Publikationen

2025

A change or not a change - a review on some joint work with Marie Hušková. Preprint, Universität zu Köln, 14 S.

2024

Asymptotic behavior of consecutive records in an F^α scheme. In: Stochastic and Analytic Structures with Applications. Exploring the World of Mathematical Structures, Vol. 1 (Hrsg.: S. Silvestrov, A. Malyarenko), S. 89-95, Springer, Switzerland, 2024 (mit K.-H. Indlekofer und O.I. Klesov)

2021

Estimating a gradual parameter change in an AR(1)-process. Metrika, 85 (2022), 771-808 (in 2021 online verfügbar unter https://doi.org/10.1007/s00184-021-00844-z) (mit M. Hušková und Z. Prášková)

2020

On preserving the limit points of corresponding objects. J. Math. Anal. Appl., 486 (2020), Heft 2, Artikel 123916, 9 S. (mit O.I. Klesov)
Estimating a gradual parameter change in an AR(1)-process. Silesian Statistical Review, 18(24) (2020), 255-261 (mit M. Hušková und Z. Prášková)

2018

Pseudo-Regularly Varying Functions and Generalized Renewal Processes. Probability Theory and Stochastic Modelling, Vol. 91 (Hrsg.: P.W. Glynn, A.E. Kyprianou, Y. Le Jan). Springer Nature Switzerland, 2018, xxii + 482 S. (mit V.V. Buldygin, K.-H. Indlekofer und O.I. Klesov)
Some comments on the paper “O jednom O-inverznom stavu” by Vojislav G. Avakumović. Mathematics in Modern Technical University, 2018(1), 5-10 (mit O.I. Klesov)

2016

On the monitoring of CAPM portfolio betas. Silesian Statistical Review, 14(20) (2016), 219-224
Erdős - Rényi - type functional limit laws for renewal processes. In: High Dimensional Probability VII, Progress in Probability 71 (Hrsg.: C. Houdré, D.M. Mason, P. Reynaud-Bouret, J. Rosiński), S. 219-254, Springer International Publishing, Switzerland, 2016 (mit P. Deheuvels)

2015

Strong laws of large numbers in an F^α-scheme. In: Mathematical Statistics and Limit Theorems, Festschrift in Honour of Paul Deheuvels (Hrsg.: M. Hallin, D.M. Mason, D. Pfeifer, J.G. Steinebach), S. 287-303, Springer International Publishing, Switzerland, 2015 (mit P. Doukhan und O.I. Klesov)
Reaction times of monitoring schemes for ARMA time series. Bernoulli, 21 (2015), 1238-1259 (mit A. Aue, C. Dienes und S. Fremdt)

2014

Robust monitoring of CAPM portfolio betas II. J. Multivariate Analysis, 132 (2014), 58-81 (mit O. Chochola, M. Hušková und Z. Prášková)
Functional data analysis with increasing number of projections. J. Multivariate Analysis, 124 (2014), 313-332 (mit S. Fremdt, L. Horváth und P. Kokoszka)

2013

How large are the deviations between a distribution function and a stable law. Annales Univ. Sci. Budapest., Sect. Comp., 41 (2013), 15-23 (mit O.I. Klesov)
Convergence rates in precise asymptotics II. Annales Univ. Sci. Budapest., Sect. Comp., 39 (2013), 95-110 (mit A. Gut)
Equivalent monotone versions of PRV functions. J. Math. Anal. Appl., 401 (2013), 526-533 (mit V.V. Buldygin und O.I. Klesov)
Testing the equality of covariance operators in functional samples. Scand. J. Statist., 40 (2013), 138-152 (mit S. Fremdt, L. Horváth und P. Kokoszka)
Precise asymptotics - a general approach. Acta Math. Hungar., 138 (2013), 365-385 (mit A. Gut)
Limit theorems for record counts and times in the F^α-scheme. Extremes, 16 (2013), 147-171 (mit P. Doukhan, A.G. Pakes und O.I. Klesov)
Robust monitoring of CAPM portfolio betas. J. Multivariate Analysis, 115 (2013), 374-395 (mit O. Chochola, M. Hušková und Z. Prášková)
Delay time in monitoring jump changes in linear models. Statistics, 47 (2013), 1-25 (mit A. Černíková, M. Hušková und Z. Prašková)
Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes. Übersetzung von Teor. Ĭmovīr. Mat. Stat., 87 (2012), 1-11. Theory Probab. Math. Statist., 87 (2013), 1-12 (mit V.V. Buldygin und O.I. Klesov)

