| Publication | Date of Publication | Type |
|---|
| Gärtner-Ellis condition for squared asymptotically stationary Gaussian processes | 2016-11-15 | Paper |
| Filtering problems with exponential criteria for general Gaussian signals | 2014-09-19 | Paper |
| Exponential transform of quadratic functional and multiplicative ergodicity of a Gauss-Markov process | 2014-06-05 | Paper |
| Risk sensitive and LEG filtering problems are not equivalent | 2010-10-18 | Paper |
| Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation | 2010-03-15 | Paper |
| On the Linear-Exponential Filtering Problem for General Gaussian Processes | 2009-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3645228 | 2009-11-16 | Paper |
| About Gaussian filtering problems with general exponential quadratic criteria | 2009-02-05 | Paper |
| On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation | 2006-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4657513 | 2005-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3159196 | 2005-02-15 | Paper |
| Some explicit statistical results about elementary fractional type models. | 2004-08-26 | Paper |
| New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences | 2003-06-23 | Paper |
| About the linear-quadratic regulator problem under a fractional Brownian perturbation | 2003-06-23 | Paper |
| Statistical analysis of the fractional Ornstein--Uhlenbeck type process | 2003-03-10 | Paper |
| Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises | 2003-03-10 | Paper |
| A Cameron-Martin type formula for general Gaussian processes--a filtering approach | 2002-11-03 | Paper |
| Optimal linear filtering of general multidimensional Gaussian processes and its application to Laplace transforms of quadratic functionals | 2002-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2769687 | 2002-04-28 | Paper |
| Parameter estimation and optimal filtering for fractional type stochastic systems | 2001-08-17 | Paper |
| General approach to filtering with fractional brownian noises — application to linear systems | 2001-07-02 | Paper |
| On Stochastic Approximation Procedures with Averaging | 2001-05-02 | Paper |
| A note on the synthesis of nonquadratic optimal control in a one-dimensional linear system | 2001-02-21 | Paper |
| Guaranteed parameter estimation in a first order autoregressive progress with infinite variance | 2000-12-07 | Paper |
| Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises | 2000-10-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251677 | 2000-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357488 | 1999-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4244899 | 1999-05-31 | Paper |
| Une approche de type girsanov pour le filtrage dans un système linéaire simple avec bruit brownien fractionnaire | 1999-02-18 | Paper |
| Filtering and parameter estimation in a simple linear system driven by a fractional Brownian motion | 1998-12-15 | Paper |
| Averaging with feedback in Gaussian schemes for stochastic approximation | 1998-03-22 | Paper |
| Some results about averaging in stochastic approximation | 1996-04-08 | Paper |
| Averaging for estimating covariances in stochastic approximation | 1995-11-29 | Paper |
| About the averaging approach in Gaussian schemes for stochastic approximation | 1994-10-10 | Paper |
| A generalization of the Kalman filter to models with infinite variance | 1994-07-14 | Paper |
| About Gaussian schemes in stochastic approximation | 1994-04-27 | Paper |
| On the stochastic linear regulator problem for systems with infinite invariance | 1994-03-24 | Paper |
| Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters | 1994-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4022352 | 1993-01-17 | Paper |
| Adaptive control in the scalar linear-quadratic model in continuous time | 1992-06-28 | Paper |
| About the asymptotic behaviour of multidimensional Gaussian martingales and estimates in normal linear regression | 1992-06-27 | Paper |
| Levinson-Durbin-type algorithms for continuous-time autoregressive models and applications | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3202934 | 1990-01-01 | Paper |
| On the bias of the least squares estimator for the first order autoregressive process | 1989-01-01 | Paper |
| Laws of large numbers for semimartingales with applications to stochastic regression | 1989-01-01 | Paper |
| Order of convergence of regression parameter estimates in models with infinite variance | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4729190 | 1989-01-01 | Paper |
| A note on maximum likelihood estimation for the complex-valued first- order autoregressive process | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3784925 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3793437 | 1988-01-01 | Paper |
| Strong consistency of least squares estimates in linear regression models driven by semimartingales | 1987-01-01 | Paper |
| A strong law of large numbers for vector Gaussian martingales and a statistical application in linear regression | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3709716 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3744975 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3734867 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3809085 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3680005 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5185867 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3217378 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3953036 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3909766 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4181847 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3048007 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4126174 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4137044 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4145232 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4124056 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4094738 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4778120 | 1974-01-01 | Paper |
