| Publication | Date of Publication | Type |
|---|
| Conditioning diffusions with respect to incomplete observations | 2024-02-06 | Paper |
| Boundedness of the Optimal State Estimator Rejecting Unknown Inputs | 2023-09-26 | Paper |
| On the optimality of the Kitanidis filter for state estimation rejecting unknown inputs | 2021-11-19 | Paper |
| Safe adaptive importance sampling: a mixture approach | 2021-07-05 | Paper |
| Time‐change models for asymmetric processes | 2020-07-17 | Paper |
| A central limit theorem for Fleming-Viot particle systems | 2020-05-12 | Paper |
| Integral estimation based on Markovian design | 2020-02-05 | Paper |
| Robust model selection in 2D parametric motion estimation | 2019-08-23 | Paper |
| Mixing properties and central limit theorem for associated point processes | 2019-06-14 | Paper |
| On the Asymptotic Normality of Adaptive Multilevel Splitting | 2019-01-21 | Paper |
| Convergence rate of the powers of an operator. Applications to stochastic systems | 2017-09-21 | Paper |
| Bootstrap Testing of the Rank of a Matrix via Least-Squared Constrained Estimation | 2017-08-04 | Paper |
| A Central Limit Theorem for Fleming-Viot Particle Systems with Soft Killing | 2016-11-02 | Paper |
| Integral approximation by kernel smoothing | 2016-07-14 | Paper |
| Concentration Inequalities for Sums and Martingales | 2015-07-29 | Paper |
| On the acceleration of some empirical means with application to nonparametric regression | 2013-12-16 | Paper |
| Optimal transformation: a new approach for covering the central subspace | 2013-03-12 | Paper |
| Concentration inequalities for the spectral measure of random matrices | 2011-09-09 | Paper |
| On a model selection problem from high-dimensional sample covariance matrices | 2011-08-16 | Paper |
| Test function: A new approach for covering the central subspace | 2011-06-06 | Paper |
| Exponential inequalities for sums of weakly dependent variables | 2009-11-20 | Paper |
| Simulation of conditioned diffusion and application to parameter estimation | 2006-12-07 | Paper |
| On the spectral distribution of Gaussian random matrices | 2006-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493544 | 2006-10-23 | Paper |
| Simulation of conditioned diffusions | 2006-02-21 | Paper |
| Convex domains and K-spectral sets | 2006-01-23 | Paper |
| \(L^p\) solutions of backward stochastic differential equations. | 2005-11-29 | Paper |
| On the robustness of backward stochastic differential equations. | 2005-02-25 | Paper |
| Moderate deviation principle for exponentially ergodic Markov chain | 2004-05-09 | Paper |
| Some estimates for analytic functions of strip or sectorial operators | 2004-03-07 | Paper |
| Minimal L/sub 1/-norm reconstruction function for oversampled signals: applications to time-delay estimation | 2002-10-30 | Paper |
| A note on uniform observability | 2002-07-21 | Paper |
| Donsker-type theorem for BSDEs | 2001-07-09 | Paper |
| On minimax identification of nonparametric autoregressive models | 2001-01-29 | Paper |
| On Small Perturbations of Stable Markov Operators: Unbounded Case | 2000-06-06 | Paper |
| Convergence of a stochastic approximation version of the EM algorithm | 1999-11-09 | Paper |
| Generalization of von Neumann's spectral sets and integral representation of operators | 1999-11-04 | Paper |
| General results on the convergence of stochastic algorithms | 1997-08-07 | Paper |
| On minimax wavelet estimators | 1997-07-17 | Paper |
| On the computation of wavelet coefficients | 1997-04-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4892200 | 1997-02-11 | Paper |
| Nonlinear black-box modeling in system identification: A unified overview | 1996-06-05 | Paper |
| Nonlinear black-box models in system identification: Mathematical foundations | 1996-06-05 | Paper |
| Remarks on linear and nonlinear filtering | 1996-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4849993 | 1995-11-15 | Paper |
| Asymptotical Study of Parameter Tracking Algorithms | 1995-10-23 | Paper |
| On the effects of noise and speed on computations | 1995-10-09 | Paper |
| Accelerated Stochastic Approximation | 1994-11-30 | Paper |
| When is adaptive better than optimal? | 1994-02-24 | Paper |
| On the projection algorithm and delay of peaking in adaptive control | 1993-08-22 | Paper |
| Stable adaptive control for a plant with randomly varying parameters | 1993-01-16 | Paper |
| Stochastic optimization with averaging of trajectories | 1993-01-16 | Paper |
| Adaptive control of a simple time-varying system | 1992-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3769724 | 1986-01-01 | Paper |
