| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q5369145 | 2017-10-13 | Paper |
| Martingale Estimating Functions for Stochastic Processes: A Review Toward a Unifying Tool | 2014-07-02 | Paper |
| Godambe estimating functions and asymptotic optimal inference | 2011-07-26 | Paper |
| Asymptotic optimal inference for multivariate branching-Markov processes via martingale estimating functions and mixed normality | 2011-05-23 | Paper |
| Local asymptotic normality for bifurcating autoregressive processes and related asymptotic inference | 2011-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580443 | 2010-08-12 | Paper |
| Branching Markov processes and related asymptotics | 2009-04-21 | Paper |
| Parameter estimation using partial information with applications to queueing and related models | 2008-09-17 | Paper |
| First-order observation-driven integer-valued autoregressive processes | 2008-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5308498 | 2007-09-28 | Paper |
| PARSIMONIOUS PERIODIC TIME SERIES MODELING | 2007-03-20 | Paper |
| Inference for pth-order random coefficient integer-valued autoregressive processes | 2006-12-08 | Paper |
| First-order random coefficient integer-valued autoregressive processes | 2006-10-30 | Paper |
| Explosive Random‐Coefficient AR(1) Processes and Related Asymptotics for Least‐Squares Estimation | 2006-09-19 | Paper |
| Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors | 2006-09-19 | Paper |
| Least squares estimation for critical random coefficient first-order autoregressive processes | 2006-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5317341 | 2005-09-16 | Paper |
| Least-squares estimation for bifurcating autoregressive processes | 2005-09-02 | Paper |
| Least-squares estimation for bifurcating autoregressive processes | 2005-08-01 | Paper |
| Stationarity and moment structure for Box-Cox transformed threshold GARCH(1,1) processes | 2005-04-21 | Paper |
| Non-Gaussian bifurcating models and quasi-likelihood estimation | 2004-10-25 | Paper |
| First-order seasonal autoregressive processes with periodically varying parameters | 2004-08-06 | Paper |
| Estimation for mixtures of Markov processes. | 2003-05-07 | Paper |
| Estimation for a class of generalized state-space time series models. | 2003-05-07 | Paper |
| Tests against inequality constraints in semiparametric models | 2003-04-03 | Paper |
| Theory & Methods: Inference for the Extended Bifurcating Autoregressive Model for Cell Lineage Studies | 2002-07-28 | Paper |
| Nonlinear time series contiguous to \(AR(1)\) processes and a related efficient test for linearity | 2002-04-25 | Paper |
| Large Sample Properties of Parameter Estimates for Periodic ARMA Models | 2002-04-24 | Paper |
| Extensions of the bifurcating autoregressive model for cell lineage studies | 2001-12-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2734961 | 2001-11-19 | Paper |
| Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models | 2001-09-23 | Paper |
| Parameter estimation for generalized random coefficient autoregressive processes | 2000-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4215576 | 1999-02-01 | Paper |
| Inference for a binary lattice Markov process | 1999-01-01 | Paper |
| Empirical best linear unbiased and empirical Bayes prediction in multivariate small area estimation. | 1999-01-01 | Paper |
| Estimation of unobserved counts from partially observed multinomial distributions | 1998-11-17 | Paper |
| The local asymptotic normality of a class of generalized random coefficient autoregressive processes | 1998-03-08 | Paper |
| Maximum likelihood estimation for single server queues from waiting time data | 1997-08-24 | Paper |
| The asymptotic distribution of the maximum likelihood estimator for a vector time series model with long memory dependence | 1997-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4714006 | 1997-02-12 | Paper |
| Empirical Bayes prediction for a mixed linear model with autoregressive errors | 1996-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839360 | 1995-07-17 | Paper |
| Maximum likelihood estimation for a fractionally differenced autoregressive model on a two-dimensional lattice | 1995-06-18 | Paper |
| Large sample estimation in nonstationary autoregressive processes with multiple observations | 1995-06-13 | Paper |
