Publikationen von Mitgliedern des Instituts für Stochastik

Ebner, B.; Jiménez-Gamero, M. D.; Milošević, B.
Efficient eigenvalue approximation in covariance operators via Rayleigh–Ritz with statistical applications
2025. Statistical Papers, 66 (6), Art.-Nr.: 135. doi:10.1007/s00362-025-01751-5

Böröczky, K. J.; Fodor, F.; Hug, D.
Strengthened inequalities for the mean width and the -norm of origin symmetric convex bodies
2025. Mathematische Annalen, 393 (1), 271–316. doi:10.1007/s00208-025-03228-0

Fasen-Hartmann, V.; Schenk, L.
Partial correlation graphs for continuous-parameter time series
2025. Metrika, 88 (6), 1425–1460. doi:10.1007/s00184-025-00992-6

Nikolaev, P.; Prömel, D. J.; Trabs, M.
Characterization of Besov spaces with dominating mixed smoothness by differences
2025. Mathematische Nachrichten, 298 (7), 2116–2151. doi:10.1002/mana.202400122

Das, B.; Fasen-Hartmann, V.
Measuring risk contagion in financial networks with CoVaR
2025. Finance and Stochastics, 29 (3), 707–755. doi:10.1007/s00780-025-00564-6

Bühler, T.; Hug, D.
Intersections of Poisson k -flats in hyperbolic space: Completing the picture
2025. Stochastic Processes and their Applications, 185, Art.-Nr.: 104613. doi:10.1016/j.spa.2025.104613

Fasen-Hartmann, V.; Schenk, L.
Mixed orthogonality graphs for continuous‐time state space models and orthogonal projections
2025. Journal of Time Series Analysis, 46 (4), 692–726. doi:10.1111/jtsa.12787

Artstein-Avidan, S.; Hug, D.; Werner, E. M.
Convex Geometry and its Applications
2025. Oberwolfach Reports, 21 (4), 3301–3376. doi:10.4171/OWR/2024/58

Brehmer, J. R.; Kraus, K.; Gneiting, T.; Herrmann, M.; Marzocchi, W.
Enhancing the Statistical Evaluation of Earthquake Forecasts—An Application to Italy
2025. Seismological Research Letters, 96 (3), 1966 – 1988. doi:10.1785/0220240209

Klar, B.
A Pareto Tail Plot Without Moment Restrictions
2025. The American Statistician, 79 (2), 156–166. doi:10.1080/00031305.2024.2413081

Bäuerle, N.; Jaskiewicz, A.; Nowak, A. S.
Mean–Variance optimization in discrete-time decision processes with general utility function
2025. Automatica, 174, Art.-Nr.: 112142. doi:10.1016/j.automatica.2025.112142

Eberl, A.; Klar, B.
Measures of kurtosis: inadmissible for asymmetric distributions?
2025. Metrika, 88 (3), 365–391. doi:10.1007/s00184-024-00959-z

Rataj, J.; Winter, S.
On volume and surface area of parallel sets. II. Surface measures and (non)differentiability of the volume
2025. Bulletin of the London Mathematical Society, 57 (3), 895–912. doi:10.1112/blms.70006

Holzmann, H.; Klar, B.
Lancaster correlation: A new dependence measure linked to maximum correlation
2025. Scandinavian Journal of Statistics, 52 (1), 145–169. doi:10.1111/sjos.12733

Ehrenreich-Petersen, E.; Massani, B.; Engler, T.; Pardo, O. S.; Glazyrin, K.; Giordano, N.; Hagemann, J.; Sneed, D.; Fedotenko, T.; Campbell, D. J.; Wendt, M.; Wenz, S.; Schroer, C. G.; Trabs, M.; McWilliams, R. S.; Liermann, H.-P.; Jenei, Z.; O’Bannon, E. F.
X-ray phase contrast imaging and diffraction in the laser-heated diamond anvil cell: A case study on the high-pressure melting of Pt
2025. Results in Physics, 69, Art.-Nr.: 108132. doi:10.1016/j.rinp.2025.108132

Last, G.; Molchanov, I.
Poisson hulls
2025. Bernoulli, 31 (1), 359 – 387. doi:10.3150/24-BEJ1731

Hug, D.; Reichert, P. A.
Extremizers of the Alexandrov–Fenchel inequality within a new class of convex bodies
2025. Advances in Geometry, 25 (1), 13 – 38. doi:10.1515/advgeom-2024-0030

Eberl, A.; Klar, B.
Defining Dispersion: A Fundamental Order for Univariate Discrete Distributions
2025. Latin American Journal of Probability and Mathematical Statistics, 22 (2), 859–888. doi:10.30757/ALEA.v22-34

Bäuerle, N.; Göll, T.
Relative portfolio optimization via a value at risk based constraint
2025. Decisions in economics and finance. doi:10.1007/s10203-025-00541-w

Fasen-Hartmann, V.; Schenk, L.
Mixed orthogonality graphs for continuous-time stationary processes
2025. Stochastic Processes and their Applications, 179, 104501. doi:10.1016/j.spa.2024.104501

Bäuerle, N.; Jaśkiewicz, A.
Time-consistency in the mean-variance problem: A new perspective
2025. IEEE Transactions on Automatic Control, 70 (1), 251–262. doi:10.1109/TAC.2024.3420413

Hug, D.; Reichert, P. A.
The support of mixed area measures involving a new class of convex bodies
2024. Journal of Functional Analysis, 287 (11), 110622. doi:10.1016/j.jfa.2024.110622

Walz, E.-M.; Knippertz, P.; Fink, A. H.; Köhler, G.; Gneiting, T.
Physics-Based vs Data-Driven 24-Hour Probabilistic Forecasts of Precipitation for Northern Tropical Africa
2024. Monthly Weather Review, 152 (9), 2011–2031. doi:10.1175/MWR-D-24-0005.1

Janák, J.; Reiß, M.
Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
2024. Stochastic Processes and their Applications, 175, Art.-Nr.: 104385. doi:10.1016/j.spa.2024.104385

Das, B.; Fasen-Hartmann, V.
On heavy-tailed risks under Gaussian copula: The effects of marginal transformation
2024. Journal of Multivariate Analysis, 202, Artkl.Nr.: 105310. doi:10.1016/j.jmva.2024.105310

Dimitriadis, T.; Gneiting, T.; Jordan, A. I.; Vogel, P.
Evaluating probabilistic classifiers: The triptych
2024. International Journal of Forecasting, 40 (3), 1101–1122. doi:10.1016/j.ijforecast.2023.09.007

Acuña Espinoza, E.; Loritz, R.; Álvarez Chaves, M.; Bäuerle, N.; Ehret, U.
To bucket or not to bucket? Analyzing the performance and interpretability of hybrid hydrological models with dynamic parameterization
2024. Hydrology and Earth System Sciences, 28 (12), 2705 – 2719. doi:10.5194/hess-28-2705-2024

Last, G.; Molchanov, I.; Schulte, M.
Normal Approximation of Kabanov–Skorohod Integrals on Poisson Spaces
2024. Journal of Theoretical Probability, 37 (2), 1124–1167. doi:10.1007/s10959-023-01287-0

Bäuerle, N.; Mahayni, A.
Optimal investment in ambiguous financial markets with learning
2024. European Journal of Operational Research, 315 (1), 393–410. doi:10.1016/j.ejor.2024.01.022

Iwashita, T.; Klar, B.
A gamma tail statistic and its asymptotics
2024. Statistica Neerlandica, 78 (2), 264–280. doi:10.1111/stan.12316

Bäuerle, N.; Jaśkiewicz, A.
Markov decision processes with risk-sensitive criteria: an overview
2024. Mathematical Methods of Operations Research, 99, 141–178. doi:10.1007/s00186-024-00857-0

Hug, D.; Schneider, R.
Vectorial analogues of Cauchy’s surface area formula
2024. Archiv der Mathematik, 122 (3), 343–352. doi:10.1007/s00013-023-01962-y

Walz, E.-M.; Henzi, A.; Ziegel, J.; Gneiting, T.
Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output
2024. SIAM Review, 66 (1), 91–122. doi:10.1137/22M1541915

Bartha, F. A.; Bencs, F.; Böröczky, K. J.; Hug, D.
Extremizers and Stability of the Betke–Weil Inequality
2024. Michigan Mathematical Journal, 74 (1), 45 – 71. doi:10.1307/mmj/20216063

Brehmer, J. R.; Gneiting, T.; Herrmann, M.; Marzocchi, W.; Schlather, M.; Strokorb, K.
Comparative evaluation of point process forecasts
2024. Annals of the Institute of Statistical Mathematics, 76 (1), 47–71. doi:10.1007/s10463-023-00875-5

Eberl, A.; Klar, B.
Centre-free kurtosis orderings for asymmetric distributions
2024. Statistical Papers, 65 (1), 415–433. doi:10.1007/s00362-023-01403-6

Ebner, B.; Eid, L.; Klar, B.
Cauchy or not Cauchy? New goodness-of-fit tests for the Cauchy distribution
2024. Statistical Papers, 65 (1), 45–78. doi:10.1007/s00362-022-01382-0

Abebe, B.; Chebunin, M.; Kovalevskii, A.
Text Segmentation Via Processes that Count the Number of Different Words Forward and Backward
2024. Journal of Quantitative Linguistics, 31 (1), 1–18. doi:10.1080/09296174.2023.2275342

Arnold, S.; Walz, E.-M.; Ziegel, J.; Gneiting, T.
Decompositions of the mean continuous ranked probability score
2024. Electronic Journal of Statistics, 18 (2), 4992–5044. doi:10.1214/24-EJS2316

Bieringer, S.; Kasieczka, G.; Kieseler, J.; Trabs, M.
Classifier surrogates: sharing AI-based searches with the world
2024. The European Physical Journal C, 84 (9), Art.-Nr.: 972. doi:10.1140/epjc/s10052-024-13353-w

Bosch, T.; Winter, S.
On the Radial Growth of Ballistic Aggregation and Other Aggregation Models
2024. Journal of Statistical Physics, 191 (4), Art.-Nr.: 42. doi:10.1007/s10955-024-03256-1

Bäuerle, N.; Göll, T.
Nash equilibria for relative investors with (non)linear price impact
2024. Mathematics and Financial Economics, 18, 27–48. doi:10.1007/s11579-024-00356-0

Ebner, B.; Henze, N.; Meintanis, S.
A unified approach to goodness-of-fit testing for spherical and hyperspherical data
2024. Statistical Papers, 65, 3447–3475. doi:10.1007/s00362-024-01529-1

Last, G.
Tail processes and tail measures: An approach via Palm calculus
2023. Extremes, 26 (4), 715–746. doi:10.1007/s10687-023-00472-y

Ebner, B.; Fischer, A.; Henze, N.; Mayer, C.
Goodness-of-fit tests for the Weibull distribution based on the Laplace transform and Stein’s method
2023. Annals of the Institute of Statistical Mathematics, 75 (6), 1011–1038. doi:10.1007/s10463-023-00873-7

Dörr, F.; Bauer, J.; Tran, H. V.; Norra, S.; Nestmann, F.
Vietnam’s Mekong Delta - Land Subsidence due to Groundwater Overexploitation; [Vietnams Mekong-Delta - Landsenkung infolge von Grundwasserübernutzung]
2023. WASSERWIRTSCHAFT, 113 (11), 52 – 56. doi:10.1007/s35147-023-1922-3

Betken, C.; Hug, D.; Thäle, C.
Intersections of Poisson -flats in constant curvature spaces
2023. Stochastic Processes and their Applications, 165, 96 – 129. doi:10.1016/j.spa.2023.08.001

Allison, J. S.; Ebner, B.; Smuts, M.
Logistic or not Logistic?
2023. Statistica Neerlandica, 77 (4), 429–443. doi:10.1111/stan.12292

Last, G.; Peccati, G.; Yogeshwaran, D.
Phase transitions and noise sensitivity on the Poisson space via stopping sets and decision trees
2023. Random Structures & Algorithms, 63 (2), 457–511. doi:10.1002/rsa.21136

Bäuerle, N.
Mean Field Markov Decision Processes
2023. Applied Mathematics & Optimization, 88 (1), Art.-Nr.: 12. doi:10.1007/s00245-023-09985-1

Ebner, B.
The test of exponentiality based on the mean residual life function revisited
2023. Journal of Nonparametric Statistics, 35 (3), 601–621. doi:10.1080/10485252.2023.2178831

Ebner, B.; Henze, N.
Bahadur Efficiencies of the Epps–Pulley Test for Normality
2023. Journal of Mathematical Sciences (United States), 273 (5), 861–870. doi:10.1007/s10958-023-06547-2

Hoffmann, M.; Trabs, M.
Dispersal density estimation across scales
2023. The Annals of Statistics, 51 (3), 1258–1281. doi:10.1214/23-AOS2290

Schulz, B.; Lerch, S.
Corrigendum: Machine Learning Methods for Postprocessing Ensemble Forecasts of Wind Gusts: A Systematic Comparison
2023. Monthly Weather Review, 151 (5), 1321–1322. doi:10.1175/MWR-D-23-0010.1

Betsch, S.; Last, G.
On the uniqueness of Gibbs distributions with a non-negative and subcritical pair potential
2023. Annales de l’institut Henri Poincare (B) Probability and Statistics, 59 (2), 706–725. doi:10.1214/22-AIHP1265

Gneiting, T.; Wolffram, D.; Resin, J.; Kraus, K.; Bracher, J.; Dimitriadis, T.; Hagenmeyer, V.; Jordan, A. I.; Lerch, S.; Phipps, K.; Schienle, M.
Model Diagnostics and Forecast Evaluation for Quantiles
2023. Annual Review of Statistics and Its Application, 10. doi:10.1146/annurev-statistics-032921-020240

Gneiting, T.; Lerch, S.; Schulz, B.
Probabilistic solar forecasting: Benchmarks, post-processing, verification
2023. Solar Energy, 252, 72–80. doi:10.1016/j.solener.2022.12.054

Schaller, F. M.; Punzmann, H.; Schröder-Turk, G. E.; Saadatfar, M.
Mixing properties of bi-disperse ellipsoid assemblies: mean-field behaviour in a granular matter experiment
2023. Soft Matter, 19 (5), 951–958. doi:10.1039/d2sm00922f

Anastasiou, A.; Barp, A.; Briol, F.-X.; Ebner, B.; Gaunt, R. E.; Ghaderinezhad, F.; Gorham, J.; Gretton, A.; Ley, C.; Liu, Q.; Mackey, L.; Oates, C. J.; Reinert, G.; Swan, Y.
Stein’s Method Meets Computational Statistics: A Review of Some Recent Developments
2023. Statistical Science, 38 (1), 120–139. doi:10.1214/22-STS863

Eckstein, S.; Iske, A.; Trabs, M.
Dimensionality Reduction and Wasserstein Stability for Kernel Regression
2023. Journal of Machine Learning Research, 24

Bäuerle, N.; Chen, A.
Optimal Investment under Partial Information and Robust VAR-Type Constraint
2023. International journal of theoretical and applied finance, 26 (4-5), Art.-Nr.: 04n05. doi:10.1142/S0219024923500176

Bäuerle, N.; Barz, C.
Risk-Sensitive Markov Decision Processes
2023. Encyclopedia of Optimization. Ed.: P. Pardalos, 1–9. doi:10.1007/978-3-030-54621-2_819-1

Colesanti, A.; Hug, D.
Geometric and Functional Inequalities
2023. Convex Geometry : Cetraro, Italy 2021. Ed.: A. Colesanti, 79–158, Springer Nature Switzerland. doi:10.1007/978-3-031-37883-6_3

Gneiting, T.; Resin, J.
Regression diagnostics meets forecast evaluation: conditional calibration, reliability diagrams, and coefficient of determination
2023. Electronic Journal of Statistics, 17 (2), 3226–3286. doi:10.1214/23-EJS2180

Eisenstein, L.; Schulz, B.; Pinto, J. G.; Knippertz, P.
Identification of high-wind features within extratropical cyclones using a probabilistic random forest – Part 2: Climatology over Europe
2023. Weather and Climate Dynamics, 4 (4), 981–999. doi:10.5194/wcd-4-981-2023

Rataj, J.; Winter, S.; Zähle, M.
Mean Lipschitz–Killing curvatures for homogeneous random fractals
2023. Journal of Fractal Geometry, 10 (1), 1 – 42. doi:10.4171/JFG/124

Betsch, S.
Structural Properties of Gibbsian Point Processes in Abstract Spaces
2023. Journal of Theoretical Probability, 36, 2501–2563. doi:10.1007/s10959-023-01262-9

Last, G.; Thorisson, H.
Transportation of diffuse random measures on Rd
2023. Latin American Journal of Probability and Mathematical Statistics, 20 (1), 577–592. doi:10.30757/ALEA.v20-21

Eberl, A.; Klar, B.
Stochastic orders and measures of skewness and dispersion based on expectiles
2023. Statistical Papers, 64 (2), 509–527. doi:10.1007/s00362-022-01331-x

Hug, D.; Santilli, M.
Curvature measures and soap bubbles beyond convexity
2022. Advances in Mathematics, 411 (Part A), Art.-Nr.: 108802. doi:10.1016/j.aim.2022.108802

