| Publication | Date of Publication | Type |
|---|
| ARMA autocorrelation analysis: parameter estimation and goodness of fit test | 2024-04-30 | Paper |
| Recursive integral equations for random weights averages: exponential functions and Cauchy distribution | 2022-09-30 | Paper |
| On the spectral coherence between two periodically correlated processes | 2022-08-02 | Paper |
| Some analytical results on bivariate stable distributions with an application in operational risk | 2022-07-22 | Paper |
| Longitudinal functional nonlinear marginal mixed effect models | 2022-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5142072 | 2020-12-29 | Paper |
| A note on the Cauchy-type mixture distributions | 2020-04-22 | Paper |
| Typical decision problems in the first-order autoregressive time series | 2020-03-27 | Paper |
| Classes of power semicircle laws that are randomly weighted average distributions | 2020-03-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5216410 | 2020-02-17 | Paper |
| On a class of spatial renewal processes: renewal processes synchronization probabilities | 2020-01-20 | Paper |
| A pivot function and its limiting distribution: applications in goodness of fit and testing hypothesis | 2019-12-17 | Paper |
| On a Linear Functional Mixed Effect Model for Spatial Data | 2019-12-13 | Paper |
| Interpolation for second order stationary random fields: time domain recipe | 2019-08-02 | Paper |
| Hilbertian spatial periodically correlated first order autoregressive models | 2019-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4613731 | 2019-01-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4581311 | 2018-08-16 | Paper |
| Limiting behavior of random Stieltjes partial sum: adjusted method of moments estimators | 2017-11-03 | Paper |
| Domain of attraction of normal law and zeros of random polynomials | 2017-10-25 | Paper |
| First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem | 2017-01-17 | Paper |
| Forward Moving Average Representations for MA Processes of Finite Order: Multivariate Stationary and Periodically Correlated | 2016-06-28 | Paper |
| Modelling cluster detection in spatial scan statistics: formation of a spatial Poisson scanning window and an ADHD case study | 2016-04-22 | Paper |
| Simulation of Real Discrete Time Gaussian Multivariate Stationary Processes with Given Spectral Densities | 2015-11-13 | Paper |
| An Alternative Cluster Detection Test in Spatial Scan Statistics | 2015-07-29 | Paper |
| On the asymptotic behavior of randomly weighted averages | 2015-04-01 | Paper |
| On adjusted method of moments estimators on uniform distribution samples | 2015-01-28 | Paper |
| Semi-Markov and reward fields | 2014-10-27 | Paper |
| An extension theorem for finite positive measures on surfaces of finite dimensional unit balls in Hilbert spaces | 2014-10-27 | Paper |
| Periodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows | 2014-10-22 | Paper |
| Testing the log-normal mean: comparison of four test methods | 2013-11-11 | Paper |
| A new computational test procedure based on the adjusted method of moments | 2013-07-10 | Paper |
| Conditional expectation of weak random elements | 2013-06-27 | Paper |
| A class of continuous kernels and Cauchy type heavy tail distributions | 2013-05-13 | Paper |
| An interpolation algorithm for multivariate ARMA processes | 2012-11-16 | Paper |
| Periodically correlated autoregressive Hilbertian processes | 2012-09-28 | Paper |
| On distribution of randomly ordered uniform incremental weighted averages: divided difference approach | 2012-07-05 | Paper |
| Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes | 2011-06-29 | Paper |
| A representation for characteristic functionals of stable random measures with values in Sazonov spaces | 2011-05-31 | Paper |
| Continuity and Analysis of Sequences of Principal Components | 2010-12-20 | Paper |
| Forward Moving Average Representation in Multivariate MA(1) Processes | 2010-05-21 | Paper |
| Thresholds of moving averages of stationary processes for given target significant levels | 2010-04-22 | Paper |
| Inference on periodograms of infinite dimensional discrete time periodically correlated processes | 2010-01-12 | Paper |
| Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes | 2009-05-05 | Paper |
| Germ fields for harmonizable symmetric stable processes with rational spectral densities | 2009-04-07 | Paper |
| Estimating stationary components of spectrums of discrete time evolutionary processes. | 2008-11-19 | Paper |
| On Spectral Domain of Periodically Correlated Processes | 2008-08-21 | Paper |
| Moving Average Representations for Multivariate Stationary Processes | 2008-06-18 | Paper |
| Simulation of Real-Valued Discrete-Time Periodically Correlated Gaussian Processes with Prescribed Spectral Density Matrices | 2008-06-18 | Paper |
| On infinite dimensional discrete time periodically correlated processes | 2008-03-14 | Paper |
| On Thresholds of Moving Averages with Given On-Target Significant Levels | 2008-01-23 | Paper |
| Exact formulas for the moments of the first passage time of reward processes | 2007-04-27 | Paper |
| Simple Random Measures and Simple Processes | 2007-04-02 | Paper |
| Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach | 2007-03-27 | Paper |
| On covariance generating functions and spectral densities of periodically correlated autoregressive processes | 2007-03-19 | Paper |
| On continuity of the Pearson statistic and sample quantiles | 2006-11-17 | Paper |
| An inequality involving correlations | 2006-04-28 | Paper |
| Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes | 2005-11-16 | Paper |
| On simulating exchangeable sub-Gaussian random vectors | 2005-04-21 | Paper |
| Characterization of Multidimensional Stable Random Measures by Means of Vector Measures | 2005-01-20 | Paper |
| A structural fatigue design by using random polynomials with wave coefficients. | 2004-08-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4419422 | 2003-08-13 | Paper |
| The \(k\)th visit in semi-Markov processes | 2003-06-26 | Paper |
| On the Expected Number of Real Zeros of Certain Gaussian Random Polynomials | 2003-02-24 | Paper |
| Berman's integral for stable noise | 2002-06-16 | Paper |
| A characterization theorem for stable random measures | 2002-04-22 | Paper |
| Discrete time periodically correlated Markov processes | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4239450 | 2001-12-19 | Paper |
| Hilbert spaces formed by strongly harmonizable stable processes | 2001-12-19 | Paper |
| Exchangeable stable random vectors and their simulations | 2001-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4509459 | 2001-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4373473 | 2000-05-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4224643 | 1999-08-02 | Paper |
| A spectral representation for weakly periodic sequences of bounded linear transformations | 1999-05-18 | Paper |
| Local time for stable moving average processes: Hölder conditions | 1999-01-14 | Paper |
| On regularity of certain stable processes | 1998-12-06 | Paper |
| Reward processes with nonlinear reward functions | 1997-07-20 | Paper |
| A characterization and moving average representation for stable harmonizable processes | 1997-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4878810 | 1996-06-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845589 | 1995-11-26 | Paper |
| On dispersion of stable random vectors and its application in the prediction of multivariate stable processes | 1995-06-30 | Paper |
| On the variations of functions of several variables: Local time, Gaussian and stable fields | 1995-06-28 | Paper |
| Local nondeterminism for moving average stable processes | 1994-01-05 | Paper |
| On spectral representation of multivariate stable processes | 1994-01-01 | Paper |
| On local fluctuations of stable moving average processes | 1992-09-27 | Paper |
| A shock model based on the atoms of Poisson random measure | 1990-01-01 | Paper |
| Prediction of stable processes: Spectral and moving average representations | 1984-01-01 | Paper |
| Extrapolation and moving average representation for stationary random fields and Beurling's theorem | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3657134 | 1983-01-01 | Paper |