2012

Sequential testing for the stability of high frequency portfolio betas. Econometric Theory, 28 (2012), 804-837 (mit A. Aue, S. Hörmann, L. Horváth und M. Hušková)

On the reaction time of moving sum detectors. J. Statist. Plann. Infer., 142 (2012), 2271-2288 (mit A. Aue, L. Horváth und M. Kühn)

Pseudo-Regularly Varying Functions and Generalized Renewal Processes. TBiMC, Kiew, 2012, 441 S. (in Ukrainisch) (mit V.V. Buldygin, K.-H. Indlekofer und O.I. Klesov)

Convergence rates in precise asymptotics. J. Math. Anal. Appl., 390 (2012), 1-14 (mit A. Gut) [ Korrektur ]

2011

Almost sure limit theorems for an F^α-scheme. Preprint, Université Cergy-Pointoise, Nationale Technische Universität der Ukraine (KPI), Kiew, und Universität zu Köln, 11 S. (mit P. Doukhan und O. Klesov)
Stochastically Lipschitzian functions and limit theorems for functionals of shot noise processes. Theory Stoch. Process., 17(33) (2011), 25-34 (mit A. Ilienko)
Sequential testing of gradual changes in the drift of a stochastic process. J. Statist. Plann. Infer., 141 (2011), 2682-2699 (mit H. Timmermann)

2010

Some asymptotics for the delay time of MOSUM change detection procedures. Silesian Statistical Review, 8(14) (2010), 111-114
On the convergence to infinity of positive increasing functions. Ukrain. Math. J., 62 (2010), 1299-1308 (Ukrainische Ausgabe), 62 (2011), 1507-1518 (mit V.V. Buldygin und O.I. Klesov)
Sequential change-point analysis based on invariance. Proc. "Journées Internationales de Statistique Théoriques et Appliquées" (Hrsg.: E. Ould Saïd, D. Louani, A. Laksaci), Sidi Bel Abbès, Algerien, 10. - 12. April 2010, Université Djillali Liabes, 2010, 4 S. (mit A. Gut)
Some limit theorems via Lévy distance. Publ. Math. Debrecen, 76/3 (2010), 303-315 (mit K.-H. Indlekofer und O.I. Klesov)
A note on the monitoring of changes in linear models with dependent errors. In: Dependence in Probability and Statistics (Hrsg.: P. Doukhan, G. Lang, D. Surgailis, G. Teyssière), Lecture Notes in Statistics, 200 (2010), 159-174, Springer-Verlag, Berlin (mit A. Schmitz)
Asymptotics for increments of stopped renewal processes. Statist. Probab. Lett., 80 (2010), 558-565 (mit A. Gut)

2009

An inequality for the Lévy distance between two distribution functions and its applications. Teor. Ĭmovīr. Mat. Stat., 81 (2009), 53-64 (übers. in Theory Probab. Math. Statist., 81 (2010), 59-70) (mit K.-H. Indlekofer und O.I. Klesov)
Sequential change-point analysis for renewal counting processes. Proc. "Sixth St. Petersburg Workshop on Simulation" (Hrsg.: S.M. Ermakov, V.B. Melas, A.N. Pepelyshev), St. Petersburg, Russland, 28. Juni - 4. Juli, 2009, VVM com Ltd., St. Petersburg, 2009, S. 667-672 (mit A. Gut)
Asymptotic normality of stopping times in sequential change-point analysis. Silesian Statistical Review, 7(13) (2009), 75-79
Monitoring risk in a ruin model perturbed by diffusion. Metrika, 28 (2009), 205-224.
Truncated sequential change-point detection based on renewal counting processes II. J. Statist. Plann. Infer., 139 (2009), 1921-1936 (mit A. Gut)

