Publication | Date of Publication | Type |
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Estimating a gradual parameter change in an AR(1)-process | 2022-08-25 | Paper |
On preserving the limit points of corresponding objects | 2020-07-03 | Paper |
Pseudo-Regularly Varying Functions and Generalized Renewal Processes | 2018-10-04 | Paper |
Erdős-Rényi-Type Functional Limit Laws for Renewal Processes | 2017-01-11 | Paper |
Monitoring risk in a ruin model perturbed by diffusion | 2015-10-14 | Paper |
Strong Laws of Large Numbers in an $$F^\alpha $$-Scheme | 2015-06-24 | Paper |
Reaction times of monitoring schemes for ARMA time series | 2015-06-15 | Paper |
Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes | 2014-10-15 | Paper |
Robust monitoring of CAPM portfolio betas. II | 2014-10-08 | Paper |
Precise asymptotics -- a general approach | 2014-07-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q5403432 | 2014-03-26 | Paper |
https://portal.mardi4nfdi.de/entity/Q5395612 | 2014-02-17 | Paper |
Functional data analysis with increasing number of projections | 2014-01-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q5326687 | 2013-08-06 | Paper |
Delay time in monitoring jump changes in linear models | 2013-06-25 | Paper |
Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme | 2013-06-25 | Paper |
Equivalent monotone versions of PRV functions | 2013-04-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q4913456 | 2013-04-05 | Paper |
Testing the Equality of Covariance Operators in Functional Samples | 2013-03-20 | Paper |
Robust monitoring of CAPM portfolio betas | 2013-03-12 | Paper |
SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS | 2012-08-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q2896753 | 2012-07-16 | Paper |
On the reaction time of moving sum detectors | 2012-07-06 | Paper |
Convergence rates in precise asymptotics | 2012-03-29 | Paper |
On the convergence of positive increasing functions to infinity | 2011-07-18 | Paper |
Sequential testing of gradual changes in the drift of a stochastic process | 2011-05-23 | Paper |
An inequality for the Lévy distance between two distribution functions and its applications | 2011-04-06 | Paper |
Asymptotics for increments of stopped renewal processes | 2010-04-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5324899 | 2009-08-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q5325321 | 2009-08-08 | Paper |
Monitoring shifts in mean: asymptotic normality of stopping times | 2009-06-02 | Paper |
Truncated sequential change-point detection based on renewal counting processes. II | 2009-04-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q3539400 | 2008-11-18 | Paper |
On Probabilities of Small Deviations for Compound Renewal Processes | 2008-08-21 | Paper |
On the Performance of the Fluctuation Test for Structural Change | 2008-08-07 | Paper |
On some extensions of Karamata’s theory and their applications | 2008-07-02 | Paper |
On the detection of changes in autoregressive time series. II: Resampling procedures | 2008-03-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q5430650 | 2007-12-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q5430706 | 2007-12-16 | Paper |
A two-step sequential procedure for detecting an epidemic change | 2007-12-16 | Paper |
Rescaled range analysis in the presence of stochastic trend | 2007-08-23 | Paper |
On sequential detection of parameter changes in linear regression | 2007-07-16 | Paper |
Estimation in Random Coefficient Autoregressive Models | 2007-05-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q3428714 | 2007-03-29 | Paper |
On the detection of changes in autoregressive time series. I: Asymptotics. | 2007-03-27 | Paper |
On Vervaat and Vervaat-error-type processes for partial sums and renewals | 2007-02-14 | Paper |
Law of the iterated logarithm for self-normalized sums and their increments | 2007-01-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q3411260 | 2006-12-08 | Paper |
On a semiparametric regression model whose errors form a linear process with negatively associated innovations | 2006-11-07 | Paper |
Self-normalized LIL for Hanson-Russo type increments | 2006-10-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q5488440 | 2006-09-19 | Paper |
Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations | 2006-06-29 | Paper |
Permutation principles for the change analysis of stochastic processes under strong invariance | 2005-11-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5692127 | 2005-09-27 | Paper |
Limit theorems for maxima of sums and renewal processes | 2005-06-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4677189 | 2005-05-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4663807 | 2005-04-04 | Paper |
On factorization representations for Avakumović-Karamata functions with nondegenerate groups of regular points | 2005-02-14 | Paper |
EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process | 2005-01-18 | Paper |
Monitoring changes in linear models | 2004-11-29 | Paper |
Applications of permutations to the simulations of critical values | 2004-09-27 | Paper |
Truncated Sequential Change‐point Detection based on Renewal Counting Processes | 2004-03-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4431557 | 2003-10-22 | Paper |
Variance estimation in the change analysis of a linear regression model | 2003-03-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q4542137 | 2002-12-15 | Paper |
Limit theorems for a class of tests of gradual changes | 2002-11-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q4780996 | 2002-11-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q3148762 | 2002-11-14 | Paper |
A note on estimating the change-point of a gradually changing stochastic process | 2002-09-05 | Paper |
Approximations for weighted bootstrap processes with an application | 2002-04-08 | Paper |
