| Publication | Date of Publication | Type |
|---|
Markovian short rates in multidimensional term structure Lévy models
Banach Center Publications | 2021-05-20 | Paper |
Measure theory for statisticians. Foundations of stochastics
Statistik und ihre Anwendungen | 2015-09-04 | Paper |
Exponential stock models driven by tempered stable processes
Journal of Econometrics | 2014-06-04 | Paper |
Tempered stable distributions and processes
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Tempered stable distributions and processes
Stochastic Processes and their Applications | 2013-12-01 | Paper |
On a certainty equivalence design of continuous-time stochastic systems
SIAM Journal on Control and Optimization | 2013-07-17 | Paper |
Statistical inference for discrete-time samples from affine stochastic delay differential equations
Bernoulli | 2013-05-30 | Paper |
Statistical inference for discrete-time samples from affine stochastic delay differential equations
Bernoulli | 2013-05-30 | Paper |
On estimation of delay location
Statistical Inference for Stochastic Processes | 2011-11-07 | Paper |
A simple estimator for discrete-time samples from affine stochastic delay differential equations
Statistical Inference for Stochastic Processes | 2011-04-08 | Paper |
On large deviations in testing Ornstein-Uhlenbeck-type models
Statistical Inference for Stochastic Processes | 2011-02-05 | Paper |
Option pricing in bilateral gamma stock models
Statistics & Decisions | 2010-12-14 | Paper |
On guaranteed parameter estimation of a multiparameter linear regression process
Automatica | 2010-08-03 | Paper |
On the shapes of bilateral gamma densities
Statistics & Probability Letters | 2008-10-30 | Paper |
On Markovian short rates in term structure models driven by jump-diffusion processes
Statistics & Decisions | 2008-05-14 | Paper |
Bilateral gamma distributions and processes in financial mathematics
Stochastic Processes and their Applications | 2008-02-06 | Paper |
On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations
Journal of Statistical Planning and Inference | 2007-08-23 | Paper |
| On sequential estimators for affine stochastic delay differential equations | 2007-06-28 | Paper |
On oscillations of the geometric Brownian motion with time-delayed drift
Statistics & Probability Letters | 2007-03-02 | Paper |
On Recovery of a Measure from Its Symmetrization
Theory of Probability & Its Applications | 2005-10-28 | Paper |
Sequential identification of linear dynamic systems with memory
Statistical Inference for Stochastic Processes | 2005-06-20 | Paper |
On stationary solutions of delay differential equations driven by a Lévy process.
Stochastic Processes and their Applications | 2004-09-07 | Paper |
On integrals with respect to Lévy processes.
Statistics & Probability Letters | 2004-02-14 | Paper |
Addendum to ``Asymptotic inference for a linear stochastic differential equation with time delay
Bernoulli | 2003-04-10 | Paper |
Stock returns and hyperbolic distributions
Mathematical and Computer Modelling | 2002-10-06 | Paper |
Weak discrete time approximation of stochastic differential equations with time delay
Mathematics and Computers in Simulation | 2002-09-03 | Paper |
ON SEQUENTIAL PARAMETER ESTIMATION FOR SOME LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAY
Sequential Analysis | 2002-05-23 | Paper |
Asymptotic inference for a linear stochastic differential equation with time delay
Bernoulli | 2002-04-25 | Paper |
Delay estimation for some stationary diffusion-type processes
Scandinavian Journal of Statistics | 2001-09-23 | Paper |
Coherent risk measures and good-deal bounds
Finance and Stochastics | 2001-07-11 | Paper |
| scientific article; zbMATH DE number 1471843 (Why is no real title available?) | 2001-02-18 | Paper |
A note on limit theorems for multivariate martingales
Bernoulli | 2000-09-04 | Paper |
| scientific article; zbMATH DE number 1181238 (Why is no real title available?) | 1998-07-29 | Paper |
On exponential families of Markov processes
Journal of Statistical Planning and Inference | 1998-02-09 | Paper |
Exponential families of stochastic processes
Springer Series in Statistics | 1997-08-19 | Paper |
Exponential families of stochastic processes and Lévy processes
Journal of Statistical Planning and Inference | 1997-01-05 | Paper |
Curved exponential families of stochastic processes and their envelope families
Annals of the Institute of Statistical Mathematics | 1996-12-01 | Paper |
| scientific article; zbMATH DE number 720754 (Why is no real title available?) | 1995-03-20 | Paper |
Langevins stochastic differential equation extended by a time-delayed term
Stochastics and Stochastic Reports | 1993-01-16 | Paper |
| scientific article; zbMATH DE number 19589 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 19589 (Why is no real title available?) | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4209249 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4209249 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4143226 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4188896 (Why is no real title available?) | 1989-01-01 | Paper |
Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach
International Statistical Review / Revue Internationale de Statistique | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4163862 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4056724 (Why is no real title available?) | 1987-01-01 | Paper |
The semimartingale decomposition of one-dimensional quasidiffusions with natural scale
Stochastic Processes and their Applications | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4074139 (Why is no real title available?) | 1987-01-01 | Paper |
On sojourn times, excursions and spectral measures connected with quasidiffusions
Journal of Mathematics of Kyoto University | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4078476 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3925931 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3817658 (Why is no real title available?) | 1983-01-01 | Paper |
Exponential families of markov processes -part II: birth- and death processes
Series Statistics | 1982-01-01 | Paper |
Exponential families of markov processes -part I. general results
Series Statistics | 1982-01-01 | Paper |
Analytical Aspects of Exponential Families of Distribution Functions
Mathematische Nachrichten | 1981-01-01 | Paper |
An Analytical Treatment of Exponential Families of Stochastic Processes with Independent Stationary Increments
Mathematische Nachrichten | 1981-01-01 | Paper |
Some asymptotic properties of the transition densities of one-dimensional quasidiffusions
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 1980-01-01 | Paper |
On parabolic functions of one-dimensional quasidiffusions
Publications of the Research Institute for Mathematical Sciences, Kyoto University | 1980-01-01 | Paper |
On the tail ?-field and the minimal parabolic functions for one-dimensional quasi-diffusions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1980-01-01 | Paper |
Über die asymptotischen und die invarianten Ereignisse MARKOVscher Prozesse und ihrer Raum-Zeit-Prozesse
Mathematische Nachrichten | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3620826 (Why is no real title available?) | 1978-01-01 | Paper |
Über die σ-Algebra der asymptotischen Ereignisse bei diskreten Geburts- und Todesprozessen
Mathematische Nachrichten | 1975-01-01 | Paper |
Über eine Verallgemeinerung der Supermartingaleigenschaft
Mathematische Nachrichten | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3464599 (Why is no real title available?) | 1973-01-01 | Paper |
