Wissenschaftliche Publikationen

Wissenschaftliche Publikationen (seit 2000)

2024

Bäuerle, N.; Göll, T.: Nash equilibria for relative investors with (non)linear price impact.
Mathematics and Financial Economics 18(1), 27-48.

Bäuerle, N.; Mahayni, A.: Optimal investment in ambiguous financial markets with learning.
European Journal of Operational Research 315(1), 393-410.

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

Das, B.; Fasen-Hartmann, V.: On heavy-tailed risks under Gaussian copula: the effects of marginal transformation.
J. Multivariate Anal, 202, pp. 105310.

Bartha, F.A.; Bencs, F.; Böröczky, K.J.; Hug, D.: Extremizers and stability of the Betke--Weil inequality.
Michigan Math. J. 74 (2024), 45--71.

Hug, D.; Reichert, P.A.: The support of mixed area measures involving a new class of convex bodies.
J. Funct. Anal. 287 (11), 1 December 2024, 110622.

Hug, D.; Schneider, R.: Vectorial analogues of Cauchy’s surface area formula.
Arch. Math. 122 (2024), 343-–352. arxiv.pdf Archiv Math. online Publication Date 2024-01-29.

2023

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.
Statistical Science, 38(1): 120-139.

Bäuerle, N.: Mean field Markov Decision Processes.
Applied Mathematics and Optimization 88(12).

Bäuerle, N.; Barz, C.: Risk-sensitive Markov decision processes.
In: Pardalos, P.M., Prokopyev, O.A. (eds) Encyclopedia of Optimization. Springer, Cham 2023.

Bäuerle, N.; Chen, A.:Optimal investment under partial information and robust VaR-type constraint.
International Journal of Theoretical and Applied Finance 26 (4-5), 2350017.

Bäuerle, N.; Göll, T.: Nash equilibria for relative investors via no-arbitrage arguments.
Mathematical Methods of Operations Research 97(1), 1-23.

Betken, C.; Hug, D.; Thäle, Ch.: Intersections of Poisson $ k $-flats in constant curvature spaces.
Stochastic Processes and their Applications 165, 96–129.

Betsch S.; Last, G.: On the uniqueness of Gibbs distributions with a non-negative and subcritical pair potential.
Annales de l’Institut Henri Poincare. 59, 706–-725.

Colesanti, A.; Hug, D.: Geometric and Functional Inequalities.
Chapter 3 (pages 79--158) of the Lecture Notes of the CIME Summer School on Convex Geometry, held in Cetraro, Italy, from August 30th to September 3rd, 2021. Part of the book series: Lecture Notes in Mathematics, volume 2332, Published 2023, Editors: Andrea Colesanti, Monika Ludwig.

Eckstein, S.; Iske, A.; Trabs, M.:Dimensionality Reduction and Wasserstein Stability for Kernel Regression.
Journal of Machine Learning Research, 24 (334), 1−35.

Ernesti, F.; Schneider, M.; Winter, S.; Hug, D.; Last, G.; Böhlke, T.: Characterizing digital microstructures by the Minkowski-based quadratic normal tensor.
Math. Meth. Appl. Sci. 46 (2023), no.1, 961-985.

Fasen-Hartmann, V.; Mayer, C.: Empirical spectral processes for stationary state space processes.
Stochastic Process. Appl., 55, pp. 319–354.

Hildebrand, F.; Trabs, M.: Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations.
Stochastic Processes and their Applications, 162, 171-217.

Henze, N: Binomialkoeffizienten - verstehen oder rechnen?
Stochastik in der Schule 43(1), S. 13-18.

Henze, N: Weg mit der Bernoulli-"Kette"!
Stochastik in der Schule 43(1), S. 19-23.

Hoffmann, M; Trabs, M.: Dispersal density estimation across scales.
Annals of Statistics, 51 (3), 1258-1281.

Last, G.: Tail processes and tail measures: An approach via Palm calculus.
Extremes, 26, 715--746.

Last, G.; Otto, M.: Disagreement coupling of Gibbs processes with an application to Poisson approximation.
Ann. Appl. Probab., 33, 4091--4126.

Last, G.; Peccati, G.; Yogeshwaran, D.: Phase transitions and noise sensitivity on the Poisson space via stopping sets and decision trees.
Random Structures & Algorithms. 63, 457-511.

Last, g.; Thorisson, H.: Transportation of diffuse random measures on Rd.
ALEA 20, 577--592.

2022

Allison, J.S.; Betsch, S.; Ebner, B.; Visagie, I.J.H.: On Testing the Adequacy of the Inverse Gaussian Distribution.
Mathematics, Volume 10, Issue 3, 350.

Bäuerle, N.; Leimcke, G.: Bayesian optimal investment and reinsurance with dependent financial and insurance risks.
Statistics and Risk Modeling 39(1-2), 2022.

Bäuerle, N.; Glauner, A.: Distributionally Robust Markov Decision Processes and their Connection to Risk Measures.
Mathematics of Operations Research 47(3), 1757-1780, 2022.

Bäuerle, N.; Glauner, A.: Markov Decision Processes with Recursive Risk Measures.
European Journal of Operational Research 296(3), 953-966, 2022.

Betsch, S.; Ebner, B.; Nestmann, F.: Characterizations of non-normalized discrete probability distributions and their application in statistics.
Electronic Journal of Statistics, Volume 16, Issue 1, 1303-1329.

Bieringer, S.; Butter, A.; Diefenbacher, S.; Eren, E.; Gaede, F.; Hundhausen, D.; Kasieczka, G.; Nachman, B.; Plehn, T.; Trabs, M.: Calomplification - The Power of Generative Calorimeter Models.
Journal of Instrumentation, 17, P09028.

Chenavier, N; Henze, N.; Otto, M.: Limit laws for large k-the nearest neighbour balls.
J. Appl. Probab. 59 (2022), 880 --894.

Das, B.; Fasen-Hartmann, V.; Klüppelberg, C.: Tail probabilities of random linear functions of regularly varying random vectors.
Extremes, 25, pp. 721–758.

Eberl, A.; Klar, B.: Expectile based measures of skewness.
Scandinavian Journal of Statistics 49, 373-399.

Ebner, B.; Henze, N.; Strieder, D.: Testing normality in any dimension by Fourier methods in a multivariate Stein equation
The Canadian Journal of Statistics, 50(3): 992-1033.

Ebner, B.; Liebenberg, S.; Visagie, J.: A new omnibus test of fit based on a characterisation of the uniform distribution.
Statistics, 56(6): 1364-1384.

Eisenstein, L.; Schulz, B.; Qadir, G.A.; Pinto, J.G.; Knippertz, P.: Identification of high-wind features within extratropical cyclones using a probabilistic random forest – Part 1:
Method and case studies, Weather and Climate Dynamics, 3(4):1157–1182.

Ernesti, F.; Schneider, M.; Winter, S.; Hug, D.; Last, G.; Böhlke, T.: Characterizing digital microstructures by the Minkowski-based quadratic normal tensor.
Math. Meth. Appl. Sci. (2022), 1--25.

Fasen-Hartmann, V.; Mayer, C.: A note on estimation of -stable CARMA processes sampled at low frequencies.
Journal of Statistical Planning and Inference, 219, pp. 250–256.

Fasen-Hartmann, V.; Mayer, C.: Whittle estimation for stationary state space models with finite second moments.
Annals of the Institute of Statistical Mathematics, 74(2), pp. 233-270.

Fasen-Hartmann, V.; Scholz, M.: Factorization and discrete-time representation of multivariate CARMA processes.
ALEA Latin American Journal of Probability and Mathematical Statistics, 1, pp. 799–812.

Gneiting, T.; Walz, E.: Receiver operating characteristic (ROC) movies, universal ROC (UROC) curves, and coefficient of predictive ability (CPA).
Machine Learning, 111:2769–2797.

Gneiting, T.; Vogel, P.: Receiver operating characteristic (ROC) curves: Equivalences, beta model, and minimum distance estimation.
Machine Learning, 111:2147–2159.

Göll,T.; Hug, D.: On a game of chance in Marc Elsberg’s thriller ‘GREED’.
Math. Semesterberichte 69 (2022), 103--139.

Hug, D.; Schneider, R.: Threshold phenomena for random cones. Discrete Comput.
Geom. 67 (2022), 564--594.

Henze, N.; Lafaye de Micheaux, P.; Meintanis, S.G.: Tests for circular symmetry of complex-valued random vectors.
TEST 31 (2022), 488--518.

Henze, N.: Stochastik-Abiturprüfung 2021 in Baden-Württemberg -- zwei denkwürdige Aufgaben zu Binomialtests.
Stochastik in der Schule 42(2), S. 18-21.

Henze, N.: Palindrome - eine Forschungsreise mit offenem Ausgang (mit R. Vehling).
Stochastik in der Schule 42(2), S. 12-17.

Henze, N., Vehling R.: Setzstrategien, goldener Schnitt und ein Erwartungswert-Paradoxon.
Stochastik in der Schule 42(1), S. 21-31.

Henze, N.: Wann gleichen sich Treffer und Nieten erstmals aus?
Stochastik in der Schule 42(1), S. 14-20.

Klatt, M.; Last, G.: On strongly rigid hyperfluctuating random measures.
Journal of Applied Probability, 59, 948-961.

Schulz, B.; Lerch, S.: Machine learning methods for postprocessing ensemble forecasts of wind gusts: A systematic comparison.
Monthly Weather Review, 150(1):235–257.

2021

Bäuerle, N.; Glauner, A.: Minimizing Spectral Risk Measures Applied to Markov Decision Processes.
Mathematical Methods of Operations Research 94(1), 35-69.

Bäuerle, N.; Glauner, A.: Q-Learning for Distributionally Robust Markov Decision Processes, Piunovskiy, A.B., Zhang, Y. (ed.s).
Modern Trends in Controlled Stochastic Processes, Springer, 108-128.

Bäuerle, N. Jaskiewicz, A.; Nowak, A.: Stochastic dynamic programming with non-linear discounting.
Applied Mathematics and Optimization 84(3), 2819–2848.

Bäuerle, N.; Leimcke, G.: Robust Optimal Investment and Reinsurance Problems with Learning.
Scandinavian Actuarial Journal vol. 2021(2), 82-109.

Bäuerle, N.; Schmithals, D.: Consistent upper price bounds for exotic options given a finite number of call prices and their convergence.
International Journal of Theoretical and Applied Finance 24(2), 2150011.

Beer, C.; Henze, N.; Jacob, F.; Hartenstein, H.: Analysis of the Matrix Event Graph Replicated Data Type.
IEEE Access 9 (2021), 28317-28333.

Betsch, S.; Ebner, B.; Klar B.: Minimum -distance estimators for non-normalized parametric models.
The Canadian Journal of Statistics, Volume 49, Issue 2, pages 514-548.

Betsch, S.; Ebner, B.: Fixed point characterizations of continuous univariate probability distributions and their applications.
Annals of the Institute of Statistical Mathematics, Volume 73, Issue 1, pages 31-59.

