| Publication | Date of Publication | Type |
|---|
| Editor’s special invited paper: On the efficient score vector in sequential monitoring | 2018-02-19 | Paper |
| Retrospective change detection in categorical time series | 2017-08-23 | Paper |
| Binary Time Series Models in Change Point Detection Tests | 2017-07-05 | Paper |
| Flexible risk-adjusted surveillance procedures for autocorrelated binary series | 2015-10-02 | Paper |
| Efficient Score Statistic in Drug and Vaccine Safety Surveillance | 2015-03-23 | Paper |
| Retrospective change detection for binary time series models | 2014-01-23 | Paper |
| A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim | 2012-10-19 | Paper |
| Sequential confidence intervals for time series | 2011-12-19 | Paper |
| Change detection in linear regression with time series errors | 2010-05-25 | Paper |
| Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series | 2009-11-16 | Paper |
| Correction to Sequential Comparison ofdPopulations and Related Tables | 2009-05-12 | Paper |
| Testing for changes in the covariance structure of linear processes | 2009-04-08 | Paper |
| Discussion on “A Hybrid Selection and Testing Procedure with Curtailment for Comparative Clinical Trials” by Elena M. Buzaianu and Pinyuen Chen | 2009-04-02 | Paper |
| Monitoring parameter change in AR\((p)\) time series models | 2009-02-25 | Paper |
| Discussion on “Second-Guessing Clinical Trial Designs” by Jonathan J. Shuster and Myron N. Chang | 2008-04-10 | Paper |
| Weighted Logrank Statistics in Sequential Tests | 2008-04-10 | Paper |
| Change detection in autoregressive time series | 2008-03-11 | Paper |
| A class of sequential tests for two‐sample composite hypotheses | 2008-02-22 | Paper |
| Sequential Comparison ofdPopulations and Related Tables | 2007-06-28 | Paper |
| An adaptation of Page's CUSUM test for change detection | 2006-06-27 | Paper |
| SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS | 2005-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4663815 | 2005-04-04 | Paper |
| U-Statistics in Sequential Tests and Change Detection | 2005-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431563 | 2003-10-22 | Paper |
| Sequential Change-Point Detection and Estimation | 2003-09-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416868 | 2003-08-05 | Paper |
| \(U\)-statistics for change under alternatives | 2003-05-05 | Paper |
| Rates of convergence for U-statistic processes and their bootstrapped versions | 2002-05-28 | Paper |
| Sign tests for change under alternatives | 2002-02-18 | Paper |
| \(U\)-statistics for sequential change detection. | 2002-01-29 | Paper |
| A Nonparametric Test for Change in Randomly Censored Data | 2001-07-03 | Paper |
| Comparison of \(U\)-statistics in the change-point problem and in sequential change detection | 2001-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4246920 | 2001-03-11 | Paper |
| Sequential change-point detection with likelihood ratios | 2000-11-21 | Paper |
| Rank based estimators of the change-point | 2000-03-14 | Paper |
| The likelihood ratio under noncontiguous alternatives | 1998-03-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4892799 | 1997-06-22 | Paper |
| The weighted sequential likelihood ratio | 1996-11-18 | Paper |
| Approximations for the time of change and the power function in change-point models | 1996-07-18 | Paper |
| On the rate of approximations for maximum likelihood tests in change-point models | 1996-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4853819 | 1995-11-05 | Paper |
| Testing for change-points with rank and sign statistics | 1995-05-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4328389 | 1995-04-23 | Paper |
| Limit theorems for change in linear regression | 1994-06-16 | Paper |
| An application of the maximum likelihood test to the change-point problem | 1994-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035961 | 1993-05-16 | Paper |
| A goodness-of-fit test for exponential families | 1993-01-16 | Paper |
| Central limit theorems for \(L_ p\) distances of kernel estimators of densities under random censorship | 1992-06-28 | Paper |
| The bootstrapped maximum likelihood estimator with an application | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3210717 | 1990-01-01 | Paper |
| Asymptotic distributions of maximum likelihood tests for change in the mean | 1990-01-01 | Paper |
| On goodness-of-fit and the bootstrap | 1988-01-01 | Paper |
| A test of independence for the coordinates of bivariate censored data | 1988-01-01 | Paper |
