| Publication | Date of Publication | Type |
|---|
| Analysis of Signal Reconstruction With Jittered Sampling | 2018-07-18 | Paper |
| The Estimation of the Fourth-Order Cumulant for Dependent Data: Consistency and Asymptotic Normality | 2018-07-09 | Paper |
| Random Sampling Estimates of Fourier Transforms: Antithetical Stratified Monte Carlo | 2018-07-09 | Paper |
| A Digital Requantizer With Shaped Requantization Noise That Remains Well Behaved After Nonlinear Distortion | 2018-06-27 | Paper |
| Random sampling of deterministic signals: statistical analysis of Fourier transform estimates | 2017-10-30 | Paper |
| Field Estimation From Randomly Located Binary Noisy Sensors | 2017-08-08 | Paper |
| On Linear Operations on Stationary and Non Stationary Random Processes | 2016-01-05 | Paper |
| The estimation of the correlation coefficient of bivariate data under dependence: convergence analysis | 2011-07-26 | Paper |
| Multivariate Signal Parameter Estimation Under Dependent Noise From 1-Bit Dithered Quantized Data | 2009-02-24 | Paper |
| Deconvolving multivariate kernel density estimates from contaminated associated observations | 2008-12-21 | Paper |
| Performance Analysis of High Data Rate MIMO Systems in Frequency-Selective Fading Channels | 2008-12-21 | Paper |
| Multivariate regression estimation with errors-in-variables for stationary processes | 2007-04-16 | Paper |
| Nonparametric regression estimation for dependent functional data: asymptotic normality | 2005-08-05 | Paper |
| Convergence analysis of the constant modulus algorithm | 2005-06-01 | Paper |
| Analysis of mean-square error and transient speed of the LMS adaptive algorithm | 2005-05-11 | Paper |
| A Time‐Domain Semi‐parametric Estimate for Strongly Dependent Continuous‐Time Stationary Processes | 2004-11-24 | Paper |
| Alpha-stable signals and adaptive filtering | 2003-11-09 | Paper |
| Local polynomial fitting under association | 2003-09-01 | Paper |
| Multivariate probability density estimation for associated processes: Strong consistency and rates. | 2003-05-07 | Paper |
| NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS | 2002-11-14 | Paper |
| Local linear regression estimation for time series with long-range dependence | 2002-08-29 | Paper |
| Local linear regression estimation under long-range dependence: strong consistency and rates | 2002-08-04 | Paper |
| Wavelet-Based estimation of multivariate regression functions in besov spaces* | 2002-04-07 | Paper |
| Design and analysis of a fast frequency-hopped DBPSK communication system. I. Error performance in AWGN plus partial-band noise jamming | 2001-09-11 | Paper |
| Multivariate regression estimation of continuous-time processes from sampled data: local polynomial fitting approach | 2000-09-07 | Paper |
| Memory-universal prediction of stationary random processes | 2000-06-13 | Paper |
| On the Spectral Density of the Wavelet Transform of Fractional Brownian Motion | 2000-03-01 | Paper |
| Prequential and cross-validated regression estimation | 1999-10-31 | Paper |
| Multivariate regression estimation: Local polynomial fitting for time series | 1999-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4218914 | 1998-11-15 | Paper |
| Convergence properties of wavelet series expansions of fractional Brownian motion | 1998-10-26 | Paper |
| Covariance and spectral properties of the wavelet transform and discrete wavelet coefficients of second-order random fields | 1998-08-13 | Paper |
| Multivariate regression estimation: Local polynomial fitting for time series | 1998-03-29 | Paper |
| Multivariate probability density estimation by wavelet methods: Strong consistency and rates for stationary time series | 1998-03-29 | Paper |
| Local Polynomial Estimation of Regression Functions for Mixing Processes | 1997-08-28 | Paper |
| Minimum complexity regression estimation with weakly dependent observations | 1997-08-05 | Paper |
| Polynomial interpolation and prediction of continuous-time processes from random samples | 1997-06-10 | Paper |
| MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES | 1997-05-27 | Paper |
| ON THE SELECTION OF RANDOM SAMPLING SCHEMES FOR THE SPECTRAL ESTIMATION OF CONTINUOUS TIME PROCESSES | 1995-08-30 | Paper |
| Convergence analysis of the sign algorithm for adaptive filtering | 1995-07-12 | Paper |
| Spectral estimation of continuous-time stationary processes from random sampling | 1995-06-14 | Paper |
| Wavelet approximation of deterministic and random signals: convergence properties and rates | 1995-03-01 | Paper |
| Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality | 1995-01-01 | Paper |
| Probability density estimation from dependent observations using wavelets orthonormal bases | 1994-11-06 | Paper |
| Strong consistency and rates for deconvolution of multivariate densities of stationary processes | 1994-10-25 | Paper |
| Design and analysis of a fast frequency-hopped DBPSK communication system. I. System description and hop timing tracking loop analysis | 1994-02-07 | Paper |
| Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes | 1993-05-16 | Paper |
| The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion | 1993-05-16 | Paper |
| Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes | 1993-04-01 | Paper |
| Gaussian deconvolution via differentiation | 1992-12-14 | Paper |
| Model fitting for continuous-time stationary processes from discrete-time data | 1992-06-28 | Paper |
| Trapezoidal Stratified Monte Carlo Integration | 1992-06-28 | Paper |
| Multivariate probability density deconvolution for stationary random processes | 1991-01-01 | Paper |
| Flicker noise and the estimation of the Allan variance | 1991-01-01 | Paper |
