| Publication | Date of Publication | Type |
|---|
| Hidden AR process and adaptive Kalman filter | 2025-01-16 | Paper |
| Volatility estimation of hidden Markov processes and adaptive filtration | 2024-06-21 | Paper |
| Localization of two radioactive sources on the plane | 2024-02-16 | Paper |
| Introduction to the statistics of Poisson processes and applications | 2023-12-18 | Paper |
| Hidden AR Process and Adaptive Kalman Filter | 2023-04-19 | Paper |
| Hidden Ergodic Ornstein-Uhlenbeck Process and Adaptive Filter | 2023-04-18 | Paper |
| On misspecification in cusp-type change-point models | 2022-11-18 | Paper |
| Non asymptotic expansions of the MME in the case of Poisson observations | 2022-10-04 | Paper |
| Estimation of the position and time of emission of a source | 2022-05-16 | Paper |
| On estimation errors in optical communication and location | 2022-03-04 | Paper |
| On localization of source by hidden Gaussian processes with small noise | 2021-07-28 | Paper |
| On multi-step estimation of delay for SDE | 2021-07-09 | Paper |
| Poisson source localization on the plane: cusp case | 2021-05-03 | Paper |
| On parameter estimation of the hidden Gaussian process in perturbed SDE | 2021-01-19 | Paper |
| Parameter estimation for continuous time hidden Markov processes | 2021-01-14 | Paper |
| Hidden Markov Model Where Higher Noise Makes Smaller Errors | 2020-10-15 | Paper |
| Volatility Estimation of Hidden Markov Processes and Adaptive Filtration | 2020-10-15 | Paper |
| On Non Asymptotic Expansion of the MME in the Case of Poisson Observations | 2020-10-15 | Paper |
| Approximation of BSDE with Hidden Forward Equation and Unknown Volatility | 2020-10-15 | Paper |
| On cusp location estimation for perturbed dynamical systems | 2020-07-17 | Paper |
| Poisson source localization on the plane: change-point case | 2020-05-27 | Paper |
| Poisson source localization on the plane: the smooth case | 2020-04-21 | Paper |
| On approximation of BSDE and multi-step MLE-processes | 2020-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5206836 | 2019-12-18 | Paper |
| On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process | 2019-11-26 | Paper |
| On APF test for Poisson process with shift and scale parameters | 2019-02-20 | Paper |
| On parameter estimation of the hidden Ornstein-Uhlenbeck process | 2019-01-04 | Paper |
| Method of moments estimators and multi-step MLE for Poisson processes | 2018-11-01 | Paper |
| On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion | 2018-06-20 | Paper |
| Poisson Source Localization on the Plane. Change-Point Case | 2018-06-17 | Paper |
| On multiple change-point estimation for Poisson process | 2018-05-02 | Paper |
| On parameter estimation of hidden telegraph process | 2018-02-15 | Paper |
| On parameter estimation for cusp-type signals | 2018-02-08 | Paper |
| On misspecifications in regularity and properties of estimators | 2018-01-12 | Paper |
| The asymptotics of misspecified MLEs for some stochastic processes: a survey | 2017-12-22 | Paper |
| On the lower bound in second order estimation for Poisson processes: asymptotic efficiency | 2017-11-17 | Paper |
| On frequency estimation for partially observed processes with small noise in observations | 2017-10-07 | Paper |
| On the multi-step MLE-process for ergodic diffusion | 2017-06-22 | Paper |
| On a representation of fractional Brownian motion and the limit distributions of statistics arising in cusp statistical models | 2017-05-03 | Paper |
| On hypothesis testing for Poisson processes: Regular case | 2016-11-23 | Paper |
| On hypothesis testing for Poisson processes. Singular cases | 2016-11-23 | Paper |
| On score-functions and goodness-of-fit tests for stochastic processes | 2016-10-17 | Paper |
| On multi-step MLE-process for Markov sequences | 2016-09-07 | Paper |
| To the memory of Yu. I. Ingster | 2016-01-28 | Paper |
| On ADF goodness-of-fit tests for perturbed dynamical systems | 2015-10-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3192949 | 2015-10-14 | Paper |
| Corrigendum to: ``On approximation of the backward stochastic differential equation | 2015-09-21 | Paper |
| Approximation of the solution of the backward stochastic differential equation. Small noise, large sample and high frequency cases | 2015-08-20 | Paper |
| On asymptotically distribution free tests with parametric hypothesis for ergodic diffusion processes | 2014-10-24 | Paper |
| On asymptotic distribution of parameter free tests for ergodic diffusion processes | 2014-08-15 | Paper |
| On approximation of the backward stochastic differential equation | 2014-06-10 | Paper |
| On properties of estimators in nonregular situations for Poisson processes | 2014-06-06 | Paper |
| Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion | 2014-03-10 | Paper |
| On large deviations for Poisson stochastic integrals | 2013-11-04 | Paper |
| On frequency estimation for a periodic ergodic diffusion process | 2013-11-01 | Paper |
| On Minimax Detection of Poisson Process Intensity | 2013-08-22 | Paper |
| On identification of the threshold diffusion processes | 2012-05-23 | Paper |
| On parameter estimation of threshold autoregressive models | 2012-04-04 | Paper |
| Goodness-of-Fit Tests for Ornstein-Uhlenbeck Process | 2012-03-16 | Paper |
| Estimating discontinuous periodic signals in a time inhomogeneous diffusion | 2011-04-08 | Paper |
| Goodness-of-fit tests for perturbed dynamical systems | 2011-03-08 | Paper |
| On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion | 2010-12-14 | Paper |
| On the goodness-of-fit testing for ergodic diffusion processes | 2010-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3645225 | 2009-11-16 | Paper |
| Nonparametric hypothesis testing for intensity of the Poisson process | 2009-10-13 | Paper |
| Estimating discontinuous periodic signals in a non-time homogeneous diffusion process | 2009-03-29 | Paper |
| On the Goodness-of-Fit Tests for Some Continuous Time Processes | 2009-03-26 | Paper |
| Hypotheses testing: Poisson versus stress-release | 2009-03-20 | Paper |
| Moment estimation for ergodic diffusion processes | 2008-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5423782 | 2007-10-31 | Paper |
| Hypotheses Testing: Poisson Versus Self-exciting | 2006-12-08 | Paper |
