| Publication | Date of Publication | Type |
|---|
| Phase Noise of a Class of Ring Oscillators Having Unsaturated Outputs With Focus on Cycle-to-Cycle Correlation | 2021-08-26 | Paper |
| Comparison of asymmetric stochastic volatility models under different correlation structures | 2020-12-04 | Paper |
| Likelihood Methods for Regression Models with Expensive Variables Missing by Design | 2020-09-25 | Paper |
| Common‐factor stochastic volatility modelling with observable proxy | 2020-04-28 | Paper |
| Simulating random variables using moment-generating functions and the saddlepoint approximation | 2020-03-09 | Paper |
| Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias | 2019-03-27 | Paper |
| ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS | 2017-03-13 | Paper |
| Algorithms for Finding Copulas Minimizing Convex Functions of Sums | 2016-12-16 | Paper |
| Correction note for ``The large-maturity smile for the Heston model | 2013-02-07 | Paper |
| NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS | 2013-01-16 | Paper |
| Design and relative efficiency in two-phase studies | 2012-09-18 | Paper |
| A general method for debiasing a Monte Carlo estimator | 2012-04-18 | Paper |
| A particular diffusion model for incomplete longitudinal data: application to the multicenter AIDS cohort study | 2011-07-27 | Paper |
| Comment on ``Option pricing under the Merton model of the short rate by Kung and Lee | 2010-11-30 | Paper |
| Bounded Relative Error Importance Sampling and Rare Event Simulation | 2010-06-21 | Paper |
| Simulation of jump diffusions and the pricing of options | 2009-01-16 | Paper |
| Antithetic and Negatively Associated Random Variables and Function Maximization | 2009-01-07 | Paper |
| Estimation of regression parameters in missing data problems | 2008-02-22 | Paper |
| A calibration algorithm for simulation-based pricing models | 2007-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3426055 | 2007-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5715915 | 2006-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4663823 | 2005-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4784424 | 2003-05-20 | Paper |
| Highs and lows: Some properties of the extremes of a diffusion and applications in finance | 2003-04-07 | Paper |
| Designing the future: A simple algorithm for sequential design of a generalized linear model | 2000-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4215580 | 1998-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4318611 | 1995-01-08 | Paper |
| The theory and applications of statistical inference functions | 1993-06-05 | Paper |
| Conditioning for variance reduction in estimating the sensitivity of simulations | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4027364 | 1993-02-21 | Paper |
| A projected likelihood function for semiparametric models | 1993-01-17 | Paper |
| Sequential Designs in Bioassay | 1990-01-01 | Paper |
| Sensitivity analysis and the ``what if problem in simulation analysis | 1989-01-01 | Paper |
| Projection as a method for increasing sensitivity and eliminating nuisance parameters | 1989-01-01 | Paper |
| Generalizations of ancillarity, completeness and sufficiency in an inference function space | 1988-01-01 | Paper |
| Likelihood methods for the discrimination problem | 1986-01-01 | Paper |
| Fitting linear regression models to censored data by least squares and maximum likelihood methods | 1986-01-01 | Paper |
| The information in aggregate data from Markov chains | 1984-01-01 | Paper |
| Estimation for aggregate models: The aggregate Markov chain | 1984-01-01 | Paper |
| The estimation of extreme quantiles in logit bioassay | 1983-01-01 | Paper |
| The expected ratio of the sum of squares to the square of the sum | 1982-01-01 | Paper |
| A robust alternative to the normal distribution | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3940657 | 1981-01-01 | Paper |
| Central Limit Theorem for Absolute Deviations from the Sample Mean and Applications | 1979-01-01 | Paper |
| An extended martingale invariance principle | 1978-01-01 | Paper |
| Variations of the robbins—monro procedure for estimating ED(p)in the logit model | 1978-01-01 | Paper |
| On the invariance principle for nonstationary mixingales | 1977-01-01 | Paper |
| On conditional medians and a law of iterated logarithm for strongly multiplicative systems | 1977-01-01 | Paper |
| Functional and random central limit theorems for the Robbins-Munro process | 1976-01-01 | Paper |
| A maximal inequality and dependent strong laws | 1975-01-01 | Paper |
| Invariance principles for dependent variables | 1975-01-01 | Paper |
| An invariance principle for strongly multiplicative sequences | 1975-01-01 | Paper |
| A Central Limit Theorem with Conditioning on the Distant Past | 1975-01-01 | Paper |
| Dependent central limit theorems and invariance principles | 1974-01-01 | Paper |