2008

On some properties of asymptotic quasi-inverse functions. Theory Probab. Math. Statist., 77 (2008), 15-30 (Engl. Übersetzung) (2009) (mit V.V. Buldygin und O.I. Klesov)
Monitoring shifts in mean: Asymptotic normality of stopping times. TEST, 17 (2008), 515-530 (mit A. Aue, L. Horváth und P. Kokoszka)
On the φ-asymptotic behaviour of solutions of stochastic differential equations. Theory Stoch. Process., 14(30) (2008), 11-29 (mit V.V. Buldygin, O.I. Klesov und O.A. Tymoshenko)
Asymptotics of renewal processes: some recent developments. Annales Univ. Sci. Budapest., Sect. Comp., 28 (2008), 107-139 (mit V.V. Buldygin, K.-H. Indlekofer und O.I. Klesov)
On the performance of the fluctuation test for structural change. Sequential Analysis, 27 (2008),126-140 (mit L. Horváth und M. Kühn)
On the detection of changes in autoregressive time series, II. Resampling procedures. J. Statist. Plann. Infer., 138 (2008), 1697-1721 (mit M. Hušková, C. Kirch und Z. Prášková)
On probabilities of small deviations for compound renewal processes. Theory Probab. Appl., 52 (2008), 328-337 (Engl. Übersetzung) (mit A.N. Frolov und A.I. Martikainen)

2007

Monitoring risk in a ruin model perturbed by diffusion. Silesian Statistical Review, 6(12) (2007), 166-171.
PRV property and the φ-asymptotic behaviour of solutions of stochastic differential equations. Lith. Math. J., 47 (2007), 361-378 (mit V.V. Buldygin und O.I. Klesov)
On some properties of asymptotic quasi-inverse functions. Theory Probab. Math. Statist., 77 (2007), 13-27 (in Ukrainisch) (mit V.V. Buldygin und O.I. Klesov)
Precise asymptotics over a small parameter for a series of large deviation probabilities. Theory Stoch. Process., 13(29) (2007), 44-56 (mit V.V. Buldygin und O.I. Klesov)
Rescaled range analysis in the presence of stochastic trend. Statist. Probab. Lett., 77 (2007), 1165-1175 (mit A. Aue und L. Horváth)
On sequential detection of parameter changes in linear regression. Statist. Probab. Lett., 77 (2007), 885-895 (mit L. Horváth und P. Kokoszka)
On the detection of changes in autoregressive time series, I. Asymptotics. J. Statist. Plann. Infer., 137 (2007), 1243-1259 (mit M. Hušková und Z. Prášková)
On Vervaat and Vervaat-error type processes for partial sums and renewals. J. Statist. Plann. Infer., 137 (2007), 953-966 (mit E. Csáki, M. Csörgő und Z. Rychlik)
On probabilities of small deviations for compound renewal processes. Theory Probab. Appl., 52 (2007), 366-375 (in Russisch) (mit A.N. Frolov und A.I. Martikainen)

2006

A two-step sequential procedure for detecting an epidemic change. Silesian Statistical Review, 5(11) (2006), 74-78.
On some extensions of Karamata's theory and their applications. Publ. Inst. Math., 80(94) (2006), 59-96 (mit V.V. Buldygin und O.I. Klesov)
On a semiparametric regression model whose errors form a linear process with negatively associated innovations. Statistics, 40 (2006), 207-226 (mit H.-Y. Liang und V. Mammitzsch)
Self-normalized LIL for Hanson-Russo type increments. J. Theor. Probab., 19 (2006), 70-88 (mit H.-Y. Liang)
Law of the iterated logarithm for self-normalized sums and their increments. Studia Sci. Math. Hungar., 43 (2006), 95-130 (mit H.-Y. Liang und J.-I. Baek)
Estimation in random coefficient autoregressive models. J. Time Series Analysis, 27 (2006), 61-76 (mit A. Aue und L. Horváth)
Permutation principles for the change analysis of stochastic processes under strong invariance. J. Comp. Appl. Math., 186 (2006), 64-88 (mit C. Kirch)

2005

The PRV property of functions and the asymptotic behavior of solutions of stochastic differential equations. Teor. Ĭmovīr. Mat.Stat., 72 (2005), 10-23 (übers. in Theory Probab. Math. Statist., 72 (2006), 11-25) (mit V.V. Buldygin und O.I. Klesov)
A two-step sequential procedure for detecting an epidemic change. Extremes, 8 (2005), 311-326 (mit A. Gut) (2006)
Monitoring changes in linear regression. Silesian Statistical Review, 4(10) (2005), 128-132.
Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations. Statist. Decis., 23 (2005), 161-180 (mit H.-Y. Liang und V. Mammitzsch)
PRV property and the asymptotic behavior of solutions of stochastic differential equations. Theory Stoch. Process., 11(27) (2005), 42-57 (mit V.V. Buldygin und O.I. Klesov)
Some properties of asymptotic quasi-inverse functions and their applications, II. Theory Probab. Math. Statist., 71 (2005), 37-52 (mit V.V. Buldygin und O.I. Klesov)
Some properties of asymptotic quasi-inverse functions and their applications, I. Theory Probab. Math. Statist., 70 (2005), 11-28 (mit V.V. Buldygin und O.I. Klesov)