US COVID-19 Forecast Hub Consortium; Cramer, E. Y.; Huang, Y.; Wang, Y.; Ray, E. L.; Cornell, M.; Bracher, J.; Brennen, A.; Rivadeneira, A. J. C.; Gerding, A.; House, K.; Jayawardena, D.; Kanji, A. H.; Khandelwal, A.; Le, K.; Mody, V.; Mody, V.; Niemi, J.; Stark, A.; Shah, A.; Wattanchit, N.; Zorn, M. W.; Reich, N. G.; Gneiting, T.; Mühlemann, A.; Gu, Y.; Chen, Y.; Chintanippu, K.; Jivane, V.; Khurana, A.; Kumar, A.; Lakhani, A.; Mehrotra, P.; Pasumarty, S.; Shrivastav, M.; You, J.; Bannur, N.; Deva, A.; Jain, S.; Kulkarni, M.; Merugu, S.; Raval, A.; Shingi, S.; Tiwari, A.; White, J.; Adiga, A.; Hurt, B.; Lewis, B.; Marathe, M.; Peddireddy, A. S.; Porebski, P.; Venkatramanan, S.; Wang, L.; Dahan, M.; Fox, S.; Gaither, K.; Lachmann, M.; Meyers, L. A.; Scott, J. G.; Tec, M.; Woody, S.; Srivastava, A.; Xu, T.; Cegan, J. C.; Dettwiller, I. D.; England, W. P.; Farthing, M. W.; George, G. E.; Hunter, R. H.; Lafferty, B.; Linkov, I.; Mayo, M. L.; Parno, M. D.; Rowland, M. A.; Trump, B. D.; Chen, S.; Faraone, S. V.; Hess, J.; Morley, C. P.; Salekin, A.; Wang, D.; Zhang-James, Y.; Baer, T. M.; Corsetti, S. M.; Eisenberg, M. C.; Falb, K.; Huang, Y.; Martin, E. T.; McCauley, E.; Myers, R. L.; Schwarz, T.; Gibson, G. C.; Sheldon, D.; Gao, L.; Ma, Y.; Wu, D.; Yu, R.; Jin, X.; Wang, Y.-X.; Yan, X.; Chen, Y.; Guo, L.; Zhao, Y.; Chen, J.; Gu, Q.; Wang, L.; Xu, P.; Zhang, W.; Zou, D.; Chattopadhyay, I.; Huang, Y.; Lu, G.; Pfeiffer, R.; Sumner, T.; Wang, D.; Wang, L.; Zhang, S.; Zou, Z.; Biegel, H.; Lega, J.; Hussain, F.; Khan, Z.; Van Bussel, F.; McConnell, S.; Guertin, S. L.; Hulme-Lowe, C.; Nagraj, V. P.; Turner, S. D.; Bejar, B.; Choirat, C.; Flahault, A.; Krymova, E.; Lee, G.; Manetti, E.; Namigai, K.; Obozinski, G.; Sun, T.; Thanou, D.; Ban, X.; Shi, Y.; Walraven, R.; Hong, Q.-J.; van de Walle, A.; Ben-Nun, M.; Riley, S.; Riley, P.; Turtle, J.; Cao, D.; Galasso, J.; Cho, J. H.; Jo, A.; DesRoches, D.; Forli, P.; Hamory, B.; Koyluoglu, U.; Kyriakides, C.; Leis, H.; Milliken, J.; Moloney, M.; Morgan, J.; Nirgudkar, N.; Ozcan, G.; Piwonka, N.; Ravi, M.; Schrader, C.; Shakhnovich, E.; Siegel, D.; Spatz, R.; Stiefeling, C.; Wilkinson, B.; Wong, A.; Cavany, S.; España, G.; Moore, S.; Oidtman, R.; Perkins, A.; Ivy, J. S.; Mayorga, M. E.; Mele, J.; Rosenstrom, E. T.; Swann, J. L.; Kraus, A.; Kraus, D.; Bian, J.; Cao, W.; Gao, Z.; Ferres, J. L.; Li, C.; Liu, T.-Y.; Xie, X.; Zhang, S.; Zheng, S.; Chinazzi, M.; Vespignani, A.; Xiong, X.; Davis, J. T.; Mu, K.; Piontti, A. P. y; Baek, J.; Farias, V.; Georgescu, A.; Levi, R.; Sinha, D.; Wilde, J.; Zheng, A.; Lami, O. S.; Bennouna, A.; Ndong, D. N.; Perakis, G.; Singhvi, D.; Spantidakis, I.; Thayaparan, L.; Tsiourvas, A.; Weisberg, S.; Jadbabaie, A.; Sarker, A.; Shah, D.; Celi, L. A.; Penna, N. D.; Sundar, S.; Berlin, A.; Gandhi, P. D.; McAndrew, T.; Piriya, M.; Chen, Y.; Hlavacek, W.; Lin, Y. T.; Mallela, A.; Miller, E.; Neumann, J.; Posner, R.; Wolfinger, R.; Castro, L.; Fairchild, G.; Michaud, I.; Osthus, D.; Wolffram, D.; Karlen, D.; Panaggio, M. J.; Kinsey, M.; Mullany, L. C.; Rainwater-Lovett, K.; Shin, L.; Tallaksen, K.; Wilson, S.; Brenner, M.; Coram, M.; Edwards, J. K.; Joshi, K.; Klein, E.; Hulse, J. D.; Grantz, K. H.; Hill, A. L.; Kaminsky, K.; Kaminsky, J.; Keegan, L. T.; Lauer, S. A.; Lee, E. C.; Lemaitre, J. C.; Lessler, J.; Meredith, H. R.; Perez-Saez, J.; Shah, S.; Smith, C. P.; Truelove, S. A.; Wills, J.; Gardner, L.; Marshall, M.; Nixon, K.; Burant, J. C.; Budzinski, J.; Chiang, W.-H.; Mohler, G.; Gao, J.; Glass, L.; Qian, C.; Romberg, J.; Sharma, R.; Spaeder, J.; Sun, J.; Xiao, C.; Gao, L.; Gu, Z.; Kim, M.; Li, X.; Wang, Y.; Wang, G.; Wang, L.; Yu, S.; Jain, C.; Bhatia, S.; Nouvellet, P.; Barber, R.; Gaikedu, E.; Hay, S.; Lim, S.; Murray, C.; Pigott, D.; Reiner, R. C.; Baccam, P.; Gurung, H. L.; Stage, S. A.; Suchoski, B. T.; Fong, C.-Y.; Yeung, D.-Y.; Adhikari, B.; Cui, J.; Prakash, B. A.; Rodríguez, A.; Tabassum, A.; Xie, J.; Asplund, J.; Baxter, A.; Keskinocak, P.; Oruc, B. E.; Serban, N.; Arik, S. O.; Dusenberry, M.; Epshteyn, A.; Kanal, E.; Le, L. T.; Li, C.-L.; Pfister, T.; Sinha, R.; Tsai, T.; Yoder, N.; Yoon, J.; Zhang, L.; Wilson, D.; Belov, A. A.; Chow, C. C.; Gerkin, R. C.; Yogurtcu, O. N.; Ibrahim, M.; Lacroix, T.; Le, M.; Liao, J.; Nickel, M.; Sagun, L.; Abbott, S.; Bosse, N. I.; Funk, S.; Hellewell, J.; Meakin, S. R.; Sherratt, K.; Kalantari, R.; Zhou, M.; Karimzadeh, M.; Lucas, B.; Ngo, T.; Zoraghein, H.; Vahedi, B.; Wang, Z.; Sen Pei; Shaman, J.; Yamana, T. K.; Bertsimas, D.; Li, M. L.; Soni, S.; Bouardi, H. T.; Adee, M.; Ayer, T.; Chhatwal, J.; Dalgic, O. O.; Ladd, M. A.; Linas, B. P.; Mueller, P.; Xiao, J.; Bosch, J.; Wilson, A.; Zimmerman, P.; Wang, Q.; Wang, Y.; Xie, S.; Zeng, D.; Bien, J.; Brooks, L.; Green, A.; Hu, A. J.; Jahja, M.; McDonald, D.; Narasimhan, B.; Politsch, C.; Rajanala, S.; Rumack, A.; Simon, N.; Tibshirani, R. J.; Tibshirani, R.; Ventura, V.; Wasserman, L.; Drake, J. M.; O’Dea, E. B.; Abu-Mostafa, Y.; Bathwal, R.; Chang, N. A.; Chitta, P.; Erickson, A.; Goel, S.; Gowda, J.; Jin, Q.; Jo, H.; Kim, J.; Kulkarni, P.; Lushtak, S. M.; Mann, E.; Popken, M.; Soohoo, C.; Tirumala, K.; Tseng, A.; Varadarajan, V.; Vytheeswaran, J.; Wang, C.; Yeluri, A.; Yurk, D.; Zhang, M.; Zlokapa, A.; Pagano, R.; Jain, C.; Tomar, V.; Ho, L.; Huynh, H.; Tran, Q.; Lopez, V. K.; Walker, J. W.; Slayton, R. B.; Johansson, M. A.; Biggerstaff, M.; Reich, N. G.
The United States COVID-19 Forecast Hub dataset
2022. Scientific Data, 9 (1), Art.-Nr.: 462. doi:10.1038/s41597-022-01517-w

Chenavier, N.; Henze, N.; Otto, M.
Limit laws for large kth-nearest neighbor balls
2022. Journal of Applied Probability, 59 (3), 880–894. doi:10.1017/jpr.2021.92

Bäuerle, N.; Glauner, A.
Distributionally Robust Markov Decision Processes and Their Connection to Risk Measures
2022. Mathematics of operations research, 47 (3), 707–2545. doi:10.1287/moor.2021.1187

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Regularly varying functions, generalized contents, and the spectrum of fractal strings
2019. Horizons of fractal geometry and complex dimensions : 2016 Summer School on Fractal Geometry and Complex Dimensions, June 21–29, 2016, California Polytechnic State University, San Luis Obispo, California. Ed.: R. Niemeyer, 63–94, American Mathematical Society (AMS). doi:10.1090/conm/731/14673

Böröczky, K. J.; Fodor, F.; Hug, D.
Strengthened volume inequalities for zonoids of even isotropic measures
2019. Transactions of the American Mathematical Society, 371 (1), 505–548. doi:10.1090/tran/7299

Henze, N.; Last, G.
Absent-Minded Passengers
2019. The American mathematical monthly, 126 (10), 867–875. doi:10.1080/00029890.2019.1656024

Spengler, C.; Nolle, F.; Mischo, J.; Faidt, T.; Grandthyll, S.; Thewes, N.; Koch, M.; Müller, F.; Bischoff, M.; Klatt, M. A.; Jacobs, K.
Strength of bacterial adhesion on nanostructured surfaces quantified by substrate morphometry
2019. Nanoscale, 11 (42), 19713–19722. doi:10.1039/c9nr04375f

Bäuerle, N.; Chen, A.
Optimal retirement planning under partial information
2019. Statistics & risk modeling, 36 (1-4), 37–55. doi:10.1515/strm-2018-0027

Jordan, A.; Krüger, F.; Lerch, S.
Evaluating Probabilistic Forecasts with
2019. Journal of statistical software, 90 (12), 1–37. doi:10.18637/jss.v090.i12

Hug, D.; Weil, W.
Determination of Boolean models by densities of mixed volumes
2019. Advances in applied probability, 51 (1), 116–135. doi:10.1017/apr.2019.5

Last, G.; Szekli, R.
On negative association of some finite point processes on general state spaces
2019. Journal of applied probability, 56 (1), 139–152. doi:10.1017/jpr.2019.10

Feldmann, K.; Richardson, D. S.; Gneiting, T.
Grid- Versus Station-Based Postprocessing of Ensemble Temperature Forecasts
2019. Geophysical research letters, 46 (13), 7744–7751. doi:10.1029/2019GL083189

Das, B.; Fasen-Hartmann, V.
Conditional excess risk measures and multivariate regular variation
2019. Statistics & risk modeling, 36 (1-4), 1–23. doi:10.1515/strm-2018-0030

Hug, D.; Thäle, C.
Splitting tessellations in spherical spaces
2019. Electronic journal of probability, 24, 1–60. doi:10.1214/19-EJP267

Betsch, S.; Ebner, B.
A new characterization of the Gamma distribution and associated goodness-of-fit tests
2019. Metrika, 82 (7), 779–806. doi:10.1007/s00184-019-00708-7

Winter, S.
Localization results for Minkowski contents
2019. Journal of the London Mathematical Society, 99 (2), 553–582. doi:10.1112/jlms.12180

Rasp, S.; Lerch, S.
Neural Networks for Postprocessing Ensemble Weather Forecasts
2018. Monthly weather review, 146 (11), 3885–3900. doi:10.1175/MWR-D-18-0187.1

Last, G.; Penrose, M. D.
Lectures on the Poisson Process
2018. Cambridge University Press (CUP). doi:10.1017/9781316104477

Desmettre, S.; Grün, S.; Korn, R.
Can outstanding dividend payments be estimated by American options?
2018. Quantitative finance, 18 (9), 1437–1446. doi:10.1080/14697688.2017.1401226

Bellini, F.; Klar, B.; Müller, A.
Expectiles, Omega Ratios and Stochastic Ordering
2018. Methodology and computing in applied probability, 20 (3), 855–873. doi:10.1007/s11009-016-9527-2

Belomestny, D.; Trabs, M.
Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes
2018. Annales de l’Institut Henri Poincaré, Probabilités et Statistiques, 54 (3), 1584–1621. doi:10.1214/17-AIHP849

Trabs, M.
Bayesian inverse problems with unknown operators
2018. Inverse Problems, 34 (8), Article no: 085001. doi:10.1088/1361-6420/aac3aa

Desmettre, S.; Kock, J. de; Ruckdeschel, P.; Seifried, F. T.
Generalized Pareto processes and fund liquidity risk
2018. Quantitative finance, 18 (8), 1327–1343. doi:10.1080/14697688.2017.1410214

Henze, N.; Kirch, C.; Meintanis, S. G.
Special Issue with papers from the “3rd workshop on Goodness-of-fit and change-point problems”
2018. Metrika, 81 (6), 587–588. doi:10.1007/s00184-018-0677-9

Baran, S.; Lerch, S.
Combining predictive distributions for the statistical post-processing of ensemble forecasts
2018. International journal of forecasting, 34 (3), 477–496. doi:10.1016/j.ijforecast.2018.01.005

Ziesche, S.
Sharpness of the phase transition and lower bounds for the critical intensity in continuum percolation on
2018. Annales de l’Institut Henri Poincaré / B, 54 (2), 866–878. doi:10.1214/17-AIHP824

Ebner, B.; Henze, N.; Yukich, J. E.
Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances
2018. Journal of multivariate analysis, 165, 231–242. doi:10.1016/j.jmva.2017.12.009

Khmaladze, E.; Weil, W.
Fold-up derivatives of set-valued functions and the change-set problem: A Survey
2018. Annals of the Institute of Statistical Mathematics, 70 (1), 1–38. doi:10.1007/s10463-017-0628-7

Hirsch, C.; Last, G.
On Maximal Hard-Core Thinnings of Stationary Particle Processes
2018. Journal of statistical physics, 170 (3), 554–583. doi:10.1007/s10955-017-1943-3

Hug, D.; Weis, J. A.
Crofton Formulae for Tensorial Curvature Measures: The General Case
2018. Analytic Aspects of Convexity. Ed.: G. Bianchi, 39–60, Springer International Publishing. doi:10.1007/978-3-319-71834-7_3

Albrecher, H.; Bäuerle, N.; Bladt, M.
Dividends: From refracting to ratcheting
2018. Insurance, 83, 47–58. doi:10.1016/j.insmatheco.2018.09.003

Last, G.; Tang, W.; Thorisson, H.
Transporting random measures on the line and embedding excursions into Brownian motion
2018. Annales de l’Institut Henri Poincaré / B, 54 (4), 2286–2303. doi:10.1214/17-AIHP871

Gieringer, F.; Last, G.
Concentration inequalities for measures of a Boolean model
2018. Alea, 15 (1), 151–166. doi:10.30757/ALEA.v15-07

Ebner, B.; Henze, N.; Klatt, M. A.; Mecke, K.
Goodness-of-fit tests for complete spatial randomness based on Minkowski functionals of binary images
2018. Electronic journal of statistics, 12 (2), 2873–2904. doi:10.1214/18-EJS1467

Henze, N.
On the consistency of the spacings test for multivariate uniformity, including on manifolds
2018. Journal of applied probability, 55 (2), 659–665. doi:10.1017/jpr.2018.41

Kirch, C.; Weber, S.
Modified sequential change point procedures based on estimating functions
2018. Electronic journal of statistics, 12 (1), 1579–1613. doi:10.1214/18-EJS1431

Klatt, M. A.; Torquato, S.
Characterization of maximally random jammed sphere packings. III. Transport and electromagnetic properties via correlation functions
2018. Physical review / E, 97 (1), Art. Nr.: 012118. doi:10.1103/PhysRevE.97.012118

Bäuerle, N.; Jas̈kiewicz A.
Stochastic optimal growth model with risk sensitive preferences
2018. Journal of economic theory, 173, 181–200. doi:10.1016/j.jet.2017.11.005

Hug, D.; Rataj, J.
Mixed curvature measures of translative integral geometry
2018. Geometriae dedicata, 195, 101–120. doi:10.1007/s10711-017-0278-1

Eichinger, B.; Kirch, C.
A MOSUM procedure for the estimation of multiple random change points
2018. Bernoulli, 24 (1), 526–564. doi:10.3150/16-BEJ887

Holzmann, H.; Klar, B.
Focusing on regions of interest in forecast evaluation
2017. The annals of applied statistics, 11 (4), 2404–2431. doi:10.1214/17-AOAS1088

Holzmann, H.; Klar, B.
Discussion of “Elicitability and backtesting: Perspectives for banking regulation”
2017. The annals of applied statistics, 11 (4), 1875–1882. doi:10.1214/17-AOAS1041A

Last, G.; Ziesche, S.
On the Ornstein–Zernike equation for stationary cluster processes and the random connection model
2017. Advances in applied probability, 49 (4), 1260–1287. doi:10.1017/apr.2017.41

Iwashita, T.; Klar, B.; Amagai, M.; Hashiguchi, H.
A test procedure for uniformity on the Stiefel manifold based on projection
2017. Statistics & probability letters, 128, 89–96. doi:10.1016/j.spl.2017.04.027

Wilts, B. D.; Apeleo Zubiri, B.; Klatt, M. A.; Butz, B.; Fischer, M. G.; Kelly, S. T.; Spiecker, E.; Steiner, U.; Schröder-Turk, G. E.
Butterfly gyroid nanostructures as a time-frozen glimpse of intracellular membrane development
2017. Science advances, 3 (4), Art.Nr. e1603119. doi:10.1126/sciadv.1603119

Weil, W.; Goodey, P.; Hug, D.
Kinematic formulas for area measures
2017. Indiana University Mathematics Journal, 66 (3), 997–1018. doi:10.1512/iumj.2017.66.6047

Hug, D.; Schneider, R.
Tensor Valuations and Their Local Versions
2017. Tensor Valuations and Their Applications in Stochastic Geometry and Imaging. Ed.: E.V. Jensen, 27–65, Springer International Publishing. doi:10.1007/978-3-319-51951-7_2

Hug, D.; Klatt, M. A.; Last, G.; Schulte, M.
Second Order Analysis of Geometric Functionals of Boolean Models
2017. Tensor Valuations and Their Applications in Stochastic Geometry and Imaging. Ed.: E. Vedel Jensen, 339–383, Springer International Publishing. doi:10.1007/978-3-319-51951-7_12

