Friedrich Liese
- Every Continuous First Order Autoregressive Stochastic Process is a Gaussian Process. KYBERNETIKA 28 (1992) n.3, 227-233.
- Exponential Rate of Convergence of Maximum Likelihood Estimators for Inhomogeneous Wiener Processes. KYBERNETIKA 31 (1995) n.5, 489-507.
- A Note on the Hájek-LeCam Bound. KYBERNETIKA 33 (1997) n.5, 477-487.
- Contiguity and LAN-Property of Sequences of Poisson Processes. KYBERNETIKA 35 (1999) n.3, 281-308.
- Exponential Rates for the Error Probabilities in Selection Procedures. KYBERNETIKA 35 (1999) n.3, 309-332.
- Asymptotic Distribution of the Conditional Regret Risk for Selecting Good Exponential Populations. KYBERNETIKA 36 (2000) n.5, 571-588.
- A Note on the Rate of Convergence of Local Polynomial Estimators in Regression Models. KYBERNETIKA 37 (2001) n.5, 585-603.