2004

On factorization representations for Avakumović-Karamata functions with nondegenerate groups of regular points. Analysis Mathematica, 30 (2004), 161-192 (mit V.V. Buldygin und O.I. Klesov)
EWMA charts for a sequential change detection in the drift of a stochastic process. Sequential Analysis, 23 (2004), 195-237 (mit A. Gut)
Monitoring changes in linear models. J. Statist. Plann. Infer., 126 (2004), 225-251 (mit L. Horváth, M. Hušková und P. Kokoszka)
Convergence rates and precise asymptotics for renewal counting processes and some first passage times. Fields Inst. Comm., 44 (2004), 205-227 (mit A. Gut)
Applications of permutations to the simulations of critical values. J. Nonparam. Statist., 16 (2004), 197-216 (mit I. Berkes, L. Horváth und M. Hušková)

2003

On asymptotic quasi-inverse functions. Theory Stoch. Process., 9(25) (2003), 30-51 (mit V.V. Buldygin und O.I. Klesov)
The asymptotic behavior of the renewal function constructed from a random walk in multidimensional time with a restricted time domain. Annales Univ. Sci. Budapest., Sect. Comp., 22 (2003), 181-192 (mit O.I. Klesov)

2002

Strong limit theorems for generalized renewal processes and properties of normalizations. Theory Stoch. Process., 8(24) (2002), 47-66 (mit V.V. Buldygin und O.I. Klesov)
Truncated sequential change-point detection based on renewal counting processes. Scand. J. Statist., 29 (2002), 693-719 (mit A. Gut)
Asymptotic tests for gradual changes. Statist. Decis., 20 (2002), 137-151 (mit M. Hušková)
On the estimation of change parameters based on weak invariance principles. Proc. "Fourth Colloquium on Limit Theorems in Probability and Statistics" (Hrsg.: I. Berkes, E. Csáki, M. Csörgő), Balatonlelle, Ungarn, 28. Juni - 2. Juli 1999, Budapest, 2002, S. 237-260 (mit C. Kühn)
Properties of a subclass of Avakumović functions and their generalized inverses. Ukrain. Math. J., 54 (2002), 179-206 (mit V.V. Buldygin und O.I. Klesov)
A note on estimating the change-point of a gradually changing stochastic process. Statist. Probab. Lett., 56 (2002), 177-191 (mit A. Aue)

2001

Strong limit theorems for general renewal processes. Probab. Math. Statist., 21 (2001), 329-349 (mit O.I. Klesov und Z. Rychlik)
Variance estimation in the change analysis of a linear regression model. Metrika, 54 (2001), 139-157 (mit M. Riedle)
Limit theorems for maxima of sums and renewal processes. Zapiski Nauchnykh Seminarov POMI, 278 (2001), 261-274; Übers. in: J. Math. Sci., 118 (2003), 5658-5666 (mit A. Frolov und A. Martikainen)
On the maximal excursion over increasing runs. Asymptotic Methods in Probability and Statistics with Applications (St. Petersburg, 1998), 225--242, Stat. Ind. Technol., Birkhäuser, Boston, 2001 (mit A. Frolov und A. Martikainen)

2000

On Chung's LIL and Csáki's law for renewal processes. Period. Math. Hung., 41 (2000), 149-155 (mit A. Frolov und A. Martikainen)
Strong laws for $L_p$-norms of empirical and related processes. Period. Math. Hung., 41 (2000), 35-69 (mit I. Berkes, L. Horváth und Q. Shao)
Testing for changes in the mean or variance of a stochastic process under weak invariance. J. Stat. Plann. Infer., 91 (2000), 365-376 (mit L. Horváth)
On the maximal gain over increasing runs. Statist. Probab. Lett., 50 (2000), 305-312 (mit A. Frolov und A. Martikainen)
Limit theorems for a class of tests of gradual changes. J. Stat. Plann. Infer., 89 (2000), 57-77 (mit M. Hušková)
Approximations for weighted bootstrap processes with an application. Statist. Probab. Lett., 48 (2000), 59-70 (mit L. Horváth und P. Kokoska)

