Josef G. Steinebach

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Person:392094

Available identifiers

zbMath Open steinebach.josef-gWikidataQ102172822 ScholiaQ102172822MaRDI QIDQ392094

List of research outcomes

PublicationDate of PublicationType
Estimating a gradual parameter change in an AR(1)-process2022-08-25Paper
On preserving the limit points of corresponding objects2020-07-03Paper
Pseudo-Regularly Varying Functions and Generalized Renewal Processes2018-10-04Paper
Erdős-Rényi-Type Functional Limit Laws for Renewal Processes2017-01-11Paper
Monitoring risk in a ruin model perturbed by diffusion2015-10-14Paper
Strong Laws of Large Numbers in an $$F^\alpha $$-Scheme2015-06-24Paper
Reaction times of monitoring schemes for ARMA time series2015-06-15Paper
Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes2014-10-15Paper
Robust monitoring of CAPM portfolio betas. II2014-10-08Paper
Precise asymptotics -- a general approach2014-07-21Paper
https://portal.mardi4nfdi.de/entity/Q54034322014-03-26Paper
https://portal.mardi4nfdi.de/entity/Q53956122014-02-17Paper
Functional data analysis with increasing number of projections2014-01-13Paper
https://portal.mardi4nfdi.de/entity/Q53266872013-08-06Paper
Delay time in monitoring jump changes in linear models2013-06-25Paper
Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme2013-06-25Paper
Equivalent monotone versions of PRV functions2013-04-22Paper
https://portal.mardi4nfdi.de/entity/Q49134562013-04-05Paper
Testing the Equality of Covariance Operators in Functional Samples2013-03-20Paper
Robust monitoring of CAPM portfolio betas2013-03-12Paper
SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS2012-08-30Paper
https://portal.mardi4nfdi.de/entity/Q28967532012-07-16Paper
On the reaction time of moving sum detectors2012-07-06Paper
Convergence rates in precise asymptotics2012-03-29Paper
On the convergence of positive increasing functions to infinity2011-07-18Paper
Sequential testing of gradual changes in the drift of a stochastic process2011-05-23Paper
An inequality for the Lévy distance between two distribution functions and its applications2011-04-06Paper
Asymptotics for increments of stopped renewal processes2010-04-01Paper
https://portal.mardi4nfdi.de/entity/Q53248992009-08-08Paper
https://portal.mardi4nfdi.de/entity/Q53253212009-08-08Paper
Monitoring shifts in mean: asymptotic normality of stopping times2009-06-02Paper
Truncated sequential change-point detection based on renewal counting processes. II2009-04-08Paper
https://portal.mardi4nfdi.de/entity/Q35394002008-11-18Paper
On Probabilities of Small Deviations for Compound Renewal Processes2008-08-21Paper
On the Performance of the Fluctuation Test for Structural Change2008-08-07Paper
On some extensions of Karamata’s theory and their applications2008-07-02Paper
On the detection of changes in autoregressive time series. II: Resampling procedures2008-03-28Paper
https://portal.mardi4nfdi.de/entity/Q54306502007-12-16Paper
https://portal.mardi4nfdi.de/entity/Q54307062007-12-16Paper
A two-step sequential procedure for detecting an epidemic change2007-12-16Paper
Rescaled range analysis in the presence of stochastic trend2007-08-23Paper
On sequential detection of parameter changes in linear regression2007-07-16Paper
Estimation in Random Coefficient Autoregressive Models2007-05-29Paper
https://portal.mardi4nfdi.de/entity/Q34287142007-03-29Paper
On the detection of changes in autoregressive time series. I: Asymptotics.2007-03-27Paper
On Vervaat and Vervaat-error-type processes for partial sums and renewals2007-02-14Paper
Law of the iterated logarithm for self-normalized sums and their increments2007-01-08Paper
https://portal.mardi4nfdi.de/entity/Q34112602006-12-08Paper
On a semiparametric regression model whose errors form a linear process with negatively associated innovations2006-11-07Paper
Self-normalized LIL for Hanson-Russo type increments2006-10-31Paper
https://portal.mardi4nfdi.de/entity/Q54884402006-09-19Paper
Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations2006-06-29Paper
Permutation principles for the change analysis of stochastic processes under strong invariance2005-11-01Paper
https://portal.mardi4nfdi.de/entity/Q56921272005-09-27Paper
Limit theorems for maxima of sums and renewal processes2005-06-23Paper
https://portal.mardi4nfdi.de/entity/Q46771892005-05-20Paper
https://portal.mardi4nfdi.de/entity/Q46638072005-04-04Paper
On factorization representations for Avakumović-Karamata functions with nondegenerate groups of regular points2005-02-14Paper
EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process2005-01-18Paper
Monitoring changes in linear models2004-11-29Paper
Applications of permutations to the simulations of critical values2004-09-27Paper
Truncated Sequential Change‐point Detection based on Renewal Counting Processes2004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44315572003-10-22Paper
