| Publication | Date of Publication | Type |
|---|
| An asymptotically unbiased weighted least squares estimation criterion for parametric variograms of second order stationary geostatistical processes | 2022-07-05 | Paper |
| A new covariance function and spatio-temporal prediction (kriging) for a stationary spatio-temporal random process | 2017-12-01 | Paper |
| On the frequency variogram and on frequency domain methods for the analysis of spatio-temporal data | 2017-03-16 | Paper |
| Spatial and Spatio-Temporal Bayesian Models with R-INLA, by MartaBlangiardo and MichelaCameletti. Published by John Wiley and Sons, Chichester, UK, 2015. Total number of pages: 308. ISBN 978-1-118-32655-8 | 2017-01-12 | Paper |
| Book review of: N. A. C. Cressie, Statistics for spatial data. Rev. ed. | 2016-02-29 | Paper |
| RandallDouc, EricMoulines and DavidS. Stoffer (2014) Nonlinear Time Series—Theory, Methods and Applications with R Examples. CRC Press, UK (A Chapman & Hall Book). Texts in Statistical Science. ISBN: 978‐1‐4665‐0225‐3 pages 531. | 2015-03-04 | Paper |
| A frequency domain approach for the estimation of parameters of spatio-temporal stationary random processes | 2015-03-03 | Paper |
| OBITUARY | 2014-12-10 | Paper |
| Statistical Methods for Trend Detection and Analysis in the Environmental Sciences | 2014-11-20 | Paper |
| Statistics for Spatio‐Temporal Data | 2014-02-25 | Paper |
| Book review of: Michael Sherman, Spatial statistics and spatio-temporal data | 2013-10-09 | Paper |
| Efficient order selection algorithms for integer-valued ARMA processes | 2011-02-22 | Paper |
| Higher order cumulants of random vectors and applications to statistical inference and time series | 2010-08-14 | Paper |
| Integer valued AR processes with explanatory variables | 2010-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580534 | 2010-08-13 | Paper |
| Statistical analysis and time-series models for minimum/maximum temperatures in the Antarctic Peninsula | 2008-02-08 | Paper |
| MCMC for Integer-Valued ARMA processes | 2007-12-16 | Paper |
| On multivariate nonlinear regression models with stationary correlated errors | 2007-10-04 | Paper |
| On Hypotheses Testing for the Selection of Spatio-Temporal Models | 2007-05-29 | Paper |
| Multivariate Non-Linear Regression with Applications | 2007-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4665173 | 2005-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4665176 | 2005-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416767 | 2003-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4389400 | 1999-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4234736 | 1999-06-10 | Paper |
| Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series | 1999-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356567 | 1998-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357570 | 1997-09-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839978 | 1995-10-18 | Paper |
| FREQUENCY-DOMAIN ESTIMATION OF BILINEAR TIME SERIES MODELS | 1993-02-18 | Paper |
| DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR THE BILINEAR TIME SERIES MODEL BL(p, 0, p, 1) | 1991-01-01 | Paper |
| On Wiener–Ito representation and the best linear predictors for bilinear time series | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3357407 | 1989-01-01 | Paper |
| THE ESTIMATION OF SPECTRUM, INVERSE SPECTRUM AND INVERSE AUTOCOVARIANCES OF A STATIONARY TIME SERIES | 1989-01-01 | Paper |
| The estimation of the bispectral density function and the detection of periodicities in a signal | 1988-01-01 | Paper |
| YULE-WALKER TYPE DIFFERENCE EQUATIONS FOR HIGHER-ORDER MOMENTS AND CUMULANTS FOR BILINEAR TIME SERIES MODELS | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3807996 | 1988-01-01 | Paper |
| An introduction to bispectral analysis and bilinear time series models | 1984-01-01 | Paper |
| On the identification of bilinear systems from operating records† | 1984-01-01 | Paper |
| Linear and non-linear filters for linear, but not gaussian processes† | 1984-01-01 | Paper |
| Demodulation of PM Signal in the Presence of White Gaussian Noise | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3323078 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3323821 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3928089 | 1981-01-01 | Paper |
| A cumulative sum test for detecting change in time series | 1981-01-01 | Paper |
| A TEST FOR LINEARITY OF STATIONARY TIME SERIES | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4166370 | 1978-01-01 | Paper |
| The estimation of autoregressive, moving average and mixed autoregressive moving average systems with time-dependent parameters of non-stationary time series | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4197247 | 1976-01-01 | Paper |
| A note on the bias in the Kalman-Bucy filter | 1976-01-01 | Paper |
| An innovation approach to the reduction of the dimensions in a multivariable stochastic system | 1975-01-01 | Paper |
| The estimation of factor scores and Kalman filtering for discrete parameter stationary processes | 1975-01-01 | Paper |
| Applications of principal component analysis and factor analysis in the identification of multivariable systems | 1974-01-01 | Paper |
| Linear time dependent systems | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4168839 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4778197 | 1973-01-01 | Paper |
| On some tests for the time dependence of a transfer function | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5649341 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5631967 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5572777 | 1969-01-01 | Paper |
| Estimation of the Location of the Cusp of a Continuous Density | 1968-01-01 | Paper |
| On the Cross Periodogram of a Stationary Gaussian Vector Process | 1967-01-01 | Paper |
