| Publication | Date of Publication | Type |
|---|
| Fixed accuracy estimation of parameters in a threshold autoregressive model | 2022-10-25 | Paper |
| Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty | 2022-06-27 | Paper |
| Confidence estimation of autoregressive parameters based on noisy data | 2021-09-14 | Paper |
| Sequential fixed accuracy estimation for nonstationary autoregressive processes | 2020-03-09 | Paper |
| Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series | 2019-04-29 | Paper |
| On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises | 2018-02-06 | Paper |
| Quickest Detection of Parameter Changes in Stochastic Regression: Nonparametric CUSUM | 2017-11-10 | Paper |
| Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises | 2017-05-16 | Paper |
| On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference | 2017-04-11 | Paper |
| Modelling currents of liquid by means of reduced equations | 2016-11-25 | Paper |
| Some remarks on the definition of a commutative graded algebra | 2016-11-25 | Paper |
| On sequential estimation of the parameters of continuous-time trigonometric regression | 2016-09-19 | Paper |
| General model selection estimation of a periodic regression with a Gaussian noise | 2016-02-01 | Paper |
| Estimation of a Regression with the Pulse Type Noise from Discrete Data | 2014-11-28 | Paper |
| Robust model selection for a semimartingale continuous time regression from discrete data | 2014-11-07 | Paper |
| Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises | 2014-03-10 | Paper |
| Efficient robust nonparametric estimation in a semimartingale regression model | 2013-01-11 | Paper |
| On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) | 2011-06-20 | Paper |
| On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) | 2010-11-10 | Paper |
| Non-parametric estimation in a semimartingale regression model. Part 1. Oracle Inequalities | 2009-09-17 | Paper |
| Successive identification of the random-parameter linear dynamic system | 2009-02-26 | Paper |
| Sequential estimation of the parameters in unstable AR(2) | 2006-03-29 | Paper |
| On Sequential Least Squares Estimates of Autoregressive Parameters | 2005-12-09 | Paper |
| On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)) | 2004-11-23 | Paper |
| Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise | 2004-02-03 | Paper |
| On guaranteed estimation of the spectral density of an autoregression moving average process | 2003-11-25 | Paper |
| Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations | 2003-09-25 | Paper |
| On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1) | 2003-09-25 | Paper |
| On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process. | 2003-02-10 | Paper |
| On sequential estimation of parameters in semimartingale regression models with continuous time parameter. | 2002-11-14 | Paper |
| Guaranteed parameter estimation in a first order autoregressive progress with infinite variance | 2000-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251563 | 2000-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251568 | 2000-06-13 | Paper |
| On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process | 2000-01-11 | Paper |
| On the mean number of observations under guaranteed estimation of an autoregression parameter | 1999-11-14 | Paper |
| The Prescribed Precision Estimators of the AutoregressionParameter Using the Generalized Least Square Method | 1998-09-10 | Paper |
| Guaranteed estimation of a periodic signal distorted by an autoregressive noise with unknown parameters. | 1998-08-19 | Paper |
| On sequential classification of autoregressive processes with unknown variance of noise | 1998-08-19 | Paper |
| On guaranteed estimation of the mean of an autoregressive process | 1998-01-08 | Paper |
| Sequential Generlized Least squares Estimator For An Autoressive parameter | 1997-08-28 | Paper |
| Guaranteed estimation of linear regression parameters under dependent disturbances | 1997-01-01 | Paper |
| On the estimation of an autoregressive parameter on the basis of the generalized method of least squares | 1996-10-15 | Paper |
| On a guaranteed estimation of autoregressive parameters for an unknown variance of noise | 1996-06-06 | Paper |
| Estimators with prescribed Precision in Stochastic regression models | 1996-06-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871596 | 1996-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4302083 | 1995-06-13 | Paper |
| Characteristics of a procedure for the detection of sudden change in an autoregression process with an unknown noise distribution | 1994-03-22 | Paper |
| Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems | 1994-03-08 | Paper |
| Change-point detection in a linear stochastic system from noisy observations | 1993-06-29 | Paper |
| ON Optimality the Feosd-Accuracy Estimate Op Theparameter In Ah Explosive Autoregressive Process Op The First Order | 1993-05-16 | Paper |
| Optimality of sequential estimation plans for the parameters of recursive processes | 1990-01-01 | Paper |
| Failure detection in dynamic systems | 1990-01-01 | Paper |
| Truncated sequential estimation of the parameters in a random regression | 1990-01-01 | Paper |
| On Truncatd sequential estimation of the drifting parametermean in the first order autoregressive models | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3482728 | 1990-01-01 | Paper |
| Guaranteed parameter estimation in unstable dynamic systems | 1988-01-01 | Paper |
| A sequential method of estimating parameters of random fields | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3773804 | 1987-01-01 | Paper |
| On the duration of sequential estimation of parameters of stochastic processes in discretetime | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3468487 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3468488 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3740737 | 1986-01-01 | Paper |
| Sequential estimation of parameters of diffusion processes | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3681777 | 1985-01-01 | Paper |
| Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3704768 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5185790 | 1984-01-01 | Paper |
| Estimation of the number of observations in the sequential parameter identification of dynamical systems | 1984-01-01 | Paper |
| Sequential method of detecting change in random processes of recurrence type | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3736756 | 1984-01-01 | Paper |
| Bounds for the mean time of reaching a constant threshold by a non-anticipative functional of a random process of recurrent type | 1984-01-01 | Paper |
| Bounds for the mean number of observations in problems of sequential estimation of the parameters of recurrent stochastic processes | 1983-01-01 | Paper |
| Sequential method for nonlinear estimation of random process parameters | 1982-01-01 | Paper |
| Sequential identification procedures for the parameters of dynamic systems | 1981-01-01 | Paper |
| Mean observation time in sequential estimation of the parameters of recurrence processes | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3917993 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4167870 | 1978-01-01 | Paper |
| Sequential estimation of parameters of discrete processes | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4105482 | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4062180 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4041322 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5655240 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5667395 | 1971-01-01 | Paper |
| Construction of Bayes estimates of the parameters of linear Markovian processes | 1970-01-01 | Paper |