Böröczky, K.; Fodor, F.; Hug; D.: Strengthened inequalities for the mean width and the l-norm.
J. London Math. Soc. 0 (2021), 1--36.

Böröczky, K.J.; Hug, D.: Reverse Alexandrov--Fenchel inequalities for zonoids.
Communications in Contemporary Mathematics. 24(8) (2022), 2150084.

Bracher, J.; Wolffram, D.; Gneiting, T.; Schienle, M.: Vorhersagen sind schwer, vor allem die Zukunft betreffend: Kurzzeitprognosen in der Pandemie.
Mitteilungen der Deutschen Mathematiker-Vereinigung, 29(4):186–190 1429.

Brehmer, J.R.; Gneiting, T.: Scoring interval forecasts: Equal-tailed, shortest, and modal interval.
Bernoulli, 27(3):1993–2010 1372.

Dörr, Ph.; Ebner, B.; Henze, N.: Testing multivariate normality by zeros of the harmonic oscillator in characteristic function spaces.
Scandinavian Journal of Statistics 48, 456-501.

Dörr, Ph.; Ebner, B.; Henze, N.: A new test for multivariate normality by a double estimation in a characterizing PDE.
Metrika 84, 401-427.

Eberl, A.; Klar, B.: A note on a measure of asymmetry.
Statistical Papers 62, 1483-1497.

Ebner, B.: On combining the zero bias transform and the empirical characteristic function to test normality.
ALEA, Lat. Am. J. Probab. Math. Stat. 18, 1029–1045.

Ebner, B.; Henze, N.: Bahadur efficiencies of the EPPS-Pulley test for normality.
Zap. Nachn. Sem. S.-Petersburg. Otdel. Mat. Inst. Stekov (POMI) 501 (2021), Veroyatnost' i Statistika. 30, 302--314.

Ebner, B.; Liebenberg, S.C.: On a new test of fit to the beta distribution.
Stat, 10:e341.

Fry, J.; Smart, O.; Serbera, J.-P.; Klar, B.: A Variance Gamma model for Rugby Union matches.
Journal of Quantitative Analysis in Sports 17, 67-75.

Gneiting, T.; Schmidt, P.; Katzfuss, M.: Interpretation of point forecasts with unknown directive.
Journal of Applied Econometrics, 36(6):728–743 1370.

Gneiting, T.; Henzi, A.; Ziegel, J.F.: Isotonic distributional regression.
Journal of the Royal Statistical Society: Series B (Statistical Methodology), 83(5):963–993 1369.

Gutjahr, T.; Hale, S.; Keller, K.; Blum, P.; Winter, S.: Quantification of fracture roughness by change probabilities and Hurst exponents.
Math. Geosc. (2021).

Hanebeck, A.; Klar, B.: Smooth Distribution Function Estimation for Lifetime Distributions using Szasz-Mirakyan Operators.
Annals of the Institute of Statistical Mathematics 73, 1229–1247.

Henze, N.; Schilling, J.: Two Poisson limit theorems for the generalized Coupon-Collector-Problem.
J. Appl. Probab. 58(4), 966-977.

Henze, N.; Jiménez-Gamero, M.D.: A test for Gaussianity in Hilbert spaces via the empirical characteristic functional.
Scandinavian Journal of Statistics 48, 406-428.

Henze, N.; Beer, C.; Jacob, F.; Hartenstein, H.: Analysis of the Matrix Event Graph Replicated Data Type.
IEEE Access 9, 28317-28333.

Henze, N.: Das Stimmzettelproblem.
Stochastik in der Schule 41(2), S. 26-28.

Henze, N.; Vehling, R.: Überraschungen mit Wartezeitverteilungen im Pólyaschen Urnenmodell.
Stochastik in der Schule 41(3), S. 2-8.

Henze, N.; Vehling, R.: Das Pólyasche Urnenmodell - ein Blick über den Tellerrand der Binomialverteilung.
Stochastik in der Schule 41(2), S. 2-7.

Henze, N.; Vehling, R.: Im Vordergrund steht das Problem -- oder: Warum ein Häufigkeitsnetz?
Stochastik in der Schule 41(1), S. 27-32.

Henze, N.: Ein Simpson-Paradoxon bei Covid-19-Todesfallraten.
Stochastik in der Schule 41(1), S. 33-35.

Henze, N.; Schilling, J.: Wann ist der Käfer erstmals in der gegenüberliegenden Ecke?
Stochastik in der Schule 41(1), S. 19-26.

Henze, N.; Schilling, J.: Two Poisson limit theorems for the generalized Coupon-Collector-Problem.
J. Appl. Probab. 58(4) (2021), 966-977.

Herold, F.; Hug, D.; Thäle, Ch.:Does a central limit theorem hold for the $k$-skeleton of Poisson hyperplanes in hyperbolic space?
Probab. Theory and Relat. Fields 179(3) (2021), 889--968.

Hildebrandt, F.; Trabs, M.: Parameter estimation for SPDEs based on discrete observations in time and space.
Electronic Journal of Statistics, 15 (1), 2716-2776.

Hug, D.; Schneider, R.: Another look at threshold phenomena for random cones. Studia Scientiarum Mathematicarum Hungarica:
Combinatorics, Geometry and Topology. 58 (2021), 489--504.

Prömel, D.; Trabs, M.: Paracontrolled distribution approach to stochastic Volterra equations.
Journal of Differential Equations, 302, 222-272.

2020

Bäuerle, N.; Desmettre, S.: Portfolio Optimization in Fractional and Rough Heston Models.
SIAM Journal on Financial Mathematics 11(1), 240-273.

Bäuerle, N.; Groll, L.; Gruber, D.; Neukirch, S.; and Richert, A.: Ausbreitung von Gerüchten -- mit Markov-Ketten modellieren.
Stochastik in der Schule, Heft 3, 2020.

Bäuerle, N.; Rieder, U.: Markov Decision Processes Under Ambiguity.
Banach Center Publications, vol. 122, 2020

Bäuerle, N.; Shushi, T.: Risk Management with Tail Quasi-Linear Means.
Annals of Actuarial Science 14(1), 170-187.

Benes, V.; Hofer-Temmel, C.; Last, G.; Vecera, J.: Decorrelation of a class of Gibbs particle processes and asymptotic properties of U-statistics.
Journal of Applied Probability 57, 928–955.

Betsch, S.; Ebner, B.: Testing normality via a distributional fixed point property in the Stein characterization.
TEST, Volume 29(1), 105–138.

Böröczky, K.; Hug, D.: A reverse Minkowski-type inequality.
Proc. Amer. Math. Soc. 148, 4907–-4922.

Eberl, A.; Klar, B.: Asymptotic distributions and performance of empirical skewness measures.
Computational Statistics and Data Analysis 146.

Ebner, B.; Henze, N.: Rejoinder on: Tests for multivariate normality - critical review with special emphasis on weighted L2-statistics.
TEST, 29:911-913.

Ebner, B.; Henze, N.: Tests for multivariate normality -- a critical review with emphasis on weighted L2-statistics.
TEST, 29:845–892.

Ebner, B.; Nestmann, F.; Schulte, M.: Testing multivariate uniformity based on random geometric graphs.
Electronic Journal of Statistics, Volume 14(2): 4273-4320.

Fasen-Hartmann, V.; Kimmig, S.: Robust estimation of continuous-time ARMA models via indirect inference,
J. Time Series Anal., 41, pp. 620-651.

Fasen-Hartmann, V.; M. Scholz: Cointegrated Continuous-time Linear State Space and MCARMA Models.
Stochastics, 92(7), pp. 1064-1099.

Gardner, R.J.; Hug, D.; Xing, S.; Ye, D.: General volumes in the Orlicz-Brunn-Minkowski theory and a related Minkowski Problem II.
Calculus of Variations and PDE's 59 no. 1, Paper No. 15, 33 pp.

Henze, N.; Holmes, M. P.: Curiosities regarding waiting times in Pólya's urn model.
Trans. A. Razmadze Math. Inst. 174, No, 2, 149-154.

Henze, N.; Koch, S.: On a test of normality based on the empirical generating function.
Stat. Papers 61, 17-29.

Henze, N.; Mayer, C.: More good news on the HKM-test for multivariate reflected symmetry about an unknown center.
Ann Inst Stat Math 72(3), 741-770.

Henze, N.; Visagie, J.: Testing for normality in any dimension based on a partial differential equation involving the moment generating function.
Ann. Inst. Statist. Math. 72, 1109-1136.

Henze, N.: Konfidenzbereiche für das p der Binomialverteilung.
Der Mathematikunterricht (MU) 66, Heft 4, 33-46.

Henze, N., Hotz, Th., Riemer, W., Skorsetz, B., Vehling, R.:Schickt die statistische Signifikanz in den Ruhestand!
Der Mathematikunterricht (MU) 66, Heft 4, 4-10.

Hug, D.; Schneider, R.: Integral geometry of pairs of hyperplanes or lines.
Arch. Math. 115, 339-–351.

Hug, D.; Schneider, R.: Poisson hyperplane processes and approximation of convex bodies.
Mathematika 66, 713-–732.

Iwashita, T.; Klar, B.: A necessary test for elliptical symmetry based on the uniform distribution over the Stiefel manifold.
SUT Journal of Mathematics 56, 129-145.

Klatt, M.; Last, G.; Yogeshwaran, D.: Hyperuniform and rigid stable matchings.
Random Structures & Algorithms, 57, 439-473.

Klatt, M.A.; Winter, S.: Geometric functionals of fractal percolation.
Adv. Appl. Prob. 52 (2020), no. 4, 1085-1126.

Last, G.; Szekli, R.; Yogeshwaran, D.: Some remarks on associated random fields, random measures and point processes.
ALEA, Lat. Am. J. Probab. Math. Stat. 17, 355–374.

Last, G.; Nestmann, F.; Schulte, M.: The random connection model and functions of edge-marked Poisson processes: second order properties and normal approximation.
Ann. Appl. Probab. 31, 128--168.

2019

Bäuerle, N.; Chen, A.: Optimal retirement planning under partial information.
Statistics and Risk Modeling 36, 37-56.

Bäuerle, N.; Schmithals, D.: Martingale Optimal Transport in the Discrete Case Via Simple Linear Programming Techniques.
Mathematical Methods of Operations Research 90, 453-476.

Betsch, S.; Ebner, B.: A new characterization of the Gamma distribution and associated goodness of fit tests.
Metrika 82(7), 779-806.

Böröczky, K.; Fodor, F.; Hug; D.: Strengthened volume inequalities for L_p zonoids of even isotropic measures.
Trans. Amer. Math. Soc. 371, 505--548.

Brehmer, J.R.; Gneiting, T.: Properization: Constructing proper scoring rules via Bayes acts.
Ann Inst Stat Math.

