| Publication | Date of Publication | Type |
|---|
| Integral functionals and the bootstrap for the tail empirical process | 2023-03-02 | Paper |
| Correction to: ``Integral functionals and the bootstrap for the tail empirical process | 2023-03-02 | Paper |
| Incorporating a change-point estimator when bootstrapping the empirical distribution of a stationary process | 2022-06-01 | Paper |
| Goodness‐of‐fit tests for Lévy‐driven Ornstein‐Uhlenbeck processes | 2020-04-24 | Paper |
| The tail empirical process for long memory stochastic volatility models with leverage | 2019-10-04 | Paper |
| Bootstrapping the empirical distribution of a stationary process with change-point | 2019-10-04 | Paper |
| A Compensator Characterization of Planar Point Processes | 2017-07-05 | Paper |
| Change-point detection in the marginal distribution of a linear process | 2017-01-11 | Paper |
| Path-dependent estimation of a distribution under generalized censoring | 2015-11-13 | Paper |
| Model verification for Lévy-driven Ornstein-Uhlenbeck processes | 2014-09-05 | Paper |
| Corrigendum to ``Asymptotic results for spatial causal ARMA models | 2014-09-05 | Paper |
| Bootstrapping the empirical distribution of a linear process | 2014-08-08 | Paper |
| Nonparametric estimation for a two-dimensional renewal process | 2013-05-28 | Paper |
| Multidimensional hazard estimation under generalized censoring | 2013-05-27 | Paper |
| Asymptotic results for spatial causal ARMA models | 2013-05-27 | Paper |
| Multidimensional p-p plots and precedence tests for point processes on \(\mathfrak R^d\) | 2013-03-12 | Paper |
| ‘SPREADABLE ARRAYS AND MARTINGALE STRUCTURES’ | 2010-07-22 | Paper |
| Optimal detection of a change-set in a spatial Poisson process | 2010-05-06 | Paper |
| Estimation of a distribution under generalized censoring | 2010-05-05 | Paper |
| Some notes on poisson limits for empirical point processes | 2009-11-18 | Paper |
| One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\) | 2009-10-13 | Paper |
| Filtering of Multiparameter Processes: Theory and Applications | 2008-01-04 | Paper |
| A compensator characterization of point processes on topological lattices | 2007-11-23 | Paper |
| What is a multi-parameter renewal process? | 2007-03-08 | Paper |
| Predictable sampling for partially exchangeable arrays | 2007-03-02 | Paper |
| Spreadable arrays and martingale structures | 2006-03-10 | Paper |
| Random clouds and an application to censoring in survival analysis | 2005-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4426197 | 2003-09-16 | Paper |
| Random censoring in set-indexed survival analysis | 2003-05-06 | Paper |
| A Markov property for set-indexed processes | 2003-04-03 | Paper |
| A martingale characterization of the set-indexed Brownian motion | 2003-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2726262 | 2001-07-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4955453 | 2001-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4264743 | 1999-10-06 | Paper |
| Tail probabilities for weighted sums of products of normal random variables | 1999-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4246906 | 1999-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3843107 | 1998-08-24 | Paper |
| Strong approximations for multiparameter martingales | 1998-05-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4342740 | 1997-11-10 | Paper |
| Poisson convergence for set-indexed empirical processes | 1997-11-02 | Paper |
| Functional limit theorems for row and column exchangeable arrays | 1997-07-07 | Paper |
| A martingale characterization of the set-indexed poisson process | 1997-01-05 | Paper |
| Stopping times and tightness for multiparameter martingales | 1996-07-02 | Paper |
| Stopping and set-indexed local martingales | 1995-05-23 | Paper |
| Lattices of random sets and progressivity | 1995-02-22 | Paper |
| Doob-Meyer decomposition for set-indexed submartingales | 1994-09-12 | Paper |
| Predictability and stopping on lattices of sets | 1994-08-28 | Paper |
| Weak convergence of row and column exchangeable arrays | 1993-01-16 | Paper |
| Set-Indexed Stochastic Processes and Predictability | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3362213 | 1992-01-01 | Paper |
| Intensity-based inference for planar point processes | 1990-01-01 | Paper |
| Characterization of compensators for point processes on the plane | 1990-01-01 | Paper |
| Compensator approximations for point processes on the plane | 1989-01-01 | Paper |
| The multitype branching random walk: temporal and spatial limit theorems | 1989-01-01 | Paper |
| Poisson convergence in two dimensions with application to row and column exchangeable arrays | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746625 | 1986-01-01 | Paper |
| The critical branching process with immigration stopped at zero | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3700533 | 1985-01-01 | Paper |
| The multitype branching random walk, I | 1983-01-01 | Paper |
| The critical branching diffusion in a varying environment | 1983-01-01 | Paper |
| The multitype branching random walk, II | 1982-01-01 | Paper |
| Central limit theorems for point processes | 1982-01-01 | Paper |
| The multitype branching diffusion | 1981-01-01 | Paper |
| The branching diffusion with immigration | 1980-01-01 | Paper |
| The branching random field | 1980-01-01 | Paper |
| The function space D([O, ∞)ρ, E) | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4194257 | 1978-01-01 | Paper |
