| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q4246908 | 2000-02-15 | Paper |
| A note on the empirical distribution of dependent random variables | 1998-09-20 | Paper |
| Isotonic estimation in stochastic approximation | 1990-01-01 | Paper |
| Some ``lim inf results for increments of a Wiener process | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3031802 | 1986-01-01 | Paper |
| Some limit results for lag sums of independent, non-i.i.d., random variables | 1985-01-01 | Paper |
| Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables | 1983-01-01 | Paper |
| Some more results on increments of the Wiener process | 1983-01-01 | Paper |
| On the law of large numbers | 1981-01-01 | Paper |
| A new stochastic approximation procedure using quantile curves | 1981-01-01 | Paper |
| The Effect of Capital Risk on Optimal Saving Decisions | 1978-01-01 | Paper |
| Consistency in concave regression | 1976-01-01 | Paper |
| Almost sure convergence for the Robbins-Monro process | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4162317 | 1975-01-01 | Paper |
| On consistency in monotonic regression | 1973-01-01 | Paper |
| A Theorem About the Oscillation of Sums of Independent Random Variables | 1973-01-01 | Paper |
| A Bound on Tail Probabilities for Quadratic Forms in Independent Random Variables | 1971-01-01 | Paper |
| Some convergence results for weighted sums of independent random variables | 1971-01-01 | Paper |
| Some convergence results for weighted sums of independent random variables | 1971-01-01 | Paper |
| On the Theory of Risk Aversion | 1970-01-01 | Paper |
| On the existence of equivalent finite invariant measures | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5651960 | 1970-01-01 | Paper |
| Generalized Means and Associated Families of Distributions | 1969-01-01 | Paper |
| Some More Results on Rates of Convergence in the Law of Large Numbers for Weighted Sums of Independent Random Variables | 1969-01-01 | Paper |
| On the mean ergodic theorem for weighted averages | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5568978 | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5599898 | 1967-01-01 | Paper |
| Some Results Relating Moment Generating Functions and Convergence Rates in the Law of Large Numbers | 1967-01-01 | Paper |
| A relation between moment generating functions and convergence rates in the law of large numbers | 1967-01-01 | Paper |
| Maximum Likelihood Estimation of the Distributions of Two Stochastically Ordered Random Variables | 1966-01-01 | Paper |
| Some Results Giving Rates of Convergence in the Law of Large Numbers for Weighted Sums of Independent Random Variables | 1966-01-01 | Paper |
| Some results giving rates of convergence in the law of large numbers for weighted sums of independent random variables | 1966-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5517301 | 1966-01-01 | Paper |
| A note on a functional equation | 1965-01-01 | Paper |
| On the Convergence Rate of the Law of Large Numbers for Linear Combinations of Independent Random Variables | 1965-01-01 | Paper |
| Convergence Rates for the Law of Large Numbers for Linear Combinations of Exchangeable and $^\ast$-Mixing Stochastic Processes | 1965-01-01 | Paper |
| A Note on the Ergodic Theorem | 1965-01-01 | Paper |
| A Probability Bound for Integrals with Respect to Stochastic Processes with Independent Increments | 1965-01-01 | Paper |
| Nonparametric Upper Confidence Bounds for Pr{Y < X} and Confidence Limits for Pr{Y < X} When X and Y are Normal | 1964-01-01 | Paper |
| Tolerance Limits for the Class of Distributions with Increasing Hazard Rates | 1964-01-01 | Paper |
| On the isomorphism problem for Bernoulli schemes | 1963-01-01 | Paper |
| On the central limit theorem for the sum of a random number of independent random variables | 1963-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5514886 | 1963-01-01 | Paper |
| On the strong law of large numbers for a class of stochastic processes | 1963-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5344550 | 1963-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5338449 | 1963-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5332912 | 1963-01-01 | Paper |
| A representation theorem for stationary Markov chains | 1963-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5344551 | 1963-01-01 | Paper |
| A Note on Ergodic Transformations | 1963-01-01 | Paper |
| On a Class of Simple Random Walks | 1963-01-01 | Paper |
| Distribution-Free Tolerance Limits Elimination of the Requirement That Cumulative Distribution Functions Be Continuous | 1963-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3294556 | 1962-01-01 | Paper |
| On the representation problem for stationary stochastic processes with trivial tail field | 1962-01-01 | Paper |
| On invariant probability measures. I, II | 1961-01-01 | Paper |
| On the mean ergodic theorem for subsequences | 1960-01-01 | Paper |
