| Publication | Date of Publication | Type |
|---|
| Causality and association: the statistical and legal approaches | 2012-09-01 | Paper |
| An Effective Confidence Interval for the Mean With Samples of Size One and Two | 2010-03-11 | Paper |
| Markov Chains and Stochastic Stability | 2009-06-04 | Paper |
| Convergence rates and moments of Markov chains associated with the mean of Dirichlet processes. | 2005-11-29 | Paper |
| Trim and Fill: A Simple Funnel‐Plot–Based Method of Testing and Adjusting for Publication Bias in Meta‐Analysis | 2005-04-20 | Paper |
| Corrigendum to ``Bounds on regeneration times and convergence rates for Markov chains | 2004-09-22 | Paper |
| Drift conditions and invariant measures for Markov chains. | 2004-09-22 | Paper |
| Necessary conditions for geometric and polynomial ergodicity of random-walk-type Markov chains | 2004-06-10 | Paper |
| Transform Estimation of Parameters for Stage-Frequency Data | 2004-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2734979 | 2003-11-27 | Paper |
| Perfect sampling of ergodic Harris chains | 2003-05-06 | Paper |
| Geometric L2 and L1 convergence are equivalent for reversible Markov chains | 2003-05-01 | Paper |
| Markov chain Monte Carlo estimation of the law of the mean of a Dirichlet process | 2003-02-26 | Paper |
| Perfect simulation of an inventory model for perishable products | 2002-09-18 | Paper |
| Perfect sampling from independent Metropolis-Hastings chains | 2002-08-28 | Paper |
| A Nonparametric "Trim and Fill" Method of Accounting for Publication Bias in Meta-Analysis | 2002-07-30 | Paper |
| Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models | 2002-07-28 | Paper |
| Rates of convergence of stochastically monotone and continuous time Markov models | 2002-02-03 | Paper |
| Locally contracting iterated functions and stability of Markov chains | 2001-10-14 | Paper |
| Bounds on regeneration times and convergence rates for Markov chains | 2001-01-17 | Paper |
| Langevin-type models. I: Diffusions with given stationary distributions and their discretizations | 2000-11-01 | Paper |
| Langevin-type models II: Self-targeting candidates for MCMC algorithms | 2000-10-17 | Paper |
| Simulating the Invariant Measures of Markov Chains Using Backward Coupling at Regeneration Times | 2000-04-09 | Paper |
| Truncation approximations of invariant measures for Markov chains | 1999-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4894941 | 1999-02-22 | Paper |
| Orthogonal measures and absorbing sets for Markov chains | 1998-09-08 | Paper |
| Perfect simulation and backward coupling∗ | 1998-04-13 | Paper |
| Exponential convergence of Langevin distributions and their discrete approximations | 1997-09-01 | Paper |
| Computable exponential convergence rates for stochastically ordered Markov processes | 1997-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4713990 | 1997-03-18 | Paper |
| Continuous-time threshold AR(1) processes | 1997-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895140 | 1997-02-17 | Paper |
| Rates of convergence of the Hastings and Metropolis algorithms | 1997-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351047 | 1997-01-01 | Paper |
| Exponential and uniform ergodicity of Markov processes | 1996-07-07 | Paper |
| Geometric Convergence Rates for Stochastically Ordered Markov Chains | 1996-06-23 | Paper |
| Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms | 1996-01-01 | Paper |
| Computable bounds for geometric convergence rates of Markov chains | 1995-05-14 | Paper |
| State-dependent criteria for convergence of Markov chains | 1995-01-03 | Paper |
| Subgeometric Rates of Convergence of f-Ergodic Markov Chains | 1994-12-19 | Paper |
| Strengthening ergodicity to geometric ergodicity for markov chains | 1994-10-10 | Paper |
| Topological conditions enabling use of Harris methods in discrete and continuous time | 1994-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4273570 | 1994-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4273571 | 1994-04-06 | Paper |
| Stability of Markovian processes II: continuous-time processes and sampled chains | 1994-02-17 | Paper |
| Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes | 1994-02-17 | Paper |
| Markov chains and stochastic stability | 1993-11-02 | Paper |
| Stability of Markovian processes I: criteria for discrete-time Chains | 1992-10-04 | Paper |
| ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES | 1992-09-27 | Paper |