Das, B.; Fasen-Hartmann, V.: Conditional excess risk measures and multivariate regular variation.
Statistics and Risk Modeling, 36, pp. 1-23.

Eberl, A.; Klar, B.: On the skewness order of van Zwet and Oja.
Mathematical Methods of Statistics, 28, 262-278.

Eichinger, T.; Winter, S.: Regularly varying functions, generalized contents, and the spectrum of fractal strings, in Horizons of Fractal Geometry and Complex Dimensions.
Contemporary Mathematics, vol. 731, Amer. Math. Soc., Providence, RI, 2019, pp. 63-94.

Fasen-Hartmann, V.; Scholz, M.: Quasi-maximum likelihood estimation for cointegrated continuous-time state space models observed at low frequencies.
Electron. J. Statist., 13(2), pp. 5151-5212.

Feldmann, K.; Gneiting, T.; Richardson, D.S.:Grid- versus station-based postprocessing of ensemble temperature forecasts.
Geophys. Res. Lett. 46(13):7744-7751

Györfi, L.; Henze, N.; Walk, H.: The limit distribution of the maximum probability nearest neighbor ball.
J. Appl. Probab. 56, 574-589.

Henze, N., Schilling, J.: Ein faires Glücksrad mit unterschiedlich großen Sektoren.
Der Mathematikunterricht (MU), 65, Heft 6, 33-39.

Henze, N., Vehling, R.: Der verwirrende Siegeszug des Histogramms in deutsche Klassenzimmer: Sind Stabdiagramme tot?
Der Mathematikunterricht (MU) 65, Heft 1, 33-41.

Henze, N.; Last. G: Absent-minded passengers.
Amer. Mathem. Monthly 126 (2019), No.10, 867--875.

Henze, N.; Jiménez-Gamero, M.D.; Meintanis, S. G.: Characterizations of multinormality and corresponding tests of fit, including for Garch models.
Econometric Theory, 35, 510–546.

Henze, N.; Jiménez-Gamero, M.D.: A new class of tests for multinormality with i.i.d. and Garch data based on the empirical moment generating function.
Test 28, 499–521.

Hug, D.; Thäle, Ch.: Splitting tessellations in spherical spaces. Electron.
J. Probab. 24 (2019), paper no. 24, 60 pp. ISSN:1083-6489 https://doi.org/10.1214/19-EJP267

Hug, D.; Weil, W.: Determination of Boolean models by mean values of mixed volumes.
Adv. Appl. Probab. 51 (2019), 116--135 pdf doi:10.1017/apr.2019.5

Last, G.: An integral characterization of the Dirichlet process.
Journal of Theoretical Probability, 33, 918–930.

Last, G.; Szekli. R.: On negative association of some finite point processes on general state spaces.
Advances in Applied Probability (56), 139-152.

2018

Albrecher, H.; Bäuerle, N.; Bladt, M.: Dividends: From Refracting to Ratcheting.
Insurance: Mathematics and Economics 83, 47-58.

Bäuerle, N.; Glauner, A.: Optimal Risk Allocation in Reinsurance Networks.
Insurance: Mathematics and Economics 82, 37-47.

Bäuerle, N.; Jaskiewicz, A.: Stochastic Optimal Growth Model with Risk Sensitive Preferences.
Journal of Economic Theory 173, 181-200.

Bäuerle, N.; Lange, D.: Optimal Control of Partially Observable Piecewise Deterministic Markov Processes.
SIAM Journal on Control and Optimization 56(2), 1441–1462.

Bäuerle, N.; Popp, A.: Risk-Sensitive Stopping Problems for Continuous-Time Markov Chains.
Stochastics 90(3), 411-431.

Bellini, F.; Klar, B.; Müller, A.: Expectiles, Omega Ratios and Stochastic Ordering.
Methodology and Computing in Applied Probability 20, 855–873.

Bernig, A.; Hug, D.: Kinematic formulas for tensor valuations.
J. Reine Angew. Math. 736 (2018), 141–-191.

Das, B; Fasen-Hartmann, V.: Risk contagion under regular variation and asymptotic tail independence.
J. Multivariate Anal., 165, pp. 194–215.

Ebner, B.; Klar, B.; Meintanis, S.G.: Fourier inference for stochastic volatility models with heavy-tailed innovations.
Statistical Papers 59, 1043–1060.

Ebner, B.; Henze, N.; Klatt, M.A.; Mecke, K.: Goodness-of-fit tests for complete spatial randomness based on Minkowski functionals of binary images.
Electronic Journal of Statistics 12(2), 2873-2904.

Ebner, B.; Henze, N.; Yukich, J.E.: Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances.
Journ. Multiv. Anal. 165, 231--242.

Gieringer, F.; Last, G.: Concentration inequalities for measures of a Boolean model.
ALEA, Lat. Am. J. Probab. Math. Stat. 15, 151–166.

Gneiting, T.; Asher, J.; Carriquiry, A.; Davis, R.; Dawid, A.P.; Efron, B.; Haberman, S.,; Kou, S.; Newton, M.; Paddock, .; Prewitt, .; Raftery, A.; Stein, M.; Straf, M.: Special section in memory of Stephen E. Fienberg (1942–2016).
AOAS Editor-in-Chief 2013–2015., Annals of Applied Statistics, 12:iii–x

Gneiting, T.; Vogel, P.; Knippertz, P.; Fink, A.H.; Schlueter, A.: Skill of global raw and postprocessed ensemble predictions of rainfall over northern tropical Africa.
Weather and Forecasting, 33:369–388.

Henze, N.; Vehling, R.:Wann zeigt auch der letzte Würfel eine Sechs?
Stochastik in der Schule 38, 2018, Heft 1, S. 12-20.

Henze, N.: Der verwirrte Passagier.
Stochastik in der Schule 38, Heft 3, S. 32-33. pdf

Henze, N.: Wartezeitprobleme in Bernoulli-Ketten -- ein verständnisorientierter Zugang.
Stochastik in der Schule 38, Heft 3, S. 24-31. pdf

Henze, N.: Verständnisorientierter gymnasialer Stochastikuntericht -- quo vadis?
Stochastik in der Schule, 38, Heft 3, S. 12-23. pdf

Hirsch, C.; Last, G.: On maximal hard-core thinnings of stationary particle processes.
Journal of Statistical Physics 170, 554-583.

Hug, D; Kabluchko; Z.: An inclusion-exclusion identity for normal cones of polyhedral sets.
Mathematika 64 (2018), 124--136.

Hug, D.; Rataj, J.; Weil, W.: Flag representations of mixed volumes and mixed functionals of convex bodies.
J. Math. Anal. Appl. 460, 745--776.

Hug, D.; Weis, J.A.: Kinematic formulae for tensorial curvature measures.
Annali di Matematica Pura ed Applicata (1923 -)

Klar, B.; Müller, A.: On Consistency of the Omega Ratio with Stochastic Dominance Rules.
In Innovations in Insurance, Risk- and Asset Management, World Scientific Publishing Co.

Kombrink, S.; Winter, S.: Lattice self-similar sets on the real line are not Minkowski measurable.
Ergodic Theory and Dynamical Systems (2018), 1-12.

Last, G.; Tang, W.; Thorisson, H.: Transporting random measures on the line and embedding excursions into Brownian motion.
Annales de l’Institut Henri Poincare 54, 2286-2303.

2017

Bäuerle, N.; Grether, S.: Extremal Behavior of Long-Term Investors with Power Utility.
International Journal of Theoretical and Applied Finance 20(5).

Bäuerle, N.; Jaskiewicz, A.: Optimal Dividend payout model with risk sensitive preferences.
Insurance: Mathematics and Economics 73, 82-93.

Bäuerle, N.;Rieder, U.: Partially observable risk-sensitive Markov Decision Processes.
Mathematics of Operations Research 42(4), 1180-1196.

Bäuerle, N.; Rieder, U.: Zero-sum risk-sensitive stochastic games.
Stochastic Processes and their Applications 127(2), 622-642.

Barany, I.; Hug, D.; Reitzner, M; Schneider, R.: Random points in halfspheres.
Random Structures Algorithms 50, 3-22.

Baringhaus, L.; Ebner, B.; Henze, N.: The Limit Distribution of weighted L2-Goodness-of-Fit Statistics under fixed Alternatives, with Applications.
Ann. Inst. Statist. Math. 69, 2017, 969--995.

Baringhaus, L.; Henze, N.: The Cramér-von Mises distance: equivalence testing and confidence intervals.
J. Nonparam. Statist., 29, 167-188.

Bernig, A.; Hug, D.: Integral geometry and algebraic structures for tensor valuations.
In: Lecture Notes in Mathematics, vol. 2177, ‘Tensor Valuations and their Applications in Stochastic Geometry and Imaging’ (eds. M. Kiderlen, Eva B. Vedel Jensen). 79--109.

Böröczky, K.; Hug, D.: Isotropic measures and stronger forms of the reverse isoperimetric inequality.
Trans. Amer. Math. Soc. 369 Number 10, 6987--7019.

Fasen, V.; Kimmig, S.: Information Criteria for Multivariate CARMA Processes.
Bernoulli, 23, pp. 2860-2886.

Gneiting, T.: When is the mode functional the Bayes classifier?
Stat, 6:204-206, 225.

Gneiting, T.; Lerch, S.; Thorarinsdottir, T.L.; Ravazzolo, F.: Forecaster’s dilemma: Extreme events and forecast evaluation.
Statistical Science, 32:106-127.

Goodey, P.; Hinderer, W.; Hug, D.; Rataj, J.; Weil, W.: A flag representation of projection functions.
Adv. Geom. 17(3), 303–-322.

Goodey, P.; Hug, D.; Weil, W.: Kinematic formulas for area measures.
Indiana Univ. Math. J. 66 No. 3, 997--1018.

Henze, N.; Vehling, R: Eine möglichst hohe Augensumme, aber bitte ohne Sechs!
Stochastik in der Schule 37, Heft 2, S. 2–11.

Holzmann, H., Klar, B.: Discussion of "Elicitability and backtesting: Perspectives for banking regulation" by Nolde and Ziegel.
Annals of Applied Statistics 11, No. 4, 1875–1882.

Holzmann, H., Klar, B.: Focusing on regions of interest in forecast evaluation.
Annals of Applied Statistics 11, No. 4, 2404-2431.

Hug, D.; Klatt, M.; Last, G.; Schulte, M.: Second order analysis of geometric functionals of Boolean models.
In: Tensor Valuations and their Applications in Stochastic Geometry and Imaging (M. Kiderlen, Eva B. Vedel Jensen, eds.), Springer.

Hug, D.; Kiderlen, M.; Svane, A. M.:Voronoi-based estimation of Minkowski tensors from finite point samples.
Discrete Comput. Geom. 57, 545-570.

Hug, D.; Schneider, R.: Rotation covariant local tensor valuations on convex bodies.
Communications in Contemporary Mathematics 19 1650061,(31 pages) World Scientific Publishing Company.