| Large sample inference for a multivariate linear model with autocorrelated errors | 1994-11-08 | Paper |
| Large sample inference for conditional exponential families with applications to nonlinear time series | 1994-10-25 | Paper |
| Parameter estimation in a stationary autoregressive process with correlated multiple observations | 1994-07-12 | Paper |
| Large sample inference based on multiple observations from nonlinear autoregressive processes | 1994-03-27 | Paper |
| Parameter estimation in a regression model with random coefficient autoregressive errors | 1993-08-24 | Paper |
| Asymptotic optimal inference for a class of nonlinear time series models | 1993-07-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5286557 | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4027352 | 1993-02-21 | Paper |
| Empirical Bayes estimation for queueing systems and networks | 1993-01-17 | Paper |
| EMPIRICAL BAYES ESTIMATION FOR FIRST-ORDER AUTOREGRESSIVE PROCESSES | 1992-10-12 | Paper |
| Sequential estimation for branching processes with immigration | 1992-06-28 | Paper |
| Estimation for a class of simple queueing networks | 1991-01-01 | Paper |
| Bootstrapping unstable first-order autoregressive processes | 1991-01-01 | Paper |
| Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3359606 | 1991-01-01 | Paper |
| Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes | 1990-01-01 | Paper |
| ESTIMATION FOR THE FIRST-ORDER DIAGONAL BILINEAR TIME SERIES MODEL | 1990-01-01 | Paper |
| Bootstrapping explosive autoregressive processes | 1989-01-01 | Paper |
| Large-sample inference for a regression model with autocorrelated errors | 1989-01-01 | Paper |
| Large-Sample Statistics Based on Quadratic Dispersion | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3822967 | 1988-01-01 | Paper |
| Asymptotic distributions of prediction errors and related tests of fit for nonstationary processes | 1987-01-01 | Paper |
| Robust tests for time series with an application to first-order autoregressive processes | 1985-01-01 | Paper |
| Asymptotic conditional inference for regular nonergodic models with an application to autoregressive processes | 1984-01-01 | Paper |
| Correction to: Remarks on Bahadur efficiency of conditional tests | 1983-01-01 | Paper |
| Asymptotic optimal inference for non-ergodic models | 1983-01-01 | Paper |
| Asymptotically minimax tests of composite hypotheses for nonergodic type processes | 1983-01-01 | Paper |
| REMARKS ON OPTIMAL INFERENCE FOR MARKOV BRANCHING PROCESSES: A SEQUENTIAL APPROACH | 1983-01-01 | Paper |
| RECENT TRENDS IN ASYMPTOTIC OPTIMAL INFERENCE FOR DEPENDENT OBSERVATIONS1 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3953035 | 1982-01-01 | Paper |
| Efficiency of conditional maximum likelihood estimators and confidence limits for mixtures of exponential families | 1981-01-01 | Paper |
| Efficient conditional tests for mixture experiments with applications to the birth and branching processes | 1981-01-01 | Paper |
| Estimation in single server queues | 1981-01-01 | Paper |
| Asymptotic inference for stochastic processes | 1980-01-01 | Paper |
| Remarks on Bahadur optimality of conditional tests | 1980-01-01 | Paper |
| A note on estimation for gamma and stable processes | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3894827 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3957821 | 1980-01-01 | Paper |
| Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes | 1979-01-01 | Paper |
| Inference for gamma and stable processes | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4197239 | 1977-01-01 | Paper |
| Efficient tests for branching processes | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4170123 | 1976-01-01 | Paper |
| On a characterization property of the multinomial distribution | 1974-01-01 | Paper |
| MAXIMUM LIKELIHOOD ESTIMATION OF PARAMETERS IN RENEWAL AND MARKOV-RENEWAL PROCESSES | 1974-01-01 | Paper |
| Estimation of the autocorrelation coefficient in simple Markov chains | 1972-01-01 | Paper |
| A Note on Serial Correlation Coefficients and Related Characterizations of Gamma and Exponential Distributions | 1972-01-01 | Paper |
| Some models based on the interaction of two independent markovian point processes | 1971-01-01 | Paper |
| On a characterization property of finite irreducible Markov chains | 1970-01-01 | Paper |