| PITMAN MEDAL AWARDED TO E. J. HANNAN | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3201628 | 1989-01-01 | Paper |
| Linear functionals and Markov chains associated with Dirichlet processes | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3813021 | 1988-01-01 | Paper |
| Moments for stationary and quasi-stationary distributions of markov chains | 1985-01-01 | Paper |
| A system model with interacting components:renewal type results | 1985-01-01 | Paper |
| RANDOM COEFFICIENT AUTOREGRESSIVE PROCESSES:A MARKOV CHAIN ANALYSIS OF STATIONARITY AND FINITENESS OF MOMENTS | 1985-01-01 | Paper |
| Solidarity properties and a Doeblin decomposition for a class of non- Markovian stochastic processes | 1983-01-01 | Paper |
| Technical Note—Mean Drifts and the Non-Ergodicity of Markov Chains | 1983-01-01 | Paper |
| The existence of moments for stationary Markov chains | 1983-01-01 | Paper |
| WEIGHTED AREA TECHNIQUES FOR EXPLICIT PARAMETER ESTIMATION IN MULTI-STAGE MODELS | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3966881 | 1983-01-01 | Paper |
| Techniques for estimating parameters in Bartoszynski's virus model | 1982-01-01 | Paper |
| Storage processes with general release rule and additive inputs | 1982-01-01 | Paper |
| Operator-geometric stationary distributions for markov chains, with application to queueing models | 1982-01-01 | Paper |
| Criteria for ergodicity, exponential ergodicity and strong ergodicity of Markov processes | 1981-01-01 | Paper |
| Perturbations of countable Markov chains and processes | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3915767 | 1980-01-01 | Paper |
| Asymptotic behaviour of point processes with Markov-dependent intervals | 1980-01-01 | Paper |
| Parameter estimation using transform estimation in time-evolving models | 1979-01-01 | Paper |
| The Recurrence Structure of General Markov Processes | 1979-01-01 | Paper |
| Exponential decay and ergodicity of general Markov processes and their discrete skeletons | 1979-01-01 | Paper |
| Exponential ergodicity in Markovian queueing and dam models | 1979-01-01 | Paper |
| Topological aspects of Doeblin decompositions for Markov chains | 1979-01-01 | Paper |
| Markov Chains with Continuous Components | 1979-01-01 | Paper |
| Geometric ergodicity and R-positivity for general Markov chains | 1978-01-01 | Paper |
| First-passage times in skip-free processes | 1978-01-01 | Paper |
| Uniform limit theorems for non-singular renewal and Markov renewal processes | 1978-01-01 | Paper |
| Criteria for strong ergodicity of Markov chains | 1978-01-01 | Paper |
| Modes of convergence of Markov chain transition probabilities | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4127730 | 1977-01-01 | Paper |
| Hitting times of Markov chains, with application to state-dependent queues | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4070080 | 1976-01-01 | Paper |
| R-theory for Markov chains on a topological state Space. II | 1976-01-01 | Paper |
| RELATIONS BETWEEN ERGODICITY AND MEAN DRIFT FOR MARKOV CHAINS1 | 1976-01-01 | Paper |
| Criteria for classifying general Markov chains | 1976-01-01 | Paper |
| Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space | 1975-01-01 | Paper |
| Truncation approximation of the limit probabilities for denumerable semi-Markov processes | 1975-01-01 | Paper |
| R -Theory for Markov Chains on a Topological State Space I | 1975-01-01 | Paper |
| The robustness of positive recurrence and recurrence of Markov chains under perturbations of the transition probabilities | 1975-01-01 | Paper |
| Sufficient conditions for regularity, recurrence and ergodicity of Markov processes | 1975-01-01 | Paper |
| R-theory for Markov chains on a general state space. I: Solidarity properties and R-recurrent chains | 1974-01-01 | Paper |
| R-theory for Markov chains on a general state space. II: r-subinvariant measures for r-transient chains | 1974-01-01 | Paper |
| Quasi-stationary distributions for Markov chains on a general state space | 1974-01-01 | Paper |
| SOME ERGODIC PROPERTIES OF THE FELLER MINIMAL PROCESS | 1974-01-01 | Paper |
| A representation for invariant measures for transient Markov chains | 1974-01-01 | Paper |
| The calculation of limit probabilities for denumerable Markov processes from infinitesimal properties | 1973-01-01 | Paper |
| Stationary measures for random walk on a half line | 1971-01-01 | Paper |
| Stationary measures for random walk on a half line | 1971-01-01 | Paper |
| Truncation procedures for non-negative matrices | 1971-01-01 | Paper |
