| Publication | Date of Publication | Type |
|---|
Periodic splinets
Communications in Statistics. Simulation and Computation | 2026-02-25 | Paper |
Parsimonious multivariate structural spatial models with intra-location feedback
Journal of Multivariate Analysis | 2026-01-15 | Paper |
Spline-based methods for functional data on multivariate domains
Journal of Mathematics in Industry | 2024-10-11 | Paper |
Matrix variate generalized asymmetric Laplace distributions
Theory of Probability and Mathematical Statistics | 2023-10-12 | Paper |
Splinets 1.5.0 -- Periodic Splinets
(available as arXiv preprint) | 2023-02-15 | Paper |
Gaussian Mixture Representation of the Laplace Distribution Revisited: Bibliographical Connections and Extensions
The American Statistician | 2022-09-28 | Paper |
Signals Featuring Harmonics With Random Frequencies – Spectral, Distributional and Ergodic Properties
IEEE Transactions on Signal Processing | 2022-09-23 | Paper |
Dyadic diagonalization of positive definite band matrices and efficient \(B\)-spline orthogonalization
Journal of Computational and Applied Mathematics | 2022-07-05 | Paper |
Data driven orthogonal basis selection for functional data analysis
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Empirically driven orthonormal bases for functional data analysis
Lecture Notes in Computational Science and Engineering | 2021-09-27 | Paper |
Empirically driven orthonormal bases for functional data analysis
Lecture Notes in Computational Science and Engineering | 2021-09-27 | Paper |
| Effective computations of joint excursion times for stationary Gaussian processes | 2020-07-28 | Paper |
Signals Featuring Harmonics with Random Frequencies -- Spectral, Distributional and Ergodic Properties
(available as arXiv preprint) | 2019-11-16 | Paper |
Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory
Journal of Statistical Planning and Inference | 2019-08-09 | Paper |
A test for the global minimum variance portfolio for small sample and singular covariance
AStA. Advances in Statistical Analysis | 2018-11-12 | Paper |
Third cumulant for multivariate aggregate claim models
Scandinavian Actuarial Journal | 2018-08-31 | Paper |
A generalized Sibuya distribution
Annals of the Institute of Statistical Mathematics | 2018-08-10 | Paper |
Certain bivariate distributions and random processes connected with maxima and minima
Extremes | 2018-08-03 | Paper |
Leverage effect for volatility with generalized Laplace error
Economic Quality Control | 2018-07-04 | Paper |
A novel weighted likelihood estimation with empirical Bayes flavor
Communications in Statistics. Simulation and Computation | 2018-06-01 | Paper |
Random spectral measure for non Gaussian moving averages
Communications in Statistics: Theory and Methods | 2018-04-27 | Paper |
Tail behavior and dependence structure in the APARCH model
Journal of Time Series Econometrics | 2018-02-07 | Paper |
Esscher-transformed Laplace distribution revisited
Brazilian Journal of Probability and Statistics | 2016-10-06 | Paper |
Transmuted distributions and random extrema
Statistics & Probability Letters | 2016-06-24 | Paper |
Convolution-invariant subclasses of generalized hyperbolic distributions
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
A class of non-Gaussian second order random fields
Extremes | 2016-01-22 | Paper |
Dynamically evolving Gaussian spatial fields
Extremes | 2016-01-22 | Paper |
Singular inverse Wishart distribution and its application to portfolio theory
Journal of Multivariate Analysis | 2015-12-23 | Paper |
Slepian noise approach for Gaussian and Laplace moving average processes
Extremes | 2015-12-08 | Paper |
Maximizing leave-one-out likelihood for the location parameter of unbounded densities
Annals of the Institute of Statistical Mathematics | 2015-02-06 | Paper |
Sample path asymmetries in non-Gaussian random processes
Scandinavian Journal of Statistics | 2014-12-09 | Paper |
Multivariate generalized Laplace distribution and related random fields
Journal of Multivariate Analysis | 2012-11-29 | Paper |
Estimation for stochastic models driven by Laplace motion
Communications in Statistics: Theory and Methods | 2011-11-18 | Paper |
Random self-decomposability and autoregressive processes
Statistics & Probability Letters | 2010-09-24 | Paper |
Rational characteristic functions and geometric infinite divisibility
Journal of Mathematical Analysis and Applications | 2010-03-01 | Paper |
| Distributional properties of the negative binomial Lévy process | 2009-06-18 | Paper |
| scientific article; zbMATH DE number 5368634 (Why is no real title available?) | 2008-11-19 | Paper |
| scientific article; zbMATH DE number 5356223 (Why is no real title available?) | 2008-10-23 | Paper |
| scientific article; zbMATH DE number 5356222 (Why is no real title available?) | 2008-10-23 | Paper |
A bivariate Lévy process with negative binomial and gamma marginals
Journal of Multivariate Analysis | 2008-08-06 | Paper |
Invariance properties of the negative binomial Levy process and stochastic self-similarity
International Mathematical Forum | 2008-06-18 | Paper |
Fractional Laplace motion
Advances in Applied Probability | 2006-07-25 | Paper |
| scientific article; zbMATH DE number 2079171 (Why is no real title available?) | 2004-07-22 | Paper |
A multivariate and asymmetric generalization of Laplace distribution
Computational Statistics | 2004-03-16 | Paper |
Maximum likelihood estimation of asymmetric Laplace parameters
Annals of the Institute of Statistical Mathematics | 2003-05-11 | Paper |
Asymmetric Laplace laws and modeling financial data
Mathematical and Computer Modelling | 2002-06-13 | Paper |
Maximum entropy characterization of asymmetric Laplace distribution
International Mathematical Journal | 2002-02-04 | Paper |
| scientific article; zbMATH DE number 1614382 (Why is no real title available?) | 2001-07-04 | Paper |
| scientific article; zbMATH DE number 1525329 (Why is no real title available?) | 2001-05-28 | Paper |
| scientific article; zbMATH DE number 1405255 (Why is no real title available?) | 2000-02-23 | Paper |
| scientific article; zbMATH DE number 1301884 (Why is no real title available?) | 1999-10-17 | Paper |
Tails of Lévy measure of geometric stable random variables
Extremes | 1999-08-10 | Paper |
On estimation for a binary-symmetric channel
IEEE Transactions on Information Theory | 1999-04-20 | Paper |
Strong and conditional invariance principles for samples attracted to stable laws
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1997-07-23 | Paper |
Resampling permutations in regression without second moments
Journal of Multivariate Analysis | 1997-06-15 | Paper |
| scientific article; zbMATH DE number 806335 (Why is no real title available?) | 1995-11-20 | Paper |
| scientific article; zbMATH DE number 431863 (Why is no real title available?) | 1994-03-14 | Paper |
| scientific article; zbMATH DE number 474429 (Why is no real title available?) | 1994-01-06 | Paper |
A q-analog of the quantum central limit theorem for SUq(2)
Journal of Mathematical Physics | 1993-04-01 | Paper |
A note on ergodic symmetric stable processes
Stochastic Processes and their Applications | 1993-01-17 | Paper |
| scientific article; zbMATH DE number 4192768 (Why is no real title available?) | 1991-01-01 | Paper |
| scientific article; zbMATH DE number 4128210 (Why is no real title available?) | 1989-01-01 | Paper |
The Slepian model based independent interval approximation of persistency and zero-level exceedance distributions
(available as arXiv preprint) | N/A | Paper |
