| Publication | Date of Publication | Type |
|---|
| Feller processes of normal inverse Gaussian type | 2019-01-14 | Paper |
| Some recent developments in stochastic volatility modelling | 2019-01-14 | Paper |
| Ambit Stochastics | 2018-10-02 | Paper |
| Incremental Similarity and Turbulence | 2017-10-16 | Paper |
| Laser cooling and stochastics | 2017-10-09 | Paper |
| Gamma Kernels and BSS/LSS Processes | 2017-07-31 | Paper |
| Selfdecomposable fields | 2017-04-12 | Paper |
| Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading | 2016-08-12 | Paper |
| Subsampling realised kernels | 2016-08-10 | Paper |
| Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes | 2016-06-10 | Paper |
| Some Recent Developments in Ambit Stochastics | 2016-04-22 | Paper |
| Change of Time and Change of Measure | 2015-05-21 | Paper |
| Recent advances in ambit stochastics with a view towards tempo-spatial stochastic volatility/intermittency | 2015-04-08 | Paper |
| Assessing relative volatility/ intermittency/energy dissipation | 2014-11-12 | Paper |
| Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes | 2014-10-09 | Paper |
| Modelling Electricity Futures by Ambit Fields | 2014-09-25 | Paper |
| On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis | 2014-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2871440 | 2014-01-23 | Paper |
| Integer-valued Lévy processes and low latency financial econometrics | 2014-01-17 | Paper |
| Information and Exponential Families | 2013-12-02 | Paper |
| Modelling energy spot prices by volatility modulated Lévy-driven Volterra processes | 2013-08-16 | Paper |
| Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes | 2013-07-08 | Paper |
| THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL | 2013-04-29 | Paper |
| Multipower variation for Brownian semistationary processes | 2011-12-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3099630 | 2011-12-01 | Paper |
| Stationary infinitely divisible processes | 2011-10-25 | Paper |
| Volatility determination in an ambit process setting | 2011-10-25 | Paper |
| Quasi Ornstein-Uhlenbeck processes | 2011-09-14 | Paper |
| Ambit Processes and Stochastic Partial Differential Equations | 2011-08-08 | Paper |
| Multivariate supOU processes | 2011-02-21 | Paper |
| Change of Time and Change of Measure | 2010-11-17 | Paper |
| Modified signed log likelihood ratio | 2010-08-13 | Paper |
| On free and classical type \(G\) distributions | 2010-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3656682 | 2010-01-13 | Paper |
| Realized kernels in practice: trades and quotes | 2009-12-22 | Paper |
| Power variation for Gaussian processes with stationary increments | 2009-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3623879 | 2009-04-27 | Paper |
| Bipower Variation for Gaussian Processes with Stationary Increments | 2009-04-14 | Paper |
| Probability measures, Lévy measures and analyticity in time | 2009-03-02 | Paper |
| Semigroups of Upsilon transformations | 2009-01-16 | Paper |
| Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise | 2008-12-15 | Paper |
| A Stochastic Differential Equation Framework for the Timewise Dynamics of Turbulent Velocities | 2008-11-03 | Paper |
| Time Change, Volatility, and Turbulence | 2008-10-17 | Paper |
| Matrix Subordinators and Related Upsilon Transformations | 2008-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3511640 | 2008-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3498090 | 2008-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5447122 | 2008-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5436594 | 2008-01-17 | Paper |
| Lévy Copulas: Dynamics and Transforms of Upsilon Type | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5420974 | 2007-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310518 | 2007-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5309198 | 2007-10-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5308609 | 2007-09-28 | Paper |
| MatG Random Matrices | 2007-02-15 | Paper |
| Infinite divisibility for stochastic processes and time change | 2007-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3416239 | 2007-01-19 | Paper |
| LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS | 2006-11-14 | Paper |
| Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations | 2006-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493536 | 2006-10-23 | Paper |
| Limit theorems for multipower variation in the presence of jumps | 2006-06-30 | Paper |
| Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics | 2006-06-16 | Paper |
| Power Variation and Time Change | 2006-06-09 | Paper |
| Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes | 2006-05-24 | Paper |
| Regularizing mappings of Lévy measures | 2006-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3374324 | 2006-03-09 | Paper |
| Spectral properties of superpositions of Ornstein-Uhlenbeck type processes | 2006-01-17 | Paper |
| A class of spatio-temporal and causal stochastic processes, with application to multiscaling and multifractality | 2005-12-13 | Paper |