Hug, D.; Schneider, R.: SO(n) covariant local tensor valuations on polytopes.
Michigan Math. J. 66, 637--659.

Iwashita, T.; Klar, B.: A Test Procedure for Uniformity over Stiefel Manifold Based on Projection.
Statistics and Probability Letters 128, 89-96.

Kabluchko, Z.; Last, L.; Zaporozhets, D.: Inclusion-exclusion principles for convex hulls and the Euler relation.
Discrete and Computational Geometry, 58, 417-434.

Klatt, M.; Last, G.; Mecke, K.; Redenbach, C.; Schaller, F.M.; Schröder-Turk, G.E.: Cell shape analysis of random tessellations based on Minkowski tensors.
In. Tensor Valuations and their Applications in Stochastic Geometry and Imaging (M. Kiderlen, Eva B. Vedel Jensen, eds.), Springer.

Last, L.; Penrose, M.D.; Zuyev, S.: On the capacity functional of the infinite cluster of a Boolean model.
Annals of Applied Probability, 27, 1678-1701.

Last, G; Ziesche, S.: On the Ornstein-Zernike equation for stationary cluster processes and the random connection model.
Advances in Applied Probability, 49, 1260-1287.

2016

Barany, I.; Hug, D.; Schneider, R.: Affine diameters of convex bodies.
Proc. Amer. Math. Soc. 144, 797-812.

Baringhaus, L.; Henze, N.: Revisiting the Two-Sample Runs Test.
TEST 25, 2016, 432-448.

Bäuerle, N.; Riess, V.: Gas storage valuation with regime switching.
Energy Systems 7(3), 499-528.

Daley, D.J.; Ebert, S.; Last, G.: Two lilypond systems of finite line-segments.
Probability and Mathematical Statistics 36, 221-246.

Ebner, B.; Henze, N.: Runs in Bernoulli-Ketten.
Stochastik in der Schule 36, 2016, Heft 3, S. 20–26.

Ebner, B.; Folkers, M.; Haase, D.: Vorbereitende und begleitende Angebote in der Grundlehre Mathematik für die Fachrichtung Wirtschaftswissenschaften.
in: Lehren und Lernen von Mathematik in der Studieneingangsphase, hrsg. v. Hoppenbrock, A., Biehler, R., Hochmuth, R., Rück, H.-G., Konzepte und Studien zur Hochschuldidaktik und Lehrerbildung Mathematik, Bd. 4, Wiesbaden: Springer Spektrum, 149 – 164.

Fasen, V.: Dependence Estimation for High Frequency Sampled Multivariate CARMA Models.
Scand. J. Statist., 43, pp. 292-320.

Fasen, V.; Roy, P.: Stable Random Fields, Point Processes and Large Deviations.
Stochastic Process. Appl., 126, pp. 832-856.

Fodor, F.; Hug, D.; Ziebarth, I.: The volume of random polytopes circumscribed around a convex body.
Mathematika 62, 283-306.

Frank, J.; Klar, B.: Methods to test for equality of two normal distributions.
Statistical Methods & Applications 25, 581-599.

Henze, N: Comments: A review of testing procedures based on the empirical characteristic function.
South African Statist. J. 50, 15-16.

Henze, N: Stochastische Extremwertprobleme im Fächer-Modell II: Maxima von Wartezeiten und Sammelbilderprobleme.
Stochastik in der Schule 36, 2016, Heft 1, S. 2-9

Holzmann, H.; Klar, B.: Expectile Asymptotics.
Electronic Journal of Statistics 10, 2355-2371.

Holzmann, H.; Klar, B.: Discussion on "Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings" by Werner Ehm, Tilmann Gneiting, Alexander Jordan and Fabian Krüger.
J. R. Statist. Soc. B 78, 545-546.

Hug, D.; Last, G.; Schulte, M.: Second order properties and central limit theorems for geometric functionals of Boolean models.
Annals of Applied Probability 26, 73-135. arXiv:1308.6519

Kombrink, K.; Pearse, E.; Winter, S: Lattice-type self-similar sets with pluriphase generators fail to be Minkowski measurable.
Math. Z. 283 (2016), 1049-1070.

Last, G.; Peccati, G.; Schulte, M.: Normal approximation on Poisson spaces: Mehler's formula, second order Poincaré inequalities and stabilization.
Probability Theory and Related Fields 165, 667-723. arXiv:1401.7568

Last, G: Stochastic analysis for Poisson processes.
In: Stochastic Analysis for Poisson Point Processes(G. Peccati and M. Reitzner, eds.), Springer, 2016

2015

Bäuerle, N.; Gilitschenski, I.; Hanebeck, U.: Exact and approximate hidden Markov chain filters based on discrete observations.
Statistics and Risk Modeling 32(3-4), 159-176, arXiv:1411.0849.

Bäuerle, N.; Rieder, U.: Partially observable risk-sensitive stopping problems in discrete time.
In: Modern trends of controlled stochastic processes: Theory and Applications, vol.II (A.B. Piunovskiy ed). Luniver Press, 12-31.

Bäuerle, N.; Stein, O.: Operations Research: Mathematical Methods.
Wiley StatsRef: Statistics Reference Online. 1–8.

Bäuerle, N.; Riess, V.: On Markov Decision Processes.
SIAM News 48(5). SIAM

Bäuerle, N.; Grether, S.: Complete markets do not allow free cash flow streams.
Mathematical Methods of Operations Research 81(2), 137-146.

Bäuerle, N.; Jaskiewicz, A.: Risk-sensitive dividend problems.
European Journal of Operational Research 242(1), 161-171, arXiv:1306.4442v2.

Ebert, S.; Last.: On a class of growth-maximal hard-core processes.
Stochastic Models 31, 153-184.

Gardner, R.J.; Hug, D.; Weil W.; Ye, D.: The dual Orlicz-Brunn-Minkowski theory.
J. Math. Anal. Appl. 430, 810--829.

Goldmann, G.; Klar, B.; Meintanis, S.G.: Data transformations and goodness-of-fit tests for type-II right censored samples.
Metrika 78, 59-83.

Henze, N.: Stochastische Extremwertprobleme im Fächer-Modell I: Minima von Wartezeiten und Kollisionsprobleme.
Stochastik in der Schule 35, 2015, Heft 3, S. 24-30

Hinderer, W.; Hug, D.; Weil, W.: Extensions of translation invariant valuations on polytopes.
Mathematika 61, 236-258.

Hörrmann, J.; Hug, D.; Reitzner, M.; Thäle, Ch.: Poisson polyhedra in high dimensions.
Adv. Math. 281, 1-39.

Hug, D.; Thäle, Ch.; Weil, W.: Intersection and proximity of processes of flats.
J. Math. Anal. Appl. 426, 1-42.

Hug, D.; Kousholt,A.; Kiderlen, M.: Surface tensor estimation from linear sections.
Math. Nachr. 288, 1647-1672.

Hug, D.; Schneider, R.: Hölder continuity of support measures of convex bodies.
Arch. Math. 104, 83-92

Klar, B.: A note on gamma difference distributions.
Journal of Statistical Computation and Simulation 85, 3708-3715

Last, G.; Thorisson, H.: Construction and characterisation of stationary and mass-stationary random measures on R^d.
Stochastic Processes and their Applications, 125, 4473-4488. arXiv:1405.7566

Spodarev, E.; Straka, P.; Winter, S.: Estimation of fractal dimension and fractal curvatures from digital images.
Chaos, Solitons & Fractals 75 (2015), 134–152

Winter, S.: Minkowski content and fractal curvatures of self-similar tilings and generator formulas for self-similar sets.
Adv. Math. 274 (2015), 285-322.

2014

Bäuerle, N.; Rieder, U.: More risk-sensitive Markov Decision Processes.
Mathematics of Operations Research 39(1), 105-12.

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

Bellini, F.; Klar, B.; Müller, A.; Gianin, E.R.: Generalized quantiles as risk measures.
Insurance: Mathematics and Economics 54, 41–48.

Fasen, V.: Limit Theory for High Frequency Sampled MCARMA Models.
Adv. Appl. Prob., 46, pp. 846-877.

Fasen, V.; Klüppelberg, C.; Menzel, A.: Modelling and Quantifying Extreme Events Risk.
In: C. Klüppelberg, D. Straub and I. Welpe (Eds.) Risk - A Multidisciplinary Introduction, Springer, pp. 151-181.

Gardner, R.J.; Hug, D.; Weil W.: The Orlicz-Brunn-Minkowski theory: a general framework, additions, and inequalities.
J. Differential Geom. 97, 427-476.

Henze, N.; Hlávka, Z.; Meintanis, S.G.: Testing for spherical symmetry via the empirical characteristic function.
Statistics 48, 2014, 1282-1296.

Hörrmann, J.; Hug,D.: On the volume of the zero cell of a class of isotropic Poisson hyperplane tessellations.
Adv. Appl. Probab. 46, 622-642.

Hörrmann, J.; Hug,D.; Klatt, M.; Mecke, K.: Minkowski tensor density formulas for Boolean models.
Adv. Appl. Math. 55, 48-85.

Hug, D.; Last, G.; Pawlas, Z.; Weil, W.: "Statistics for Poisson models of overlapping spheres".
Adv. Appl. Probab. 46,937-962. arXiv:1301.1499

Hug, D.; Schneider, R.: Local tensor valuations.
Geom. Funct. Anal. 24, 1516-1564.

Hug, D.; Schneider, R.: Approximation properties of random polytopes associated with Poisson hyperplane processes.
Adv. Appl. Probab. 46, 919-936.

Iwashita, T.; Klar, B.: The joint distribution of Studentized residuals under elliptical distributions.
J. Multivariate Anal. 128, 203–209.

Last, G.: Perturbation analysis of Poisson processes.
Bernoulli 20, 486-513. arXiv:1203.3181

Last, G.; Mörters, P.; Thorisson H.: Unbiased shifts of Brownian motion.
Annals of Probability 2014, Vol. 42, No. 2, 431-463. arXiv:1112.5373

Last, G.; Ochsenreither, E.: "Percolation on stationary tessellations: models, mean values and second order structure".
Journal of Applied Probability, 51A, 311-332. arXiv:1312.6366

Last, G.; Penrose, M. D.; Schulte, M.; Thaele, C.: Moments and central limit theorems for some multivariate Poisson functionals.
Adv. in Appl. Probab. 46, 348-364. arXiv: 1205.3033v1

Pokorny, D.; Winter, S.: Scaling exponents of curvature measures.
J. Fractal Geom. 1 (2014), 177–219.

2013

Bäuerle, N.; Li, Z.: Optimal portfolios for financial markets with Wishart volatility.
Journal of Applied Probability 50(4), 1025-1043.

Bäuerle, N.; Rieder, U.: Optimal deterministic investment strategies for insurers.
Risks 1(13), 101-118.

Bäuerle, N.; Pfeiffer, R.: A joint stock and bond market based on the hyperbolic Gaussian model.
European Actuarial Journal, 3(1), 229-248.

