| Publication | Date of Publication | Type |
|---|
| Spline-based methods for functional data on multivariate domains | 2024-10-11 | Paper |
| Matrix variate generalized asymmetric Laplace distributions | 2023-10-12 | Paper |
| Splinets 1.5.0 -- Periodic Splinets | 2023-02-15 | Paper |
| Gaussian Mixture Representation of the Laplace Distribution Revisited: Bibliographical Connections and Extensions | 2022-09-28 | Paper |
| Signals Featuring Harmonics With Random Frequencies – Spectral, Distributional and Ergodic Properties | 2022-09-23 | Paper |
| Dyadic diagonalization of positive definite band matrices and efficient \(B\)-spline orthogonalization | 2022-07-05 | Paper |
| Data driven orthogonal basis selection for functional data analysis | 2022-03-01 | Paper |
| Empirically driven orthonormal bases for functional data analysis | 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 | 2019-11-16 | Paper |
| Tangency portfolio weights for singular covariance matrix in small and large dimensions: estimation and test theory | 2019-08-09 | Paper |
| A test for the global minimum variance portfolio for small sample and singular covariance | 2018-11-12 | Paper |
| Third cumulant for multivariate aggregate claim models | 2018-08-31 | Paper |
| A generalized Sibuya distribution | 2018-08-10 | Paper |
| Certain bivariate distributions and random processes connected with maxima and minima | 2018-08-03 | Paper |
| Leverage effect for volatility with generalized Laplace error | 2018-07-04 | Paper |
| A novel weighted likelihood estimation with empirical Bayes flavor | 2018-06-01 | Paper |
| Random spectral measure for non Gaussian moving averages | 2018-04-27 | Paper |
| Tail behavior and dependence structure in the APARCH model | 2018-02-07 | Paper |
| Esscher-transformed Laplace distribution revisited | 2016-10-06 | Paper |
| Transmuted distributions and random extrema | 2016-06-24 | Paper |
| Convolution-invariant subclasses of generalized hyperbolic distributions | 2016-05-25 | Paper |
| A class of non-Gaussian second order random fields | 2016-01-22 | Paper |
| Dynamically evolving Gaussian spatial fields | 2016-01-22 | Paper |
| Singular inverse Wishart distribution and its application to portfolio theory | 2015-12-23 | Paper |
| Slepian noise approach for Gaussian and Laplace moving average processes | 2015-12-08 | Paper |
| Maximizing leave-one-out likelihood for the location parameter of unbounded densities | 2015-02-06 | Paper |
| Sample path asymmetries in non-Gaussian random processes | 2014-12-09 | Paper |
| Multivariate generalized Laplace distribution and related random fields | 2012-11-29 | Paper |
| Estimation for stochastic models driven by Laplace motion | 2011-11-18 | Paper |
| Random self-decomposability and autoregressive processes | 2010-09-24 | Paper |
| Rational characteristic functions and geometric infinite divisibility | 2010-03-01 | Paper |
| Distributional properties of the negative binomial Lévy process | 2009-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3539655 | 2008-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3533386 | 2008-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3533385 | 2008-10-23 | Paper |
| A bivariate Lévy process with negative binomial and gamma marginals | 2008-08-06 | Paper |
| Invariance properties of the negative binomial Levy process and stochastic self-similarity | 2008-06-18 | Paper |
| Fractional Laplace motion | 2006-07-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4474972 | 2004-07-22 | Paper |
| A multivariate and asymmetric generalization of Laplace distribution | 2004-03-16 | Paper |
| Maximum likelihood estimation of asymmetric Laplace parameters | 2003-05-11 | Paper |
| Asymmetric Laplace laws and modeling financial data | 2002-06-13 | Paper |
| Maximum entropy characterization of asymmetric Laplace distribution | 2002-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2723273 | 2001-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4512517 | 2001-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4938218 | 2000-02-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247111 | 1999-10-17 | Paper |
| Tails of Lévy measure of geometric stable random variables | 1999-08-10 | Paper |
| On estimation for a binary-symmetric channel | 1999-04-20 | Paper |
| Strong and conditional invariance principles for samples attracted to stable laws | 1997-07-23 | Paper |
| Resampling permutations in regression without second moments | 1997-06-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4851876 | 1995-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3138642 | 1994-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4273001 | 1994-01-06 | Paper |
| A q-analog of the quantum central limit theorem for SUq(2) | 1993-04-01 | Paper |
| A note on ergodic symmetric stable processes | 1993-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210623 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4207464 | 1989-01-01 | Paper |
| The Slepian model based independent interval approximation of persistency and zero-level exceedance distributions | N/A | Paper |
