Person:225695: Difference between revisions

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Person:225695
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m AuthorDisambiguator moved page Ansgar Steland to Ansgar Steland: Duplicate
 
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Latest revision as of 14:19, 9 December 2023

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zbMath Open steland.ansgarWikidataQ60941588 ScholiaQ60941588MaRDI QIDQ225695

List of research outcomes

PublicationDate of PublicationType
Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices2024-01-04Paper
Projection inference for high-dimensional covariance matrices with structured shrinkage targets2022-11-04Paper
Sequential Gaussian approximation for nonstationary time series in high dimensions2022-03-07Paper
Regularity of multifractional moving average processes with random Hurst exponent2021-09-03Paper
Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models2021-07-16Paper
High-confidence nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation2021-04-29Paper
Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting2021-03-09Paper
The Hotelling-like \(T^2\) control chart modified for detecting changes in images having the matrix normal distribution2020-05-13Paper
Testing and estimating change-points in the covariance matrix of a high-dimensional time series2020-03-20Paper
Nonparametric Gaussian inference for stable processes2019-10-23Paper
Jackknife variance estimation for general two-sample statistics and applications to common mean estimators under ordered variances2019-10-18Paper
On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average2019-08-30Paper
Multistage acceptance sampling under nonparametric dependent sampling designs2019-08-09Paper
Panel‐based stratified cluster sampling and analysis for photovoltaic outdoor measurements2019-02-08Paper
Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance2019-01-03Paper
Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage2018-06-13Paper
Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference2018-04-25Paper
Sequential detection of three-dimensional signals under dependent noise2017-09-27Paper
Large-sample approximations for variance-covariance matrices of high-dimensional time series2017-09-21Paper
Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method2017-07-27Paper
Nonparametric Sequential Signal Change Detection Under Dependent Noise2017-06-08Paper
Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen2017-05-16Paper
Detecting Changes in Spatial-Temporal Image Data Based on Quadratic Forms2016-11-18Paper
Asymptotics for random functions moderated by dependent noise2016-10-21Paper
Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models2016-05-24Paper
Sampling Plans for Control-Inspection Schemes Under Independent and Dependent Sampling Designs with Applications to Photovoltaics2016-02-25Paper
Vertically Weighted Averages in Hilbert Spaces and Applications to Imaging: Fixed-Sample Asymptotics and Efficient Sequential Two-Stage Estimation2015-10-20Paper
Estimation of the quantile function using Bernstein–Durrmeyer polynomials2014-06-06Paper
Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application2014-01-23Paper
Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration2013-10-18Paper
Basic knowledge in statistics. Short course for users from economy, computer science and engineering2013-05-16Paper
Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction2013-02-21Paper
New approaches to nonparametric density estimation and selection of smoothing parameters2012-12-07Paper
Sequential Cross-Validated Bandwidth Selection Under Dependence and Anscombe-Type Extensions to Random Time Horizons2012-10-19Paper
MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY2012-05-14Paper
Financial Statistics and Mathematical Finance2012-04-18Paper
Nonlinear Image Processing and Filtering: A Unified Approach Based on Vertically Weighted Regression2011-10-05Paper
Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev2011-01-13Paper
A surveillance procedure for random walks based on local linear estimation2010-06-18Paper
Basic knowledge statistics. Short course for users from economy, computer science and engineering.2009-12-14Paper
A binary control chart to detect small jumps2009-09-18Paper
Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models2008-09-30Paper
NP-Optimal Kernels for Nonparametric Sequential Detection Rules2008-04-03Paper
Tests in a Case–control Design Including Relatives2007-12-16Paper
Weighted Dickey-Fuller processes for detecting stationarity2007-10-24Paper
Basic knowledge statistics. Short course for users from economy, computer science and engineering2007-10-10Paper
Random Walks with Drift – A Sequential Approach2006-09-19Paper
Modeling disease dynamics and survivor functions by sanogenesis curves2005-06-01Paper
Optimal sequential kernel detection for dependent processes2005-06-01Paper
On the distribution of the clipping median under a mixture model2005-03-08Paper
A Bayesian View on Detecting Drifts by Nonparametric Methods2005-03-08Paper
Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives2005-02-24Paper
On detecting jumps in time series: nonparametric setting2004-12-20Paper
Sequential control of non-stationary processes by nonparametric kernel control charts2004-09-22Paper
Jump-preserving monitoring of dependent time series using pilot estimators2004-06-22Paper
Mathematical foundations of empirical research2003-09-23Paper
Nonparametric monitoring of financial time series by jump-preserving control charts2002-12-01Paper
On robust GMM estimation with applications in economics and finance2002-03-24Paper
Bootstrapping rank statistics.2002-01-29Paper
On a rank test in a two-factor mixed model with varying dependent repeated measurements1998-05-27Paper

Research outcomes over time


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