| Publication | Date of Publication | Type |
|---|
| Comparison and equality of generalized $\psi$-estimators | 2023-09-09 | Paper |
| On distributions of jumps of multi-type CBI processes | 2023-08-10 | Paper |
| Limit theorems for deviation means of independent and identically distributed random variables | 2023-08-04 | Paper |
| On approximations of value at risk and expected shortfall involving kurtosis | 2023-07-18 | Paper |
| On calculation of the exact Lyapunov exponent of affine Boole transformations | 2023-06-26 | Paper |
| Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration | 2023-05-17 | Paper |
| Probability equivalent level of value at risk and higher-order expected shortfalls | 2023-02-03 | Paper |
| Existence and uniqueness of weighted generalized $\psi$-estimators | 2022-11-11 | Paper |
| Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration | 2022-07-28 | Paper |
| Convergence of partial sum processes to stable processes with application for aggregation of branching processes | 2022-06-13 | Paper |
| A new example for a proper scoring rule | 2022-05-30 | Paper |
| Limit theorems for Bajraktarević and Cauchy quotient means of independent identically distributed random variables | 2022-04-14 | Paper |
| A note on asymptotic behavior of critical Galton-Watson processes with immigration | 2022-03-03 | Paper |
| Probability equivalent level of Value at Risk and higher-order Expected Shortfalls | 2022-02-20 | Paper |
| On simultaneous limits for aggregation of stationary randomized INAR(1) processes with Poisson innovations | 2021-12-03 | Paper |
| Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration | 2021-11-29 | Paper |
| Random means generated by random variables: expectation and limit theorems | 2021-11-10 | Paper |
| On aggregation of subcritical Galton-Watson branching processes with regularly varying immigration | 2021-05-11 | Paper |
| Almost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration | 2021-05-05 | Paper |
| Statistical inference of subcritical strongly stationary Galton-Watson processes with regularly varying immigration | 2021-02-18 | Paper |
| On tail behaviour of stationary second-order Galton-Watson processes with immigration | 2021-01-14 | Paper |
| Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling | 2021-01-05 | Paper |
| A multidimensional stable limit theorem | 2020-12-08 | Paper |
| Least-squares estimation for the subcritical Heston model based on continuous-time observations | 2019-08-27 | Paper |
| Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations | 2019-05-15 | Paper |
| Karhunen-Loève expansion for a generalization of Wiener bridge | 2019-02-22 | Paper |
| Regularly varying non-stationary Galton-Watson processes with immigration | 2018-06-21 | Paper |
| Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model | 2018-06-21 | Paper |
| On aggregation of multitype Galton-Watson branching processes with immigration | 2018-06-20 | Paper |
| Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations | 2018-04-13 | Paper |
| Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields | 2018-02-22 | Paper |
| A Link Between Bougerol’s Identity and a Formula Due to Donati-Martin, Matsumoto and Yor | 2017-06-22 | Paper |
| Parameter estimation for the subcritical Heston model based on discrete time observations | 2017-03-31 | Paper |
| Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations | 2017-03-28 | Paper |
| Moment formulas for multitype continuous state and continuous time branching process with immigration | 2016-10-11 | Paper |
| Statistical inference for critical continuous state and continuous time branching processes with immigration | 2016-09-16 | Paper |
| Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations | 2016-07-19 | Paper |
| Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration | 2016-06-03 | Paper |
| A Robbins–Monro-type algorithm for computing global minimizer of generalized conic functions | 2016-05-23 | Paper |
| On convergence properties of infinitesimal generators of scaled multitype CBI processes | 2016-05-12 | Paper |
| Yamada-Watanabe results for stochastic differential equations with jumps | 2016-04-25 | Paper |
| General alpha-Wiener bridges | 2016-03-04 | Paper |
| Dilatively stable stochastic processes and aggregate similarity | 2016-03-02 | Paper |
| Operator scaled Wiener bridges | 2016-02-12 | Paper |
| Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration | 2015-06-18 | Paper |
| Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration | 2015-05-07 | Paper |
| Asymptotic Behavior of Conditional Least Squares Estimators for Unstable Integer-valued Autoregressive Models of Order 2 | 2014-12-09 | Paper |
| Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges | 2014-11-12 | Paper |
| Stationarity and Ergodicity for an Affine Two-Factor Model | 2014-09-25 | Paper |
| Gauss-Markov processes as space-time scaled stationary Ornstein-Uhlenbeck processes | 2014-09-25 | Paper |
| Parameter estimation for a subcritical affine two factor model | 2014-06-12 | Paper |
| Jump type SDEs for self-similar processes | 2014-01-15 | Paper |
| Representations of multidimensional linear process bridges | 2013-07-26 | Paper |
| On parameter estimation for critical affine processes | 2013-05-29 | Paper |
| On Entire Moments of Self-Similar Markov Processes | 2013-04-26 | Paper |
| Additive outliers in INAR(1) models | 2013-01-03 | Paper |
| Path Properties of Dilatively Stable Processes and Singularity of Their Distributions | 2012-11-09 | Paper |
| Functional limit theorems for Lévy processes satisfying Cramér's condition | 2012-06-22 | Paper |
| Asymptotic behavior of CLS estimators for unstable INAR(2) models | 2012-02-08 | Paper |
| A Jump Type SDE Approach to Positive Self-Similar Markov Processes | 2011-11-14 | Paper |
| Asymptotic behavior of unstable INAR(\(p\)) processes | 2011-07-08 | Paper |
| Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions | 2011-05-16 | Paper |
| Karhunen-Loève expansions of \(\alpha\)-Wiener bridges | 2011-03-15 | Paper |
| Innovational Outliers in INAR(1) Models | 2010-12-20 | Paper |
| α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties | 2010-07-20 | Paper |
| Asymptotic behavior of CLS estimator of autoregressive parameter for nonprimitive unstable INAR(2) models | 2010-06-23 | Paper |
| Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes | 2010-03-18 | Paper |
| Limit theorems on locally compact Abelian groups | 2008-12-22 | Paper |
| Weakly infinitely divisible measures on some locally compact Abelian groups | 2008-09-24 | Paper |
| Portmanteau theorem for unbounded measures | 2006-11-15 | Paper |
| Fourier transform of a Gaussian measure on the Heisenberg group | 2006-10-27 | Paper |
| Connection between deriving bridges and radial parts from multidimensional Ornstein-Uhlen\-beck processes | 2006-06-27 | Paper |
| Linear maps on the space of all bounded observables preserving maximal deviation. | 2004-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4439488 | 2003-12-14 | Paper |
| Local automorphisms of the sets of states and effects on a Hilbert space | 2003-03-26 | Paper |
