| Publication | Date of Publication | Type |
|---|
| Stable reduced-rank VAR identification | 2025-01-08 | Paper |
| Truncated Hawkes point process modeling: system theory and system identification | 2020-04-17 | Paper |
| State-Space Analysis of Granger-Geweke Causality Measures with Application to fMRI | 2019-06-04 | Paper |
| Diffusion LMS With Correlated Regressors I: Realization-Wise Stability | 2019-02-08 | Paper |
| Diffusion LMS With Correlated Regressors II: Performance | 2019-02-08 | Paper |
| Corrections to “Diffusion LMS With Correlated Regressors I: Realization-Wise Stability” [Nov 16, no. 21, 5473-5484] | 2019-02-08 | Paper |
| Numerical Methods for Stochastic Differential Equations in Matrix Lie Groups Made Simple | 2018-12-18 | Paper |
| $l_{q}$ Sparsity Penalized Linear Regression With Cyclic Descent | 2018-08-22 | Paper |
| On ${l}_{q}$ Optimization and Sparse Inverse Covariance Selection | 2018-08-22 | Paper |
| Space-Time Separability in FMRI: Asymptotic Power Analysis and Cramér-Rao Lower Bounds | 2018-08-22 | Paper |
| On $l_q$ Optimization and Matrix Completion | 2018-07-18 | Paper |
| Vector $l_0$ Sparse Variable PCA | 2018-07-18 | Paper |
| Rician Distributed FMRI: Asymptotic Power Analysis and Cramér–Rao Lower Bounds | 2018-07-18 | Paper |
| Sparse Variable PCA Using Geodesic Steepest Descent | 2018-06-27 | Paper |
| Dimension Estimation in Noisy PCA With SURE and Random Matrix Theory | 2018-06-27 | Paper |
| Stabilization and Disturbance Attenuation Over a Gaussian Communication Channel | 2017-08-25 | Paper |
| Geometric Euler-Maruyama schemes for stochastic differential equations in \(\mathrm{SO}(n)\) and \(\mathrm{SE}(n)\) | 2016-09-02 | Paper |
| Averaging Analysis of Adaptive Algorithms Made Simple | 2015-07-02 | Paper |
| A test for independence between a point process and an analogue signal | 2014-02-25 | Paper |
| Point-Process Principal Components Analysis via Geometric Optimization | 2013-08-07 | Paper |
| Estimation of high-dimensional linear factor models with grouped variables | 2012-03-13 | Paper |
| Identification of causal factor models of stationary time series | 2005-07-04 | Paper |
| Dynamic Analysis of Neural Encoding by Point Process Adaptive Filtering | 2005-01-04 | Paper |
| Averaging analysis of a point process adaptive algorithm | 2004-10-25 | Paper |
| Dynamic Analyses of Information Encoding in Neural Ensembles | 2004-10-05 | Paper |
| Construction and analysis of non-Gaussian spatial models of neural spiking activity | 2003-01-09 | Paper |
| The End of Time Series | 2002-07-30 | Paper |
| Limits to estimation in stochastic ill-conditioned inverse problems | 2001-03-19 | Paper |
| Errors-in-variables modeling in optical flow estimation | 2001-01-01 | Paper |
| Bandwidth selection for local linear regression | 2000-05-24 | Paper |
| Deterministic adaptive control with slowly varying parameters: an averaging analysis | 1997-01-15 | Paper |
| On the stability of slowly time-varying linear systems | 1996-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840553 | 1996-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4308972 | 1995-09-28 | Paper |
| Stochastic averaging analysis of a steepest-descent-type adaptive time- delay estimation algorithm | 1995-09-27 | Paper |
| Errors in Variables and Cointegration | 1995-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3140714 | 1994-05-24 | Paper |
| Asymptotics for linear processes | 1992-09-27 | Paper |
| The error variance of LMS with time-varying weights | 1992-09-27 | Paper |
| Intrinsic Random Functions and the Paradox of $1/{\text{f}}$ Noise | 1992-06-28 | Paper |
| Stochastic adaptive control and Martingale limit theory | 1990-01-01 | Paper |
| Adaptive spectral factorization | 1989-01-01 | Paper |
| The limiting behavior of LMS | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711563 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3736759 | 1986-01-01 | Paper |
| Modeling of two-dimensional random fields by parametric cepstrum | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3218972 | 1984-01-01 | Paper |
| The exact likelihood for a multivariate ARMA model | 1984-01-01 | Paper |
| The Order of Differencing in ARIMA Models | 1984-01-01 | Paper |
| Consistency for the least squares estimator in a transfer function model | 1984-01-01 | Paper |
| Smoothing estimation of stochastic processes: Change of initial condition formulas | 1984-01-01 | Paper |
| Finite data lattice algorithms for instrumental variable recursions | 1983-01-01 | Paper |
| Smoothing estimation of stochastic processes: Two-filter formulas | 1982-01-01 | Paper |
| Stochastic approximation with dependent noise | 1982-01-01 | Paper |
| Stochastic approximation and the final value theorem | 1982-01-01 | Paper |
| The convergence of an instrumental-variable-like recursion | 1981-01-01 | Paper |
| Strong consistency of least squares estimators in regression with correlated disturbances | 1981-01-01 | Paper |
| The second order properties of a time series recursion | 1981-01-01 | Paper |
| Some aspects of recursive parameter estimation | 1980-01-01 | Paper |
| The convergence of AML | 1979-01-01 | Paper |
| Time series recursions and stochastic approximation | 1979-01-01 | Paper |
