| Publication | Date of Publication | Type |
|---|
| On the statistical consistency of a generalized cepstral estimator | 2025-01-21 | Paper |
| On the identification of ARMA graphical models | 2025-01-21 | Paper |
| A second-order generalization of TC and DC kernels | 2024-08-16 | Paper |
| A robust approach to ARMA factor modeling | 2024-07-21 | Paper |
| Analyzing the impact of regularization on REMSE | 2024-05-30 | Paper |
| On the convergence of degenerate risk sensitive filters | 2024-05-17 | Paper |
| Robust distributed Kalman filtering with event-triggered communication | 2024-01-17 | Paper |
| Data-Driven Link Prediction Over Graphical Models | 2023-09-26 | Paper |
| On the identification of ARMA graphical models | 2023-08-28 | Paper |
| A Weaker Regularity Condition for the Multidimensional $\nu$-Moment Problem | 2023-02-24 | Paper |
| Hidden factor estimation in dynamic generalized factor analysis models | 2023-02-03 | Paper |
| Robust fixed-lag smoothing under model perturbations | 2023-01-30 | Paper |
| Mean-square consistency of the \(f\)-truncated \(M^2\)-periodogram | 2022-12-09 | Paper |
| Hidden Factor estimation in Dynamic Generalized Factor Analysis Models | 2022-11-23 | Paper |
| Nonparametric identification of Kronecker networks | 2022-09-30 | Paper |
| A Scalable Strategy for the Identification of Latent-Variable Graphical Models | 2022-07-28 | Paper |
| Robust Kalman Filtering Under Model Uncertainty: The Case of Degenerate Densities | 2022-07-28 | Paper |
| Distributed Kalman filtering with event-triggered communication: a robust approach | 2022-05-17 | Paper |
| Optimal Transport Between Gaussian Stationary Processes | 2022-02-23 | Paper |
| A second-order generalization of TC and DC kernels | 2021-09-20 | Paper |
| Robust Kalman Filtering Under Model Uncertainty: the Case of Degenerate Densities | 2021-08-25 | Paper |
| Optimal Transport between Gaussian random fields | 2021-04-28 | Paper |
| Learning Latent Variable Dynamic Graphical Models by Confidence Sets Selection | 2021-03-12 | Paper |
| Learning the tuned liquid damper dynamics by means of a robust EKF | 2021-03-05 | Paper |
| Autoregressive identification of Kronecker graphical models | 2020-10-22 | Paper |
| Distributed Kalman Filtering Under Model Uncertainty | 2020-10-05 | Paper |
| Learning AR factor models | 2020-09-05 | Paper |
| Image compression by means of the multidimensional circulant covariance extension problem -- Revisited | 2020-09-05 | Paper |
| Low-rank Kalman filtering under model uncertainty | 2020-09-05 | Paper |
| Optimal Transport between Gaussian Stationary Processes | 2020-09-05 | Paper |
| Link Prediction: A Graphical Model Approach | 2020-04-29 | Paper |
| A new kernel-based approach for spectral estimation | 2020-04-29 | Paper |
| Graphical model selection for a particular class of continuous-time processes | 2020-03-06 | Paper |
| An alternating minimization algorithm for Factor Analysis | 2020-03-06 | Paper |
| Empirical Bayesian learning in AR graphical models | 2019-12-19 | Paper |
| Factor Models With Real Data: A Robust Estimation of the Number of Factors | 2019-07-18 | Paper |
| Distributed Kalman Filtering under Model Uncertainty | 2019-07-13 | Paper |
| Learning Quasi-Kronecker Product Graphical Models | 2019-01-30 | Paper |
| Robust Identification of "Sparse Plus Low-rank" Graphical Models: An Optimization Approach | 2019-01-29 | Paper |
| The harmonic analysis of kernel functions | 2018-10-17 | Paper |
| A Scalable Strategy for the Identification of Latent-variable Graphical Models | 2018-09-05 | Paper |
| Identification of Sparse Reciprocal Graphical Models | 2018-06-12 | Paper |
| Robust Kalman Filtering: Asymptotic Analysis of the Least Favorable Model | 2018-04-17 | Paper |
| On the coupling of Model Predictive Control and Robust Kalman Filtering | 2018-04-17 | Paper |
| On the robustness of the Bayes and Wiener estimators under model uncertainty | 2017-11-08 | Paper |
| Convergence Analysis of a Family of Robust Kalman Filters Based on the Contraction Principle | 2017-10-24 | Paper |
| A Maximum Entropy Enhancement for a Family of High-Resolution Spectral Estimators | 2017-09-08 | Paper |
| Robust Kalman Filtering Under Model Perturbations | 2017-09-08 | Paper |
| Factor analysis with finite data | 2017-08-01 | Paper |
| Minimum Relative Entropy for Quantum Estimation: Feasibility and General Solution | 2017-06-08 | Paper |
| Multivariate Spectral Estimation Based on the Concept of Optimal Prediction | 2017-05-16 | Paper |
| A New Family of High-Resolution Multivariate Spectral Estimators | 2017-05-16 | Paper |
| AR Identification of Latent-Variable Graphical Models | 2017-05-03 | Paper |
| Model Predictive Control meets robust Kalman filtering | 2017-03-15 | Paper |
| Sparse plus low rank network identification: a nonparametric approach | 2017-01-11 | Paper |
| A contraction analysis of the convergence of risk-sensitive filters | 2016-09-06 | Paper |
| An interpretation of the dual problem of the THREE-like approaches | 2015-12-23 | Paper |
| On the convergence of a Risk Sensitive like Filter | 2015-03-25 | Paper |
| A New Recursive Least-Squares Method with Multiple Forgetting Schemes | 2015-03-25 | Paper |
| Rational approximations of spectral densities based on the Alpha divergence | 2014-07-04 | Paper |
| Minimal resources identifiability and estimation of quantum channels | 2014-06-13 | Paper |
| Factor Analysis of Moving Average Processes | 2014-04-30 | Paper |
| On the estimation of structured covariance matrices | 2013-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3001228 | 2011-05-31 | Paper |
