| Publication | Date of Publication | Type |
|---|
| Representation theorems in finite prediction, with applications | 2024-02-21 | Paper |
| Explicit formulas for the inverses of Toeplitz matrices, with applications | 2023-12-02 | Paper |
| Approximations of inverse block Toeplitz matrices and Baxter-type theorems for long-memory processes | 2023-04-02 | Paper |
| Closed-form expression for finite predictor coefficients of multivariate ARMA processes | 2020-02-05 | Paper |
| Simple matrix representations of the orthogonal polynomials for a rational spectral density on the unit circle | 2018-05-31 | Paper |
| Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes | 2017-09-21 | Paper |
| Rigidity for matrix-valued Hardy functions | 2016-03-09 | Paper |
| The intersection of past and future for multivariate stationary processes | 2016-03-03 | Paper |
| A Vasicek-Type Short Rate Model With Memory Effect | 2015-12-21 | Paper |
| Prediction of fractional processes with long-range dependence | 2012-06-29 | Paper |
| An explicit representation of Verblunsky coefficients | 2012-05-18 | Paper |
| Duals of random vectors and processes with applications to prediction problems with missing values | 2009-07-24 | Paper |
| Dynamic risk diversification and insurance premium principles | 2009-06-09 | Paper |
| Baxter's inequality for fractional Brownian motion-type processes with Hurst index less than 1/2 | 2008-11-25 | Paper |
| AR and MA representation of partial autocorrelation functions, with applications | 2008-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430708 | 2007-12-16 | Paper |
| Optimal intertemporal risk allocation applied to insurance pricing | 2007-11-07 | Paper |
| Prediction of Fractional Brownian Motion-Type Processes | 2007-06-27 | Paper |
| Binary market models with memory | 2007-03-15 | Paper |
| Optimal long-term investment model with memory | 2007-03-12 | Paper |
| A prediction problem in $L^2 (w)$ | 2007-02-01 | Paper |
| Linear filtering of systems with memory and application to finance | 2006-08-28 | Paper |
| Explicit representation of finite predictor coefficients and its applications | 2006-08-03 | Paper |
| Financial Markets with Memory I: Dynamic Models | 2005-05-23 | Paper |
| Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization | 2005-05-23 | Paper |
| Prediction of fractional Brownian motion with Hurst index less than 1/2 | 2005-01-31 | Paper |
| Partial autocorrelation functions of the fractional ARIMA processes with negative degree of differencing. | 2004-03-14 | Paper |
| On the worst conditional expectation. | 2003-11-16 | Paper |
| Asymptotic behavior for partial autocorrelation functions of fractional ARIMA processes. | 2003-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4544420 | 2002-08-04 | Paper |
| Asymptotics for prediction errors of stationary processes with reflection positivity | 2002-02-03 | Paper |
| On the asymptotic behavior of the prediction error of a stationary process | 2002-01-24 | Paper |
| Extension of the Drasin-Shea-Jordan theorem | 2001-07-22 | Paper |
| Tauberian and Mercerian theorems for systems of kernels | 2001-07-04 | Paper |
| Asymptotics for the partial autocorrelation function of a stationary process | 2001-03-19 | Paper |
| Abelian, Tauberian, and Mercerian theorems for arithmetic sums. | 2001-03-13 | Paper |
| Ratio Mercerian Theorems with Applications to Hankel and Fourier Transforms | 2000-06-22 | Paper |
| Abel-Tauber theorems for Hankel and Fourier transforms and a problem of Boas | 2000-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4360089 | 1998-06-23 | Paper |
| Regularly varying correlation functions and KMO-Langevin equations | 1998-03-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4870074 | 1996-08-26 | Paper |
| The theory of KM2O-Langevin equations and applications to data analysis (II): Causal analysis (1) | 1994-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4297133 | 1994-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4017448 | 1993-01-16 | Paper |
| The Alder-Wainwright effect for stationary processes with reflection positivity. II | 1992-09-27 | Paper |
| The Alder-Wainwright effect for stationary processes with reflection positivity | 1992-06-27 | Paper |
| Path integral for diffusion equations | 1986-01-01 | Paper |