Böröczky, K.; Fodor, F.; Hug, D.: Intrinsic volumes of random polytopes with vertices on the boundary of a convex body.
Trans. Amer. Math. Soc. 365, 785-809.

Colesanti, A.; Hug, D.; Saorin Gomez, E.: A characterization of some mixed volumes via the Brunn-Minkowski inequality.
J. Geom. Analysis., 2013+ (appeared online 10 October 2012)

Das, B.; Embrechts, P.; Fasen, V.: Four Theorems and a Financial Crisis.
International Journal of Approximate Reasoning 54, pp. 701-716.

Ebner, B.; Henze, N.; Parthasarathy, P. R.: Ramanujan Theta Functions and Birth and Death Processes.
Statistics & Probability Letters 83(12), 2647–2655.

Fasen, V.: Statistical Inference of Spectral Estimation for Continuous-time MA Processes with Finite Second Moments.
Math. Methods Statist., 22, pp. 283-309.

Fasen, V.: Time Series Regression on Integrated Continuous-time Processes with Heavy and Light Tails.
Econometric Theory 29, 28-67.

Fasen, V.: Statistical Estimation of Multivariate Ornstein-Uhlenbeck Processes and Applications to Co-integration.
J. Econometrics 172, 325-337.

Fasen, V.; Fuchs, F.: Spectral Estimates for High-Frequency Sampled CARMA Processes.
J. Time Series Anal., 34, pp. 532–551.

Fasen, V.; Fuchs, F.: On the Limit Behavior of the Periodogram of High-Frequency Sampled Stable CARMA Processes.
Stochastic Process. Appl. 121, 229-273.

Gardner, R.J.; Hug, D.; Weil W.: Operations between sets in geometry.
J. Europ. Math. Soc. 15, 2297–2352.

Henze, N.: Die Verteilung der Anzahl von Gewinnlinien beim Bingo.
Stochastik in der Schule 33, 2013, 2, 2-8.

Henze, N.: Weitere Überraschungen im Zusammenhang mit dem Schnur-Orakel.
Stochastik in der Schule 33, 2013, Heft 3, S. 18-23

Hug, D.: Random polytopes. In: Stochastic Geometry, Spatial Statistics and Random Fields.
Asymptotic Methods. Lecture Notes in Mathematics 2068 (ed. Evgeny Spodarev, 205-238.

Hug, D.; Rataj, J.; Weil, W.: A product integral representation of mixed volumes of two convex bodies.
Adv. Geom. 13, 633-662.

Hug, D.; Türk, I.; Weil, W.: Flag measures for convex bodies.
Fields Institute Communications (eds. Monika Ludwig, Vitali D. Milman, Vladimir Pestov, Nicole Tomczak-Jaegermann) 68 (2013), 145-187.

Lapidus, M. L.; Pearse, E.; Winter, S.: Minkowski measurability results for self-similar tilings and fractals with monophase generators.
To appear in: M. L. Lapidus, E. P. J. Pearse, M. van Frankenhuijsen (eds): Fractals in Pure Mathematics. Contemp. Math., AMS (arxiv:1104.1641)

Last, G.; Penrose, M. D.: Percolation and limit theory for the Poisson lilypond model.
Random Structures Algorithms 42, 226–249.

Rataj, J.; Winter, S.: Characterization of Minkowski measurability in terms of surface area.
J. Math. Anal. Appl. 400 (2013), 120-132 (doi: 10.1016/j.jmaa.2012.10.059, arXiv:1111.1825)

Schröder-Turk, G.E.; Mickel, W.; Kapfer, S.C.; Schaller, F.M.; Breidenbach, B.; Hug, D.; Mecke, K.: Minkowski tensors of anisotropic spatial structure.
New J. Phys. 15, 083028

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

2012

Aston, J.; Kirch, C.: Detecting and estimating epidemic changes in dependent functional data.
J. Multiv. Anal., 109:204-220.

Aston, J.; Kirch, C.: Evaluating stationarity via change-point alternatives with applications to fMRI data.
Ann. Appl. Statist., 6:1906-1948.

Bäuerle, N.; Rieder, U.: Control improvement for jump-diffusion processes with applications to finance.
Applied Mathematics and Optimization 65, 1-14.

Bäuerle, N.; Schmock, U.: Dependence properties of dynamic credit risk models.
Statistics and Risk Modeling 29, 243-269.

Bäuerle, N.; Urban, S., Veraart, L.A.M.: The relaxed investor with partial information.
SIAM Journal of Financial Mathematics 3, 304-327.

Borovkov, K.A.; Last, G.: On Rice's formula for stationary multivariate piecewise smooth processes.
Journal of Applied Probability 49, 351-363.

Colesanti, A.; Hug, D.; Saorin Gomez, E.: A characterization of some mixed volumes via the Brunn-Minkowski inequality.
J. Geom. Analysis

Ebner, B.: Asymptotic Theory for the Test on Multivariate Normality by Cox and Small.
Journal of Multivariate Analysis, 111, 368–379.

Ebner, B.; Henze, N.; Meintanis, S.G.: Goodness-of-fit tests for the Gamma distribution based on the empirical Laplace transform.
Commun. Statist. A. Theor. Meth., 41, 1-14.

Fasen, V.; Svejda, A.: Time Consistency of Multi-Period Distortion Measures.
Statistics & Risk Modeling 29 (2012), 133-153.

Franke, J.; C. Kirch; Tadjuidje Kamgaing, J.: Changepoints in time series of counts.
J. Time Ser. Anal., 33:757-770.

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

Hlávka, Z.; Hušková, M; Kirch, C.; Meintanis,S.: Monitoring changes in the error distribution of autoregressive models based on Fourier methods.
TEST, 21:605-634.

Hušková M.; Kirch, C.: Bootstrapping sequential change-point tests for linear regression.
Metrika, 75:673-708.

Kampf, J; Last G.; Molchanov, I.: On the convex hull of symmetric stable processes.
Proc. Amer. Math. Soc. 140, 2527-2535.

Kirch, C.; Tadjuidje Kamgaing, J.: Testing for parameter stability in nonlinear autoregressive models.
J. Time Ser. Anal., 33:365-385.

Klar, B., Lindner, F., Meintanis, S.G. (2012) Specification tests for the error distribution in GARCH models.
Computational Statistics and Data Analysis 56, 3587–3598.

Klar, B., Meintanis, S.G. (2012) Specification tests for the response distribution in generalized linear models.
Computational Statistics 27, 251-267.

Pearse, E.; Winter, S.: Geometry of canonical self-similar tilings.
Rocky Mountain J. Math. 42 (2012), no. 4, 1327–1357 (arxiv:0811.2187)

Reitzner, M.; Schulte, M.: Central limit theorems for U-statistics of Poisson point processes.
To appear in Ann. Probab.

Schulte, M.: A central limit theorem for the Poisson-Voronoi approximation.
Adv. in Appl. Math. 49, 285-306.

Schulte, M.; Thäle, C.: The scaling limit of Poisson-driven order statistics with applications in geometric probability.
Stochastic Process. Appl. 122, 4096-4120.

Schulte, M.; Thäle, C.: Distances between Poisson k-flats.
To appear in Methodol. Comput. Appl. Probab.

Winter, S.; Zähle, M.: Fractal curvature measures of self-similar sets.
Adv. Geom. 13 (2013), no. 2, 229–244. (doi: 10.1515/advgeom-2012-0026, arxiv:1007.0696)

2011

Albrecher, H.; Bäuerle, N.; Thonhauser, S.: Optimal dividend-payout in random discrete time.
Statistics and Risk Modeling 28, 251-276.

Aston, J; Kirch, C.: Power analysis for functional change point detection .
Recent advances in functional data analysis and related topics, selected papers from the 2nd International Workshop on Functional and Operatorial Statistics, 23–26, Contrib. Statist., Physica-Verlag/Springer, Heidelberg, 2011.

Bäuerle, N.; Ott, J.: Markov Decision Processes with Average-Value-at-Risk criteria.
Mathematical Methods of Operations Research 74, 361-379.

Bäuerle, N.; Rieder, U.: Markov Decision Processes with Applications to Finance.
Springer, Universitext.

Bäuerle, N.; Veraart, L.A.M.: Einblicke in die Finanzmathematik: Optionsbewertung und Portfolio-Optimierung.
In: Wendland, K., Werner, A. (Eds.) Facettenreiche Mathematik - Einblicke in die moderne mathematische Forschung, Vieweg.

Bäuerle, N.; Blatter, A.: Optimal control and dependence modeling of insurance portfolios with Lévy dynamics.
Insurance: Mathematics and Economics 48, 398-405.

Bordenave, C.; Foss, S.; Last, G.: On the greedy walk problem.
Queueing Systems: Theory and Applications 68, 333-338.

Fasen, V.; Klüppelberg, C.: Modellieren und Quantifizieren von Extremen Risiken.
In: K. Wendland and A. Werner (Eds.) Facettenreiche Mathematik (2011), Vieweg, 67-88.

Gentner, D.; Last, G.: Palm pairs and the general mass transport principle.
Mathematische Zeitschrift 267, 695-716.

Henze N.: Zwischen Angst und Gier - die Sechs verliert.
Stochastik in der Schule, 31, 2, 2-5.

Henze N.; Humenberger H.: Stochastische Überraschungen beim Spiel Bingo.
Stochastik in der Schule, 31, 3, 2-11.

Hug, D.; Schneider, R.: Reverse inequalities for zonoids and their application.
Adv. Math. 228 (2011), 2634-2646.

Hug, D.; Schneider, R.: Faces with given directions in anisotropic Poisson hyperplane tessellations.
Adv. Appl. Probab. 43 (2011), 308-321.

Hug, D.; Schneider, R.: Faces in Poisson-Voronoi mosaics.
Probab. Theory and Relat. Fields. 151 (2011), 125-151.

Kirch, C.; Politis, D. N.: TFT-Bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain.
Ann. Statist., 39:1427-1470.

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

Last, G.; Penrose, M.: Martingale representation for Poisson processes with applications to minimal variance hedging.
Stochastic Processes and their Applications, 121, 1588-1606.

Last, G.; Penrose, M.: Poisson process Fock space representation, chaos expansion and covariance inequalities.
Probability Theory and Related Fields. 150, 663-690.

Last, G.; Thorisson H.: Characterization of mass-stationarity by Bernoulli and Cox transports.
Communications on Stochastic Analysis 5, 251-269.

Last, G.; Thorisson, H.: What is typical?
Journal of Applied Probability 48A (Spezial Volume), 379-390.

Last, G.; Szekli, R.: Comparisons and asymptotics for empty space hazard functions of germ-grain models.
Adv. in Appl. Probab. 43, 943-962.

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. Advanced Materials, Special Issue: Hierarchical Structures Towards Functionality. 23 (2011), 2535–2553.