Bäuerle, N.; Rieder, U.
Partially observable risk-sensitive Markov decision processes
2017. Mathematics of operations research, 42 (4), 1180–1196. doi:10.1287/moor.2016.0844

Hug, D.; Schneider, R.
SO(n) covariant local tensor valuations on polytopes
2017. Michigan mathematical journal, 66 (3), 637–659. doi:10.1307/mmj/1501034510

Klatt, M. A.; Last, G.; Mecke, K.; Redenbach, C.; Schaller, F. M.; Schröder-Turk, G. E.
Cell shape analysis of random tessellations based on Minkowski tensors
2017. Tensor Valuations and Their Applications in Stochastic Geometry and Imaging. Ed.: E. B. Vedel Jensen, 385–421, Springer. doi:10.1007/978-3-319-51951-7_13

Bernig, A.; Hug, D.
Integral geometry and algebraic structures for tensor valuations
2017. Tensor Valuations and Their Applications in Stochastic Geometry and Imaging. Ed.: E. B. Vedel Jensen, 79–109, Springer. doi:10.1007/978-3-319-51951-7_4

Hug, D.; Weis, J. A.
Crofton Formulae for Tensor-Valued Curvature Measures
2017. Tensor Valuations and Their Applications in Stochastic Geometry and Imaging. Ed.: E. B. Vedel Jensen, 111–156, Springer. doi:10.1007/978-3-319-51951-7_5

Last, G.; Penrose, M. D.; Zuyev, S.
On the capacity functional of the infinite cluster of a boolean model
2017. The annals of applied probability, 27 (3), 1678–1701. doi:10.1214/16-AAP1241

Klatt, M. A.; Schröder-Turk, G. E.; Mecke, K.
Mean-intercept anisotropy analysis of porous media. I. Analytic formulae for anisotropic Boolean models
2017. Medical physics, 44 (7), 3650–3662. doi:10.1002/mp.12281

Klatt, M. A.; Schröder-Turk, G. E.; Mecke, K.
Mean-intercept anisotropy analysis of porous media. II. Conceptual shortcomings of the MIL tensor definition and Minkowski tensors as an alternative
2017. Medical physics, 44 (7), 3663–3675. doi:10.1002/mp.12280

Henze, N.; Koch, S.
On a test of normality based on the empirical moment generating function
2017. Statistical papers, 1–13. doi:10.1007/s00362-017-0923-7

Lerch, S.; Thorarinsdottir, T. L.; Ravazzolo, F.; Gneiting, T.
Forecaster’s dilemma: Extreme events and forecast evaluation
2017. Statistical science, 32 (1), 106–127. doi:10.1214/16-STS588

Müller, D.
A central limit theorem for Lipschitz-Killing curvatures of Gaussian excursions
2017. Journal of mathematical analysis and applications, 452 (2), 1040–1081. doi:10.1016/j.jmaa.2017.03.036

Klatt, M. A.; Schröder-Turk, G. E.; Mecke, K.
Anisotropy in finite continuum percolation: Threshold estimation by Minkowski functionals
2017. Journal of statistical mechanics: theory and experiment, 2017 (2), 023302. doi:10.1088/1742-5468/aa5a19

Bäuerle, N.; Jaśkiewicz, A.
Optimal dividend payout model with risk sensitive preferences
2017. Insurance, 73, 82–93. doi:10.1016/j.insmatheco.2017.01.006

Kabluchko, Z.; Last, G.; Zaporozhets, D.
Inclusion–Exclusion Principles for Convex Hulls and the Euler Relation
2017. Discrete & computational geometry, 58 (2), 417–434. doi:10.1007/s00454-017-9880-0

Lerch, S.; Baran, S.
Similarity-based semilocal estimation of post-processing models
2017. Journal of the Royal Statistical Society / C, 66 (1), 29–51. doi:10.1111/rssc.12153

Baringhaus, L.; Henze, N.
Cramér-von Mises distance: probabilistic interpretation, confidence intervals, and neighbourhood-of-model validation
2017. Journal of nonparametric statistics, 29 (2), 167–188. doi:10.1080/10485252.2017.1285029

Bäuerle, N.; Rieder, U.
Zero-sum risk-sensitive stochastic games
2017. Stochastic processes and their applications, 127 (2), 622–642. doi:10.1016/j.spa.2016.06.020

Hug, D.; Kiderlen, M.; Svane, A. M.
Voronoi-Based Estimation of Minkowski Tensors from Finite Point Samples
2017. Discrete & computational geometry, 57, 545–570. doi:10.1007/s00454-016-9851-x

Hug, D.; Schneider, R.
Rotation covariant local tensor valuations on convex bodies
2017. Communications in contemporary mathematics, 19 (5), 1650061. doi:10.1142/S0219199716500619

Chorowski, J.; Trabs, M.
Spectral estimation for diffusions with random sampling times
2016. Stochastic Processes and their Applications, 126 (10), 2976–3008. doi:10.1016/j.spa.2016.03.009

Prömel, D. J.; Trabs, M.
Rough differential equations driven by signals in Besov spaces
2016. Journal of Differential Equations, 260 (6), 5202–5249. doi:10.1016/j.jde.2015.12.012

Nickl, R.; Reiß, M.; Söhl, J.; Trabs, M.
High-frequency Donsker theorems for Lévy measures
2016. Probability Theory and Related Fields, 164 (1-2), 61–108. doi:10.1007/s00440-014-0607-3

Dattner, I.; Reiß, M.; Trabs, M.
Adaptive quantile estimation in deconvolution with unknown error distribution
2016. Bernoulli, 22 (1). doi:10.3150/14-BEJ626

Söhl, J.; Trabs, M.
Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift
2016. ESAIM: Probability and Statistics, 20, 432–462. doi:10.1051/ps/2016017

Ebner, B.; Folkers, M.; Haase, D.
Vorbereitende und begleitende Angebote in der Grundlehre Mathematik für die Fachrichtung Wirtschaftswissenschaften
2016. Lehren und Lernen von Mathematik in der Studieneingangsphase. Ed.: A. Hoppenbrock, 149–164, Springer Fachmedien Wiesbaden. doi:10.1007/978-3-658-10261-6_10

Bäuerle, N.; Riess, V.
Gas storage valuation with regime switching
2016. Energy systems, 7 (3), 499–528. doi:10.1007/s12667-015-0178-0

Schulte, M.; Thäle, C.
Poisson Point Process Convergence and Extreme Values in Stochastic Geometry
2016. Stochastic Analysis for Poisson Point Processes : Malliavin Calculus, Wiener-Itô Chaos, Expansions and Stochastic Geometry. Ed.: G. Peccati, 255–294, Springer. doi:10.1007/978-3-319-05233-5_8

Hug, D.; Reitzner, M.
Introduction to Stochastic Geometry
2016. Stochastic Analysis for Poisson Point Processes : Malliavin Calculus, Wiener-Itô Chaos, Expansions and Stochastic Geometry. Ed.: G. Peccati, 145–184, Springer. doi:10.1007/978-3-319-05233-5_5

Last, G.
Stochastic Analysis for Poisson Processes
2016. Stochastic Analysis for Poisson Point Processes : Malliavin Calculus, Wiener-Itô Chaos, Expansions and Stochastic Geometry. Ed.: G. Peccati, 1–36, Springer. doi:10.1007/978-3-319-05233-5_1

Schrempp, M.
The limit distribution of the largest interpoint distance for distributions supported by a d-dimensional ellipsoid and generalizations
2016. Advances in applied probability, 48 (4), 1256–1270. doi:10.1017/apr.2016.73

Daley, D. J.; Ebert, S.; Last, G.
Two lilypond systems of finite line-segments
2016. Probability and mathematical statistics, 36 (2), 221–246

Fodor, F.; Hug, D.; Ziebarth, I.
The volume of random polytopes circumscribed around a convex body
2016. Mathematika, 62 (1), 283–306. doi:10.1112/S0025579315000170

Barany, I.; Hug, D.; Schneider, R.
Affine diameters of convex bodies
2016. Proceedings of the American Mathematical Society, 144 (2), 797–812. doi:10.1090/proc12746

Hug, D.; Last, G.; Schulte, M.
Second-order properties and central limit theorems for geometric functionals of Boolean models
2016. The annals of applied probability, 26 (1), 73–135. doi:10.1214/14-AAP1086

Fasen, V.
Dependence Estimation for High-frequency Sampled Multivariate CARMA Models
2016. Scandinavian journal of statistics, 43 (1), 292–320. doi:10.1111/sjos.12180

Schulte, M.
Normal Approximation of Poisson Functionals in Kolmogorov Distance
2016. Journal of theoretical probability, 29 (1), 96–117. doi:10.1007/s10959-014-0576-6

Baran, S.; Lerch, S.
Mixture EMOS model for calibrating ensemble forecasts of wind speed
2016. Environmetrics, 27 (2), 116–130. doi:10.1002/env.2380

Schulte, M.; Thäle, C.
Cumulants on Wiener chaos: Moderate deviations and the fourth moment theorem
2016. Journal of functional analysis, 270 (6), 2223–2248. doi:10.1016/j.jfa.2016.01.002

Klatt, M. A.; Torquato, S.
Characterization of maximally random jammed sphere packings. II. Correlation functions and density fluctuations
2016. Physical review / E, 94 (2), Art.Nr.: 022152. doi:10.1103/PhysRevE.94.022152

Holzmann, H.; Klar, B.
Expectile asymptotics
2016. Electronic journal of statistics, 10 (2), 2355–2371. doi:10.1214/16-EJS1173

Baringhaus, L.; Henze, N.
Revisiting the two-sample runs test
2016. Test, 25 (3), 432–448. doi:10.1007/s11749-015-0463-1

Ebner, B.; Klar, B.; Meintanis, S. G.
Fourier inference for stochastic volatility models with heavy-tailed innovations
2016. Statistical papers, 1–18. doi:10.1007/s00362-016-0803-6

Last, G.; Peccati, G.; Schulte, M.
Normal approximation on Poisson spaces: Mehler’s formula, second order Poincaré inequalities and stabilization
2016. Probability theory and related fields, 165 (3), 667–723. doi:10.1007/s00440-015-0643-7

Schildge, J.; Frank, J.; Klar, B.
Der Stellenwert der bronchoalveolären Lavage bei der Diagnostik der idiopathischen Lungenfibrose – eine Analyse unter Berücksichtigung des Proteingehaltes
2016. Pneumologie, 70 (7), 435–441. doi:10.1055/s-0042-107267

Hug, D.; Schneider, R.
Random Conical Tessellations
2016. Discrete & computational geometry, 56 (2), 395–426. doi:10.1007/s00454-016-9788-0

Bárány, I.; Hug, D.; Reitzner, M.; Schneider, R.
Random points in halfspheres
2016. Random structures & algorithms, 50 (1), 3–22. doi:10.1002/rsa.20644

Kombrink, S.; Pearse, E. P. J.; Winter, S.
Lattice-type self-similar sets with pluriphase generators fail to be Minkowski measurable
2016. Mathematische Zeitschrift, 283 (3), 1049–1070. doi:10.1007/s00209-016-1633-x

Decreusefond, L.; Schulte, M.; Thaele, C.
Functional poisson approximation in kantorovich-rubinstein distance with applications to u-statistics and stochastic geometry
2016. Annals of Probability, 44 (3), 2147–2197. doi:10.1214/15-AOP1020

Baringhaus, L.; Ebner, B.; Henze, N.
The limit distribution of weighted L²-goodness-of-fit statistics under fixed alternatives, with applications
2016. Annals of the Institute of Statistical Mathematics, 69 (5), 969–995. doi:10.1007/s10463-016-0567-8

Hlávka, Z.; Hušková, M.; Kirch, C.; Meintanis, S. G.
Bootstrap Procedures for Online Monitoring of Changes in Autoregressive Models
2016. Communications in Statistics - Simulation and Computation, 45 (7), 2471–2490. doi:10.1080/03610918.2014.904346

Schulte, M.; Thäle, C.
Central limit theorems for the radial spanning tree
2016. Random structures & algorithms, 50 (2), 262–286. doi:10.1002/rsa.20651

Fasen, V.; Roy, P.
Stable random fields, point processes and large deviations
2016. Stochastic Processes and their Applications, 126 (3), 832–856. doi:10.1016/j.spa.2015.09.020

Ehm, W.; Gneiting, T.; Jordan, A.; Krüger, F.
Of quantiles and expectiles: Consistent scoring functions, Choquet representations and forecast rankings
2016. Journal of the Royal Statistical Society / B, 78 (3), 505–562. doi:10.1111/rssb.12154

Bäuerle, N.; Rieder, U.
Partially observable risk-sensitive stopping problems in discrete time
2015. Modern Trends in Controlled Stochastic Processes : Theory and Applications. Vol.: II. Ed.: A. Piunovskiy, 12–31, Luniver Press

Trabs, M.
Information bounds for inverse problems with application to deconvolution and Lévy models
2015. Annales de l’Institut Henri Poincaré, Probabilités et Statistiques, 51 (4), 1620–1650. doi:10.1214/14-AIHP627

Trabs, M.
Quantile estimation for Lévy measures
2015. Stochastic Processes and their Applications, 125 (9), 3484–3521. doi:10.1016/j.spa.2015.04.004

Hansen, L. V.; Thorarinsdottir, T. L.; Ovcharov, E.; Gneiting, T.; Richards, D.
Gaussian random particles with flexible Hausdorff dimension
2015. Advances in applied probability, 47 (2), 307–327

Ebert, S.; Last, G.
On a class of growth-maximal hardcore processes
2015. Stochastic models, 31 (1), 153–185. doi:10.1080/15326349.2015.973722

Hörrmann, J.; Hug, D.; Reitzner, M.; Thäle, C.
Poisson polyhedra in high dimensions
2015. Advances in mathematics, 281, 1–39. doi:10.1016/j.aim.2015.03.025

Svane, A. M.
Asymptotic variance of grey-scale surface area estimators
2015. Advances in applied mathematics, 62, 41–73. doi:10.1016/j.aam.2014.09.006

Hug, D.; Schneider, R.
Hölder continuity for support measures of convex bodies
2015. Archiv der Mathematik, 104 (1), 83–92. doi:10.1007/s00013-014-0719-0

Hinderer, W.; Hug, D.; Weil, W.
Extensions of translation invariant valuations on polytopes
2015. Mathematika, 61 (1), 236–258. doi:10.1112/S0025579314000187

Svane, A. M.
Estimation of minkowski tensors from digital grey-scale images
2015. Image, analysis & stereology, 34 (1), 51–61. doi:10.5566/ias.1124

Klar, B.
A note on gamma difference distributions
2015. Journal of statistical computation and simulation, 85 (18), 3708–3715. doi:10.1080/00949655.2014.996566

Söhl, J.; Trabs, M.
Option calibration of exponential Lévy models: confidence intervals and empirical results
2014. The Journal of Computational Finance, 18 (2), 91–119. doi:10.21314/JCF.2014.275

Last, G.; Ochsenreither, E.
Percolation on stationary tessellations: models, mean values, and second-order structure
2014. Journal of Applied Probability, 51 (A), 311–332. doi:10.1239/jap/1417528483

Hug, D.; Schneider, R.
Approximation Properties of Random Polytopes Associated with Poisson Hyperplane Processes
2014. Advances in Applied Probability, 46 (4), 919–936. doi:10.1239/aap/1418396237

Hug, D.; Last, G.; Pawlas, Z.; Weil, W.
Statistics for Poisson Models of Overlapping Spheres
2014. Advances in Applied Probability, 46 (4), 937–962. doi:10.1239/aap/1418396238

Trabs, M.
On infinitely divisible distributions with polynomially decaying characteristic functions
2014. Statistics & Probability Letters, 94, 56–62. doi:10.1016/j.spl.2014.07.002

Kirch, C.; Tadjuidje Kamgaing, J.
A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis
2014. Statistics, 48 (6), 1187–1201. doi:10.1080/02331888.2013.872646

Hug, D.; Schneider, R.
Local Tensor Valuations
2014. Geometric and Functional Analysis, 24 (5), 1516–1564. doi:10.1007/s00039-014-0289-0

Hörrmann, J.; Hug, D.
On the Volume of the Zero Cell of a Class of Isotropic Poisson Hyperplane Tessellations
2014. Advances in Applied Probability, 46 (3), 622–642. doi:10.1239/aap/1409319552

Pokorný, D.; Winter, S.
Scaling exponents of curvature measures
2014. Journal of Fractal Geometry, Mathematics of Fractals and Related Topics, 1 (2), 177–219. doi:10.4171/JFG/5

Iwashita, T.; Klar, B.
The joint distribution of Studentized residuals under elliptical distributions
2014. Journal of multivariate analysis, 128, 203–209. doi:10.1016/j.jmva.2014.03.015

Last, G.
Perturbation analysis of Poisson processes
2014. Bernoulli, 20 (2). doi:10.3150/12-bej494

Trabs, M.
Calibration of self-decomposable Lévy models
2014. Bernoulli, 20 (1). doi:10.3150/12-BEJ478

Bellini, F.; Klar, B.; Müller, A.; Rosazza Gianin, E.
Generalized quantiles as risk measures
2014. Insurance, 54, 41–48. doi:10.1016/j.insmatheco.2013.10.015

Hlávka, Z.; Hušková, M.; Kirch, C.; Meintanis, S. G.
Fourier–type tests involving martingale difference processes
2014. Econometric reviews, 36 (4), 468–492. doi:10.1080/07474938.2014.977074

Hörrmann, J.; Hug, D.; Klatt, M. A.; Mecke, K.
Minkowski tensor density formulas for Boolean models
2014. Advances in applied mathematics, 55, 48–85. doi:10.1016/j.aam.2014.01.001

Fasen, V.; Klüppelberg, C.; Menzel, A.
Quantifying Extreme Risks
2014. Risk - A Multidisciplinary Introduction. Ed.: C. Klüppelberg, 151–181, Springer. doi:10.1007/978-3-319-04486-6_6

Last, G.; Penrose, M. D.; Schulte, M.; Thaele, C.
Moments and central limit theorems for some multivariate Poisson functionals
2014. Advances in applied probability, 46 (2), 348–364. doi:10.1239/aap/1401369698

Colesanti, A.; Hug, D.; Saorin Gomez, E.
A characterization of some mixed volumes via the Brunn-Minkowski inequality
2014. The journal of geometric analysis, 24, 1064–1091. doi:10.1007/s12220-012-9364-7

Henze, N.; Hlávka, Z.; Meintanis, S. G.
Testing for spherical symmetry via the empirical characteristic function
2014. Statistics, 48 (6), 1282–1296. doi:10.1080/02331888.2013.832764

