-19 | Paper |
| Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift | 2007-02-26 | Paper |
| On the second moment of the number of crossings by a stationary Gaussian process | 2006-11-08 | Paper |
| Geometrical characteristics of Gaussian sea waves | 2005-10-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4672380 | 2005-04-29 | Paper |
| Asymptotics for theLp-deviation of the variance estimator under diffusion | 2005-04-26 | Paper |
| Convergence in fractional models and applications | 2005-03-08 | Paper |
| Stable Convergence of Certain Functionals of Diffusions Driven by fBm | 2005-01-20 | Paper |
| Non-linear functionals of the Brownian bridge and some applications. | 2004-09-22 | Paper |
| Convergence of non-linear functionals of smoothed empirical processes and kernel density estimates | 2004-03-08 | Paper |
| Increments and crossings for the Brownian bridge: weak convergence | 2002-11-11 | Paper |
| Study of the asymptotic behaviour of non-linear functionals for the empirical bridge via strong approximations | 2002-05-20 | Paper |
| Central limit theorems for level functionals of stationary Gaussian processes and fields | 2002-05-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2771981 | 2002-02-18 | Paper |
| High-frequency approximation for the Helmholtz equation: A probabilistic approach | 2002-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2748705 | 2002-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4524433 | 2001-09-02 | Paper |
| Estimating the diffusion coefficient for diffusions driven by fBm | 2001-08-17 | Paper |
| Central limit theorems for the number of maxima and an estimator of the second spectral moment of a stationary Gaussian process, with application to hydroscience | 2001-07-11 | Paper |
| Approximation of the Ornstein-Uhlenbeck local time by harmonic oscillators | 2001-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4263605 | 2000-07-05 | Paper |
| Weak convergence of the integrated number of level crossings to the local time for Wiener processes | 1999-03-02 | Paper |
| Hermite polynomial expansion for non-smooth functionals of stationary Gaussian processes: Crossings and extremes | 1998-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351557 | 1998-02-10 | Paper |
| Asymptotics for the local time of a strongly dependent vector-valued Gaussian random field | 1997-11-10 | Paper |
| Franchissement et temps local pour l'oscillateur harmonique | 1997-11-10 | Paper |
| Weak convergence of the integrated number of level crossings to the local time for Wiener processes | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4323697 | 1995-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4310833 | 1995-05-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4272500 | 1994-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4001093 | 1992-09-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3361626 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3361634 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3349687 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3481007 | 1990-01-01 | Paper |
| Convergence en loi des H-variations d'un processus gaussien stationnaire sur \({\mathbb{R}}\). (Convergence in law of H-variations of a stationary Gaussian process) | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4734566 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5752943 | 1989-01-01 | Paper |
| Principes d'invariance faible pour la mesure empirique d'une suite de variables aléatoires mélangeante. (Weak invariance principles for the empirical measure of a mixing sequence of random variables) | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3492748 | 1987-01-01 | Paper |
| Une mesure de la déviation quadratique d'estimateurs non paramétriques. (A measure of quadratic deviation of nonparametric estimators) | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473544 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3725257 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3782266 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3740032 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746578 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221091 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3042198 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3870050 | 1980-01-01 | Paper |
