| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q6183175 | 2024-01-26 | Paper |
| On ruin probabilities with investments in a risky asset with a regime-switching price | 2022-09-26 | Paper |
| Adaptive efficient estimation for generalized semi-Markov big data models | 2022-08-17 | Paper |
| Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty | 2022-06-27 | Paper |
| Model selection for the robust efficient signal processing observed with small Lévy noise | 2021-05-03 | Paper |
| Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process | 2019-12-27 | Paper |
| Robust adaptive efficient estimation for semi-Markov nonparametric regression models | 2019-07-26 | Paper |
| Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series | 2019-04-29 | Paper |
| Sharp non asymptotic oracle inequalities for non parametric computerized tomography model | 2018-11-21 | Paper |
| Robust adaptive efficient estimation for a semi-Markov continuous time regression from discrete data | 2017-10-29 | Paper |
| Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters | 2016-12-07 | Paper |
| In the insurance business risky investments are dangerous: the case of negative risk sums | 2016-05-23 | Paper |
| The ruin problem for L\'evy-driven linear stochastic equations with applications to actuarial models with negative risk sums | 2016-04-21 | Paper |
| General model selection estimation of a periodic regression with a Gaussian noise | 2016-02-01 | Paper |
| Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions | 2015-10-30 | Paper |
| Estimation of a Regression with the Pulse Type Noise from Discrete Data | 2014-11-28 | Paper |
| Robust model selection for a semimartingale continuous time regression from discrete data | 2014-11-07 | Paper |
| Geometric ergodicity for classes of homogeneous Markov chains | 2014-09-04 | Paper |
| Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression | 2014-08-04 | Paper |
| Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises | 2014-03-10 | Paper |
| Optimal consumption and investment for markets with random coefficients | 2013-04-02 | Paper |
| Efficient robust nonparametric estimation in a semimartingale regression model | 2013-01-11 | Paper |
| Uniform concentration inequality for ergodic diffusion processes observed at discrete times | 2012-11-15 | Paper |
| Adaptive sequential estimation for ergodic diffusion processes in quadratic metric | 2011-07-22 | Paper |
| Geometric ergodicity for families of homogeneous Markov chains | 2010-02-11 | Paper |
| Optimal consumption and investment with bounded downside risk for power utility functions | 2010-02-05 | Paper |
| Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions | 2010-01-13 | Paper |
| Erratum to: ``Ruin probability in the presence of risky investments [Stochastic Process Appl. 116 (2006) 267-278] | 2009-02-19 | Paper |
| Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models | 2009-02-18 | Paper |
| Improved model selection method for a regression function with dependent noise | 2007-10-24 | Paper |
| Asymptotically efficient sequential kernel estimates of the drift coefficient in ergodic diffusion processes | 2007-09-10 | Paper |
| Uniform concentration inequality for ergodic diffusion processes | 2007-06-26 | Paper |
| Nonparametric sequential estimation of the drift in diffusion processes via model selection | 2007-04-27 | Paper |
| Extremal behaviour of models with multivariate random recurrence representation | 2007-04-16 | Paper |
| Asymptotically efficient estimates for nonparametric regression models | 2006-06-16 | Paper |
| Ruin probability in the presence of risky investments | 2006-04-28 | Paper |
| Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes | 2005-10-17 | Paper |
| The tail of the stationary distribution of a random coefficient \(\text{AR}(q)\) model. | 2004-09-15 | Paper |
| Renewal theory for functionals of a Markov chain with compact state space. | 2004-07-01 | Paper |
| Limit theorem for Leland's strategy | 2004-03-21 | Paper |
| Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise | 2004-02-03 | Paper |
| Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations | 2003-09-25 | Paper |
| Sequential nonparametric adaptive estimation of the drift coefficient in diffusion processes | 2003-02-10 | Paper |
| On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process. | 2003-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4788298 | 2003-01-21 | Paper |
| In the insurance business risky investments are dangerous | 2002-12-01 | Paper |
| Asymptotic expansions for the stochastic approximation averaging procedure in continuous time | 2002-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251568 | 2000-06-13 | Paper |
| On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process | 2000-01-11 | Paper |
| The Prescribed Precision Estimators of the AutoregressionParameter Using the Generalized Least Square Method | 1998-09-10 | Paper |
| Guaranteed estimation of a periodic signal distorted by an autoregressive noise with unknown parameters. | 1998-08-19 | Paper |
| On Convergence of Attainability Sets for Controlled Two-Scale Stochastic Linear Systems | 1998-06-07 | Paper |
| On guaranteed estimation of the mean of an autoregressive process | 1998-01-08 | Paper |
| Sequential Generlized Least squares Estimator For An Autoressive parameter | 1997-08-28 | Paper |
| Guaranteed estimation of linear regression parameters under dependent disturbances | 1997-01-01 | Paper |
| On the estimation of an autoregressive parameter on the basis of the generalized method of least squares | 1996-10-15 | Paper |
| Large deviations for solutions of singularly perturbed stochastic differential equations | 1996-09-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4871596 | 1996-05-14 | Paper |
| Martingale-difference Gibbs random fields and central limit theorem | 1994-04-26 | Paper |
| Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems | 1994-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4695458 | 1993-06-29 | Paper |
| ON Optimality the Feosd-Accuracy Estimate Op Theparameter In Ah Explosive Autoregressive Process Op The First Order | 1993-05-16 | Paper |
| Sequential Estimation of the Parameter of a Stochastic Difference Equation with Random Coefficients | 1993-04-01 | Paper |
| SINGULAR PERTURBATIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS | 1992-09-26 | Paper |
| Sets of accessibility for controlled stochastic differential equations | 1992-09-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3975859 | 1992-06-26 | Paper |
| Optimal control of singularly perturbed stochastic linear systems | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5202880 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3201185 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3203788 | 1990-01-01 | Paper |
| Truncated sequential estimation of the parameters in a random regression | 1990-01-01 | Paper |
| On Truncatd sequential estimation of the drifting parametermean in the first order autoregressive models | 1990-01-01 | Paper |
| Guaranteed parameter estimation in unstable dynamic systems | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3468488 | 1986-01-01 | Paper |
| On the duration of sequential estimation of parameters of stochastic processes in discretetime | 1986-01-01 | Paper |
| Sequential estimation of parameters of diffusion processes | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3681777 | 1985-01-01 | Paper |
| Estimation of the number of observations in the sequential parameter identification of dynamical systems | 1984-01-01 | Paper |
| Sequential identification procedures for the parameters of dynamic systems | 1981-01-01 | Paper |
