| Publication | Date of Publication | Type |
|---|
| Estimation for Markov chains with periodically missing observations | 2024-11-12 | Paper |
| Efficient density estimation in an AR(1) model | 2024-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4991181 | 2021-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4991214 | 2021-06-02 | Paper |
| Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise | 2017-10-27 | Paper |
| Convergence rates of density estimators for sums of powers of observations | 2015-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5254970 | 2015-06-11 | Paper |
| Estimators in step regression models | 2015-06-11 | Paper |
| Estimating a density under pointwise constraints on the derivatives | 2015-03-13 | Paper |
| Testing for additivity in partially linear regression with possibly missing responses | 2014-06-04 | Paper |
| Uniform convergence of convolution estimators for the response density in nonparametric regression | 2014-02-04 | Paper |
| Non Standard Behavior of Density Estimators for Functions of Independent Observations | 2013-11-14 | Paper |
| Variance bounds for estimators in autoregressive models with constraints | 2013-06-25 | Paper |
| On efficient estimation of densities for sums of squared observations | 2012-09-18 | Paper |
| Optimal plug-in estimators for multivariate distributions with conditionally independent components | 2011-12-21 | Paper |
| Estimating the error distribution function in semiparametric additive regression models | 2011-11-10 | Paper |
| Some developments in semiparametric statistics | 2011-04-18 | Paper |
| Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution | 2011-02-11 | Paper |
| Tests for normality based on density estimators of convolutions | 2011-02-11 | Paper |
| Root-\(n\) consistency in weighted \(L _{1}\)-spaces for density estimators of invertible linear processes | 2011-02-05 | Paper |
| Estimation in Nonparametric Regression with Non-Regular Errors | 2010-08-19 | Paper |
| Plug-in estimators for higher-order transition densities in autoregression | 2010-01-21 | Paper |
| Non-standard behavior of density estimators for sums of squared observations | 2010-01-06 | Paper |
| Improved Density Estimators for Invertible Linear Processes | 2009-11-16 | Paper |
| Estimating the innovation distribution in nonparametric autoregression | 2009-05-13 | Paper |
| Convergence rates in weighted \(L_1\) spaces of kernel density estimators for linear processes | 2009-04-27 | Paper |
| Estimating the error distribution function in nonparametric regression with multivariate co\-var\-iates | 2009-04-15 | Paper |
| Estimators for alternating nonlinear autoregression | 2009-01-22 | Paper |
| Optimality of estimators for misspecified semi-Markov models | 2008-05-15 | Paper |
| Prediction in moving average processes | 2008-03-11 | Paper |
| Estimating the error distribution function in semiparametric regression | 2008-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310570 | 2007-10-11 | Paper |
| Uniformly root-\(n\) consistent density estimators for weakly dependent invertible linear proc\-esses | 2007-09-03 | Paper |
| Prediction in invertible linear processes | 2007-08-23 | Paper |
| Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms | 2007-06-26 | Paper |
| Efficient prediction for linear and nonlinear autoregressive models | 2007-03-12 | Paper |
| Pointwise convergence rates and central limit theorems for kernel density estimators in linear processes | 2006-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5317352 | 2005-09-16 | Paper |
| Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes | 2005-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4660422 | 2005-03-21 | Paper |
| Rootnconsistent density estimators for sums of independent random variables | 2005-03-07 | Paper |
| Efficient Estimation for Semiparametric Semi-Markov Processes | 2005-01-14 | Paper |
| Estimating functionals of the error distribution in parametric and nonparametric regression | 2004-12-20 | Paper |
| Root n consistent and optimal density estimators for moving average processes | 2004-11-24 | Paper |
| Estimating invariant laws of linear processes by \(U\)-statistics. | 2004-09-15 | Paper |
| Efficient estimators for functionals of Markov chains with parametric marginals. | 2004-03-14 | Paper |
| Estimating the error variance in nonparametric regression by a covariate-matched u-statistic | 2004-03-08 | Paper |
| Estimating linear functionals of the error distribution in nonparametric regression | 2004-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416755 | 2003-08-05 | Paper |
| Estimating the innovation distribution in nonlinear autoregressive models | 2003-04-27 | Paper |
| Estimators for models with constraints involving unknown parameters | 2003-02-10 | Paper |
| Efficient estimation of invariant distributions of some semiparametric Markov chain models. | 2003-02-10 | Paper |
| Improved estimators for constrained Markov chain models | 2003-01-13 | Paper |
| Estimating joint distributions of Markov chains | 2002-06-16 | Paper |
| Markov chain Monte Carlo and Rao-Blackwellization | 2001-09-17 | Paper |
| Reversible Markov chains and optimality of symmetrized empirical estimators | 2001-04-04 | Paper |
| Characterizing efficient empirical estimators for local interaction Gibbs fields | 2001-01-30 | Paper |
| The information in the marginal law of a Markov chain | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4267668 | 2000-01-31 | Paper |
| Information bounds for Gibbs samplers | 1999-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4215560 | 1999-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4215570 | 1999-02-09 | Paper |
| Maximum likelihood estimator and Kullback - Leibler information in misspecified Markov chain models | 1999-01-21 | Paper |
| Cox's factoring of regression model likelihoods for continuous-time processes | 1998-09-08 | Paper |
| Adaptive estimators for parameters of the autoregression function of a Markov chain | 1997-11-06 | Paper |
| Empirical estimators for semi-Markov processes | 1997-10-19 | Paper |
| Outperforming the Gibbs sampler empirical estimator for nearest-neighbor random fields | 1997-05-26 | Paper |
| Asymptotically optimal estimation in misspecified time series models | 1997-01-29 | Paper |
| Quasi-likelihood models and optimal inference | 1996-09-01 | Paper |
| Efficiency of empirical estimators for Markov chains | 1995-09-10 | Paper |
| Nonparametric estimators for Markov step processes | 1995-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322839 | 1995-02-13 | Paper |
| Optimality properties of empirical estimators for multivariate point processes | 1995-02-06 | Paper |
| An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process | 1994-12-12 | Paper |
| Asymptotic minimax results for stochastic process families with critical points | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4027354 | 1993-02-21 | Paper |
| Partially Specified Filtered Models and Efficiency | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3989824 | 1992-06-28 | Paper |
| Efficient estimation in a nonlinear counting-process regression model | 1992-06-26 | Paper |
| A generalization of asymptotically linear estimators | 1992-06-25 | Paper |
| Partially specified filtered models and efficiency | 1992-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3359616 | 1991-01-01 | Paper |
| Efficiency of estimators for partially specified filtered models | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3811505 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203647 | 1987-01-01 | Paper |
| Uniform approximation of log-likelihood ratios in the i.i.d. case | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3713349 | 1986-01-01 | Paper |
| A note on strong unimodality and dispersivity | 1985-01-01 | Paper |
| A counterexample concerning monotone unimodality | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4727178 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3321232 | 1984-01-01 | Paper |
| Addendum to ``A third-order optimum property of the maximum likelihood estimator | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3049662 | 1979-01-01 | Paper |
| A third-order optimum property of the maximum likelihood estimator | 1978-01-01 | Paper |
| An asymptotically complete class of tests | 1978-01-01 | Paper |