Winter, S.: Lower S-dimension of fractal sets. J. Math. Anal. Appl. 375 (2011), no. 2, 467-477 (dx.doi.org/10.1016/j.jmaa.2010.09.047)

Winter, S.: Curvature bounds for neighborhoods of self-similar sets. Comment. Math. Univ. Carolin. 52 (2011), no. 2, 205-226 (arxiv:1010.2032)

2010

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

Bäuerle, N.; Rieder, U.: Markov Decision Processes. Jahresbericht der DMV 112(4), 217-243.

Bäuerle, N.; Rieder, U.: Optimal control of piecewise deterministic Markov processes with finite time horizon. In: Modern trends of controlled stochastic processes: Theory and Applications (A.B. Piunovskiy ed). Luniver Press, 144-160.

Bäuerle, N.; Bierbaum, J.; Kunze, M.; Pfeiffer, R.; Quapp, N.: Zinsmodelle für Versicherungen - Diskussion der Anforderungen und Vergleich der Modelle von Hull-White und Cairns. Blätter DGVFM 31, 261-290.

Böröczky, K.; D. Hug, D.: Stability of the reverse Blaschke-Santalo inequality for zonoids and applications. Adv. Appl. Math. 44 (2010), 309-328.

Böröczky, K.; Fodor, F.; Hug, D.: The mean width of random polytopes circumscribed
around a convex body. J. London Math. Soc. 81 (2010), 499–523.

Fasen, V.; Klüppelberg, C.; Schlather, M.: High-Level Dependence in Time Series Models.
Extremes 13 (2010), 1-33.

Fasen, V.: Asymptotic Results for Sample Autocovariance Functions and Extremes of Integrated Generalized Ornstein-Uhlenbeck Processes.
Bernoulli 16 (2010), 51-79.

Fischer, Y.; Glökler, C.; Hild, J.; Ott, J.: Markov Based Decision Support for Cost-Optimal Response in Security Management, Proceedings of ISCRAM 2010, ISCRAM.

Henze, N.; Lao, W.: The limit distribution of the largest interpoint distance for power-tailed spherically decomposable distributions.
Submitted, 2010.

Henze, N.; Meintanis, S.G.: A characterization and a class of omnibus tests for the Exponential distribution based on the Empirical Characteristic function.
Journal Math. Sci. 167, 588 - 595.

Hušková M.; Kirch, C.: A note on studentized confidence intervals for the change-point.
Comput. Statist., 25:269-289.

Hušková M.; Kirch, C.; Meintanis, S.: Fourier methods for sequential change point analysis in autoregressive models.
ompstat 2010 conference proceedings, 8 pages.

Hug, D.; Schneider, R.: Large faces in Poisson hyperplane mosaics. Ann. Probab. 38 (2010), 1320-1344.

Kempf, H.D., Klar, B., Stockschläder, U., Ruckenbrod, J. (2010). Rückengesundheit in der Grundschule. Erfahrungen und Konsequenzen eines Modellkurses "Gesunder Schülerrücken".
Die Säule 20, 10-15.

Klar, B.; Parthasarathy, P. R.; Henze, N.: Zipf and Lerch limit of birth and death process.
Probab. Eng. Inf. Sci. 24, 129-144.

Klar, B., Petney, T.N., Taraschewski, H. (2010). Quantifying differences in parasite numbers between samples of hosts.
Journal of Parasitology 96, 856-861.

Last, G.: Modern random measures: Palm theory and related models.
New Perspectives in Stochastic Geometry, Kendall W., Molchanov I.(eds.), Oxford University Press.

Last, G.: Stationary random measures on homogeneous spaces.
Journal of Theoretical Probability 23, 478-497.

Ruchter, M., Klar, B., Geiger, W. (2010). Comparing the effects of mobile computers and traditional approaches in environmental education.
Computers & Education, 54, 1054-1067.

2009

Bauer, A.; Hild, J.; Ott, J.: Decision Support to Facilitate Cost-Optimal Response in Time- and Safety Critical Situations.
Proceedings of Future Security, 322-338.

Bäuerle, N.; Rieder, U.: MDP Algorithms for portfolio optimization problems in pure jump markets.
Finance and Stochastics 13(4), 591-611.

Bäuerle, N.; Mundt, A.: Dynamic Mean-Risk optimization in a binomial model.
Mathematical Methods of Operations Research 70(2), 219-239.

Baumstark, V.; Last, G.: Gamma distributions for stationary Poisson flat processes.
Advances in Advances of Applied Probability 41, 911-939.

Bissantz, N., Claeskens, G., Holzmann, H., Munk, A.:
Testing for lack of fit in inverse regression - with applications to biophotonic imaging.
To appear in J. Royal Statist. Soc. Ser. B., Stat. Methodol.

Bissantz N., Holzmann H., Pawlak M.:
Testing for Image Symmetries -- with Application to Confocal Microscopy.
IEEE Transactions on Information Theory, 1841-1855.

Ebner, B.; Henze, N.; Nikitin, Y.: Integral distribution-free statistics of Lp-type and their asymptotic comparison.
Comput. Stat. Data Anal., 53(9):3426-3438.

Geiger, W.; Klar, B.; Ruchter, M.: Comparing the effects of mobile computers and traditional approaches in environmental education.
To appear in Computers & Education, 2009.

Henze, N.: Wieviele Vieren vor der Sechs?
MNU 62, 464-465.

Hoferer, J.; Hoffmann, L.M.; Goebbels, J.; Kasper, G.; Last, G.; Weil, W.: Reconstruction algorithms for the internal packing density distribution of fibrous filter media based on tomographic data.
To appear in: Filtration 9, 147-154.

Hušková, M.; Kirch, C.: Bootstrapping Sequential Change-Point Tests.
Proceedings of 2nd International Workshop in Sequential Methodologies, 6 pages.

Kampf, J.: On weighted parallel volumes.
Beiträge zur Algebra und Geometrie, 50, 495-519.

Ketterer, F.; Klar, B.; Henze, N.: The use of isotones for comparing tests of normality against skew normal distributions.
Journal of Statist. Th. and Practice 3, 613-626.

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

Mitra, S.; Klar, B.; Huson, D. H.: Visual and statistical comparison of metagenomes.
Bioinformatics 25, 1849-1855.

Parthasarathy, P. R.; Vasudevan, K.: A single server queue with gated processor-sharing system.
Intern. J. Comput. Math., 86:1-11.

Parthasarathy, P. R.; Sudhesh, R.: A state-dependent queue alternating between arrivials and services.
To appear in Int. J. Oper. Res.

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

Parthasarathy, P. R.; Sri Ranga, K.: Generating birth and death processes.
To appear in Methods Appl. Anal.

Parthasarathy, P. R.: An interesting property of birth and death process.
Matj. Sci., 34:51-53.

Vogel, M., Klar B., Müller, H.S. (2009). Modelling the abrasive wear of concrete for probabilistic service life prediction of hydraulic structures.
Proceedings of the 2nd International RILEM Workshop: Concrete Durability and Service Life Planning - ConcreteLife'09, 400-407.

2008

Bäuerle, N.; Blatter, A.; Müller, A.: Dependence Properties and Comparison Results for Levy Processes.
Mathematical Methods of Operations Research 67(1), 161-186.

Bäuerle, N.; Grübel, R.: Multivariate risk processes with interacting intensities.
Advances in Applied Probability 40.2, 578-601.

Bäuerle, N.; Kötter, M.: The periodic risk model with investment.
Insurance: Mathematics and Economics 42, 962-967.

Bäuerle, N.; Mundt, A.: A Bayesian approach to incorporate model ambiguity in a dynamic risk measure.
Statistics & Decisions 26, 1001-1024.

Baringhaus, L.; Grübel, R.; Henze N.: Dietrich Morgenstern 26.9.1924-24.6.2007.
Jahresbericht Deutscher Mathematik-Vereinigung, 110(2):101-113,2008.

Baringhaus, L.; Henze N.: A new weighted integral goodness-of-fit statistic for exponentiality.
Stat. Probab. Lett., 78(8):1006-1016, 2008.

Bissantz, N.; Holzmann, H.: Statistical inference for inverse problems.
Inverse Probl., 24(3):034009, 17.

Borovkov, K.; Last, G.: On level crossings for a general class of piecewise-deterministic Markov processes.
Advances in Applied Probability 40, S. 815-834.

Dannemann, J., Holzmann, H. :.
Testing for two states in a hidden Markov model. Canad. J. Statist., 36 (4),505-520.

Dannemann, J., Holzmann, H.:
Likelihood ratio testing for hidden Markov models under nonstandard conditions. Scand. J. Statist., 35 (2), 309-321.

Dannemann, J., Holzmann, H.:
The likelihood ratio test for hidden Markov models in two-sample problems. Computational Statistics & Data Analysis, 52, 1850-1859.

Denker, M.; Holzmann, H.: Markov partitions for fibre expanding systems.
Colloq, Math., 110(2):485-492.

Henze, N.: Rekorde.
Der Mathematikunterricht 54, S. 16-23.

Holzmann, H., Munk, A.:
Reply to: On the nonidentifiability of population sizes Biometrics, 64, 979-981.

Holzmann, H., Vollmer, S.:
A likelihood ratio test for bimodality in two-component mixtures -- with application to regional income distribution in the EU. AStA - Advances in Statistical Analysis, 92, 57-69.

Holzmann, H.:
Testing parametric models in the presence of instrumental variables. Statist. Prob. Letters, 78, 629-636.

Hongler, M.-O.; Parthasarathy, P. R.: On a super-diffusive, nonlinear birth and death process.
Phys. Lett., A, (10.1016).

Hušková, M.; Kirch, C.: Bootstrapping confidence intervals for the change-point of time-series.
J. Time Ser. Anal., 29:947-972.

Hušková, M.; Kirch, C.; Prašková, Z.; Steinebach, J.: On the detection of changes in autoregressive time series, II. Resampling procedures.
J. Statist. Plann. Inference, 138:1697-1721.

Kieser, R.; Veraart, L.A.M.: A note on the survival probability in Credit Grades.
Jornal of Credit Risk, 4(2).

Kirch, C.: Bootstrapping sequential change-point tests.
Seq. Anal., 27:330-349.

Kirch, C.: Resampling Methods in Change-Point Analysis.
Oberwolfach Reports, in 'Mini-Workshop: Time Series with Sudden Structural Changes', 5:557–586.

Parthasarathy, P. R.; Sudhesh, R.: Transient of a multiserver poisson queue with n-policy.
Comp. Math. Appl., 55:550-562.

Rogers, L.C.G.; Veraart, L.A.M.: A stochastic volatility alternative to SABR.
J. Appl. Probab., 45(2):1071-1085.

2007

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

Bäuerle, N.; Kötter, M.: Markov-modulated diffusion risk models.
Scandinavian Actuarial Journal 1, 34-52.

Bäuerle, N.; Kötter, M.: The Markov-modulated risk model with investment.
Operations Research Proceedings 2006, 575-580, Springer, Berlin.