1999

Some remarks on the testing of smooth changes in the linear drift of a stochastic process. Teor. Ĭmovīr. Mat. Stat., 61 (1999), 164-175 (übers. in Theory Probab. Math. Statist., 61 (2000), 173-185 (2001))
Estimating ruin probabilities in various risk models. Badania Operacyjne i Decyzje, 1 (1999), 97-103
Testing for changes in multivariate dependent observations with an application to temperature changes. J. Multiv. Analysis, 68 (1999), 96-119 (mit L. Horváth und P. Kokoszka)
On the best approximation for bootstrapped empirical processes. Statist. Probab. Lett., 41 (1999), 117-122 (mit L. Horváth)

1998

On the maximal gain over head runs. Studia Sci. Math. Hungar., 34 (1998), 165-181 (mit A. Frolov und A. Martikainen)
On a conjecture of Révész and its analogue for renewal processes. Proc. Intern. Conf. Asympt. Meth. Probab. Statist. (ICAMPS '97) (Hrsg.: B. Szyszkowicz), Ottawa, Kanada, 8.-13. Juli 1997, 311-322. Elsevier, Amsterdam, 1998 (Eingeladener Vortrag)
Asymptotic behavior of renewal processes defined by random walks with multidimensional time. Theory Probab. Math. Statist., 56 (1998), 107-113 (Engl. Übers.) (mit O.I. Klesov)

1997

Equivalences in strong limit theorems for renewal counting processes. Statist. Probab. Lett., 35 (1997), 381-394 (mit A. Gut und O.I. Klesov)
Erdős - Rényi - Shepp type laws in the non - i.i.d. case. Studia Sci. Math. Hungar., 33 (1997), 127-151 (mit A. Frolov und A. Martikainen)
Detecting changes in a multivariate renewal process. Metrika, 46 (1997), 1-19 (mit V.R. Eastwood)

1996

Necessity in strong limit theorems for renewal processes. Bericht No. 43 (1996), 11 S., Fachbereich Mathematik, Philipps-Universität Marburg (mit O.I. Klesov)
Extreme value asymptotics for multivariate renewal processes. J. Multiv. Analysis, 56 (1996), 284-302 (mit V.R. Eastwood)
Strong approximations in stochastic difference equations and their applications in queueing theory. Theory Stoch. Processes, 2(18) (1996), 294-304 (mit H. Zhang)
Strong laws for extreme values of sequences of partial sums. Studia Sci. Math. Hungar., 31 (1996), 121-144 (mit P. Deheuvels)
On least squares estimates of an exponential tail coefficient. Statist Decis., 14 (1996), 353-372 (mit J. Schultze)

1995

Estimating the adjustment coefficient in an ARMA(p,q) risk model. Insur. Math. Econom., 17 (1995), 149-161 (mit R. Christ)
Variance estimation based on invariance principles. Statistics, 27 (1995), 15-25
On extreme value asymptotics for increments of renewal processes. J. Stat. Plann. Infer., Special Issue 45 (1995), 301-312 (mit V.R. Eastwood)
Strong approximations for an open queueing network in heavy traffic. Proc. Second Ukrainian-Hungarian Conference, (Hrsg.: M. Arato, M.I. Yadenko), Mukachevo, Ukraine, 25. Sept. - 1. Okt. 1992, 313-328 (1995) (mit H. Zhang)

1994

Invariance principles for renewal processes and some applications. Theory Probab. Math. Statist., 50 (1994), 24-55 (mit M. Alex)
Change point and jump estimates in an AMOC renewal model. In: P. Mandl, M. Hušková (Hrsg.), Asymptotic Statistics, Proc. "Fifth Prague Symposium", 4. - 9. Sept. 1993, 447-457. Contributions to Statistics, Physica-Verlag, Heidelberg, 1994.
A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors. Metrika, 41 (1994), 325-353 (mit W.-D. Richter)
Asymptotic laws for a class of diffusion processes. Mathematica Balkanica, 8 (1994), 21-33 (mit M.N. Mishra)