Bäuerle, N.; Rieder, U.
More Risk-Sensitive Markov Decision Processes
2014. Mathematics of operations research, 39 (1), 105–120. doi:10.1287/moor.2013.0601

Last, G.; Mörters, P.; Thorisson, H.
Unbiased shifts of Brownian motion
2014. Annals of Probability, 42 (2), 431–864. doi:10.1214/13-AOP832

Bäuerle, N.; Bayraktar, E.
A note on applications of stochastic ordering to control problems in insurance and finance
2014. Stochastics, 86 (2), 330–340. doi:10.1080/17442508.2013.778861

Winter, S.; Zaehle, M.
Fractal curvature measures of self-similar sets
2013. Advances in Geometry, 13 (2), 229–244. doi:10.1515/advgeom-2012-0026

Ebner, B.; Henze, N.
2013: Internationales Jahr der Statistik
2013. Mitteilungen der Deutschen Mathematiker-Vereinigung, 21 (4), 212–213. doi:10.1515/dmvm-2013-0084

Bäuerle, N.
Die Fachgruppe Stochastik in der DMV
2013. Mitteilungen der Deutschen Mathematiker-Vereinigung, 21 (1), 14–16. doi:10.1515/dmvm-2013-0009

Bäuerle, N.; Rieder, U.
Optimal Deterministic Investment Strategies for Insurers
2013. Risks, 1 (3), 101–118. doi:10.3390/risks1030101

Fasen, V.
Statistical Inference of Spectral Estimation for Continuous-time MA Processes with Finite Second Moments
2013. Mathematical Methods of Statistics, 22 (4), 283–309. doi:10.3103/S1066530713040029

Rataj, J.; Winter, S.
Characterization of Minkowski measurability in terms of surface area
2013. Journal of Mathematical Analysis and Applications, 400 (1), 120–132. doi:10.1016/j.jmaa.2012.10.059

Lapidus, M. L.; Pearse, E. P. J.; Winter, S.
Minkowski measurability results for self-similar tilings and fractals with monophase generators
2013. Fractal Geometry and Dynamical Systems in Pure and Applied Mathematics. Vol. 1: Fractals in Pure Mathematics. Ed.: D. Carfi, 185, American Mathematical Society. doi:10.1090/conm/600/11951

Hug, D.; Rataj, J.; Weil, W.
A product integral representation of mixed volumes of two convex bodies
2013. Advances in Geometry, 13 (4), 633–662. doi:10.1515/advgeom-2012-0044

Gardner, R. J.; Hug, D.; Weil, W.
Operations between sets in geometry
2013. Journal of the European Mathematical Society, 15 (6), 2297–2352. doi:10.4171/JEMS/422

Gardner, R. J.; Hug, D.; Weil, W.
The Orlicz-Brunn-Minkowski theory: A general framework, additions, and inequalities
2013. Journal of differential geometry, 97 (3), 427–476

Fasen, V.
Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration
2013. Journal of Econometrics, 172 (2), 325–337. doi:10.1016/j.jeconom.2012.08.019

Fasen, V.
Time series regression on integrated continuous-time processes with heavy and light tails
2013. Econometric theory, 29 (1), 28–67. doi:10.1017/S026646661200217

Fasen, V.; Fuchs, F.
On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes
2013. Stochastic Processes and their Applications, 123 (1), 229–273. doi:10.1016/j.spa.2012.08.003

Fasen, V.; Fuchs, F.
Spectral estimates for high-frequency sampled continuous-time autoregressive moving average processes
2013. Journal of time series analysis, 34 (5), 532–551. doi:10.1111/jtsa.12029

Ebner, B.; Henze, N.; Parthasarathy, P. R.
Ramanujan theta functions and birth and death processes
2013. Statistics & probability letters, 83 (12), 2647–2655. doi:10.106/j.spl.2013.08.005

Das, B.; Embrechts, P.; Fasen, V.
Four theorems and a financial crisis
2013. International Journal of Approximate Reasoning, 54 (6), 701–716. doi:10.1016/j.ijar.2012.06.007

Böröczky, K. J.; Fodor, F.; Hug, D.
Intrinsic volumes of random polytopes with vertices on the boundary of a convex body
2013. Transactions of the American Mathematical Society, 365, 785–809. doi:10.1090/S0002-9947-2012-05648-0

Bäuerle, N.; Li, Z.
Optimal portfolios for financial markets with Wishart volatility
2013. Journal of applied probability, 50 (4), 1025–1043. doi:10.1239/jap/1389370097

Schuetrumpf, B.; Klatt, M. A.; Lida, K.; Maruhn, A.; Mecke, K.; Reinhard, P.-G.
Time-dependent Hartree-Fock approach to nuclear pasta at finite temperature
2013. Physical Review B, 87 (5), 055805. doi:10.1103/PhysRevC.87.055805

Schuetrumpf, B.; Klatt, M. A.; Lida, K.; Maruhn, J. A.; Mecke, K.; Reinhard, P.-G.
Time-Dependent Hartree-Fock Approach to Nuclear Pasta at Finite Temperature
2013. Journal of Physics: Conference Series, 426 (1), 012009. doi:10.1088/1742-6596/426/1/012009

Schröder-Turk, G. E.; Mickel, W.; Kapfer, S. C.; Schaller, F. M.; Breidenbach, B.; Hug, D.; Mecke, K.
Minkowski tensors of anisotropic spatial structure
2013. New Journal of Physics, 15 (August), 083028/1–38. doi:10.1088/1367-2630/15/8/083028

Schaller, F. M.; Kapfer, S. C.; Evans, M. E.; Hoffmann, M. J. F.; Aste, t.; Saadatfar, M.; Mecke, K.; Delaney, G. W.; Schröder-Turka, G. E.
Set Voronoi diagrams of 3D assemblies of aspherical particles
2013. Philosophical Magazine, 93 (31-33), 3993–4017. doi:10.1080/14786435.2013.834389

Mickel, W.; Kapfer, S. C.; Schröder-Turk, G. E.; Mecke, K.
Shortcomings of the bond orientational order parameters for the analysis of disordered particulate matter
2013. Journal of Chemical Physics, 138 (4), 044501/1–7. doi:10.1063/1.4774084

Klatt, M. A.; Ichikawa, T.; Lida, K.; Itagaki, N.; Maruhn, J. A.; Matsuyanagi, K.; Mecke, K.; Ohkubo, S.; Reinhard, P.-G.; Schuetrumpf, B.
Exotic cluster structures in the mean-field theory
2013. Journal of Physics: Conference Series, 445 (1), 012036/1–6. doi:10.1088/1742-6596/445/1/012036

Kampf, J.; Kiderlen, M.
Large Parallel Volumes of Finite and Compact Sets in d-Dimensional Euclidean Space
2013. Documenta Mathematica, 18 (2013), 275–295

Jonsdottir, K. Y.; Ronn-Nielsen, A.; Mouridsen, K.; Vedel Jensen, E. B.
Levy-based Modelling in Brain Imaging
2013. Scandinavian Journal of Statistics, 40 (3), 511–529. doi:10.1002/sjos.12000

Jonsdottir, K. Y.; Vedel jensen, E. B.
Levy based error prediction in circular systematic sampling
2013. Image, Analysis & Stereology, 32 (2), 117–125. doi:10.5566/ias.v32.p117-125

Hug, D.
Random Polytopes
2013. Stochastic Geometry, Spatial Statistics and Random Fields - Asymptotic Methods. Ed.: E. Spodarev, 205–238, Springer-Verlag. doi:10.1007/978-3-642-33305-7_7

Evans, M. E.; Kraynik, A. M.; Reinelt, D. A.; Mecke, K.; Schröder-Turk, G. E.
Networklike Propagation of Cell-Level Stress in Sheared Random Foams
2013. Physical Review Letters, 111 (13), 138301/1–5. doi:10.1103/PhysRevLett.111.138301

Auneau-Cognacq, J.; Ziegel, J.; Eva B. Vedel Jensen, E. B.
Rotational integral geometry of tensor valuations
2013. Advances in Applied Mathematics, 50 (3), 429–444. doi:10.1016/j.aam.2012.10.006

Weclawski, U.; Heitlinger, E. G.; Baust, T.; Klar, B.; Petney, T.; Han, Y. S.; Taraschewski, H.
Evolutionary divergence of the swim bladder nematode Anguillicola crassus after colonization of a novel host, Anguilla anguilla
2013. BMC Evolutionary Biology, 13 (1), 78. doi:10.1186/1471-2148-13-78

Heinze, N.
Stochastik für Einsteiger : eine Einführung in die faszinierende Welt des Zufalls
2013. Springer Spektrum. doi:10.1007/978-3-658-03077-3

Henze, N.
Irrfahrten und verwandte Zufälle : ein elementarer Einstieg in die stochastischen Prozesse
2013. Springer Spektrum. doi:10.1007/978-3-658-01851-1

Last, G.; Penrose, M.
Percolation and limit theory for the Poisson lilypond model
2013. Random Structures & Algorithms, 42 (2), 226–249. doi:10.1002/rsa.20410

Bäuerle, N.; Pfeiffer, R.
A joint stock and bond market based on the hyperbolic Gaussian model
2013. European actuarial journal, 3 (1), 229–248. doi:10.1007/s13385-012-0060-6

Ebner, B.
Asymptotic theory for the test for multivariate normality by Cox and Small
2012. Journal of multivariate analysis, 111, 368–379. doi:10.1016/j.jmva.2012.04.012

Pearse, E. P. J.; Winter, S.
Geometry of canonical self-similar tilings
2012. Rocky Mountain Journal of Mathematics, 42 (4), 1327–1357. doi:10.1216/RMJ-2012-42-4-1327

Klar, B.; Meintanis, S. G.
Specification tests for the response distribution in generalized linear models
2012. Computational statistics, 27 (2), 251–267. doi:10.1007/s00180-011-0253-5

Söhl, J.; Trabs, M.
A uniform central limit theorem and efficiency for deconvolution estimators
2012. Electronic Journal of Statistics, 6, 2486–2518. doi:10.1214/12-EJS757

Fasen, V.; Svejda, A.
Time consistency of multi-period distortion measures
2012. Statistics & risk modeling, 29 (2), 133–153. doi:10.1524/strm.2012.1115

Henze, N.
Die Verteilung der Anzahl von Gewinnlinien beim Bingo
2012. Stochastik in der Schule, 32 (2), 2–8

Roth, R.; Mecke, K.; Oettel, M.
Communication: Fundamental measure theory for hard disks: Fluid and solid
2012. Journal of Chemical Physics, 136 (8), 081101/1–5. doi:10.1063/1.3687921

Nachtrab, S.; Kapfer, S. C.; Rietzel, D.; Drummer, D.; Madadi, M.; Arns, C. H.; Kraynik, A. M.; Schröder-Turk, G. E.; Mecke, K.
Tuning Elasticity of Open-Cell Solid Foams and Bone Scaffolds via Randomized Vertex Connectivity
2012. Advanced Engineering Materials, 14 (1-2), 120–124. doi:10.1002/adem.201100145

Scholz, C.; Wirner, F.; Götz, J.; Rüde, U.; Schröder-Turk, G. E.; Mecke, K.; Bechinger, C.
Permeability of Porous Materials Determined from the Euler Characteristic
2012. Physical Review Letters, 109 (26), 264504/1–5. doi:10.1103/PhysRevLett.109.264504

Saadatfar, M.; Mukherjee, M.; Madadi, M.; Schröder-Turk, G. E.; Garcia-Moreno, F.; Schaller, F. M.; Hutzler, S.; Sheppard, A. P.; Banhart, J.; Ramamurty, U.
Structure and deformation correlation of closed-cell aluminium foam subject to uniaxial compression
2012. Acta Materialia, 60 (8), 3604–3615. doi:10.1016/j.actamat.2012.02.029

Mickel, W.; Schröder-Turk, G. E.; Mecke, K.
Tensorial Minkowski functionals of triply periodic minimal surfaces
2012. Interface Focus, 2 (5), 623–633. doi:10.1098/rsfs.2012.0007

Kapfer, S. C.; Mickel, W.; Mecke, K.; Schröder-Turk, G. E.
Jammed spheres: Minkowski tensors reveal onset of local crystallinity
2012. Physical Review E, 85 (3), 030301(R)/1–4. doi:10.1103/PhysRevE.85.030301

Hörig, M.; Redenbach, C.
The maximum volume hard subset model for Poisson processes: simulation aspects
2012. Journal of Statistical Computation and Simulation, 82 (1), 107–121. doi:10.1080/00949655.2010.529813

Evans, M. E.; Zirkelbach, J.; Schröder-Turk, G. E.; Kraynik, A. M.; Mecke, K.
Deformation of Platonic foam cells: Effect on growth rate
2012. Physical Review E, 85 (6), 061401/1–9. doi:10.1103/PhysRevE.85.061401

Auneau, J.; Rataj, J.; Vedel Jensen, E. B.
Closed form of the rotational Crofton formula
2012. Mathematische Nachrichten, 285 (2-3), 164–180. doi:10.1002/mana.201000028

Klar, B.; Lindner, F.; Meintanis, S. G.
Specification tests for the error distribution in GARCH models
2012. Computational statistics & data analysis, 56 (11), 3587–3598. doi:10.1016/j.csda.2010.05.029

Huskova, M.; Kirch, C.
Bootstrapping sequential change-point tests for linear regression
2012. Metrika, 75 (5), 673–708. doi:10.1007/s00184-011-0347-7

Hlavka, Z.; Huskova, M.; Kirch, C.; Meintanis, S.
Monitoring changes in the error distribution of autoregressive models based on Fourier methods
2012. Test, 21 (4), 605–634. doi:10.1007/s11749-011-0265-z

Franke, J.; Kirch, C.; Tadjuidje Kamgaing, J.
Changepoints in time series of counts
2012. Journal of Time Series Analysis, 33 (5), 757–770. doi:10.1111/j.1467-9892.2011.00778.x

Aston, J.; Kirch, C.
Detecting and estimating epidemic changes in dependent functional data
2012. Journal of Multivariate Analysis, 109, 204–220. doi:10.1016/j.jmva.2012.03.006

Aston, J.; Kirch, C.
Evaluating stationarity via change-point alternatives with applications to fMRI data
2012. Annals of Applied Statistics, 6 (4), 1906–1948. doi:10.1214/12-AOAS565

Bäuerle, N.; Rieder, U.
Control improvement for jump-diffusion processes with applications to finance
2012. Applied Mathematics & Optimization, 65 (1), 1–14. doi:10.1007/s00245-011-9141-1

Bäuerle, N.; Schmock, U.
Dependence properties of dynamic credit risk models
2012. Statistics & risk modeling, 29, 243–269. doi:10.1524/strm.2012.1101

Bäuerle, N.; Urban, S.; Veraart, L. A. M.
The relaxed investor with partial information
2012. SIAM Journal of Financial Mathematics, 3, 304–327. doi:10.1137/100813646

Borovkov, K. A.; Last, G.
On Rice’s formula for stationary multivariate piecewise smooth processes
2012. Journal of Applied Probability, 49 (2), 351–363. doi:10.1239/jap/1339878791

Ebner, B.; Henze, N.; Meintanis, S. G.
Goodness-of-fit tests for the Gamma distribution based on the empirical Laplace transform
2012. Communications in Statistics - Theory and Methods, 41 (9), 1543–1556. doi:10.1080/03610926.2010.542851

Henze, N.
Extreme Gewinnhäufigkeiten beim Lotto: Pech und Glück oder nur Werk blinden Zufalls?
2012. Stochastik in der Schule, 32 (1), 2–6

Kampf, J.; Last, G.; Molchanov, I.
On the convex hull of symmetric stable processes
2012. Proceedings of the American Mathematical Society, 140, 2527–2535. doi:10.1090/S0002-9939-2012-11128-1

Last, G.; Szekli, R.
Comparisons and asymptotics for empty space hazard functions of germ-grain models
2011. Advances in Applied Probability, 43 (4), 943–962. doi:10.1239/aap/1324045693

Hug, D.; Schneider, R.
Reverse inequalities for zonoids and their application
2011. Advances in mathematics, 228 (5), 2634–2646. doi:10.1016/j.aim.2011.07.018

Last, G.; Penrose, M. D.
Poisson process Fock space representation, chaos expansion and covariance inequalities
2011. Probability Theory and Related Fields, 150 (3-4), 663–690. doi:10.1007/s00440-010-0288-5

Last, G.; Thorisson, H.
What is typical?
2011. Journal of Applied Probability, 48 (A), 379–389. doi:10.1239/jap/1318940478

Last, G.; Penrose, M. D.
Martingale representation for Poisson processes with applications to minimal variance hedging
2011. Stochastic Processes and their Applications, 121 (7), 1588–1606. doi:10.1016/j.spa.2011.03.014

Lapidus, M. L.; Pearse, E. P. J.; Winter, S.
Pointwise tube formulas for fractal sprays and self-similar tilings with arbitrary generators
2011. Advances in Mathematics, 227 (4), 1349–1398. doi:10.1016/j.aim.2011.03.004

Winter, S.
Lower S-dimension of fractal sets
2011. Journal of Mathematical Analysis and Applications, 375 (2), 467–477. doi:10.1016/j.jmaa.2010.09.047

Last, G.; Thorisson, H.
Characterization of mass-stationarity by Bernoulli and Cox transports
2011. Communications on Stochastic Analysis, 5 (2), 251–269. doi:10.31390/cosa.5.2.01

Winter, S.
Curvature bounds for neighborhoods of self-similar sets
2011. Commentationes mathematicae Universitatis Carolinae, 52 (2), 205–226

Goodey, P.; Kiderlen, M.; Weil, W.
Spherical projections and liftings in geometric tomography
2011. Advances in Geometry, 11 (1), 1–47. doi:10.1515/ADVGEOM.2010.037

Fasen, V.; Klüppelberg, C.
Modellieren und Quantifizieren von extremen Risiken
2011. Facettenreiche Mathematik - Einblicke in die moderne mathematische Forschung für alle, die mehr von Mathematik verstehen wollen. Hrsg.: K. Wendland, 67–88, Vieweg Verlag. doi:10.1007/978-3-8348-8173-1_4

Spanner, M.; Höfling, F.; Schröder-Turk, G. E.; Mecke, K.; Franosch, T.
Anomalous transport of a tracer on percolating clusters
2011. Journal of Physics: Condensed Matter, 23 (23), 234120/1–9. doi:10.1088/0953-8984/23/23/234120

