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Orthogonalization of multivariate location estimators: the orthomedian Annals of Statistics,24, 1457-1473, 1996
Confidence bounds for the adjustment coefficient (with P. Embrechts and S. M. Pitts) Advances in Applied Probability,28, 802-827, 1996
Perpetuities with thin tails (with C. M. Goldie) Advances in Applied Probability,28, 463-480, 1996
De Studentized bootstrap methode in de accountantscontrole (in Dutch, joint with G. B. Broeze and G. Van) Maandbl. voor Accountancy en Bedrijfseconomie,70, 167-172, 409, 1996
Asymptotic distribution theory for Hoare's selection algorithm (with U. Rösler) Advances in Applied Probability,28, 252-269, 1996
The first divisible sum (with A. Barbour) Journal of Theoretical Probability, 8, 39-47, 1995
The rank of the current lifetime Statistics & Probability Letters,20, 269-271, 1994
Estimation of density functionals Ann. Inst. Stat. Math., 46, 67-75, 1994
Nonparametric estimation in renewal theory I. The empirical renewal function (with S. M. Pitts) Annals of Statistics, 21, 1431-1451, 1993
Some applications of the Fast Fourier transform algorithm in insurance mathematics (with P. Embrechts and S. M. Pitts) Statistica Neerlandica, 47, 59-75, 1993
A functional approach to the stationary waiting time and idle period distributions of the GI/G/1 queue (with S. M. Pitts) Annals of Probability, 20, 1754-1778, 1992
Algorithm AS 265: G/G/1 via Fast Fourier Transform Applied Statistics (J. R. Stat. Soc. C),40, 355-365, 1991
On the cumulants of affine equivariant estimators in elliptical families (with D. M. Rocke) Journal of Multivariate Analysis,35, 203-222, 1990
The Fast Fourier Transform algorithm in Applied Probability Theory Nieuw Archief voor Wiskunde, 7, 289-300, 1989
Perturbation and rearrangement aspects of renewal and harmonic renewal sequences (with S. M. Pitts) Journal of the London Mathematical Society, 40, 563-576, 1989
Stochastic models as functionals: some remarks on the renewal case Journal of Applied Probability, 26, 296-303, 1989
Harmonic renewal sequences and the first positive sum Journal of the London Mathematical Society, 38, 179-192, 1988
The length of the shorth Annals of Statistics, 16, 619-628, 1988
A minimal characterization of covariance matrices Metrika,35, 49-52, 1988
On subordinated distributions and generalized renewal measures Annals of Probability, 15, 394-415, 1987
A note on the distance of ladder height distributions Stoch. Processes and Their Applications,23, 339-341, 1986
On harmonic renewal measures Probability Theory and Related Fields, 71, 393-404, 1986
Tail behaviour of ladder height distributions in random walks Journal of Applied Probability,22, 705-709, 1985
An application of the renewal theoretic selection principle: The first divisible sum Metrika, 32, 327-337, 1985
Asymptotic Analysis in Probability Theory Using Banach Algebra Techniques Habilitationsschrift, Essen 1984
On mean recurrence times of stationary diffusion processes Stoch. Processes and Their Applications, 18, 165-169, 1984
Functions of discrete probability measures: Rates of convergence in the renewal theorem Zeitschrift f. Wahrscheinlichkeitstheorie u. verw. Gebiete,64, 341-357, 1983
Über unbegrenzt teilbare Verteilungen Archiv der Mathematik,41, 80-88, 1983
A smoothness property of renewal sequences (with P. L. Davies) Zeitschrift f. Ang. Mathematik und Mechanik,63, 455-456, 1983
Über das asymptotische Verhalten von Erneuerungsdichten Mathematische Nachrichten,108, 39-48, 1982
Eine Restgliedabschätzung in der Erneuerungstheorie Archiv der Mathematik, 39, 187-192, 1982
Spaces of summable sequences in renewal theory and the theory of Markov chains (with P. L. Davies) Mathematische Nachrichten, 104, 119-128, 1981
On the moments of the number of renewal epochs (with U. Jensen) Zeitschrift f. Ang. Mathematik und Mechanik,61, 531-532, 1980
Das Pfadverhalten mengenwertiger Martingale Archiv der Mathematik,29, 444-448, 1977