| Publication | Date of Publication | Type |
|---|
| A stochastic Gauss–Newton algorithm for regularized semi-discrete optimal transport | 2023-02-20 | Paper |
| Further results on the minimal random walk | 2023-02-06 | Paper |
| Sharp large deviations and concentration inequalities for the number of descents in a random permutation | 2022-10-19 | Paper |
| On the elephant random walk with stops playing hide and seek with the Mittag-Leffler distribution | 2022-09-12 | Paper |
| Erratum to: ``Asymptotic results for empirical measures of weighted sums of independent random variables | 2022-05-09 | Paper |
| A nonparametric statistical procedure for the detection of marine pollution | 2022-02-23 | Paper |
| How to estimate the memory of the Elephant Random Walk | 2021-12-20 | Paper |
| New insights on the minimal random walk | 2021-12-17 | Paper |
| Asymptotic analysis of random walks on ice and graphite | 2021-11-08 | Paper |
| Stochastic approximation algorithms for superquantiles estimation | 2021-07-21 | Paper |
| A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport | 2021-07-12 | Paper |
| Asymptotic distribution and convergence rates of stochastic algorithms for entropic optimal transportation between probability measures | 2021-07-05 | Paper |
| On the center of mass of the elephant random walk | 2021-02-18 | Paper |
| On the almost sure central limit theorem for ARX processes in adaptive tracking | 2020-10-26 | Paper |
| An Efficient Stochastic Newton Algorithm for Parameter Estimation in Logistic Regressions | 2020-01-24 | Paper |
| New insights on concentration inequalities for self-normalized martingales | 2019-11-06 | Paper |
| Hypergeometric identities arising from the elephant random walk | 2019-10-04 | Paper |
| On the multi-dimensional elephant random walk | 2019-08-01 | Paper |
| Nonparametric recursive estimation of the derivative of the regression function with application to sea shores water quality | 2019-05-31 | Paper |
| A martingale approach for the elephant random walk | 2018-03-01 | Paper |
| Almost Sure Stabilization for Feedback Controls of Regime-Switching Linear Systems With a Hidden Markov Chain | 2017-08-08 | Paper |
| Adaptive control of parametric nonlinear autoregressive models via a new martingale approach | 2017-06-20 | Paper |
| Large deviations for the Ornstein-Uhlenbeck process without tears | 2017-02-21 | Paper |
| On the asymptotic behavior of the Durbin-Watson statistic for ARX processes in adaptive tracking | 2016-04-22 | Paper |
| A Durbin–Watson serial correlation test for ARX processes via excited adaptive tracking | 2016-04-08 | Paper |
| Large deviations and concentration inequalities for the Ornstein-Uhlenbeck process without tears | 2016-02-05 | Paper |
| Large deviations for the Ornstein-Uhlenbeck process with shift | 2015-11-06 | Paper |
| Concentration Inequalities for Sums and Martingales | 2015-07-29 | Paper |
| On the asymptotic behaviour of the recursive Nadaraya–Watson estimator associated with the recursive sliced inverse regression method | 2015-07-20 | Paper |
| Limit theorems for bifurcating integer-valued autoregressive processes | 2015-03-31 | Paper |
| A Rademacher-Menchov approach for random coefficient bifurcating autoregressive processes | 2015-02-27 | Paper |
| A new approach on recursive and non-recursive SIR methods | 2014-09-26 | Paper |
| On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes | 2014-04-17 | Paper |
| A sharp analysis on the asymptotic behavior of the Durbin–Watson statistic for the first-order autoregressive process | 2014-04-10 | Paper |
| Sharp large deviations for the non-stationary Ornstein-Uhlenbeck process | 2012-09-12 | Paper |
| A Robbins-Monro procedure for estimation in semiparametric regression models | 2012-08-29 | Paper |
| Large Deviations for Gaussian Stationary Processes and Semi-Classical Analysis | 2012-08-29 | Paper |
| Fluctuations of interacting Markov chain Monte Carlo methods | 2012-06-01 | Paper |
| Sharp Large Deviations for the Fractional Ornstein–Uhlenbeck Process | 2012-05-04 | Paper |
| A new concept of strong controllability via the Schur complement for ARX models in adaptive tracking | 2011-01-19 | Paper |
| Almost sure central limit theorems on the Wiener space | 2010-08-18 | Paper |
| A moment approach for the almost sure central limit theorem for martingales | 2010-08-13 | Paper |
| On the usefulness of persistent excitation in ARX adaptive tracking | 2010-07-20 | Paper |
| A functional central limit theorem for a class of interacting Markov chain Monte Carlo methods | 2009-11-20 | Paper |
| Asymptotic analysis for bifurcating autoregressive processes via a martingale approach | 2009-11-20 | Paper |
| Kernel Density Estimation and Goodness-of-Fit Test in Adaptive Tracking | 2009-09-29 | Paper |
| On the Almost Sure Central Limit Theorem for Vector Martingales: Convergence of Moments and Statistical Applications | 2009-04-14 | Paper |
| A multiple stochastic integral criterion for almost sure limit theorems | 2009-04-14 | Paper |
| Exponential inequalities for self-normalized martingales with applications | 2008-11-27 | Paper |
| Almost Sure Stabilization for Adaptive Controls of Regime-switching LQ Systems with A Hidden Markov Chain | 2008-07-09 | Paper |
| Spectrum of the product of Toeplitz matrices with application in probability | 2007-12-10 | Paper |
| An exponential inequality for autoregressive processes in adaptive tracking | 2007-11-27 | Paper |
| Asymptotic results for empirical measures of weighted sums of independent random variables | 2007-11-19 | Paper |
| SPECTRAL PROPERTIES OF CHAOTIC PROCESSES | 2007-02-07 | Paper |
| On the convergence of moments in the almost sure central limit theorem for martingales with statistical applications | 2005-08-05 | Paper |
| Concentration inequalities, large and moderate deviations for self-normalized empirical processes | 2003-05-06 | Paper |
| Estimation of marginal and spectral modes | 2003-03-26 | Paper |
| Weighted estimation and tracking for branching processes with immigration | 2002-07-21 | Paper |
| Sharp Large Deviations for the Ornstein--Uhlenbeck Process | 2002-04-25 | Paper |
| On large deviations in the Gaussian autoregressive process: Stable, unstable and explosive cases | 2002-03-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4787901 | 2002-01-01 | Paper |
| Weighted estimation and tracking for Bienaymé Galton Watson processes with adaptive control | 2000-07-03 | Paper |
| Large deviations for quadratic forms of stationary Gaussian processes | 2000-03-01 | Paper |
| Sharp large deviations for Gaussian quadratic forms with applications | 2000-02-29 | Paper |
| Central Limit Theorem And Law Of Iterated Logarithm For Least Squares Algorithms In Adaptive Tracking | 1998-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4878395 | 1996-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854749 | 1996-05-27 | Paper |
| Weighted Estimation and Tracking for ARMAX Models | 1995-05-18 | Paper |
| Weighted least squares and prediction | 1993-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4008652 | 1992-09-27 | Paper |
| On the generalized least squares estimator of an ARMAX model. Application to the identification of ARMA models | 1992-06-27 | Paper |
