Publication | Date of Publication | Type |
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Rank inversions in the scoring of examinations consisting of several subtests | 2015-09-10 | Paper |
Probabilistic Analysis of the Efficacy of Periodic Testing of Employees | 2011-01-13 | Paper |
Legendre polynomial kernel estimation of a density function with censored observations and an application to clinical trials | 2007-07-18 | Paper |
Theory & Methods: Approximate Identifiability, Moments and Censored Data | 2002-07-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q2736810 | 2001-09-11 | Paper |
A stochastic-covariate failure model with an application to case-control analysis | 2001-08-17 | Paper |
Rank inversions in scoring multipart examinations | 1997-07-31 | Paper |
Distributions associated with markov processes with killing | 1996-10-14 | Paper |
Perturbation of normal random vectors by nonnormal translations, and an application to HIV latency time distributions | 1995-03-30 | Paper |
Optimal timing of antiviral therapy in HIV infection | 1995-01-29 | Paper |
A bivariate markov process with diffusion and discrete components | 1994-11-17 | Paper |
A class of laplace transforms arising in a diffusion problem | 1994-06-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q3139503 | 1994-05-19 | Paper |
A central limit theorem for extreme sojourns of diffusion processes | 1994-01-30 | Paper |
Conditioning a diffusion at first-passage and last-exit times, and a mirage arising in drug therapy for HIV | 1993-09-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4023200 | 1993-01-23 | Paper |
The tail of the convolution of densities and its application to a model of HIV-latency time | 1993-01-16 | Paper |
Central limit theorems for extreme Sojourns of stationary Gaussian processes | 1992-09-27 | Paper |
A central limit theorem for the renormalized self-intersection local time of a stationary vector Gaussian process | 1992-06-28 | Paper |
Spectral conditions for sojourn and extreme value limit theorems for Gaussian processes | 1992-06-27 | Paper |
https://portal.mardi4nfdi.de/entity/Q3973441 | 1992-06-26 | Paper |
Self-intersections and local nondeterminism of Gaussian processes | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3359504 | 1991-01-01 | Paper |
Measure of the multiple self-intersection set of a markov process | 1990-01-01 | Paper |
A stochastic model for the distribution of HIV latency time based on T4 counts | 1990-01-01 | Paper |
The maximum of a Gaussian process with nonconstant variance: A sharp bound for the distribution tail | 1989-01-01 | Paper |
Sojourn Times in a Cone for a Class of vector Gaussian Processes | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3833335 | 1989-01-01 | Paper |
Extreme sojourns of diffusion processes | 1988-01-01 | Paper |
Sojourns and extremes of a stochastic process defined as a random linear combination of arbitrary functions | 1988-01-01 | Paper |
The modulator of the local time | 1988-01-01 | Paper |
Spectral conditions for local nondeterminism | 1987-01-01 | Paper |
An Extension of Plackett’s Differential Equation for the Multivariate Normal Density | 1987-01-01 | Paper |
Poisson and extreme value limit theorems for Markov random fields | 1987-01-01 | Paper |
Extreme sojourns of a Gaussian process with a point of maximum variance | 1986-01-01 | Paper |
The supremum of a process with stationary independent and symmetric increments | 1986-01-01 | Paper |
Multiple Images and Local Times of Measurable Functions | 1986-01-01 | Paper |
Extreme sojourns for random walks and birth-and-death processes | 1986-01-01 | Paper |
The maximum of a Gaussian process with nonconstant variance | 1985-01-01 | Paper |
An asymptotic bound for the tail of the distribution of the maximum of a Gaussian process | 1985-01-01 | Paper |
Joint continuity of the local times of Markov processes | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3697983 | 1985-01-01 | Paper |
Sojourns above a high level for a gaussian process with a point of maximum variance | 1985-01-01 | Paper |
An asymptotic formula for the distribution of the maximum of a Gaussian process with stationary increments | 1985-01-01 | Paper |
Correction to: Sojourns and extremes of Gaussian processes | 1984-01-01 | Paper |
Unboundedness of sample functions of stochastic processes with arbitrary parameter sets, with applications to linear and \(l_ p\)-valued parameters | 1984-01-01 | Paper |
Limiting distribution of sums of nonnegative stationary random variables | 1984-01-01 | Paper |
A sojourn limit theorem for gaussian processes with increasing variance | 1984-01-01 | Paper |
Sojourns of vector Gaussian processes inside and outside spheres | 1984-01-01 | Paper |
Sojourns and extremes of Fourier sums and series with random coefficients | 1983-01-01 | Paper |
Sojourns of stationary processes in rare sets | 1983-01-01 | Paper |
Multiple images of stochastic processes | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3664142 | 1983-01-01 | Paper |