Bäuerle, N.; Rieder, U.: Portfolio optimization with jumps and
unobservable intensity process.
Mathematical Finance, Vol.17/2, 205-224.

Baumstark, V.; Last, G.: Some distributional results for Poisson Voronoi tessellations.
Advances in Applied Probability 39, 16-40.

Heveling, M.; Last, G.: Point shift characterization of Palm measures on Abelian groups.
Electronic Journal of Probability, 12, 122-137.

Kirch, C.: Resampling in the frequency domain of time series to determine critical values for change-point tests.
Statistics and Decision, 25:237-261.

Kirch, C.: Block permutation principles for the change analysis of dependent data.
J. Statist. Plann. Inference, 137:2453-2474.

Kirch, C.: Resampling Methods for the Change Analysis of Dependent Data.
Proceedings of the 15th European Young Statisticians Meeting, 5 pages.

Morgenthaler, S.; Parthasarathy, P. R.: Euler on statistics.
J. Stat. Theory Pract., 1:479-487.

Parthasarathy, P. R.; Vasudevan, K.: A single server queue with two types of customers in a varying environment.
Inter. J. Mod. Math., 2:81-101.

Parthasarathy, P. R.; Sudhesh, R.: Transient solution for a queue with state- and time-dependent rates.
Math. Sci., 32:140-146.

Parthasarathy, P. R.; Sudhesh, R.: Transient solution for a single server retrial queue with state-dependent rates.
Oper. Res. Lett., 35:601-611.

Stummer, W.; Vajda, I.: Optimal statistical decisions about some alternative financial models.
Journal of Econometrics 137, 441-471.

2006

Bäuerle, N.; Müller, A.: Stochastic orders and risk measures:
consistency and bounds.
Insurance: Mathematics and Economics 38, 132-148.

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

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

Gantert, N.; Müller, S.:
The critical Branching Random Walk is transient.
Markov Processes and Related Fields 12, 2006, 805-814.

Heveling, M.; Last, G.: Existence, uniqueness and
algorithmic computation of general lilypond systems.
Random Structures & Algorithms, 2006, 29, 338-350.

Hinderer, K.; Stieglitz, M.: The solution of a generalization of a Bayesian stopping problem of Mac Kinnon. In: Morlock, M.; Schwindt, C.; Trautmann, N.; Zimmermann, J. (Eds.), Perspectives in Operations Research: Essays in Honour of Klaus Neumann. Deutscher Universitätsverlag, 2006, pp. 69-92.

Hug, D.; Last, G.; Weil, W.: Polynomial parallel volume, convexity and contact
distributions of random sets. Probability Theory and Related Fields, 135, 2006, 169-200.

Kirch, C.; Steinebach, J.: Permutation principles for the change analysis of stochastic processes under strong invariance.
J. Comput. Appl. Math, 186:64-88.

Last, G.: On mean curvature functions of Brownian paths. Stochastic Processes and their Applications, 116, 2006, 1876-1891.

Last, G.: Stationary partitions and Palm probabilities.
Advances in Applied Probability, 2006, 38, 602-620.

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 of a river and in an aquaculture unit in SW Taiwan. Diseases of Aquatic Organisms 71, 2006, 101-108.

2005

Henze, N.; Last, G.: Mathematik für Wirschaftsingenieure, volume 1.
Vieweg, 2., überarb. und erw. Aufl. edition, 2005

Bäuerle, N.; Rieder, U.: Portfolio optimization with unobservable Markov-modulated drift process.
Journal of Applied Probability 42, 362-378, 2005.

Bäuerle, N.: Benchmark and Mean-Variance problems for insurers.
Mathematical Methods of Operations Research 62(1), 159-165, 2005.

Bäuerle, N.; Mundt, A.: Einführung in die Theorie und Praxis statischer Risikomaße, in:
Bäuerle, N.; Mundt, A. (Hrsg.), Risikomanagement, Schriftenreihe des Kompetenzzentrums Versicherungswissenschaften GmbH,
Band 3, Karlsruhe 2005, S. 67 - 99.

Bäuerle, N.; Grübel, R.: Multivariate counting processes: copulas and beyond.
ASTIN Bulletin 35, 379-408.

Berner, Z.; Hartmann, J.; Henze,N.; Stüben, D.: A statistical procedure for the analysis of seismotectonically induced hydrochemical signals:
A case study from Eastern Carpathians, Romania.
Tectonophyics 405, 77-98.

Bischoff, W.; Bradley, P.E.; Ferrara, C.; Kohler, N.:
Überlebensanalyse von Gebäudebeständen am Beispiel der Stadt Ettlingen.
Stadtforschung und Statistik 1, 32-35.

Bischoff, W.; Hashorva, E.; Huesler, J.; Miller, F.:
Analysis of a change-point regression problem in quality control by
partial sums processes and Kolmogorov type tests.
Metrika 62, 85-98.

Bischoff, W.; Heck, B.; Howind, J.; Teusch, A.:
A statistical method for testing heteroscedasticity of variances in a
linear model with a case study showing the dependence of variances of GPS
carrier phase observations on the elevation angle.
Journal of Geodesy, 78, 397-405.

Daley, D.; Last, G.: Descending Chains, the lilypond model, and mutual nearest
neighbour matching. Advances in Applied Probability 37, 604-628.

Ender, P.: Ein Anpassungstest für Kopulafunktionen.
Dissertation. Fakultät für Mathematik, Universität Karlsruhe.

Gantert, N.; König, W.; Shi, Z.:
Annealed deviations of random walk in random scenery.
Annales de l'Institut Henri Poincare Prob. et Stat., Vol 43, No 1, 147-176.

Gantert; N., Löwe, M.; Steif, J.:
The voter model with antivoter bonds.
Annales de l'Institut Henri Poincare, Prob. et Stat., Vol 41, No 4, 767-780.

Henze, N.; Klar, B.; Zhu, L.X.: Checking the adequacy of the multivariate semiparametric location shift model.
Journal of Multivariate Analysis 93, 238-256.

Henze, N.; Meintanis, S.G.: Recent and classical tests for exponentiality:
A partial review with comparisons. Metrika 61, 29-45.

Heveling, M.; Last, G.: Characterization of Palm measures via bijective point-shifts.
Annals of Probability 33, 1698-1715.

Hinderer, K.: Lipschitz continuity of value functions in Markovian decision processes.
Math. Meth. Oper. Res. 62, 3-22

Hinderer, K.; Waldmann, K.-H.: Algorithms for countable state Markovian decision models
with an absorbing set. SIAM Journal Control Optim. 43, 2109-2131.

Kirch, C.: Bootstrapping in the Frequency Domain of Time Series to Determine Critical Values for Change-Point Tests.
Silesian Statistical Review, 4 (10), 132-134.

Klar, B.: Tests for exponentiality against the M and LM classes of life distributions.
TEST 14, 543-565.

Klar, B.; Meintanis, S.G.: Tests for normal mixtures based on the empirical characteristic function.
Computational Statistics and Data Analysis 49, 227-242.

Mahlzahn, D.; Opper, M.: A statistical physics approach for the analysis of machine
learning algorithms on real data.
Journal of Statistical Mechanics: Theory and Experiment, P11001, 1-33.

Schildge, J.; Klar, B.: Sarkoidose der Lunge - klinische und bronchoskopische Befunde in Abhängigkeit vom radiologischen Stadium. Pneumologie 59, 282-287.

Schäl, I.; Stummer W.: Kategorisierung operationeller Risiken im Umfeld von Basel II.
FINANZ BETRIEB 7 (Heft 12), 786 - 798.

2004

Kalckreuth von, U.; Krtscha, M.: Stable solutions to homogeneous difference-differential equations with constant coefficients: Analytical instruments and an application to monetary theory.
Appl. Math., Praha, 49(4):373-386, 2004

Henze, N.; Last, G.: Mathematik für Wirschaftsingenieure, volume 2.
Vieweg, 2004

Bischoff, W.; Hashorva, E.; Huesler, J.; Miller, F.:
On the power of the Kolmogorov test to detect the trend of a Brownian
bridge with applications to a change-point problem in regression models.
Statistics & Probability Letters 66, 105-115.

Burger, M.; Klar, B.; Müller, A.; Schindlmayr, G.:
A spot market model for the pricing of derivatives in electricity markets.
Quantitative Finance 4, 109-122.

Dembo, A.; Gantert, N., Zeitouni, O.:
Large deviations for random walk in random environment with holding times.
Annals of Probability 32, 996-1029.

Gupta, A.K.; Henze, N.; Klar, B.:
Testing for affine equivalence of elliptically symmetric distributions.
Journal of Multivariate Analalysis 88, 222-242.

Henze, N.; Stummer, W.:
Mittelwerte und Mitten in der Stochastik.
Der Mathematikunterricht 50, 18-29.

Heveling, M.; Hug, D.; Last, G.:
Does parallel volume imply convexity?
Mathematische Annalen 328, 469-479.

Hug, D.; Last, G.; Weil, W.:
A local Steiner-type formula for general closed sets and applications.
Mathematische Zeitschrift 246, 237-272.

Klar, B.; Sures, B.:
A nonlinear model of stress hormone levels in rats - the interaction between pollution and parasites.
Ecotoxicology and Environmental Safety 59, 23-30.

Konstantopoulos, T.; Last G.; Lin, S.:
On a class of Levy stochastic networks.
Queueing Systems 46, 409-437.

Last, G.:
Ergodicity properties of stress release, repairable system and workload models.
Advances in Applied Probability 36, 471-498.

Mahlzahn, D.; Opper, M.: Approximate analytical bootstrap averages for support vector classifiers.
Advances in Neural Information Processing Systems 16, MIT Press,
Eds.: S. Thrun, L. Saul, B. Schölkopf.

Mahlzahn, D.; Opper, M.: Impact of long-term correlations on the distribution of extreme events.
Disasters and Society - From Hazard Assessment to Risk Reduction, p. 11-17,
Logos Verlag Berlin.

Stummer W.: Moderne Finanzmathematik für die Schule.
In: R. Biehler, J. Engel u. J. Meyer (Hrsg.), Neue Medien und innermathematische
Vernetzungen in der Stochastik, 61-75, Verlag Franzbecker Hildesheim/Berlin.

2003

Bader, G.; Bischoff, W.: Old and New Aspects of Minimax Estimation
of a Bounded Parameter. Festschrift for Constance van Eeden.
IMS Lecture Notes.

Berger, N.; Gantert, N., Peres, Y.:
The speed of biased random walk on percolation clusters.
Probability Theory and Related Fields 126, 221-242.

Bischoff, W.; Hashorva, E.; Hüsler, J.; Miller, F.:
Exact asymptotics for boundary crossings of the Brownian bridge with
trend with application to the Kolmogorov test.
Annals of the Institute of Statistical Mathematics 55, No. 4, 849-864.