Schröder-Turk, G. E.; Mickel, W.; Kapfer, S. C.; Klatt, M. A.; Schaller, F. M.; Hoffmann, M. J. F.; Kleppmann, N.; Armstrong, P.; Inayat, A.; Hug, D.; Reichelsdorfer, M.; Peukert, W.; Schwieger, W.; Mecke, K.
Minkowski Tensor Shape Analysis of Cellular, Granular and Porous Structures
2011. Advanced Materials, 23 (22-23), 2535–2553. doi:10.1002/adma.201100562

Nachtrab, S.; Kapfer, S. C.; Arns, C. H.; Madadi, M.; Mecke, K.; Schröder-Turk, G. E.
Morphology and Linear-Elastic Moduli of Random Network Solids
2011. Advanced Materials, 23 (22-23), 2633–2637. doi:10.1002/adma.201004094

Hug, D.; Schneider, R.
Faces of Poisson-Voronoi mosaics
2011. Probability Theory and Related Fields, 151 (1-2), 125–151. doi:10.1007/s00440-010-0294-7

Hug, D.; Schneider, R.
Faces with given directions in anisotropic Poisson hyperplane mosaics
2011. Advances in applied probability, 43 (2), 308–321. doi:10.1239/aap/1308662480

Groenemeijer, P.; Corsmeier, U.; Kottmeier, C.
The development of tornadic storms on the cold side of a front favoured by local enhancement of moisture and CAPE
2011. Atmospheric research, 100 (4), 765–781. doi:10.1016/j.atmosres.2010.10.028

Parthasarathy, P. R.; Sri Ranga, K.
Generating birth and death processes
2011. Stochastic Analysis and Applications, 29 (2), 185–196

Last, G.; Thorisson, H.
What is typical?
2011. Journal of Applied Probability : Special volume, 48A, 379–390

Kirch, C.; Tadjuidje Kamgaing, J.
Testing for parameter stability in nonlinear autoregressive models
2011. Journal of Time Series Analysis, 33 (3), 365–385

Kirch, C.; Politis, D. N.
TFT-Bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain
2011. Annals of Statistics, 39 (3), 1427–1470

Henze N.; Humenberger, H.
Stochastische Überraschungen beim Spiel Bingo
2011. Stochastik in der Schule, 31 (3), 2–11

Henze N.
Zwischen Angst und Gier - die Sechs verliert
2011. Stochastik in der Schule, 31 (2), 2–5

Gentner, D.; Last, G.
Palm pairs and the general mass transport principle
2011. Mathematische Zeitschrift, 276 (3-4), 695–716. doi:10.1007/s00209-009-0642-4

Bordenave, C.; Foss, S.; Last, G.
On the greedy walk problem
2011. Queueing Systems: Theory and Applications, 68 (3-4), 333–338. doi:10.1007/s11134-011-9246-x

Bäuerle, N.; Blatter, A.
Optimal control and dependence modeling of insurance portfolios with Lévy dynamics
2011. Insurance: Mathematics and Economics, 48 (3), 398–405. doi:10.1016/j.insmatheco.2011.01.008

Bäuerle, N.; Veraart, L. A. M.
Einblicke in die Finanzmathematik: Optionsbewertung und Portfolio-Optimierung
2011. Facettenreiche Mathematik - Einblicke in die moderne mathematische Forschung für alle, die mehr von Mathematik verstehen wollen. Hrsg.: K. Wendland, 19–42, Vieweg Verlag

Bäuerle, N.; Rieder, U.
Markov Decision Processes with Applications to Finance
2011. Springer-Verlag

Bäuerle, N.; Ott, J.
Markov Decision Processes with Average-Value-at-Risk criteria
2011. Mathematical Methods of Operations Research, 74 (3), 361–379. doi:10.1007/s00186-011-0367-0

Albrecher, H.; Bäuerle, N.; Thonhauser, S.
Optimal dividend-payout in random discrete time
2011. Statistics & risk modeling, 28 (3), 251–276. doi:10.1524/stnd.2011.1097

Hug, D.; Schneider, R.
Large faces in Poisson hyperplane mosaics
2010. The annals of probability, 38 (3), 1320–1344. doi:10.1214/09-AOP510

Böröczky, K. J.; Hug, D.
Stability of the reverse Blaschke–Santaló inequality for zonoids and applications
2010. Advances in applied mathematics, 44 (4), 309–328. doi:10.1016/j.aam.2009.09.002

Böröczky, K. J.; Fodor, F.; Hug, D.
The mean width of random polytopes circumscribed around a convex body
2010. Journal of the London Mathematical Society, 81 (2), 499–523. doi:10.1112/jlms/jdp077

Henze, N.; Last, G.
Mathematik für Wirtschaftsingenieure und naturwissenschaftlich-technische Studiengänge : Band 2: Analysis im IRn, Lineare Algebra, Hilberträume, Fourieranalyse, Differentialgleichungen, Stochastik
2010. Vieweg+Teubner Verlag. doi:10.1007/978-3-8348-9785-5

Rataj, J.; Winter, S.
On Volume and Surface Area of Parallel Sets
2010. Indiana University Mathematics Journal, 59 (5), 1661–1685

Fasen, V.
Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein–Uhlenbeck processes
2010. Bernoulli, 16 (1), 51–79. doi:10.3150/08-BEJ174

Fasen, V.; Klüppelberg, C.; Schlather, M.
High-level dependence in time series models
2010. Extremes, 13 (1), 1–33. doi:10.1007/s10687-009-0084-8

Fasen, V.
Modeling network traffic by a cluster Poisson input process with heavy and light-tailed file sizes
2010. Queueing Systems, 66 (4), 313–350. doi:10.1007/s11134-010-9196-8

Bäuerle, N.; Manger, A.
Dependence Properties of exit times with applications to risk management
2010. International Journal of Operations Research : IJOR, 7 (4), 33–39

Parthasarathy, P. R.; Sudhesh, R.
A state-dependent queue alternating between arrivials and services
2010. International Journal of Operational Research, 7 (1), 16–30. doi:10.1504/IJOR.2010.029515

Geiger, W.; Klar, B.; Ruchter, M.
Comparing the effects of mobile computers and traditional approaches in environmental education
2010. Computers & education, 54 (4), 1054–1067. doi:10.1016/j.compedu.2009.10.010

Last, G.
Stationary random measures on homogeneous spaces
2010. Journal of Theoretical Probability, 23 (2), 478–497. doi:10.1007/s10959-009-0231-9

Huskova, M.; Kirch, C.
A note on studentized confidence intervals for the change-point
2010. Computational Statistics, 25 (2), 269–289. doi:10.1007/s00180-009-0175-7

Pfeiffer, R.; Bierbaum, J.; Kunze, M.; Quapp, N.; Bäuerle, N.
Zinsmodelle für Versicherungen - Diskussion der Anforderungen und Vergleich der Modelle von Hull-White und Cairns
2010. Blätter der DGVFM, 31 (2), 261–290. doi:10.1007/s11857-010-0113-3

Bäuerle, N.; Rieder, U.
Optimal control of piecewise deterministic Markov processes with finite time horizon
2010. Modern Trends in Controlled Stochastic - Processes - Theory and Applications. Ed.: A. B. Piunovskiy, 123–143, Luniver

Bäuerle, N.; Rieder, U.
Markov Decision Processes
2010. Jahresbericht der deutschen Mathematiker-Vereinigung (DMV), 112 (4), 217–243. doi:10.1365/s13291-010-0007-2

Klar, B.; Parthasarathy, P. R.; Henze, N.
Zipf and Lerch limit of birth and death processes
2010. Probability in the Engineering and Informational Sciences, 24 (1), 129–144. doi:10.1017/S0269964809990179

Henze, N.; Meintanis, S. G.
A characterization and a class of omnibus tests for the exponential distribution based on the empirical characteristic function
2010. Journal of Mathematical Sciences, 167 (4), 588–595. doi:10.1007/s10958-010-9946-5

Baumstark, V.; Last, G.
Gamma distributions for stationary Poisson flat processes
2009. Advances in Applied Probability, 41 (4), 911–939. doi:10.1239/aap/1261669578

Last, G.
Modern Random Measures: Palm Theory and Related Models
2009. New Perspectives in Stochastic Geometry. Ed.: W. Kendall, 77–110, Oxford University Press (OUP). doi:10.1093/acprof:oso/9780199232574.003.0003

Last, G.; Thorisson, H.
Invariant transports of stationary random measures and mass-stationarity
2009. The Annals of Probability, 37 (2), 790–813. doi:10.1214/08-aop420

Hoferer, J.; Hoffmann, L. M.; Goebbels, J.; Last, G.; Weil, W.; Kasper, G.
Reconstruction algorithms for the internal packing density distribution of fibrous filter media based on tomographic data
2009. Filtration : the international journal for filtration and separation / The Filtration Society, 9 (2), 147–154

Hug, D.
Nakajima’s problem for general convex bodies
2009. Proceedings of the American Mathematical Society, 137 (1), 255–263. doi:10.1090/S0002-9939-08-09432-X

Fasen, V.; Klüppelberg, C.
Large Insurance Losses Distributions
2009. Encyclopedia of Quantitative Risk Analysis and Assessment. Ed.: E.L. Melnick, 961–968, John Wiley and Sons

Fasen, V.
Extremes of Continuous-Time Processes
2009. Handbook of Financial Time Series. Ed.: T. Mikosch, 653–667, Springer-Verlag. doi:10.1007/978-3-540-71297-8_28

Fasen, V.
Extremes of Levy driven mixed MA processes with convolution equivalent distributions
2009. Extremes, 12 (3), 265–296. doi:10.1007/s10687-008-0079-x

Asmussen, S.; Fasen, V.; Klüppelberg, C.
Heavy Tails in Insurance
2009. Encyclopedia of Quantitative Finance. Ed.: R. Cont, 873–875, John Wiley and Sons. doi:10.1002/9780470061602.eqf21008

Brachner, C.; Fasen, V.; Lindner, A.
Extremes of autoregressive threshold processes
2009. Advances in Applied Probability, 41 (2), 428–451. doi:10.1239/aap/1246886618

Fasen, V.; Samorodnitsky, G.
A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime
2009. Advances in Applied Probability, 41 (2), 393–427. doi:10.1239/aap/1246886617

Parthasarathy, P. R.; Vasudevan, K.
A single server queue with gated processor-sharing system
2009. International journal of computer mathematics, 86, 1–11

Huson, D. H.; Klar, B.; Mitra, S.
Visual and statistical comparison of metagenomes
2009. Bioinformatics, 25 (15), 1849–1855

Henze, N.
Wieviele Vieren vor der Sechs?
2009. Der mathematische und naturwissenschaftliche Unterricht (MNU), 62 (8), 464–465

Bissantz, N.; Holzmann, H.; Pawlak, M.
Testing for Image Symmetries - with Application to Confocal Microscopy
2009. IEEE Transactions on Information Theory, 55 (4), 1841–1855

Bissantz, N.; Claeskens, G.; Holzmann, H.; Munk, A.
Testing for lack of fit in inverse regression - with applications to biophotonic imaging
2009. Journal of the Royal Statistical Society: Series B, 71 (1), 25–48

Bäuerle, N.; Mundt, A.
Dynamic Mean-Risk optimization in a binomial model
2009. Mathematical Methods of Operations Research, 70 (2), 219–239. doi:10.1007/s00186-008-0267-0

Bäuerle, N.; Rieder, U.
MDP Algorithms for portfolio optimization problems in pure jump markets
2009. Finance and Stochastics, 13 (4), 591–611. doi:10.1007/s00780-009-0093-0

Klar, B.; Ketterer, F.; Henze, N.
The use of isotones for comparing tests of normality against skew normal distributions
2009. Journal of Statistical Theory and Practice, 3 (3), 613–626

Henze, N.; Nikitin, Y.; Ebner, B.
Integral distribution-free statistics of Lp-type and their asymptotic comparison
2009. Computational statistics & data analysis, 53 (9), 3426–3438

Parthasarathy, P. R.; Vasudevan, K.
On the equivalence of addition formula of lattice paths and Kolmogorov equation of birth and death process
2009. International journal of computer mathematics, 86, 1–11

Bissantz, N.; Holzmann, H.; Pawlak, M.
Pattern Recognition, Statistical Learning, and Inference - Testing for Image Symmetries - With Application to Confocal Microscopy
2009. IEEE Transactions on Information Theory, 55 (4), 1841–1855

Kampf, J.
On weighted parallel volumes
2009. Beiträge zur Algebra und Geometrie. Contributions to algebra and geometry, 50 (2), 495–519

Csörnyei, M.; Kirchheim, B.; O’Neil, T. C.; Preiss, D.; Winter, S.
Universal Singular Sets in the Calculus of Variations
2008. Archive for Rational Mechanics and Analysis, 190 (3), 371–424. doi:10.1007/s00205-008-0142-4

Hug, D.; Schneider, R.; Schuster, R.
Integral geometry of tensor valuations
2008. Advances in applied mathematics, 41 (4), 482–509. doi:10.1016/j.aam.2008.04.001

Borovkov, K.; Last, G.
On level crossings for a general class of piecewise-deterministic Markov processes
2008. Advances in Applied Probability, 40 (3), 815–834. doi:10.1239/aap/1222868187

Hug, D.; Schneider, R.; Schuster, R.
The space of isometry covariant tensor valuations
2008. St. Petersburg mathematical journal, 19 (1), 137–158. doi:10.1090/S1061-0022-07-00990-9

Parthasarathy, P. R.; Sudhesh, R.
On the equivalence of addition formula of lattice paths and chapman-kolmogorov equation of birth and death process
2008. Applied Mathematics E-Notes, 8, 95–100

Parthasarathy, P. R.; Sudhesh, R.
On the equivalence of addition formula of lattice paths and Kolmogorov equation of birth and death process
2008. Applied Mathematics E-Notes, 8, 95–100

Bäuerle, N.; Blatter, A.; Müller, A.
Dependence properties and comparison results for Lévy processes
2008. Mathematical Methods of Operations Research - ZOR, 67 (1), 161–186. doi:10.1007/s00186-007-0185-6

Bäuerle, N.; Grübel, R.
Multivariate risk processes with interacting intensities
2008. Advances in Applied Probability, 40 (2), 578–601. doi:10.1239/aap/1214950217

Kötter, M.; Bäuerle, N.
The periodic risk model with investment
2008. Insurance Mathematics and Economics, 42 (3), 962–967. doi:10.1016/j.insmatheco.2007.11.001

Bäuerle, N.; Mundt, A.
A Bayesian approach to incorporate model ambiguity in a dynamic risk measure
2008. Statistics and Decisions - International Journal Stochastic Methods and Models, 26 (3), 219–242. doi:10.1524/stnd.2008.1000

Bissantz, N.; Holzmann, H.
Statistical inference for inverse problems
2008. Inverse Problems, 24 (3), Article ID 034009

Baringhaus, L.; Grübel, R.; Henze, N.
Dietrich Morgenstern 26.9.1924-24.6.2007
2008. Jahresbericht der Deutschen Mathematiker-Vereinigung, 110 (2), 101–113

Dannemann, J.; Holzmann, H.
Testing for two states in a hidden Markov model
2008. Canadian journal of statistics, 36 (4), 505–520

Dannemann, J.; Holzmann, H.
Likelihood ratio testing for hidden Markov models under nonstandard conditions
2008. Scandinavian Journal of Statistics Theory and Applications, 35 (2), 309–321

Dannemann, J.; Holzmann, H.
The likelihood ratio test for hidden Markov models in two-sample problems
2008. Computational Statistics and Data Analysis, 52 (4), 1850–1859

Denker, M.; Holzmann, H.
Markov partitions for fibre expanding systems
2008. Colloquium Mathematicum, 110 (2), 485–492

Holzmann, H.; Vollmer, S.
A likelihood ratio test for bimodality in two-component mixtures with application to regional income distribution in the EU
2008. AStA Advances in Statistical Analysis, 92 (1), 57–70

Holzmann, H.
Testing parametric models in the presence of instrumental variables
2008. Statistics and Probability Letters, 78 (6), 629–636

Hongler, M.-O.; Parthasarathy, P. R.
On a super-diffusive, nonlinear birth and death process
2008. Physics Letters - Section A, 372 (19), 3360–3362

Parthasarathy, P. R.; Sudhesh, R.
Transient of a multiserver poisson queue with n-policy
2008. Computational and applied mathematics, 55, 550–562

Rogers, L. C. G.; Veraart, L. A. M.
A stochastic volatility alternative to SABR
2008. Journal of Applied Probability, 45 (4), 1071–1085

Baringhaus, L.; Henze, N.
A new weighted integral goodness-of-fit statistic for exponentiality
2008. Statistics and Probability Letters, 78 (8), 1006–1016

Henze, N.
Rekorde
2008. Der Mathematikunterricht, 54 (1), 16–23

Henze, N.
Stochastik für Einsteiger
2008. Vieweg Verlag

Howard, R.; Hug, D.
Nakajima’s Problem: Convex Bodies of Constant Width and Constant Brightness
2007. Mathematika, 54 (1-2), 15–24. doi:10.1112/S0025579300000164

Hug, D.; Schneider, R.
A stability result for a volume ratio
2007. Israel Journal of Mathematics, 161 (1), 209–219. doi:10.1007/s11856-007-0079-6

Hug, D.; Schneider, R.
Typical Cells in Poisson Hyperplane Tessellations
2007. Discrete & Computational Geometry, 38 (2), 305–319. doi:10.1007/s00454-007-1340-9

Olsen, L.; Winter, S.
Multifractal analysis of divergence points of deformed measure theoretical Birkhoff averages. II: Non-linearity, divergence points and Banach space valued spectra
2007. Bulletin des Sciences Mathématiques, 131 (6), 518–558. doi:10.1016/j.bulsci.2006.05.005

Howard, R.; Hug, D.
Smooth convex bodies with proportional projection functions
2007. Israel Journal of Mathematics, 159 (1), 317–341. doi:10.1007/s11856-007-0049-z

Hug, D.; Schneider, R.
Asymptotic Shapes of large Cells in Random Tessellations
2007. GAFA Geometric And Functional Analysis, 17 (1), 156–191. doi:10.1007/s00039-007-0592-0

Baumstark, V.; Last, G.
Some distributional results for Poisson-Voronoi tessellations
2007. Advances in Applied Probability, 39 (1), 16–40. doi:10.1239/aap/1175266467