1993

Zur Schätzung der Cramér-Lundberg-Schranke, wenn kein Anpassungskoeffizient existiert. In: Hipp, Ch. et al. (Hrsg.): Geld, Finanzwirtschaft, Banken und Versicherungen. Verlag Versicherungswirtschaft, Karlsruhe, 715-723 (1993)
Change point analysis via pontograms - some recent developments. Proc. "Workshop on Changepoint Analysis - Empirical Reliability", Ottawa, Kanada, 31. Aug. - 5. Sept. 1992. Tech. Rep. Ser. Lab. Res. Statist. Probab., Carleton Univ. Ottawa, 224 (1993), 169-180 (Eingeladener Vortrag)
On a weighted embedding for pontograms. Stoch. Processes Appl., 47 (1993), 183-195 (mit H. Zhang)
On a class of estimators for an exponential tail coefficient with applications in risk theory. Statist. Decis., Suppl. Issue No. 3 (1993), 145-173 (mit W.-D. Richter und St. Taube)
Note on the strong limiting behaviour of busy periods in GI/G/1 queues under heavy traffic. J. Appl. Probab., 30 (1993), 483-488 (mit H. Zhang)

1992

On the limiting behaviour of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist. Statist. Prob. Lett., 13 (1992), 179-188 (mit P. Deheuvels)
Asymptotics for pontograms. Proc. "Intern. Symp. Nonparam. Statist. Rel. Topics", (Hrsg.: A.K.Md.E. Saleh), Ottawa, Kanada, 5.-8. Mai 1991, 371-382, North Holland, 1992 (Eingeladener Vortrag) (mit V.R. Eastwood)

1991

Strong laws for small increments of renewal processes. Ann. Probab., 19 (1991), 1768-1776
On some alternative estimates of the adjustment coefficient in risk theory. Scand. Actuar. J., 1990: 135-159 (1991) (mit P. Deheuvels)
On the estimation of the adjustment coefficient in risk theory via intermediate order statistics. Insur. Math. Econom., 10 (1991), 37-50 (mit M. Csörgő)

1990

On the sample path behaviour of the first-passage time of a Brownian motion with drift. Ann. Inst. Henri Poincaré, 26 (1990), 145-179 (mit P. Deheuvels)

1989

Invariance principles in queueing theory. J. Appl. Probab., 27 (1989), 845-857 (mit M. Alex)
Invariance principles for compound renewal processes with applications. Proc. "Fourth Prague Symposium on Asymptotic Statistics", Prag, CSSR, 29. Aug. - 2. Sep. 1988, 229-238 (1989) (mit R. Gießing)
Sharp rates for the increments of renewal processes. Ann. Probab., 17 (1989), 700-722 (mit P. Deheuvels)

1988

On precise asymptotics for the Erdős-Rényi increments of random fields. Publ. Inst. Stat. Univ. Paris, 33 (1988), 49-66 (mit W. Pfuhl)
Limit theorems for lag processes. Trans. "Tenth Prague Conf. Inform. Theory, Statist. Decis. Functions, Random Processes", Prag, CSSR, 7.-11. Juli 1986, 337-347 (1988)
Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic. Stoch. Processes Appl., 29 (1988), 223-245 (mit P. Deheuvels)
Invariance principles for renewal processes when only moments of low order exist. J. Multiv. Analysis, 26 (1988), 169-183
On the optimality of strong approximation rates for compound renewal processes. Statist. Probab. Lett., 6 (1988), 263-267

1987

Almost sure convergence of delayed renewal processes. J. London Math. Soc., 36 (1987), 569-576
Invariance principles for renewal processes. Ann. Probab., 15 (1987), 1441-1460 (mit M. Csörgő und L. Horváth)
Exact convergence rates in strong approximation laws for large increments of partial sums. Probab. Th. Rel. Fields, 76 (1987), 369-393 (mit P. Deheuvels)
Exact convergence rates in Erdős-Rényi type theorems for renewal processes. Ann. Inst. Henri Poincaré, 23 (1987), 195-207 (mit J.N. Bacro und P. Deheuvels)
On improved versions of general Erdős-Rényi laws and large deviation asymptotics. In: Contributions to Stochastics (Hrsg.: W. Sendler), 1987, 38-49 (mit E. Dersch)
On the distribution of the suprema of weighted empirical processes. In: Contributions to Stochastics (Hrsg.: W. Sendler), 1987, 1-18 (mit M. Csörgő und L. Horváth)
Note on a limit theorem for characteristic functions. Analysis, 7 (1987), 195-202