Testing for changes in the mean or variance of a stochastic process under weak invariance | 2002-02-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q2740459 | 2001-09-16 | Paper |
Strong laws for the maximal gain over increasing runs | 2001-08-23 | Paper |
Testing for changes in multivariate dependent observations with an application to temperature changes | 2001-06-17 | Paper |
Strong laws for \(L_p\)-norms of empirical and related processes | 2001-06-13 | Paper |
On Chung's LIL and Csáki's law for renewal processes | 2001-06-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4801550 | 2001-01-01 | Paper |
On the best approximation for bootstrapped empirical processes | 2000-08-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q4258810 | 1999-09-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4255176 | 1999-08-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q4246903 | 1999-06-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q4231574 | 1999-03-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4226265 | 1999-01-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4356403 | 1998-08-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4396851 | 1998-06-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q4396399 | 1998-06-14 | Paper |
Equivalences in strong limit theorems for renewal counting processes | 1998-04-01 | Paper |
Detecting changes in a multivariate renewal process | 1997-08-07 | Paper |
Variance Estimation Based on Invariance Principles | 1997-06-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q4893530 | 1996-10-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4877614 | 1996-09-16 | Paper |
Extreme value asymptotics for multivariate renewal processes | 1996-08-05 | Paper |
Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model | 1996-02-06 | Paper |
On extreme value asymptotics for increments of renewal processes | 1996-01-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q4279653 | 1995-05-04 | Paper |
A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors | 1995-01-26 | Paper |
On a weighted embedding for pontograms | 1994-01-19 | Paper |
Note on the strong limiting behaviour of busy periods in GI/G/1 queues under heavy traffic | 1993-08-30 | Paper |
On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist | 1992-06-28 | Paper |
On Some alternative estimates of the adjustment coefficient in risk theory | 1992-06-28 | Paper |
Strong laws for small increments of renewal processes | 1992-06-27 | Paper |
On the estimation of the adjustment coefficient in risk theory via intermediate order statistics | 1991-01-01 | Paper |
On the sample path behavior of the first passage time process of a Brownian motion with drift | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4734565 | 1989-01-01 | Paper |
Sharp rates for increments of renewal processes | 1989-01-01 | Paper |
Invariance principles in queueing theory | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3488981 | 1989-01-01 | Paper |
On the optimality of strong approximation rates for compound renewal processes | 1988-01-01 | Paper |
Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic | 1988-01-01 | Paper |
Invariance principles for renewal processes when only moments of low order exist | 1988-01-01 | Paper |
NOTE ON A LIMIT THEOREM FOR CHARACTERISTIC FUNCTIONS | 1987-01-01 | Paper |
Exact convergence rates in strong approximation laws for large increments of partial sums | 1987-01-01 | Paper |
Exact convergence rates in Erdős-Rényi type theorems for renewal processes | 1987-01-01 | Paper |
Invariance principles for renewal processes | 1987-01-01 | Paper |
Almost Sure Convergence of Delayed Renewal Processes | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3785690 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3808950 | 1987-01-01 | Paper |
Improved Erdős-Rényi and strong approximation laws for increments of renewal processes | 1986-01-01 | Paper |
Exact convergence rate of an Erdös-Rényi strong law for moving quantiles | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3725256 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3736627 | 1986-01-01 | Paper |
On an improved Erdő-Rényi-type law for increments of partial sums | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3793432 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3334801 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3684909 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3700516 | 1984-01-01 | Paper |
On the increments of partial sum processes with multidimensional indices | 1983-01-01 | Paper |
Improved Erdoes-Renyi and strong approximation laws for increments of partial sums | 1981-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:3886572 On general versions of Erd?s-R�nyi laws] | 1981-01-01 | Paper |
The stochastic geyser problem for first-passage times | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3933707 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3944644 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3876753 | 1980-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3896300 | 1980-01-01 | Paper |
Convergence rates of large deviation probabilities in the multidimensional case | 1978-01-01 | Paper |
On a Necessary Condition for the Erdos-Renyi Law of Large Numbers | 1978-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4136278 | 1978-01-01 | Paper |
A strong law of Erdös-Rényi type for cumulative processes in renewal theory | 1978-01-01 | Paper |
Exponential convergence properties of linear estimators under exponential and uniform distribution | 1977-01-01 | Paper |
A genearalization of a result of chernoff in large sample theory | 1977-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3866842 | 1976-01-01 | Paper |
A theorem about probabilities of large deviations with an application to queuing theory | 1975-01-01 | Paper |