Heveling, M.; Last, G.
Point shift characterization of Palm measures on Abelian groups
2007. Electronic Journal of Probability, 12, 122–137. doi:10.1214/ejp.v12-394

Llorente, M.; Winter, S.
A notion of Euler characteristic for fractals
2007. Mathematische Nachrichten, 280 (1-2), 152–170. doi:10.1002/mana.200410471

Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M.
On the waiting time of arriving aircrafts and the capacity of airports with one or two runways
2007. European Journal of Operational Research, 177 (2), 1180–1196. doi:10.1016/j.ejor.2006.01.002

Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M.
On the waiting time of arriving aircrafts and the capacity of airports with one or two runways
2007. European Jornal of Operation Research, 177 (2), 1180–1196

Bäuerle, N.; Kötter, M.
Markov-modulated diffusion risk models
2007. Scandinavian Actuarial Journal, (1), 34–52. doi:10.1080/03461230601069528

Bäuerle, N.; Rieder, U.
Portfolio optimization with jumps and unobservable intensity process
2007. Mathematical Finance, 17 (2), 205–224. doi:10.1111/j.1467-9965.2006.00300.x

Morgenthaler, S.; Parthasarathy, P. R.
Euler on statistics
2007. Journal of Statistical Theory and Practice, 1, 479–487

Parthasarathy, P. R.; Vasudevan, K.
A single server queue with two types of customers in a varying environment
2007. International Journal of Modern Mathematics, 2 (1), 81–101

Parthasarathy, P. R.; Sudhesh, R.
Transient solution for a queue with state- and time-dependent rates
2007. Mathematical Scientist, 32 (2), 140–146

Parthasarathy, P. R.; Sudhesh, R.
Transient solution for a single server retrial queue with state-dependent rates
2007. Operations research letters, 35, 601–611

Stummer, W.; Vajda, I.
Optimal statistical decisions about some alternative financial models
2007. Journal of Econometrics, 137 (2), 441–471

Heveling, M.; Last, G.
Existence, uniqueness, and algorithmic computation of general lilypond systems
2006. Random Structures & Algorithms, 29 (3), 338–350. doi:10.1002/rsa.20099

Hug, D.; Last, G.; Weil, W.
Polynomial parallel volume, convexity and contact distributions of random sets
2006. Probability Theory and Related Fields, 135 (2), 169–200. doi:10.1007/s00440-005-0459-y

Fasen, V.; Klüppelberg, C.; Lindner, A.
Extremal behavior of stochastic volatility models
2006. Stochastic Finance. Ed.: A.N. Shiryaev, 107–155, Springer US. doi:10.1007/0-387-28359-5_4

Fasen, V.
Extremes of subexponential Levy driven moving average processes
2006. Stochastic Processes and their Applications, 116 (7), 1066–1087. doi:10.1016/j.spa.2006.01.001

Münderle, M.; Taraschewski, H.; Klar, B.; Chang, C. W.; Shiao, J. C.; Shen, K. N.; He, J. T.; Lin, S. H.; Tzeng, W. N.
Occurrence of Anguillicola crassus (Nematoda: Dracunculoidea) in Japanese eels Anguilla japonica from a river and an aquaculture unit in SW Taiwan
2006. Diseases of Aquatic Organisms, 71 (2), 101–108

Last, G.
Stationary partitions and Palm probabilities
2006. Advances in Applied Probability, 38 (3), 602–620

Last, G.
On mean curvature functions of Brownian paths
2006. Stochastic Processes and their Applications : Monthly, 116 (12), 1876–1891

Hinderer, K.; Stieglitz, M.
The solution of a generalization of a Bayesian stopping problem of Mac Kinnon
2006. Perspectives in Operations Research. Ed.: M.Morlock, 69–92, Dt. Univ.-Verl

Heveling, M.; Last, G.
Existence, uniqueness and algorithmic computation of general lilypond systems
2006. Random Structures and Algorithms, 29 (3), 338–350

Gantert, N.; Müller, S.
The critical Branching Random Walk is transient
2006. Markov processes and related fields, 12, 805–814

Gantert, N.; Hofstad, R. van der; König, W.
Deviations of a random walk in a random scenery with stretched exponential
2006. Stochastic Processes and their Applications : Monthly, 116 (3), 480–492

Bäuerle, N.; Müller, A.
Stochastic orders and risk measures: Consistency and bounds
2006. Insurance Mathematics and Economics, 38 (1), 132–148. doi:10.1016/j.insmatheco.2005.08.003

Folkers, M.; Ebner, B.
Mit Mathematik unterschreiben: Ein Vorschlag für den Schulunterricht
2006. Realitätsnaher Mathematikunterricht - vom Fach aus und für die Praxis, Festschrift für Hans-Wolfgang Henn zum 60. Geburtstag. Hrsg.: A. Büchter, Franzbecker

Henze, N.
Stochastik für Einsteiger
2006. Vieweg Verlag

Klar, B.
Tests for exponentiality against the M and LM-Classes of life distributions
2005. TEST, 14 (2), 543–565. doi:10.1007/BF02595417

Daley, D. J.; Last, G.
Descending chains, the lilypond model, and mutual-nearest-neighbour matching
2005. Advances in Applied Probability, 37 (3), 604–628. doi:10.1239/aap/1127483738

Heveling, M.; Last, G.
Characterization of Palm measures via bijective point-shifts
2005. The Annals of Probability, 33 (5), 1698–1715. doi:10.1214/009117905000000224

Schildge, J.; Klar, B.
Sarkoidose der Lunge - klinische und bronchoskopische Befunde in Abhängigkeit vom radiologischen Stadium [Pulmonary Sarcoidosis - Clinical and Bronchoscopic Findings in Relation to the Radiographic Stage]
2005. Pneumologie, 59 (9), 582–587. doi:10.1055/s-2005-870972

Hug, D.; Reitzner, M.
Gaussian polytopes: variances and limit theorems
2005. Advances in Applied Probability, 37 (2), 297–320. doi:10.1239/aap/1118858627

Hug, D.; Lutwak, E.; Yang, D.; Zhang, G.
On the Lp Minkowski Problem for Polytopes
2005. Discrete & Computational Geometry, 33 (4), 699–715. doi:10.1007/s00454-004-1149-8

Klar, B.; Meintanis, S. G.
Tests for normal mixtures based on the empirical characteristic function
2005. Computational statistics & data analysis, 49 (1), 227–242. doi:10.1016/j.csda.2004.05.011

Colesanti, A.; Hug, D.
Hessian Measures of Convex Functions and Applications to Area Measures
2005. Journal of the London Mathematical Society, 71 (01), 221–235. doi:10.1112/S0024610704005915

Hug, D.; Schneider, R.
Large typical cells in Poisson-Delaunay mosaics
2005. Revue roumaine de mathématiques pures et appliquées, 50 (5-6), 657–670

Gates, J.; Hug, D.; Schneider, R.
Valuations on Convex Sets of Oriented Hyperplanes
2005. Discrete & Computational Geometry, 33 (1), 57–65. doi:10.1007/s00454-004-1126-2

Keller, K.; Winter, S.
Combinatorics of distance doubling maps
2005. Fundamenta Mathematicae, 187, 35 S. doi:10.4064/fm187-1-1

Fasen, V.
Extremes of regularly varying Levy-driven mixed moving average processes
2005. Advances in Applied Probability, 37 (4), 993–1014. doi:10.1239/aap/1134587750

Rieder, U.; Bäuerle, N.
Portfolio optimization with unobservable Markov-modulated drift process
2005. Journal of Applied Probability, 42 (2), 362–378. doi:10.1239/jap/1118777176

Bäuerle, N.
Benchmark and Mean-Variance problems for insurers
2005. Mathematical Methods of Operations Research, 62 (1), 159–165. doi:10.1007/s00186-005-0446-1

Bäuerle, N.; Grübel, R.
Multivariate counting processes: copulas and beyond
2005. Astin Bulletin, 35 (2), 379–408. doi:10.2143/AST.35.2.2003459

Henze, N.; Klar, B.; Zhu, L. X.
Checking the adequacy of the multivariate semiparametric location shift model
2005. Journal of Multivariate Analysis, 93 (2), 238–256

Henze, N.; Meintanis, S. G.
Recent and classical tests for exponentiality. A partial review with comparisons
2005. Metrika, 61 (1), 29–45

Henze, N.; Last, G.
Mathematik für Wirtschaftsingenieure. Und für naturwissenschaftlich-technische Studiengänge. Bd. 1. Grundlagen, Analysis, Stochastik, lineare Gleichungssysteme
2005. Vieweg Verlag

Hug, D.; Reitzner, M.; Schneider, R.
Large Poisson-Voronoi cells and Crofton cells
2004. Advances in Applied Probability, 36 (3), 667–690. doi:10.1239/aap/1093962228

Last, G.
Ergodicity properties of stress release, repairable system and workload models
2004. Advances in Applied Probability, 36 (2), 471–498. doi:10.1239/aap/1086957582

Konstantopoulos, T.; Last, G.; Lin, S.-J.
On a Class of Lévy Stochastic Networks
2004. Queueing Systems, 46 (3-4), 409–437. doi:10.1023/b:ques.0000027993.51077.f2

Heveling, M.; Hug, D.; Last, G.
Does polynomial parallel volume imply convexity?
2004. Mathematische Annalen, 328 (3), 469–479. doi:10.1007/s00208-003-0497-7

Hug, D.; Schneider, R.
Large Cells in Poisson - Delaunay Tessellations
2004. Discrete and Computational Geometry, 31 (4), 503–514. doi:10.1007/s00454-003-0818-3

Burger, M.; Klar, B.; Müller, A.; Schindlmayr, G.
A spot market model for pricing derivatives in electricity markets
2004. Quantitative finance, 4 (1), 109–122. doi:10.1088/1469-7688/4/1/010

Hug, D.; Munsonius, G. O.; Reitzner, M.
Asymptotic mean values of Gaussian polytopes
2004. Beiträge zur Algebra und Geometrie, 45 (2), 531–548

Hug, D.; Last, G.; Weil, W.
A local Steiner–type formula for general closed sets and applications
2004. Mathematische Zeitschrift, 246 (1-2), 237–272. doi:10.1007/s00209-003-0597-9

Hug, D.; Reitzner, M.; Schneider, R.
The limit shape of the zero cell in a stationary Poisson hyperplane tessellation
2004. The Annals of Probability, 32 (1B), 1140–1167. doi:10.1214/aop/1079021474

Bäuerle, N.; Engelhardt-Funke, O.; Kolonko, M.
Routing of airplanes to two runways: monotonicity of optimal controls
2004. Probability in the Engineering and Informational Sciences, 18 (4), 533–560. doi:10.1017/S0269964804184088

Bäuerle, N.
Approximation of optimal reinsurance and dividend pay-out policies
2004. Mathematical Finance, 14 (1), 99–113. doi:10.1111/j.0960-1627.2004.00183.x

Bäuerle, N.
Traditional versus non-traditional reinsurance in a dynamic setting
2004. Scandinavian Actuarial Journal, (5), 355–371. doi:10.1080/03461230310016983

Bäuerle, N.; Rieder, U.
Portfolio optimization with Markov-modulated stock prices and interest rates
2004. IEEE Transactions on Automatic Control, 49 (3), 442–447. doi:10.1109/TAC.2004.824471

Gupta, A. K.; Henze, N.; Klar, B.
Testing for affine equivalence of elliptically symmetric distributions
2004. Journal of Multivariate Analysis, 88 (2), 222–242

Henze, N.; Stummer, W.
Mittelwerte und Mitten in der Stochastik
2004. Praxis der Mathematik, 50, 18–29

Henze, N.
Stochastik für Einsteiger
2004. Vieweg Verlag

Henze, N.; Last, G.
Mathematik für Wirtschaftsingenieure. Und für naturwissenschaftlich-technische Studiengänge. Bd. 2. Analysis im R n, Lineare Algebra, Hilberträume, Fourieranalyse, Differentialgleichungen, Stochastik
2004. Vieweg Verlag

Henze, N.; Kadelka, D.; Last, G. (Hrsg.)
Karlsruher Stochastik-Tage 2004, 6th German Open Conference on Probability and Statistics, Universität Karlsruhe (TH), 23.-26. März 2004. Vortragszusammenfassungen und Teilnehmerliste
2004. Universität Karlsruhe (TH)

Stummer, W.
Exponentials, diffusions, finance, entropy and information
2004. Shaker Verlag

Klar, B.
On a test for exponentiality against Laplace order dominance
2003. Statistics, 37 (6), 505–515. doi:10.1080/0233188031000154830

Schildge, J.; Klar, B.; Hardung-Backes, M.
Die Mastzelle in der bronchoalveolären Lavage bei interstitiellen Lungenerkrankungen [Mast cells in bronchoalveolar lavage fluid of patients with interstitial lung diseases]
2003. Pneumologie, 57 (4), 202–207. doi:10.1055/s-2003-38569

Hug, D.; Last, G.; Weil, W.
Distance measurements on processes of flats
2003. Advances in Applied Probability, 35 (1), 70–95. doi:10.1239/aap/1046366100

Olsen, L.; Winter, S.
Normal and Non-Normal Points of Self-Similar Sets and Divergence Points of Self-Similar Measures
2003. Journal of the London Mathematical Society, 67 (01), 103–122. doi:10.1112/S0024610702003630

Henze, N.; Nikitin, Y. Y.
Two-sample tests based on the integrated empirical process
2003. Communications in Statistics - Theory and Methods, 32 (9), 1767–1788

Henze, N.; Klar, B.; Meintanis, S. G.
Invariant tests for symmetry about an unspecified point based on the empirical characteristic function
2003. Journal of multivariate analysis, 87 (2), 275–297

Henze, N.
Stochastik für Einsteiger
2003. Vieweg Verlag

Eichhorn, W.; Krtscha, M.
Axiomatische Klassifikation von Informations-, Konzentrations- und relativen Ungleichheitsmaßen
2003. In: Informationswirtschaft: Ein Sektor mit Zukunft. Hrsg.: A. Geyer-Schulz. Bonn 2003. S. 277-284. (GI-Edition Lecture notes in informatics. Proceedings. 33.)

Hug, D.; Last, G.; Weil, W.
A local Steiner-type formula for general closed sets and applications
2003. Karlsruhe 2003. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 2003,3.)

Hug, D.; Last, G.; Weil, W.
Distance measurements on processes of flats
2003. Karlsruhe 2003. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 2003,2.)

Klar, B.; Sures, B.
A nonlinear model of stress hormone levels in rats - the interaction between pollution and parasites
2003. Ecotoxicology and environmental safety, Karlsruhe 2003. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 2003,9.), 59 (1), 23–30. doi:10.1016/S0147-6513(03)00100-3

Klar, B.; Müller, A.
Characterizations of classes of lifetime distributions generalizing the NBUE class
2003. Journal of applied probability, 40, 20–32

Hug, D.; Mani-Levitska, P.; Schätzle, R.
Almost Transversal Intersections of Convex Surfaces and Translative Integral Formulae
2002. Mathematische Nachrichten, 246-247 (1), 121–155. doi:10.1002/1522-2616(200212)246:1<121::AID-MANA121>3.0.CO;2-G

Hug, D.
Absolute Continuity for Curvature Measures of Convex Sets, III
2002. Advances in Mathematics, 169 (1), 92–117. doi:10.1006/aima.2001.2055

Hug, D.; Last, G.; Weil, W.
Generalized contact distributions of inhomogeneous Boolean models
2002. Advances in Applied Probability, 34 (1), 21–47. doi:10.1239/aap/1019160948

Bäuerle, N.
Queueing Systems
2002. Optimization and Operations Research, Vol. IV, Ed.: U. Derigs, 883–893, UNESCO Publishing-Eolss Publishers, Oxford, UK

Bäuerle, N.
Markov Models
2002. Optimization and Operations Research, Vol. IV. Ed.: U. Derigs, 831–850, UNESCO Publishing-Eolss Publishers, Oxford, UK

Kabanov, Y. M.; Last, G.
Hedging in a model with transaction costs
2002. Труды Математического института имени ВА Стеклова, 237 (1), 217–223

Hug, D.; Last, G.; Weil, W.
A Survey on Contact Distributions
2002. Morphology of Condensed Matter : Physics and Geometry of Spatially Complex Systems. Ed.: K. Mecke, 317–357, Springer-Verlag. doi:10.1007/3-540-45782-8_14

Hug, D.; Schneider, R.
Kinematic and Crofton formulae of integral geometry: recent variants and extensions
2002. Homenatge al professor Lluís Santaló i Sors: 22 de novembre de 2002. Editor: C. Barceló i Vidal, Càtedra de Lluís Santaló d’Aplicacions de la Matemàtica, 51–80, Universitat de Girona

Hug, D.; Schneider, R.
Stability results involving surface area measures of convex bodies
2002. Rendiconti del Circolo Matematico di Palermo Series 2. Supplemento, 70 (2), 21–51

Bäuerle, N.
Risk management in credit risk portfolios with correlated assets
2002. Insurance: Mathematics and Economics, 30 (2), 187–198. doi:10.1016/S0167-6687(02)00096-3

Bäuerle, N.
Optimal control of queueing networks: an approach via fluid models
2002. Advances in Applied Probability, 34 (2), 313–328. doi:10.1239/aap/1025131220

Bäuerle, N.; Houdek, A.
Bounds and performance limits of channel assignment policies in cellular networks
2002. Probability in the Engineering and Informational Sciences, 16 (1), 85–100. doi:10.1017/S0269964802161067

Henze, N.; Meintanis, S. G.
Tests of fit for exponentiality based on the empirical Laplace transform
2002. Statistics, 36 (2), 147–161

Hinderer, K.; Waldmann, K.-H.
The critical discount factor for finite Markovian decision processes with an absorbing set
2002. Karlsruhe 2002. (Technical report. Institut für Wirtschaftstheorie und Operations Research, Universität Karlsruhe. 622.)

Hug, D.; Last, G.; Weil, W.
A survey on contact distributions
2002. Karlsruhe 2002. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 2002,6.)