Nonincrease Almost Everywhere of Certain Measurable Functions with Applications to Stochastic Processes | 1983-01-01 | Paper |
High level sojourns of a diffusion process on a long interval | 1983-01-01 | Paper |
Sojourns and extremes of stationary processes | 1982-01-01 | Paper |
Local times for stochastic processes which are subordinate to Gaussian processes | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3702791 | 1982-01-01 | Paper |
Sojourns and extremes of a diffusion process on a fixed interval | 1982-01-01 | Paper |
Local times of stochastic processes with positive definite bivariate densities | 1981-01-01 | Paper |
Application of ordered topological vector spaces in the modelling of visual difference thresholds | 1980-01-01 | Paper |
A compound Poisson limit for stationary sums, and sojourns of Gaussian processes | 1980-01-01 | Paper |
Correction to Sojourns and extremes of Gaussian processes | 1980-01-01 | Paper |
Isotropic Gaussian processes on the Hilbert sphere | 1980-01-01 | Paper |
Stationarity, isotropy and sphericity in ?p | 1980-01-01 | Paper |
A class of isotropic distributions in \(R_n\) and their characteristic functions | 1979-01-01 | Paper |
A nonlinear integral equation for visual impedance | 1979-01-01 | Paper |
High level sojourns for strongly dependent Gaussian processes | 1979-01-01 | Paper |
Gaussian processes with biconvex covariances | 1978-01-01 | Paper |
The mathematical theory of lateral impedance of visual activity and an application of Markov processes | 1978-01-01 | Paper |
Laterally induced impedance effects in vision | 1978-01-01 | Paper |
A new kind of tightness of probability measures, and its applications to integral functionals of stochastic processes | 1978-01-01 | Paper |
A new characterization of characteristic functions of absolutely continuous distributions | 1975-01-01 | Paper |
A Gaussian paradox: determinism and discontinuity of sample functions | 1974-01-01 | Paper |
Sojourns and extremes of Gaussian processes | 1974-01-01 | Paper |
Local nondeterminism and local times of Gaussian processes | 1973-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5680823 | 1973-01-01 | Paper |
Excursions of stationary Gaussian processes above high moving barriers | 1973-01-01 | Paper |
Maximum and High Level Excursion of a Gaussian Process with Stationary Increments | 1972-01-01 | Paper |
Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere | 1972-01-01 | Paper |
A class of limiting distributions of high level excursions of Gaussian processes | 1972-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5627494 | 1971-01-01 | Paper |
Maxima and High Level Excursions of Stationary Gaussian Processes | 1971-01-01 | Paper |
Excursions above high levels for stationary Gaussian processes | 1971-01-01 | Paper |
Asymptotic Independence of the Numbers of High and Low Level Crossings of Stationary Gaussian Processes | 1971-01-01 | Paper |
Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties | 1970-01-01 | Paper |
Occupation times of stationary gaussian processes | 1970-01-01 | Paper |
Second order random fields over l p with homogeneous and isotropic increments | 1969-01-01 | Paper |
Local Times and Sample Function Properties of Stationary Gaussian Processes | 1969-01-01 | Paper |
Harmonic Analysis of Local Times and Sample Functions of Gaussian Processes | 1969-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5615110 | 1969-01-01 | Paper |
Some Continuity Properties of Brownian Motion with the Time Parameter in Hilbert Space | 1968-01-01 | Paper |
Correction | 1967-01-01 | Paper |
Sign-invariant random elements in Hubert space | 1967-01-01 | Paper |
A Version of the Levy-Baxter Theorem for the Increments of Brownian Motion of Several Parameters | 1967-01-01 | Paper |
An Occupation Time Theorem for the Angular Component of Plane Brownian Motion | 1967-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5622976 | 1967-01-01 | Paper |
Sign-Invariant Random Variables and Stochastic Processes with Sign-invariant Increments | 1965-01-01 | Paper |
A renewal theoretic model for chronic disease statistics | 1965-01-01 | Paper |
Limit Theorems for the Maximum Term in Stationary Sequences | 1964-01-01 | Paper |
Limiting Distribution of the Maximum of a Diffusion Process | 1964-01-01 | Paper |
A Markov Process on Binary Numbers | 1963-01-01 | Paper |
Oscillation of sample functions in diffusion processes | 1963-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5730559 | 1963-01-01 | Paper |
Note on Extreme Values, Competing Risks and Semi-Markov Processes | 1963-01-01 | Paper |
Convergence to bivariate limiting extreme value distributions | 1962-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3290971 | 1962-01-01 | Paper |
A Law of Large Numbers for the Maximum in a Stationary Gaussian Sequence | 1962-01-01 | Paper |
Limiting Distribution of the Maximum Term in Sequences of Dependent Random Variables | 1962-01-01 | Paper |
An Extension of the Arc Sine Law | 1962-01-01 | Paper |