| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q4839957 | 1995-07-18 | Paper |
| Some quick and efficient methods for bearing-only target motion analysis | 1994-02-07 | Paper |
| Maximum likelihood estimation for continuous-time autoregressive models by relaxation on residual variances ratio parameters | 1994-01-26 | Paper |
| Bootstrapping the change-point of a hazard rate | 1993-12-02 | Paper |
| Empirical orthogonal function (EOF) analysis of spatial random fields: Theory, accuracy of the numerical approximations and sampling effects | 1993-09-08 | Paper |
| Beyond principal component analysis: A trilinear decomposition model and least squares estimation | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3973915 | 1992-06-26 | Paper |
| Levinson-Durbin-type algorithms for continuous-time autoregressive models and applications | 1992-06-25 | Paper |
| Quick solution of least square equations and inversion of block matrices of low displacement rank | 1991-01-01 | Paper |
| Strong consistency of the maximum likelihood estimators in the change-point hazard bate model | 1990-01-01 | Paper |
| Efficient computation of autoregressive estimates through a sufficient statistic | 1990-01-01 | Paper |
| On the bias of the least squares estimator for the first order autoregressive process | 1989-01-01 | Paper |
| Asymptotic normality of double-indexed linear permutation statistics | 1989-01-01 | Paper |
| Cramer-Rao bounds for AR parameter and reflection coefficient estimators | 1989-01-01 | Paper |
| ESTIMATION OF AUTOREGRESSIVE PARAMETERS AND ORDER SELECTION FOR ARMA MODELS | 1988-01-01 | Paper |
| Maximum likelihood estimation of the autoregressive model by relaxation on the reflection coefficients | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4725570 | 1987-01-01 | Paper |
| EXACT MAXIMUM LIKELIHOOD ESTIMATE AND LAGRANGE MULTIPLIER TEST STATISTIC FOR ARMA MODELS | 1987-01-01 | Paper |
| Variable latencies of noisy signals: Estimation and testing in brain potential data | 1987-01-01 | Paper |
| The mixing property of bilinear and generalised random coefficient autoregressive models | 1986-01-01 | Paper |
| Maximum likelihood estimation for stationary point processes | 1986-01-01 | Paper |
| A FREQUENCY DOMAIN APPROACH TO LAGRANGE MULTIPLIER TEST FOR AUTOREGRESSIVE MOVING AVERAGE MODELS | 1986-01-01 | Paper |
| Bilinear Markovian representation and bilinear models | 1985-01-01 | Paper |
| THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS | 1984-01-01 | Paper |
| Testing for homogeneity of noisy signals evoked by repeated stimuli | 1984-01-01 | Paper |
| A NOTE ON SOME STATISTICS USEFUL IN IDENTIFYING THE ORDER OF AUTOREGRESSIVE MOVING AVERAGE MODEL | 1984-01-01 | Paper |
| A survey of time series analysis through parametric models | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3666637 | 1983-01-01 | Paper |
| On the first-order bilinear time series model | 1981-01-01 | Paper |
| Nonparametric estimation of the drift coefficient in the diffusion equation | 1981-01-01 | Paper |
| Estimation of the spectral parameters of a stationary point process | 1981-01-01 | Paper |
| The estimation of parameters for autoregressive-moving average models from sample autocovariances | 1979-01-01 | Paper |
| On the fitting of multivariate processes of the autoregressive-moving average type | 1978-01-01 | Paper |
| Estimation of parameters of a continuous time Gaussian stationary process with rational spectral density | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4155704 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4187197 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4771926 | 1974-01-01 | Paper |
| Global approximation of a compact set by elements of a convex set in a normed space | 1970-01-01 | Paper |