Klar, B.
A treatment of multivariate skewness, kurtosis and related statistics
2002. Journal of multivariate analysis, 83 (1), 141–165

Klar, B.
A note on the L-class of life distributions
2002. Journal of applied probability, 39, 11–19

Kabanov, Y. M.; Last, G.
Hedging under transaction costs in currency markets: a continuous-time model
2002. Mathematical finance, 12 (1), 63–70. doi:10.1111/1467-9965.00004

Hess, M.; Klar, B.; Mehmel, H. C.; Schymik, G.
Cardiogenic shock: which clinical and interventional parameters affect mortality
2002. Journal of the American College of Cardiology, 39 (Suppl. B), 98–99

Henze, N.; Nikitin, Y.
New Watson type goodness-of-fit tests based on the integrated empirical process
2002. Mathematical methods of statistics, 11, 183–202

Henze, N.; Meintanis, S. G.
Goodness-of-fit tests for the exponential distribution based on the empirical Laplace transform
2002. Statistics, 36 (2), 147–161

Henze, N.; Meintanis, S. G.
Goodness-of-fit tests based on a new characterization of the exponentional distribution
2002. Communications in statistics- Theory and methods, 31 (9), 1479–1497

Henze, N.; Klar, B.
Goodness-of-fit tests for the inverse Gaussian distribution based on the empirical Laplace transform
2002. Annals of the Institute of Statistical Mathematics, 54 (2), 425–444

Henze, N.
Verschwundene Socken, Rencontre-Probleme, Fußballauslosungen und Sammelbilder - eine einheitliche Betrachtungsweise
2002. Praxis der Mathematik, 44, 219–224

Henze, N.
Invariant tests for multivariate normality: a critical review
2002. Statistical Papers, 43 (4), 467–506

Gantert, N.; Shi, Z.
Many visits to a single site for a transient random walk in random environment
2002. Stochastic processes and their applications, 99 (2), 159–176

Gantert, N.
Subexponential tail-asymptotics for a random walk with randomly placed one-way nodes
2002. Annales de l’Institut Henri Poincare, Probabilites et statistiques, 38 (1), 687–704

Dembo, A.; Gantert, N.; Peres, Y.; Zeitouni, O.
Large deviations for random walks on Galton-Watson trees: averaging and uncertainty
2002. Probability theory and related fields, 122 (2), 241–288

Bischoff, W.; Miller, F.
A minimax two stage procedure for comparing treatments: looking at a hybrid test and estimation problem as a whole
2002. Statistica Sinica, 12, 1133–1144

Bischoff, W.
On the assumption of constant variance in regression models with an analysis of yearly rainfall data
2002. In: Applications of mathematics in engineering and economics. Ed.: D. Ivanchev. Heron Press 2002. S. 409-418

Bader, G.; Bischoff, W.; Kohler, N.; Schwaiger, B.
Statistische Methoden zur Analyse von Gebäudebeständen
2002. Stadtforschung und Statistik, 2002 (1), 44–47

Klar, B.; Mueller, A.
Characterizations of classes of lifetime distributions generalizing the NBUE class
2002. Karlsruhe 2002. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 2002,14.)

Sures, B.; Scheef, G.; Klar, B.; Kloas, W.; Taraschewski, H.
Interaction between cadmium exposure and infection with the intestinal parasite Moniliformis moniliformis (Acanthocephala) on the stress hormone levels in rats
2002. Environmental pollution, 119 (3), 333–340

Bader, G.; Bischoff, W.
Old and new aspects of minimax estimation of a bounded parameter
2002. Karlsruhe 2002. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 2002,48.)

Bischoff, W.; Hashorva, E.; Huesler, J.; Miller, F.
Exact asymptotics for boundary crossings of the Brownian bridge with trend with application to the Kolmogorov test
2002. Karlsruhe 2002. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 2002,47.)

Last, G.
Ergodicity properties of a class of Markov modulated renewal processes
2002. Karlsruhe 2002. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 2002,42.)

Bader, G.; Schwaiger, B.; Ferrara, C.
Methoden zur Analyse von Gebäudebeständen, Alterungsmodelle und Prognose von Stoffströmen mit Anwendung auf den Gebäudebestand der Stadt Ettlingen
2002. Universität Karlsruhe (TH)

Last, G.; Schassberger, R.
On the second derivative of the spherical contact distribution function of smooth grain models
2001. Probability Theory and Related Fields, 121 (1), 49–72. doi:10.1007/pl00008797

Hug, D.; Schätzle, R.
Intersections and Translative Integral Formulas for Boundaries of Convex Bodies
2001. Mathematische Nachrichten, 226 (1), 99–128. doi:10.1002/1522-2616(200106)226:1<99::AID-MANA99>3.0.CO;2-S

Gao, F.; Hug, D.; Schneider, R.
Intrinsic volumes and polar sets in spherical space
2001. Mathematicae Notae. Boletin del Instituto de Matematica ``Beppo Levi’’, 41, 159–176

Bäuerle, N.
Discounted Stochastic Fluid Programs
2001. Mathematics of Operations Research, 26 (2), 401–420. doi:10.1287/moor.26.2.401.10560

Bäuerle, N.
Convex Stochastic Fluid Programs with Average Cost
2001. Journal of Mathematical Analysis and Applications, 259 (1), 137–156. doi:10.1006/jmaa.2000.7400

Bäuerle, N.; Stidham, S.
Conservation Laws for Single-Server Fluid Networks
2001. Queueing Systems : Theory and Applications, 38 (2), 185–194. doi:10.1023/A:1010906331066

Bäuerle, N.
On positive harris recurrence of stochastic fluid networks
2001. Stochastic Models, 17 (4), 391–405. doi:10.1081/STM-120001215

Bader, G.; Bischoff, W.
Weak LeCam-convergence of regression models with an application to the asymptotic efficiency of the likelihood ratio test
2001. Karlsruhe 2001. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 2001,23.)

Henze, N.
Muster in Bernoulli-Ketten
2001. Stochastik in der Schule, 21 (2), 2–10

Folkers, M.
Anwendungen der elementaren Zahlen-Theorie mit Maple
2001. In: Computeralgebrasysteme (CAS). Karlsruhe : Fak. f. Math., Univ. Karlsruhe 2001

Schymik, G.; Hess, M.; Vorderbruegge, U.; Kretschmer, S.; Schlick, M.; Klar, B.; Mehmel, H. C.
Der kardiogene Schock: Determinanten des PTCA-Erfolges und der In-Hospitalletalität
2001. Zeitschrift für Kardiologie, 90 (Suppl. 2), 109

Schildge, J.; Klar, B.; Gaiser, R.
Die Bestimmung der bronchialen Sensitivität - ist die Widerstandsmessung mittels Unterbrechermethode ein zuverlässiges Verfahren?
2001. Pneumologie, 55 (9), 425–430

Walther, W.; Klar, B.
Evidenzgestützte Einschätzung prognostischer Faktoren der prothetischen Therapieplanung - eine multivariate Analyse
2001. Deutsche Zahnärztliche Zeitschrift, 56, 676–679

Klar, B.
Goodness-of-fit tests for the exponential and the normal distribution based on the integrated distribution function
2001. Annals of the Institute of Statistical Mathematics, 53 (2), 338–353

Bischoff, W.; Hashorva, E.; Huesler, J.; Miller, F.
The large deviation of the Kolmogorov test for a Brownian bridge with general trend with applications to change-point problems in regression models
2001. Karlsruhe 2001. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 2001,15.)

Bischoff, W.; Miller, F.
A minimax two stage procedure for comparing treatments in technical or clinical trials: looking at a hybrid test and estimation problem as a whole
2001. Karlsruhe 2001. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 2001,12.)

Gantert, N.; Shi, Z.
Many visits to a single site by a transient random walk in random environment
2001. Karlsruhe 2001. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 2001,26.)

Hug, D.; Last, G.; Weil, W.
Generalized contact distributions of inhomogeneous Boolean models
2001. Karlsruhe 2001. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 2001,9.)

Stummer, W.
A toolbox for generalized relative entropies, EMM and contingent claim valuation
2001. In: Mathematical finance. Ed.: M. Kohlmann. Basel 2001. S. 345-354

Stummer, W.
Some divergence properties of asset price models
2001. Entropy, 3 (5), 300–324. doi:10.3390/e3050300

Stummer, W.
On a statistical information measure for a generalized Samuelson-Black-Scholes world
2001. Statistics & decisions, 19, 289–314

Last, G.; Szekli, R.
Moments and Blackwell’s convergence for repairable systems with heavy tailed lifetimes
2001. Markov processes and related fields, 7, 469–490

Last, G.; Schassberger, R.
On the second derivative of the spherical contact distribution function of smooth grain models
2001. Probability theory and related fields, 121 (1), 49–72

Henze, N.; Klar, B.
Testing exponentiality against the L-class of life distributions
2001. Mathematical methods of statistics, 10, 232–246

Bischoff, W.; Friede, T.; Kieser, M.; Miller, F.
A note on change point estimation in dose-response trials
2001. Computational statistics & data analysis, 37 (2), 219–232

Hinderer, K.; Waldmann, K.-H.
Cash management in a randomly varying environment
2001. European journal of operational research, 130 (3), 468–485

Klar, B.
Diagnostic smooth tests of fit
2000. Metrika, 52 (3), 237–252. doi:10.1007/PL00003984

Last, G.; Schassberger, R.
On stationary stochastic flows and Palm probabilities of surface processes
2000. The Annals of Applied Probability, 10 (2). doi:10.1214/aoap/1019487351

Hug, D.; Last, G.
On support measures in Minkowski spaces and contact distributions in stochastic geometry
2000. The Annals of Probability, 28 (2), 796–850. doi:10.1214/aop/1019160261

Colesanti, A.; Hug, D.
Steiner type formulae and weighted measures of singularities for semi-convex functions
2000. Transactions of the American Mathematical Society, 352 (7), 3239–3263. doi:10.1090/S0002-9947-00-02671-4

Colesanti, A.; Hug, D.
Hessian measures of semi-convex functions and applications to support measures of convex bodies
2000. manuscripta mathematica, 101 (2), 209–238. doi:10.1007/s002290050015

Hug, D.
Contact distributions of Boolean models
2000. Rendiconti del Circolo Matematico di Palermo Series 2. Supplemento, 65 (I), 137–181

Bäuerle, N.; Rieder, U.
Optimal control of single-server fluid networks
2000. Queueing Systems : Theory and Applications, 35 (1-4), 185–200. doi:10.1023/A:1019146111903

Bäuerle, N.
Asymptotic optimality of tracking policies in stochastic networks
2000. Annals of Applied Probability, 10 (4), 1065–1083. doi:10.1214/aoap/1019487606

Schildge, J.; Klar, B.; Weinstock, N.
Wert der Bestimmung der alkalischen Phosphatase (AP) und des AP/Albumin-Quotienten in der bronchoalveolären Lavage (BAL) für die Diagnostik interstitieller Lungenkrankheiten
2000. Pneumologie 54 (2000) S. 385-391

Konstantopoulos, T.; Last, G.
On the dynamics and performance of stochastic fluid systems
2000. Journal of applied probability, J. of appl. probabil. 37 (2000) S. 652-667., 37 (3), 652–667. doi:10.1239/jap/1014842826

Klar, B.
Bounds on tail probabilities of discrete distributions
2000. Probability in the engineering and informational sciences, 14, 161–171

Klar, B.
A class of tests for exponentiality against HNBUE alternatives
2000. Statistics & probability letters, Statist. & probabil. let. 47 (2000) S. 199-207., 47, 199 – 207

Hinderer, K.; Stieglitz, M.
Isotonicity of minimizers in polychotomous discrete interval search via lattice programming
2000. Math. meth. of oper. res. 51 (2000) S. 139-173

Henze, N.; Nikitin, Y.
A new approach to goodness-of-fit testing based on the integrated empirical process
2000. Journal of Nonparametric Statistics, 12 (3), 391–416

Henze, N.; Klar, B.
ARD-Lotto-Show - zwei stochastische Probleme
2000. Beiträge zum mathematisch-naturwissenschaftlichen Unterricht, 53, 151–153

Henze, N.
Stochastische Modellbildung zwischen Glücksspiel - Mathematik und wirklichem (?) Anwendungsbezug - eine kritische Bestandsaufnahme
2000. Modellbildung, Computer und Mathematikunterricht, 1. bis 4. Oktober 1998, Wolfenbüttel . Hrsg.: H. Hirscher, 49–57, diVerl. Franzbecker

Henze, N.
Stochastik für Einsteiger
2000. Vieweg Verlag

Guertler, N.; Henze, N.
Recent and classical goodness-of-fit tests for the Poisson distribution
2000. Journal of Statistical Planning and Inference, 90 (2), 207–225

Guertler, N.; Henze, N.
Goodness-of-fit tests for the Cauchy distribution based on the empirical characteristic function
2000. Annals of the Institute of Statistical Mathematics, 52 (2), 267–286

Friede, T.; Kieser, M.; Miller, F.
Modeling the recovery from depressive illness by an exponential model with mixed effects
2000. Meth. of inform. in med. 39 (2000) S. 12-15

Bischoff, W.; Miller, F.
Asymptotically optimal tests and optimal designs for testing the mean in regression models with applications to change-point problems
2000. Ann. of the Inst. of Statist. Math. 52 (2000) S. 658-679

Bischoff, W.
Asymptotically optimal tests for some growth curve models under non-normal error structure
2000. Metrika 50 (2000) S. 195-203

Bischoff, W.
The structure of a linear model: sufficiency, ancillarity, invariance, equivariance, and the normal distribution
2000. J. of multivariate anal. 73 (2000) S. 180-198

Baringhaus, L.; Henze, N.
Omnibus tests of fit for exponentiality based on a characterization via the mean residual life function
2000. Statistical Papers, 41 (2), 225–236

Baringhaus, L.; Guertler, N.; Henze, N.
Weighted integral test statistics and components of smooth tests of fit
2000. Australian and New Zealand Journal of Statistics, 42 (2), 179–192

Gantert, N.
The maximum of a branching random walk with semiexponential increments
2000. Ann. of probabil. 28 (2000) S. 1219-1229

Comets, F.; Gantert, N.; Zeitouni, O.
Quenched, annealed and functional large deviations for one-dimensional random walk in random environment
2000. Probabil. theory and related fields 118 (2000) S. 65-114

Gantert, N.
A note on logarithmic tail asymptotics and mixing
2000. Statistics and probabil. let. 49 (2000) S. 113-118

Bischoff, W.; Fichter, M.
Optimal lower and upper bounds for the Lp-mean deviation of functions of a random variable
2000. Karlsruhe 2000. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 2000,35.) und Math. meth. of statist. 9 (2000) S. 237-269

Hug, D.
Absolute continuity for curvature measures of convex sets II
1999. Mathematische Zeitschrift, 232 (3), 437–485. doi:10.1007/PL00004765

Last, G.; Stamer, H.
Recurrence and transience properties of some neural networks: an approach via fluid limit models
1999. Queueing Systems, 32 (1-3), 99–130. doi:10.1023/a:1019135020138

Last, G.; Holtmann, M.
On the empty space function of some germ-grain models
1999. Pattern Recognition, 32 (9), 1587–1600. doi:10.1016/s0031-3203(99)00022-9

Konstantopoulos, T.; Last, G.
On the use of Lyapunov function methods in renewal theory
1999. Stochastic Processes and their Applications, 79 (1), 165–178. doi:10.1016/s0304-4149(98)00068-4

Last, G.; Szekli, R.
Time and Palm stationarity of repairable systems
1999. Stochastic Processes and their Applications, 79 (1), 17–43. doi:10.1016/s0304-4149(98)00067-2

Bäuerle, N.
How to improve the performance of ATM multiplexers
1999. Operations Research Letters, 24 (1-2), 81–89. doi:10.1016/S0167-6377(99)00002-4

Bayer, C. R.; Krtscha, M.
Bewertung der Bilanzbonität im Rahmen der Jahresabschlussanalyse: Objektive Bewertungsfunktionen
1999. Karlsruhe 1999. (Discussion paper. Institut für Wirtschaftstheorie und Operations Research, Universität Karlsruhe (TH). 565.)

Bischoff, W.; Miller, F.
Asymptotically optimal tests and optimal designs for testing the mean in regression models with applications to change-point problems
1999. Karlsruhe 1999. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 1999,2.)

Klar, B.
A class of tests for exponentiality against HNBUE alternatives
1999. Karlsruhe 1999. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 1999,4.)

Klar, B.
Model selection for a family of discrete failure time distributions
1999. Australian & New Zealand journal of statistics, Austral. & N. Z. j. of statist. 41 (1999) S. 337-352., 41, 337–352

Klar, B.
Goodness-of-fit tests for discrete models based on the integrated distribution function
1999. Metrika, 49, 53–69

Henze, N.; Penrose, M. D.
On the multivariate runs test
1999. The Annals of Applied Statistics, 27 (1), 290–298

Henze, N.
Stochastik für Einsteiger
1999. Vieweg Verlag

Henze, N.
Eine elementare Lösung für Pepys Problem
1999. Stochastik in der Schule, 19 (1), 30–37

Gutjahr, S.; Henze, N.; Folkers, M.
Shortcomings of generalized affine invariant skewness measures
1999. Journal of Multivariate Analysis, 71 (1), 1–23

Friede, T.; Miller, F.; Bischoff, W.; Kieser, M.
A note on change point estimation in dose-response trials
1999. Karlsruhe 1999. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 1999,16.)

Bischoff, W.; Miller, F.
The F-test is asymptotically optimal in linear regression models with unknown distribution of the error
1999. Karlsruhe 1999. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 1999,6.)

Bischoff, W.
The structure of a linear model: sufficiency, ancillarity, invariance, equivariance and the normal distribution
1999. Karlsruhe 1999. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 1999,19.)

Bischoff, W.
Asymptotically optimal tests for some growth curve models under non-normal error structure
1999. Karlsruhe 1999. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 1999,15.)