| Burgers' turbulence problem with linear or quadratic external potential | 2005-10-18 | Paper |
| Lévy processes in free probability | 2005-07-19 | Paper |
| Lévy laws in free probability | 2005-07-19 | Paper |
| Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models | 2005-04-22 | Paper |
| On Quantum Statistical Inference | 2005-04-22 | Paper |
| The Lévy-Itô decomposition in free probability | 2005-03-17 | Paper |
| A CONNECTION BETWEEN FREE AND CLASSICAL INFINITE DIVISIBILITY | 2005-02-28 | Paper |
| Lévy-based spatial-temporal modelling, with applications to turbulence | 2004-12-01 | Paper |
| Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models | 2004-11-24 | Paper |
| Power variation and stochastic volatility: a review and some new results | 2004-10-25 | Paper |
| Realized power variation and stochastic volatility model | 2004-06-10 | Paper |
| General framework for the behaviour of continuously observed open quantum systems | 2004-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4421364 | 2004-02-20 | Paper |
| Extensions of Type G and Marginal Infinite Divisibility | 2004-01-21 | Paper |
| Realized power variation and stochastic volatility models | 2003-12-02 | Paper |
| Self-decomposability and Lévy processes in free probability | 2003-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431597 | 2003-10-22 | Paper |
| Stationary and self-similar processes driven by Lévy processes | 2002-08-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2762105 | 2002-08-11 | Paper |
| Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics | 2002-04-21 | Paper |
| Superposition of Ornstein--Uhlenbeck Type Processes | 2001-10-22 | Paper |
| Markov jump processes with a singularity | 2001-10-16 | Paper |
| Apparent scaling | 2001-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2738733 | 2001-09-12 | Paper |
| Comment on: ``The geometry of asymptotic inference by R. E. Kass | 2001-02-07 | Paper |
| Fisher information in quantum statistics | 2000-12-13 | Paper |
| L-Nonformation, L-Ancillarity, and L-Sufficiency | 2000-10-19 | Paper |
| Inifinite trees and inverse Gaussian random variables | 2000-08-14 | Paper |
| Exact Distributional Results for Random Resistance Trees | 2000-05-24 | Paper |
| Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling | 2000-04-27 | Paper |
| Tail Exactness of Multivariate Saddlepoint Approximations | 2000-03-01 | Paper |
| Some stationary processes in discrete and continuous time | 2000-01-31 | Paper |
| Trees with random conductivities and the (reciprocal) inverse Gaussian distribution | 1999-05-18 | Paper |
| Statistics, yokes and symplectic geometry | 1999-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356482 | 1998-11-15 | Paper |
| On large deviations and choice of ancillary for \(p^*\) and \(r^*\) | 1998-09-10 | Paper |
| Processes of normal inverse Gaussian type | 1998-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3838646 | 1998-01-01 | Paper |
| Yokes and symplectic structures | 1997-11-13 | Paper |
| Information quantities in non-classical settings | 1997-09-23 | Paper |
| Prediction and asymptotics | 1997-04-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3125700 | 1997-03-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866406 | 1996-11-12 | Paper |
| Quasi profile and directed likelihoods from estimating functions | 1996-07-04 | Paper |
| Saddlepoint approximations for the probability of ruin in finite time | 1996-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864605 | 1996-05-06 | Paper |
| A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes | 1996-01-02 | Paper |
| Stable and invariant adjusted profile likelihood and directed likelihood for curved exponential models | 1995-10-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839552 | 1995-08-30 | Paper |
| Orthogeodesic models | 1995-06-29 | Paper |
| Stable and invariant adjusted directed likelihoods | 1995-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4324319 | 1995-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4326424 | 1995-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4274901 | 1994-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4280419 | 1994-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4304001 | 1994-09-08 | Paper |
| A Note on Electrical Networks and the Inverse Gaussian Distribution | 1994-07-14 | Paper |
| Stochastic calculus, statistical asymptotics, Taylor strings and phyla | 1994-06-19 | Paper |
| A note on the relation between modified profile likelihood and the Cox-Reid adjusted profile likelihood | 1994-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203578 | 1993-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5285654 | 1993-06-29 | Paper |
| Parametric statistical models and likelihood | 1993-06-05 | Paper |
| A note on the tail accuracy of the univariate saddlepoint approximation | 1993-05-16 | Paper |