| ON DELAY ESTIMATION FOR STOCHASTIC DIFFERENTIAL EQUATIONS | 2005-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5314862 | 2005-09-05 | Paper |
| On second order minimax estimation of invariant density for ergodic diffusion | 2005-03-21 | Paper |
| On confidence intervals for distribution function and density of ergodic diffusion process | 2004-09-09 | Paper |
| Parameter estimation for some non-recurrent solutions of SDE | 2004-03-08 | Paper |
| Statistical inference for ergodic diffusion processes. | 2004-01-07 | Paper |
| On cusp estimation of ergodic diffusion process | 2003-10-14 | Paper |
| On Bayesian estimators in misspecified change-point problems for Poisson process | 2003-06-18 | Paper |
| On a problem of statistical inference in null recurrent diffusions | 2003-06-09 | Paper |
| Asymptotically efficient estimation of the derivative of the invariant density | 2003-06-09 | Paper |
| Misspecified change-point estimation problem for a Poisson process | 2003-04-10 | Paper |
| Semiparametric hypotheses testing for dynamical systems with small noise | 2003-02-10 | Paper |
| Semiparametric estimation for dynamical systems with small noise. | 2003-02-10 | Paper |
| Some problems of nonparametric estimation by observations of ergodic diffusion process | 2003-01-15 | Paper |
| On minimal α-mean error parameter transmission over a Poisson channel | 2002-08-04 | Paper |
| On L2 Efficiency of an Empiric Distribution for Ergodic Diffusion Processes | 2002-04-25 | Paper |
| Estimation of linear functionals of Poisson processes | 2002-03-06 | Paper |
| Delay Estimation for Some Stationary Diffusion-type Processes | 2001-09-23 | Paper |
| On parameter estimation for switching ergodic diffusion processes | 2001-08-17 | Paper |
| Small noise asymptotics of the glr test for off-line change detection in misspecified diffusion processes | 2001-07-19 | Paper |
| On the sphere-packing bound, capacity, and similar results for Poisson channels | 2001-05-06 | Paper |
| Efficient density estimation for ergodic diffusion processes | 2001-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4386775 | 2000-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251571 | 2000-06-13 | Paper |
| On minimum distance estimation in recurrent Markov step processes. II | 2000-04-02 | Paper |
| Optimal choice of observation window for Poisson observations | 2000-01-30 | Paper |
| On Minimum Distance Estimation in Recurrent Markov Step Processes. I | 1999-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4372084 | 1999-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213627 | 1998-11-29 | Paper |
| Statistical inference for spatial Poisson processes | 1998-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356401 | 1998-08-24 | Paper |
| On unbiased density estimation for ergodic diffusion | 1998-03-08 | Paper |
| Efficiency of the empirical distribution for ergodic diffusion | 1998-03-04 | Paper |
| Expansion of distribution of maximum likelihood estimate for misspecified diffusion type observation | 1996-11-12 | Paper |
| On non-consistency of estimators | 1996-09-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4865303 | 1996-05-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4841576 | 1995-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4697526 | 1995-06-06 | Paper |
| Minimax boundaries in estimation of the intensity of a three-dimensional Poisson process | 1995-05-08 | Paper |
| Parameter estimation for kalman-bucy filter with small noise | 1995-04-10 | Paper |
| On minimum \(L_ 1\)-norm estimate of the parameter of the Ornstein- Uhlenbeck process | 1994-12-12 | Paper |
| Nonconsistent estimation by diffusion type observations | 1994-11-30 | Paper |
| On minimum uniform metric estimate of parameters of diffusion-type processes | 1994-11-30 | Paper |
| On minimum distance estimation for spatial Poisson process | 1994-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4298737 | 1994-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4201965 | 1993-10-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4022209 | 1993-01-17 | Paper |
| Parametric estimation of a diffusion process with delays | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976235 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5748776 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3361662 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4734635 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3766672 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3811522 | 1988-01-01 | Paper |
| An Example of Estimating a Parameter of a Nondifferentiable Drift Coefficient | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3030078 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3783387 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3719673 | 1985-01-01 | Paper |
| Expansion of a Maximum Likelihood Estimate by Diffusion Powers | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5186585 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5186586 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3218963 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3330343 | 1984-01-01 | Paper |
| Parameter estimation for diffusion type processes of observation | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3734919 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3327553 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3965448 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3870184 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4192758 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3048106 | 1979-01-01 | Paper |
| Estimation of a Parameter of a Diffusion Process | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3918832 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4189996 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4191385 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3876873 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3886707 | 1977-01-01 | Paper |
| Estimation of the Trend Parameter of a Diffusion Process in the Smooth Case | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4064799 | 1975-01-01 | Paper |
| On a Problem of Testing Hypotheses and Asymptotic Normality of Stochastic Integrals | 1975-01-01 | Paper |