Bischoff, W.
Best Phi--approximants for bounded weak loss functions
1999. Statistics & decisions 17 (1999) S. 49-61

Last, G.; Szekli, R.
Asymptotic and monotonicity properties of some repairable systems
1998. Advances in Applied Probability, 30 (4), 1089–1110. doi:10.1239/aap/1035228209

Last, G.; Szekli, R.
Stochastic comparison of repairable systems by coupling
1998. Journal of Applied Probability, 35 (2), 348–370. doi:10.1239/jap/1032192852

Last, G.; Schassberger, R.
On the distribution of the spherical contact vector of stationary germ-grain models
1998. Advances in Applied Probability, 30 (1), 36–52. doi:10.1239/aap/1035227990

Foss, S.; Last, G.
On the Stability of Greedy Polling Systems with General Service Policies
1998. Probability in the Engineering and Informational Sciences, 12 (1), 49–68. doi:10.1017/s0269964800005052

Hug, D.
Absolute Continuity for Curvature Measures of Convex Sets I
1998. Mathematische Nachrichten, 195 (1), 139–158. doi:10.1002/mana.19981950108

Hug, D.
Generalized curvature measures and singularities of sets with positive reach
1998. Forum Mathematicum, 10 (6), 699–728. doi:10.1515/form.10.6.699

Bäuerle, N.
The advantage of small machines in a stochastic fluid production process
1998. Mathematical Methods of Operations Research, 47 (1), 83–97. doi:10.1007/BF01193838

Bäuerle, N.; Rolski, T.
A monotonicity result for the workload in Markov-modulated queues
1998. Journal of Applied Probability, 35 (3), 741–747. doi:10.1239/jap/1032265221

Bäuerle, N.; Brüstl, G.; Rieder, U.
Optimal scheduling in heterogeneous two-station queueing networks
1998. Mathematical Methods of Operations Research, 48 (3), 337–347. doi:10.1007/s001860050031

Henze, N.; Riedwyl, H.
How to win more. Strategies for increasing a lottery win
1998. A.K. Peters

Henze, N.
Stochastische Extremwertprobleme oder Wie banal ist die Sensation?
1998. Mitteilungen der Mathematischen Gesellschaft in Hamburg, 17, 51–74

Henze, N.
"Drawings since hit tables in lotteries" and a new multivariate geometric distribution
1998. Statistics & Probability Letters, 40 (4), 321–327

Bischoff, W.
Best phi-approximants for bounded weak loss functions
1998. Karlsruhe 1998. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 1998,11.)

Bischoff, W.
A functional central limit theorem for regression models
1998. Karlsruhe 1998. (Preprint. Fakultät für Mathematik, Universität Karlsruhe. 1998,8.) und Ann. of statistics 26 (1998) S. 1398-1410

Henze, N.
A Poisson limit law for a generalized birthday problem
1998. Statistics & Probability Letters, 39 (4), 333–336

Hinderer, K.; Waldmann, K.-H.
Approximate solution of Markov renewal programs with finite time horizon
1998. Siam j. on control and optimizat. 37 (1998) S. 502-520

Henze, N.; Riedwyl, H.
How to win more - strategies for increasing a lottery win
1998. Peters

Henze, N.
Die Auflösung eines Wartezeit-Paradoxons oder Newton hatte nur teilweise recht
1998. Stochastik in der Schule, 18 (1), 2–4

Bäuerle, N.
Inequalities for stochastic models via supermodular orderings
1997. Stochastic Models, 13 (1), 181–201. doi:10.1080/15326349708807420

Bäuerle, N.; Rieder, U.
Comparison results for Markov-modulated recursive models
1997. Probability in the Engineering and Informational Sciences, 11 (2), 203–217. doi:10.1017/S0269964800004769

Bäuerle, N.
Monotonicity results for MR/GI/1 queues
1997. Journal of Applied Probability, 34 (2), 514–524. doi:10.2307/3215390

Beutelspacher, A.; Henze, N.; Kulisch, U.
Überblicke Mathematik 1998
1997. (H. Wussing, Hrsg.), Vieweg Verlag

Beutelspacher, A.; Henze, N.; Kulisch, U.
Überblicke Mathematik 1996/97
1997. (H. Wussing, Hrsg.), Vieweg Verlag

Hinderer, K.; Mueller, A.
Cost-minimal immunization in the Greenwood epidemic model
1997. Math. biosci. 142 (1997) S. 31-58

Krtscha, M.
Zur Axiomatik der Ungleichheitsmessung in der Wirtschaftswissenschaft
1997. Fak. f. Wirtschaftswissenschaften, Habil.-Schr. v. 11.6.1997

Henze, N.
Extreme smoothing and testing for multivariate normality
1997. Statistics & Probability Letters, 35 (3), 203–213

Henze, N.; Wagner, T.
A new approach to the BEHP tests for multivariate normality
1997. Journal of Multivariate Analysis, 62 (1), 1–23

Henze, N.
A probabilistic and statistical analysis of popular lottery tickets
1997. Statistica Neerlandica, 51, 155–163

Henze, N.
Limit laws for multivariate skewness in the sense of Mori, Rohatgi and Szekely
1997. Statistics & Probability Letters, 33 (3), 299–307

Henze, N.
Stochastik für Einsteiger
1997. Vieweg Verlag

Henze, N.
Do components of smooth tests of fit have diagnostic properties?
1997. Metrika, 45 (1), 121–130

Bischoff, W.
On distributions whose conditionals distributions are normal. A vector space approach
1997. Math. meth. of statist. 5 (1997) S. 443-463

Last, G.
Coupling with compensators
1996. Stochastic Processes and their Applications, 65 (2), 147–170. doi:10.1016/s0304-4149(96)00110-x

Hug, D.
Contributions to affine surface area
1996. Manuscripta Mathematica, 91 (1), 283–301. doi:10.1007/BF02567955

Hug, D.
Curvature Relations and Affine Surface Area for a General Convex Body and its Polar
1996. Results in mathematics, 29 (3-4), 233–248. doi:10.1007/BF03322221

Last, G.; Schassberger, R.
A flow conservation law for surface processes
1996. Advances in Applied Probability, 28 (1), 13–28. doi:10.2307/1427911

Foss, S.; Last, G.
Stability of polling systems with exhaustive service policies and state-dependent routing
1996. The Annals of Applied Probability, 6 (1), 116–137. doi:10.1214/aoap/1034968068

Bäuerle, N.
Some results about the expected ruin time in Markov-modulated risk models
1996. Insurance: Mathematics and Economics, 18 (2), 187–198. doi:10.1016/0167-6687(95)00034-8

Hinderer, K.; Stieglitz, M.
Minimization of quasi-convex symmetric and of discretely quasi-convex symmetric functions
1996. Optimization 36 (1996) S. 321-332

Hinderer, K.; Stieglitz, M.
Increasing and Lipschitz continuous minimizers in one-dimensional linear-convex systems without constraints: the continuous and the discrete case
1996. Math. meth. of oper. res. 44 (1996) S. 189-204

Henze, N.; Klar, B.
Properly rescaled components of smooth tests of fit are diagnostic
1996. Australian & New Zealand journal of statistics, 38 (1), 61–74

Henze, N.; Klein, T.
The limit distribution of the largest interprint distance from a symmetric Kotz sample
1996. Journal of Multivariate Analysis, 57 (2), 228–239

Henze, N.
Empirical-distribution-function goodness-of-fit tests for discrete models
1996. Canadian Journal of Statistics, 24 (1), 81–93

Bischoff, W.
On maximin designs for correlated observations
1996. Statist. & probability let. 26 (1996) S. 357-363

Bischoff, W.
Characterizing multivariate normal distributions by some of its conditionals
1996. Statist. & probability let. 26 (1996) S. 105-111

Dolzmann, G.; Hug, D.
Equality of two representations of extended affine surface area
1995. Archiv der Mathematik, 65 (4), 352–356. doi:10.1007/BF01195547

Hug, D.
On the mean number of normals through a point in the interior of a convex body
1995. Geometriae Dedicata, 55 (3), 319–340. doi:10.1007/BF01266322

Last, G.; Brandt, A.
Marked Point Processes on the real line : the dynamical approach
1995. Springer Nature

Klar, B.
Analysis of and goodness of fit testing for a flexible discrete time failure model
1995. Karlsruhe 1995. (Preprint. Institut für Wissenschaftliches Rechnen und Mathematische Modellbildung. 1995,3.)

Mueller-Jensen, K.; Zimmermann, H.
Zu Risiko-Faktoren, Prophylaxe und Therapie von Fibrinreaktionen nach IOL-Implantationen
1995. Klin. Monatsbl. f. Augenheilkde. 207 (1995) S. 287-291

Henze, N.; Klar, B.
Bootstrap based goodness of fit tests for the generalized Poisson model
1995. Communications in statistics / Theory and methods, 24 (7), 1875–1896

Henze, N.
The distribution of spaces on lottery tickets
1995. The Fibonacci Quarterly, 33 (5), 426–431

Henze, N.
Erstmals im Lotto dieselbe Zahlenreihe - eine Sensation?
1995. Der mathematische und naturwissenschaftliche Unterricht, 48, 456–457

Henze, N.
Einige Fallstricke im Zusammenhang mit bedingten Wahrscheinlichkeiten
1995. Der mathematische und naturwissenschaftliche Unterricht, 48, 275–281

Henze, N.
2000mal Lotto am Samstag - gibt es Kuriositäten?
1995. Jahrbuch Überblicke Mathematik, 7–25

Fauser, M.; Leeger, T.; Morlock, M.
Einsatz von Lagerhaltungsmodellen bei Handelsunternehmen: Ergebnisse einer empirischen Studie
1995. OR Spektrum 17 (1995) S. 31-35

Bischoff, W.; Fieger, W.; Wulfert, S.
Minimax- and Gamma-minimax estimation of the bounded normal mean under LINEX-loss
1995. Statistics & decisions 13 (1995) S. 287-298

Bischoff, W.; Fieger, W.; Ochtrop, S.
Minimax estimation of the bounded bivariate normal mean under squared error loss
1995. Metrika 42 (1995) S. 379-394

Bischoff, W.
Lower bounds for the efficiency of designs with respect to the D-criterion when the observations are correlated
1995. Statistics 27 (1995) S. 27-44

Bischoff, W.
A determinant formula with applications to designing when the observations are correlated
1995. Ann. of the Inst. of Statist. Math. 47 (1995) S. 385-399

Bischoff, W.
Diskussionsbeitrag zum invited discussion paper "Constraint optimization of experimental design" von D. Cook und V. Federov (Statistics 26 (1995) S. 129-178)
1995. Statistics 26 (1995) S. 150-153

Last, G.
Predictable projections for point process filtrations
1994. Probability Theory and Related Fields, 99 (3), 361–388. doi:10.1007/bf01199897

Last, G.
Filtering of derived point processes
1994. Stochastic Processes and their Applications, 49 (2), 297–329. doi:10.1016/0304-4149(94)90139-2

Brandt, A.; Last, G.
On the Pathwise Comparison of Jump Processes Driven by Stochastic Intensities
1994. Mathematische Nachrichten, 167 (1), 21–42. doi:10.1002/mana.19941670103

Eichhorn, W.; Funke, H.; Krtscha, M.
How to achieve synthesized ratio judgements. The complete solution of a problem
1994. Results in math. 26 (1994) S. 258-263

Hinderer, K.; Stieglitz, M.
On polychotomous search problems
1994. Eur. j. of oper. res. 73 (1994) S. 279-294

Henze, N.
Tests auf Normalverteilung
1994. Allgemeines Statistisches Archiv, 78, 293–317

Henze, N.
The asymptotic behavior of a variant of multivariate kurtosis
1994. Communications in Statistics: Theory and Methods, 23 (4), 1047–1061

Henze, N.
On Mardia’s kurtosis test for multivariate normality
1994. Communications in Statistics: Theory and Methods, 23 (4), 1031–1045

Last, G.
On dependent marking and thinning of point processes
1993. Stochastic Processes and their Applications, 45 (1), 73–94. doi:10.1016/0304-4149(93)90061-8

Bischoff, W.
On the efficiency of designs with respect to the D-criterion when the observations are correlated
1993. Fak. f. Mathematik, Habil.-Schr. v. 14.7.1993

Eichhorn, W.; Krtscha, M.
Informationsmessung und Beziehungen zur Messung von Streuung, Risiko, Entropie, Konzentration und Ungleichheit
1993. In: Informationswirtschaft. Hrsg.: W. Frisch. Heidelberg 1993. S. 3-20

Krtscha, M.
The dependence of the price level on the expansion of the money supply in closed economies
1993. In: Mathematical modelling in economics. Ed.: W.E. Diewert. Berlin 1993. S. 249-259

Hinderer, K.; Stieglitz, M.
A dynamic multi-item two-activity problem
1993. OR Spektrum 15 (1993) S. 83-94

Henze, N.
On the consistency of a test for symmetry based on a run statistic
1993. Journal of Nonparametric Statistics, 3 (2), 195–199

Henze, N.
A quick omnibus test for the proportional hazards model of random censorship
1993. Statistics, 24, 253–263

Henze, N.
A new flexible class of omnibus tests for exponentiality
1993. Communications in Statistics - Simulation and Computation, 22 (1), 115–133

Bischoff, W.; Fieger, W.
On least favourable two point priors and minimax estimators under absolute error loss
1993. Metrika 40 (1993) S. 283-298

Bischoff, W.
On D-optimal designs for linear models under correlated observations with an application to a linear model with multiple response
1993. J. of statist. plann. and inference 37 (1993) S. 69-80

Bischoff, W.
On the greatest class of conjugate priors and sensitivity of multivariate normal posterior distributions
1993. J. of multivariate anal. 44 (1993) S. 69-81

Henze, N.; Baringhaus, L.
Limit distributions for Mardia’s measure of multivariate skewness
1992. The Annals of Statistics, 20, 1889–1902

Henze, N.; Baringhaus, L.
A characterization of and new consistent tests for symmetry
1992. Communications in Statistics - Theory and Methods, 21, 1555–1566

Henze, N.; Voigt, B.
Almost sure convergence of certain slowly changing symmetric one- and multi-sample statistics
1992. The Annals of Applied Probability, 20 (2), 1086–1098

Henze, N.; Baringhaus, L.
An adaptive omnibus test for exponentiality
1992. Communications in Statistics: Theory and Methods, 21, 969–978

Henze, N.; Baringhaus, L.
A goodness of fit test for the Poisson distribution based on the empirical generating function
1992. Statistics & Probability Letters, 13, 269–274

Fieger, W.; Eichenauer-Herrmann, J.
Minimax estimation under convex loss when the parameter interval is bounded
1992. Metrika 39 (1992) S. 27-43

Fieger, W.
Festbetraege fuer Arzneimittel - wie berechnen?
1992. Der Arzt u. sein Recht 4 (1992) H. 6 S. 13-14

Fauser, M.
Lagerhaltungsprobleme mit abhaengiger Nachfrage
1992. In: Operations research proceedings 1991. Berlin 1992. S. 52-59. (Papers of the annual meeting. Deutsche Gesellschaft fuer Operations Research. 20.)

Bischoff, W.; Fieger, W.
Minimax estimators and gamma--minimax estimators for a bounded normal mean under the loss lsub(p)(theta,d) = [theta - d]supra(p)
1992. Metrika 39 (1992) S. 185-197

Bischoff, W.
Minimax and gamma--minimax estimation for functions of the bounded parameter of a scale parameter family under "Lsub(p)-Loss"
1992. Statist. & decis. 10 (1992) S. 45-61

Bischoff, W.
On exact D-optimal designs for regression models with correlated observations
1992. Ann. of the Inst. of Statist. Math. 44 (1992) S. 229-238

Last, G.
On Bayes’ Formula for Doubly Stochastic Point Process on the Real Half-Line
1991. Statistics, 22 (3), 431–448. doi:10.1080/02331889108802324

Hinderer, K.
Increasing Lipschitz continuous maximizers of some dynamic programs
1991. Ann. of oper. res. 29 (1991) S. 565-586

Henze, N.; Baringhaus, L.
A class of consistent tests for exponentiality based on the empirical Laplace transform
1991. Annals of the Institute of Statistical Mathematics, 43 (3), 551–564

Henze, N.; Baringhaus, L.
Limit distributions for measures of multivariate skewness and kurtosis based on projections
1991. Journal of Multivariate Analysis, 38 (2), 51–69

Bischoff, W.; Cremers, H.; Fieger, W.
Normal distribution assumption and least squares estimation function in the model of polynomial regression
1991. J. of multivariate analys. 36 (1991) S. 1-17

Bischoff, W.; Fieger, W.
Characterization of the multivariate normal distribution by conditional normal distributions
1991. Metrika 38 (1991) S. 239-248

Last, G.
Some remarks on conditional distributions for point processes
1990. Stochastic Processes and their Applications, 34 (1), 121–135. doi:10.1016/0304-4149(90)90059-2

Hinderer, K.
Non-traditional approaches to some classical topics in probability and estimation
1990. Eur. j. of engng. educat. 15 (1990) S. 213- 222

Hinderer, K.
Looking at the structure of dynamic programs with PC support
1990. Meth. of oper. res. 60 (1990) S. 75-86

Hinderer, K.
On dichotomous search with direction- dependent costs for a uniformly hidden object
1990. Optimization 21 (1990) S. 215-229

Bischoff, W.; Cremers, H.; Fieger, W.
Optimal designs in electrocardiography with non-constant variances
1990. Z. f. angew. Math. u. Mech. 70 (1990) S. T731 - T733

Orywa, R.
Ein stochastisches, dynamisches Losgroessenproblem
1989. In: Abstracts. Wissenschaftliche Jahrestagung, Karlsruhe 1989. Ges. f. Angew. Math. u. Mech. 1989. Nr. 54

Kadelka, D.
Grundlagenfragen beim Scheduling und bei gesteuerten Bedienungssystemen - ein gemeinsames Modell, Suffizienz und Anwendungen in der Optimierung
1989. Fak. f. Mathematik, Habil.-Schr. v. 5.7.1989

Kadelka, D.
Admission control for queueing-systems with finite operation time
1989. In: Abstracts. Wissenschaftliche Jahrestagung, Karlsruhe 1989. Ges. f. Angew. Math. u. Mech. 1989. Nr. 54

Hinderer, K.
On dichotomous search with direction-dependent costs
1989. In: Abstracts. Wissenschaftliche Jahrestagung, Karlsruhe 1989. Ges. f. Angew. Math. u. Mech. 1989. Nr. 54

Bischoff, W.; Cremers, H.; Fieger, W.
Optimale Versuchsplaene in der Elektrokardiographie mit nicht-konstanten Varianten
1989. In: Abstracts. Wissenschaftliche Jahrestagung, Karlsruhe 1989. Ges. f. Angew. Math. u. Mech. 1989. Nr. 40

Fieger, W.; Eichenauer-Herrmann, J.
Minimax estimation under convex loss when the parameter interval is bounded
1989. Darmstadt 1989. (Preprint des Fachbereichs Mathematik der Technischen Hochschule Darmstadt. Nr. 1262.)

Fieger, W.; Eichenauer-Herrmann, J.
Minimax estimation in scale parameter families when the parameter interval is bounded
1989. Stat. and decisions 7 (1989) S. 363-376

Krtscha, M.
Axiomatic characterization of statistical price indices
1989. In: Measurement in economics. Ed.: W. Eichhorn. Heidelberg 1988. S. 117-133