| Publication | Date of Publication | Type |
|---|
| Corrigendum to: ``Simulation of multivariate diffusion bridges | 2024-09-10 | Paper |
| Corrigendum to: ``Simple simulation of diffusion bridges with application to likelihood inference for diffusions | 2020-12-07 | Paper |
| Simulation of Multivariate Diffusion Bridges | 2019-06-12 | Paper |
| On the Size Distribution of Sand | 2017-01-16 | Paper |
| Simple simulation of diffusion bridges with application to likelihood inference for diffusions | 2014-05-05 | Paper |
| A transformation approach to modelling multi-modal diffusions | 2014-01-23 | Paper |
| Statistical inference for discrete-time samples from affine stochastic delay differential equations | 2013-05-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4913194 | 2013-04-03 | Paper |
| Prediction-based estimating functions: review and new developments | 2011-10-25 | Paper |
| Maximum Likelihood Estimation for Integrated Diffusion Processes | 2011-05-31 | Paper |
| A simple estimator for discrete-time samples from affine stochastic delay differential equations | 2011-04-08 | Paper |
| Parametric Inference for Discretely Sampled Stochastic Differential Equations | 2009-11-27 | Paper |
| The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes | 2009-08-08 | Paper |
| Estimation for stochastic differential equations with a small diffusion coefficient | 2009-04-02 | Paper |
| Statistical Inference for Discretely Observed Markov Jump Processes | 2005-09-01 | Paper |
| Diffusion-type models with given marginal distribution and autocorrelation function | 2005-06-23 | Paper |
| On time-reversibility and estimating functions for Markov processes | 2005-06-20 | Paper |
| Inference for Observations of Integrated Diffusion Processes | 2005-05-20 | Paper |
| Estimation for discretely observed diffusions using transform functions | 2004-10-25 | Paper |
| Small-diffusion asymptotics for discretely sampled stochastic differential equations | 2004-06-10 | Paper |
| Prediction-based estimating functions | 2002-11-28 | Paper |
| Stock returns and hyperbolic distributions | 2002-10-06 | Paper |
| On asymptotics of estimating functions | 2002-04-07 | Paper |
| Estimating equations based on eigenfunctions for a discretely observed diffusion process | 2002-03-06 | Paper |
| Simplified estimating functions for diffusion models with a high-dimensional parameter | 2001-07-11 | Paper |
| A note on limit theorems for multivariate martingales | 2000-09-04 | Paper |
| Some stationary processes in discrete and continuous time | 2000-01-31 | Paper |
| On Comparison of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes | 1999-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4215579 | 1998-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4396365 | 1998-06-14 | Paper |
| On exponential families of Markov processes | 1998-02-09 | Paper |
| A hyperbolic diffusion model for stock prices | 1997-10-05 | Paper |
| Information quantities in non-classical settings | 1997-09-23 | Paper |
| Exponential families of stochastic processes | 1997-08-19 | Paper |
| On effects of discretization on estimators of drift parameters for diffusion processes | 1997-05-04 | Paper |
| Exponential families of stochastic processes and Lévy processes | 1997-01-05 | Paper |
| Curved exponential families of stochastic processes and their envelope families | 1996-12-01 | Paper |
| A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes | 1996-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356499 | 1996-01-01 | Paper |
| Martingale estimation functions for discretely observed diffusion processes | 1995-12-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4322397 | 1995-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4294304 | 1994-06-28 | Paper |
| Stochastic Models of Sand Transport by Wind and Two Related Estimation Problems | 1993-12-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3359614 | 1991-01-01 | Paper |
| On quasi likelihood for semimartingales | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203656 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5203524 | 1989-01-01 | Paper |
| Exponential Families of Stochastic Processes: A Unifying Semimartingale Approach | 1989-01-01 | Paper |
| On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes | 1986-01-01 | Paper |
| Classes of diffusion-type processes with a sufficient reduction | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3718056 | 1985-01-01 | Paper |
| On Maximum Likelihood Estimation in Randomly Stopped Diffusion-Type Processes | 1983-01-01 | Paper |
| Normal Variance-Mean Mixtures and z Distributions | 1982-01-01 | Paper |