| Almost sure convergence analysis of autoregressive spectral estimation in additive noise | 1991-01-01 | Paper |
| Trapezoidal Monte Carlo Integration | 1990-01-01 | Paper |
| The L/sub 1/ and L/sub 2/ strong consistency of recursive kernel density estimation from dependent samples | 1990-01-01 | Paper |
| Nonparametric estimation of conditional probability densities and expectations of stationary processes: Strong consistency and rates | 1989-01-01 | Paper |
| Constrained adaptive filtering algorithms: asymptotic convergence properties for dependent data | 1989-01-01 | Paper |
| Random sampling of continuous-parameter stationary processes: Statistical properties of joint density estimators | 1988-01-01 | Paper |
| Autoregressive spectral estimation in additive noise | 1988-01-01 | Paper |
| Convergence analysis of adaptive linear estimation for dependent stationary processes | 1988-01-01 | Paper |
| Performance of discrete-time predictors of continuous-time stationary processes | 1988-01-01 | Paper |
| Strong consistency and rates for recursive probability density estimators of stationary processes | 1987-01-01 | Paper |
| Linear/nonlinear forms and the normal law: Characterization by high order correlations | 1987-01-01 | Paper |
| Almost sure convergence of recursive density estimators for stationary mixing processes | 1987-01-01 | Paper |
| Recursive probability density estimation for weakly dependent stationary processes | 1986-01-01 | Paper |
| Closed-Form Analytical Results for the Rejection of Narrow-Band Interference in PN Spread-Spectrum Systems--Part II: Linear Interpolation Filters | 1985-01-01 | Paper |
| SPECTRAL DENSITY ESTIMATION FROM NONLINEARLY OBSERVED DATA | 1985-01-01 | Paper |
| Spectral density estimation for stationary stable processes | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3216555 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3221199 | 1984-01-01 | Paper |
| Closed-Form Analytical Results for the Rejection of Narrow-Band Interference in PN Spread-Spectrum Systems--Part I: Linear Prediction Filters | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3344647 | 1984-01-01 | Paper |
| Sampling designs for the detection of signals in noise | 1983-01-01 | Paper |
| Probability density estimation from sampled data | 1983-01-01 | Paper |
| Non-parametric covariance estimation from irregularly-spaced data | 1983-01-01 | Paper |
| The application of random reference sequences to the reconstruction of clipped differentiable signals | 1982-01-01 | Paper |
| Truncation error bounds for the cardinal sampling expansion of band-limited signals | 1982-01-01 | Paper |
| Polynomial Interpolation of Randomly Sampled Bandlimited Functions and Processes | 1982-01-01 | Paper |
| Consistent estimation of continuous-time signals from nonlinear transformations of noisy samples | 1981-01-01 | Paper |
| The reconstruction of analog signals from the sign of their noisy samples | 1981-01-01 | Paper |
| Discrete-time spectral estimation of continuous-time processes The orthogonal series method | 1980-01-01 | Paper |
| Signal identification after noisy nonlinear transformations | 1980-01-01 | Paper |
| On the reconstruction of the covariance of stationary Gaussian processes observed through zero-memory nonlinearities--Part II (Corresp.) | 1980-01-01 | Paper |
| Poisson sampling and spectral estimation of continuous-time processes | 1978-01-01 | Paper |
| On the reconstruction of the covariance of stationary Gaussian processes observed through zero-memory nonlinearities | 1978-01-01 | Paper |
| Spectral estimation of continuous-time processes: Performance comparison between periodic and Poisson sampling schemes | 1978-01-01 | Paper |
| Alias-free sampling: An alternative conceptualization and its applications | 1978-01-01 | Paper |
| Distortionless demodulation of narrow-band single-sideband angle modulated signals | 1977-01-01 | Paper |
| A note on Gaussian processes and zero-memory non-linear transformations | 1977-01-01 | Paper |
| Bandlimited processes and certain nonlinear transformations | 1976-01-01 | Paper |
| Zakai’s Class of Bandlimited Functions and Processes: Its Characterization and Properties | 1976-01-01 | Paper |
| Discrete-time spectral estimation of continuous-parameter processes -- A new consistent estimate | 1976-01-01 | Paper |
| A Consistent Estimate of the Spectrum by Random Sampling of the Time Series | 1975-01-01 | Paper |
| Delta Modulation of the Wiener Process | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4403211 | 1974-01-01 | Paper |
| The Representation of Stochastic Processes without Loss of Information | 1973-01-01 | Paper |
| An extension of Szasz's theorem and its application | 1973-01-01 | Paper |
| The recovery of distorted band-limited stochastic processes | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4091178 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5626000 | 1972-01-01 | Paper |
| On Covariance Functions of Unit Processes | 1972-01-01 | Paper |
| Linear transformations and the preservation of completeness | 1972-01-01 | Paper |
| Erratum: On the representation of weakly continuous stochastic processes | 1972-01-01 | Paper |
| Random sampling and reconstruction of spectra | 1971-01-01 | Paper |
| On the representation of weakly continuous stochastic processes | 1971-01-01 | Paper |
| Optimum prefiltering in randomly sampled data systems | 1970-01-01 | Paper |
| Expansion of multivariate weakly stationary stochastic processes | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4043870 | 1969-01-01 | Paper |
| Bases in Hilbert Space Related to the Representation of Stationary Operators | 1968-01-01 | Paper |
| Series expansion of wide-sense stationary random processes | 1968-01-01 | Paper |