| Multivariate distributions with generalized inverse gaussian marginals, and associated poisson mixtures | 1993-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3995194 | 1992-09-17 | Paper |
| Decomposition and invariance of measures, and statistical transformation models | 1992-09-17 | Paper |
| Some parametric models on the simplex | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5203488 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3203851 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3486650 | 1990-01-01 | Paper |
| Approximating exponential models | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3825928 | 1989-01-01 | Paper |
| A note on a semiparametric estimator of mortality | 1989-01-01 | Paper |
| Differential geometry, profile likelihood, L-sufficiency and composite transformation models | 1988-01-01 | Paper |
| Coordinate-free definition of structurally symmetric derivative strings | 1988-01-01 | Paper |
| Combination of reproductive models | 1988-01-01 | Paper |
| On the level-error after Bartlett adjustment of the likelihood ratio statistic | 1988-01-01 | Paper |
| Derivative strings: contravariant aspect | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5751738 | 1987-01-01 | Paper |
| Strings: mathematical theory and statistical examples | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3813038 | 1987-01-01 | Paper |
| Likelihood and observed geometries | 1986-01-01 | Paper |
| The Role of Differential Geometry in Statistical Theory | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3742485 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3761484 | 1986-01-01 | Paper |
| Strings, tensorial combinants, and Bartlett adjustments | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3694461 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3696285 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3718056 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3339093 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3675304 | 1984-01-01 | Paper |
| The Effect of Sampling Rules on Likelihood Statistics | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3703096 | 1984-01-01 | Paper |
| Exponential models with affine dual foliations | 1983-01-01 | Paper |
| Reproductive exponential families | 1983-01-01 | Paper |
| On a formula for the distribution of the maximum likelihood estimator | 1983-01-01 | Paper |
| Exponential transformation models | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3940625 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3943815 | 1982-01-01 | Paper |
| Normal Variance-Mean Mixtures and z Distributions | 1982-01-01 | Paper |
| A stochastic model for sand sorting in a wind-tunnel | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3951375 | 1981-01-01 | Paper |
| Conditionality resolutions | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3900806 | 1980-01-01 | Paper |
| Models for non-Gaussian variation, with applications to turbulence | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3855987 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3859099 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4167332 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4167890 | 1978-01-01 | Paper |
| First hitting time models for the generalized inverse Gaussian distribution | 1978-01-01 | Paper |
| Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4085065 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4107747 | 1976-01-01 | Paper |
| Nonformation | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4188576 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4153447 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4151012 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4051384 | 1973-01-01 | Paper |
| Unimodality and exponential families | 1973-01-01 | Paper |
| On M-ancillarity | 1973-01-01 | Paper |
| On the parametrization of autoregressive models by partial autocorrelations | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5663201 | 1970-01-01 | Paper |
| [https://portal.mardi4nfdi.de/wiki/Publication:5554773 L�vy homeomorphic parametrization and exponential families] | 1969-01-01 | Paper |
| Negative binomial processes | 1969-01-01 | Paper |
| Sufficient Data Reduction and Exponential Families. | 1968-01-01 | Paper |
| On the Distribution of the Number of Admissible Points in a Vector Random Sample | 1966-01-01 | Paper |
| Identifiability of mixtures of exponential families | 1965-01-01 | Paper |
| On the limit distribution of the maximum of a random number of independent random variables | 1964-01-01 | Paper |
| Subfields and loss of information | 1964-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5732986 | 1964-01-01 | Paper |
| Combinatorial Lemmas in Higher Dimensions | 1963-01-01 | Paper |
| On the Limit Behaviour of Extreme Order Statistics | 1963-01-01 | Paper |
| On the Rate of Growth of the Partial Maxima of a Sequence of Independent Identically Distributed Random Variables. | 1961-01-01 | Paper |
| On Quantum Statistical Inference, II | 0001-01-03 | Paper |