Bischoff, W.; Miller, F.; Hashorva, E.; Hüsler, J:
Asymptotics of a boundary crossing probability of a Brownian bridge with general trend.
Methodol. Comput. Appl. Probab. 5, No. 3, 271-287.

Henze, N.; Klar, B.; Meintanis, S.G.:
Invariant tests for symmetry about an unspecified point
based on the empirical characteristic function.
Journal of Multivariate Analysis 87, 275-297.

Henze, N.; Nikitin, Ya.Yu.: Two-sample tests based on the integrated empirical process.
Communications in Statististics A - Theory and Methods 32, 1767-1788.

Hinderer, K.; Waldmann, K.-H.: The critical discount factor for finite
Markovian decision processes with an absorbing set.
Mathematical Methods of Operations Research 57, 1-19.

Hug, D.; Last, G.; Weil, W.: Distance measurements on processes of flats.
Advances in Applied Probability 35, 70-95.

Kabanov, Y.M.; Last, G.: Hedging in a model with transaction costs.
Proceedings of Steklov Institute of Mathematics 237, 208-214.

Klar, B. On a test for exponentiality against Laplace order dominance.
Statistics 37, 505-515.

Klar, B.; Müller, A.: Characterizations of classes of lifetime distributions
generalizing the NBUE class.
Journal of Applied Probability 40, 20-32.

Malzahn, D.; Opper, M.: An approximate analytical approach to resampling averages.
Journal of Machine Learning Research. Vol. 4: 1151-1173

Schildge, J.; Klar, B.; Hardung-Backes, M.: Die Mastzelle in der bronchoalveolären Lavage
bei interstitiellen Lungenerkrankungen.
Pneumologie 57, 202-207.

Stummer W.:
Nuancen der Nichtbeliebigkeit von Aktienkurs-Modellierungen.
Stochastik in der Schule 2, 79-99.

2002

Bader, G.; Bischoff, W.;Kohler, N.; Schwaiger, B.: Statistische
Methoden zur Analyse von Gebäudebeständen.
Stadtforschung und Statistik 1, 44-47.

Bischoff, W.: On the assumption of constant variance in regression models with an
analysis of yearly rainfall data.
Applications of Mathematics in Engineering and Economics, D. Ivanchev,
M. D. Todorov (Eds.), Heron Press, 409-418.

Bischoff, W.: The structure of residual partial sums limit processes of linear regression models.
Theory of Stochastic Processes 8(24) No.1-2, 23-28.

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

Bischoff, W.; Scherer, R.: Mathematical Modeling for the Waterman System.
Proceedings of the 6th Balkan Conference on Operational Research: A
Challenge for Scientific and Business Collaboration, Byron
Papathanassiou, Maro Vlachopoulou (eds.), CD, W1B1.

Dembo, A.; Gantert, N.; Peres, Y.; Zeitouni, O.: Large deviations
for random walks on Galton-Watson trees: averaging and
uncertainty.
Probability Theory and Related Fields 122, 241-288.

Gantert, N.: Subexponential tail-asymptotics for a random walk with
randomly placed one-way nodes. Annales de l'Institut Henri Poincare,
Prob. et Statistique 38 No 1, 687-704.

Gantert, N.; Shi, Z.: Many visits to a single site for a transient
random walk in random environment.
Stochastic Processes and their
Applications 99, 159-176.

Henze, N.: Invariant tests for multivariate normality: A critical review.
Statistical Papers 43, 467-506.

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

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

Henze, N.; Meintanis, S.G.: Goodness-of-fit tests based on a new
characterization of the exponential distribution.
Communications in Statistics A - Theory and Methods 31, 1479-1497.

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

Henze, N.; Nikitin, Ya.Yu.: New Watson type goodness-of-fit tests based on the integrated
empirical process.
Mathematical Methods of Statistics 11, 183-202.

Hug, D.; Last, G.; Weil, W.: A survey on contact distributions. Morphology of Condensed Matter.
Physics and Geometry of Spatially Complex Systems. (K. Mecke, D. Stoyan, eds.),
Lecture Notes in Physics 600,
317-357, Springer, Berlin.

Hug, D.; Last, G.; Weil, W.: Generalized contact distributions of
inhomogeneous Boolean models.
Advances in Applied Probability 34, 21-47.

Kabanov, Y.M.; Last, G.: Hedging under transaction costs in currency
markets: a continuous-time model.
Mathematical Finance 12, 63-70.

Klar, B.: A note on the L-class of life distributions.
Journal of Applied Probability 39, 11-19.

Klar, B.: A treatment of multivariate skewness, kurtosis and related statistics.
Journal of Multivariate Analysis 83, 141-165.

Miller, F.: Optimale Versuchspläne bei Einschränkungen in der Versuchspunktwahl.
Dissertation. Fakultät für Mathematik, Universität Karlsruhe.

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

Stummer, W.:
Decision risk reductions for stock indices.
Advances and Applications in Statistics 2, 79-99.

Stummer, W.:
Some potential means for venture valuation.
The Journal of Entrepreneurial Finance and Business Ventures 7, 39-52.

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.
Environmental Pollution 119, 333-340.

2001

Bader, G.: Asymptotik von Regressionsmodellen. Dissertation.
Fakultät für Mathematik, Universität Karlsruhe.

Bader, G.; Bischoff, W.:
Weak LeCam-convergence of regression models with an application to the
asymptotic efficiency of the likelihood ratio test.
Preprint Nr. 01/23. Fakultät für Mathematik, Universität Karlsruhe.

Friede, T.; Miller, F.; Bischoff, W.; Kieser, M.: A note on change
point estimation in dose-response trials.
Computational Statistics and Data Analysis 37, 219-232.

Henze, N.: Muster in Bernoulli-Ketten.
Stochastik in der Schule 21, Heft 2, 2-10.

Henze, N.; Klar, B.: Testing exponentiality against the L-class of life
distributions.
Mathematical Methods of Statistics 12, 232-246.

Hinderer, K.; Waldmann, K.-H.: Cash Management in a Randomly Varying Environment.
European Journal of Operational Research 130, 468-485

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

Last, G.; Schassberger, R.: On the second derivative of the spherical contact
distribution function of smooth grain models.
Probability Theory and Related Fields 121, 49-72.

Last, G; Szekli, R.: Moments and Blackwell's convergence for repairable
systems with heavy tailed lifetimes.
Markov Processes and Related Fields 7, 469-490.

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

Schymik, G.; Hess, M.; Vorderbrügge, U.; Kretschmer, S.; Schlick, M.; Klar, B.; Mehmel, H.C.:
Der kardiogene Schock: Determinanten des PTCA-Erfolges und der In-Hospitalletalität.
German Journal of Cardiology 90, Supplement 2, 109.

Stummer, W.:
A Toolbox for Generalized Relative Entropies, EMM and Contingent Claim Valuation.
In: Mathematical Finance. Hrsg.: M. Kohlmann, S. Tang. pp. 345-354, Birkhäuser Verlag Basel.

Stummer, W.:
On a statistical information measure for a generalized Samuelson-Black-Scholes world.
Statistics and Decisions 19, 289-314.

Stummer, W.:
Some divergence properties of asset price models.
Entropy 3, 300-324.

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

2000

Baringhaus, L.; Gürtler, N.; Henze, N.: Weighted integral test statistics
and components of smooth tests of fit.
Australian & New Zealand Journal of Statistics 42, 179-192.

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

Bischoff, W.: The structure of a linear model: sufficiency, ancillarity,
invariance, equivariance, and the normal distribution.
Journal of Multivariate Analysis 73, 180-198.

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

Bischoff, W.; Fichter, M.:
Optimal lower and upper bounds for the L_p-mean deviation of
functions of a random variable.
Mathematical Methods of Statistics 9, 237-269.

Bischoff, W.; Miller, F.:
Asymptotically optimal tests and optimal designs for testing the
mean in regression models with applications to change-point problems.
Annals of the Institute of Statistical Mathematics 52, 658-679.

Comets, F.; Gantert N.; Zeitouni, O.:
Quenched, annealed and functional large deviations for
one-dimensional random walk in random environment.
Probability Theory and Related Fields 118, 65-114.

Eichhorn, W.; Funke, H.; Krtscha, M.: A characterization of inequality
measures based on bilateral inequality.
Aequationes Mathematicae 58, 1-10.

Friede, T.; Kieser, M.; Miller, F.:
Modeling the Recovery from Depressive Illness by an Exponential Model
with Mixed Effects.
Methods of Information in Medicine 39, 12-15.

Gantert, N.:
A note on logarithmic tail asymptotics and mixing.
Statistics & Probability Letters 49, 113-118.

Gantert, N.:
The maximum of a branching random walk with semiexponential increments.
Annals of Probability 28, 1219-1229.

Gürtler, N.: Asymptotische Untersuchungen zur Klasse der BHEP-Tests
auf multivariate Normalverteilung mit festem und variablem Glättungsparameter.
Dissertation. Fakultät für Mathematik, Universität Karlsruhe.

Gürtler, N.; Henze, N.: Goodness-of-fit tests for the Cauchy distribution
based on the empirical characteristic function.
Annals of the Institute of Statistical Mathematics 52, 267-286.

Gürtler, N.; Henze, N.: Recent and classical goodness-of-fit tests for
the Poisson distribution.
Journal of Statistical Planning and Inference 90, 207-225.

Henze, N.: Stochastische Modellbildung zwischen Glücksspiel - Mathematik
und wirklichem (?) Anwendungsbezug - eine kritische Bestandsaufnahme. In:
Modellbildung, Computer und Mathematikunterricht, Hrsg.: H. Hirscher, 49-57.

Henze, N.; Klar, B.: ARD-Lotto-Show - zwei stochastische Probleme.
Der Mathematisch -- Naturwissenschaftliche Unterricht 53, 151-153.

Henze, N.; Nikitin, Ya. Yu.: A new approach to goodness-of-fit testing
based on the integrated empirical process.
Journal of Nonparametric Statistics 12, 391-416.

Hinderer, K.; Stieglitz, M.: Isotonicity of Minimizers in Polychotomous
Discrete interval Search via Lattice Programming.
Mathematical Methods of Operations Research 51, 139-173.

Hug, D.; Last, G.: On support measures in Minkowski spaces and contact distributions

in stochastic geometry.
Annals of Probability 28, 796-850.

Klar, B.: A Class of Tests for Exponentiality against HNBUE Alternatives.
Statistics & Probability Letters 47, 199-207.

Klar, B.: Bounds on Tail Probabilities of Discrete Distributions.
Probability in the Engineering and Informational Sciences 14, 161-171.

Klar, B.: Diagnostic smooth tests of fit.
Metrika 52, 237-252.

Konstantopoulos, T.; Last, G.: On
the dynamics and performance of stochastic fluid systems.
Journal of Applied Probability 37, 652-667.

Last, G.; Schassberger, R.: On stationary stochastic flows and Palm
probabilities of surface processes.
Annals of Applied Probability 10, 463-492.

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.
Pneumologie 54, 385-391.