1986

Strong approximations for renewal processes. C. R. Math. Rep. Acad. Sci. Canada, 8 (1986), 151-154 (mit M. Csörgő und L. Horváth)
Some remarks on strong approximations and the Hanson-Russo law of large numbers. Statist. Decis., 4 (1986), 237-249
Exact convergence rate of an Erdős-Rényi strong law for moving quantiles. J. Appl. Probab., 23 (1986), 355-369 (mit P. Deheuvels)
Improved Erdős-Rényi and strong approximation laws for increments of renewal processes. Ann. Probab., 14 (1986), 547-559

1985

Best convergence rates in strong approximation laws for increments of partial sums. In: Tech. Rep. Lab. Res. Stat. Prob., Carleton University, Ottawa, 59 (1985), 9-24
On certain limits of strong invariance principles. Bull. Belg. Math. Soc., Ser. A, 37 (1985), 89-99
On an improved Erdős-Rényi type law for increments of partial sums. Canad. J. Statist., 13 (1985), 311-315 (mit V.R. Huse)
On Erdős-Rényi laws and large claims. Proc. "4 Countries ASTIN-Symposium", Akersloot, Niederlande, 27.-28. Sept. 1984, 237-242 (1985)

1984

Einige Bemerkungen zur Regularität der Stichprobenkovarianzmatrix. Allg. Statist. Archiv, 68 (1984), 195-198
On a result of Glick in sample-based multinomial classification. Statist. Decis., 2 (1984), 145-162
On the partial sums of linear stochastic processes. Proc. "Third Prague Symposium on Asymptotic Statistics". Kutná Hora, CSSR, 28. Aug.-2. Sept. 1983, 405-415 (1984)
Between invariance principles and Erdős-Rényi laws. Proc. Coll. on "Limit Theorems in Probability and Statistics". Veszprém, Ungarn, 21.-26. Juni 1982, 981-1005 (1984) (Eingeladener Vortrag)

1983

On the increments of partial sum processes with multidimensional indices. Z. Wahrsch. Verw. Geb., 63 (1983), 59-70

1981

On general versions of Erdős-Rényi laws. Z. Wahrsch. Verw. Geb., 56 (1981), 549-554
On the increments of stochastic processes and the reconstruction of their distributions. Proc. Intern. Symp. on "Statistics and Related Topics" Ottawa, Kanada, 5.-7. Mai 1980, 375-385 (1981) (Eingeladener Vortrag)
Improved Erdős-Rényi and strong approximation laws for increments of partial sums. Ann. Probab., 9 (1981), 988-966 (mit M. Csörgő)
The stochastic geyser problem for first passage times. J. Appl. Probab., 18 (1981) 91-103
On a lemma of P. Erdős and A. Rényi about random graphs. Publ. Math. Debrecen, 28 (1981), 271-273 (mit E. Godehardt)

1980

Large Deviation Probabilities and Some Related Topics. Carleton Math. Lect. Notes, 28 (1980), 84 pp.
Das Gesetz der großen Zahlen von Erdős-Rényi im Wartemodell G/G/1. Studia Sci. Math. Hungar., 11 (1976), 459-466 (1980)

1979

Erdős-Rényi-Zuwächse bei Erneuerungsprozessen und Partialsummen auf Gittern. Habilitationsschrift, Universität Düsseldorf, 1979

1978

On a necessary condition for the Erdős-Rényi law of large numbers. Proc. Amer. Math. Soc., 68 (1978), 97-100
A strong law of Erdős-Rényi type for cumulative processes in renewal theory. J. Appl. Probab., 15 (1978), 96-111
Convergence rates of large deviation probabilities in the multidimensional case. Ann. Probab., 6 (1978), 751-759

1977

Exponential convergence properties of linear estimators under exponential and uniform distribution. Metrika, 24 (1977), 137-161
A generalization of a result of Chernoff in large sample theory. Math. Operationsforsch. Statist., Ser. Statistics, 8 (1977), 375-379 (mit D. Plachky)

1976

Exponentielles Konvergenzverhalten von Wahrscheinlichkeiten großer Abweichungen. Dissertation, Universität Düsseldorf, 1976
Extended tables of the percentage points of the chi-square distribution for at most ten degrees of freedom. Biom. Z., 18 (1976), 13-22 (mit J. Krauth)

1975

A theorem about probabilities of large deviations with an application to queuing theory. Period. Math. Hungar., 6 (1975), 343-345 (mit D. Plachky)