Variance estimation in the change analysis of a linear regression model2003-03-25Paper
https://portal.mardi4nfdi.de/entity/Q45421372002-12-15Paper
Limit theorems for a class of tests of gradual changes2002-11-27Paper
https://portal.mardi4nfdi.de/entity/Q47809962002-11-21Paper
https://portal.mardi4nfdi.de/entity/Q31487622002-11-14Paper
A note on estimating the change-point of a gradually changing stochastic process2002-09-05Paper
Approximations for weighted bootstrap processes with an application2002-04-08Paper
Testing for changes in the mean or variance of a stochastic process under weak invariance2002-02-18Paper
https://portal.mardi4nfdi.de/entity/Q27404592001-09-16Paper
Strong laws for the maximal gain over increasing runs2001-08-23Paper
Testing for changes in multivariate dependent observations with an application to temperature changes2001-06-17Paper
Strong laws for \(L_p\)-norms of empirical and related processes2001-06-13Paper
On Chung's LIL and Csáki's law for renewal processes2001-06-13Paper
https://portal.mardi4nfdi.de/entity/Q48015502001-01-01Paper
On the best approximation for bootstrapped empirical processes2000-08-30Paper
https://portal.mardi4nfdi.de/entity/Q42588101999-09-14Paper
https://portal.mardi4nfdi.de/entity/Q42551761999-08-10Paper
https://portal.mardi4nfdi.de/entity/Q42469031999-06-16Paper
https://portal.mardi4nfdi.de/entity/Q42315741999-03-14Paper
https://portal.mardi4nfdi.de/entity/Q42262651999-01-24Paper
https://portal.mardi4nfdi.de/entity/Q43564031998-08-24Paper
https://portal.mardi4nfdi.de/entity/Q43968511998-06-23Paper
https://portal.mardi4nfdi.de/entity/Q43963991998-06-14Paper
Equivalences in strong limit theorems for renewal counting processes1998-04-01Paper
Detecting changes in a multivariate renewal process1997-08-07Paper
Variance Estimation Based on Invariance Principles1997-06-03Paper
https://portal.mardi4nfdi.de/entity/Q48935301996-10-13Paper
https://portal.mardi4nfdi.de/entity/Q48776141996-09-16Paper
Extreme value asymptotics for multivariate renewal processes1996-08-05Paper
Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model1996-02-06Paper
On extreme value asymptotics for increments of renewal processes1996-01-25Paper
https://portal.mardi4nfdi.de/entity/Q42796531995-05-04Paper
A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors1995-01-26Paper
On a weighted embedding for pontograms1994-01-19Paper
Note on the strong limiting behaviour of busy periods in GI/G/1 queues under heavy traffic1993-08-30Paper
On the limiting behavior of the Bahadur-Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist1992-06-28Paper
On Some alternative estimates of the adjustment coefficient in risk theory1992-06-28Paper
Strong laws for small increments of renewal processes1992-06-27Paper
On the estimation of the adjustment coefficient in risk theory via intermediate order statistics1991-01-01Paper
On the sample path behavior of the first passage time process of a Brownian motion with drift1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47345651989-01-01Paper
Sharp rates for increments of renewal processes1989-01-01Paper
Invariance principles in queueing theory1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34889811989-01-01Paper
On the optimality of strong approximation rates for compound renewal processes1988-01-01Paper
Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic1988-01-01Paper
Invariance principles for renewal processes when only moments of low order exist1988-01-01Paper
NOTE ON A LIMIT THEOREM FOR CHARACTERISTIC FUNCTIONS1987-01-01Paper
Exact convergence rates in strong approximation laws for large increments of partial sums1987-01-01Paper
Exact convergence rates in Erdős-Rényi type theorems for renewal processes1987-01-01Paper
Invariance principles for renewal processes1987-01-01Paper
Almost Sure Convergence of Delayed Renewal Processes1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37856901987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38089501987-01-01Paper
Improved Erdős-Rényi and strong approximation laws for increments of renewal processes1986-01-01Paper
Exact convergence rate of an Erdös-Rényi strong law for moving quantiles1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37252561986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37366271986-01-01Paper
On an improved Erdő-Rényi-type law for increments of partial sums1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37934321985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33348011984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36849091984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37005161984-01-01Paper
On the increments of partial sum processes with multidimensional indices1983-01-01Paper
Improved Erdoes-Renyi and strong approximation laws for increments of partial sums1981-01-01Paper
[https://portal.mardi4nfdi.de/wiki/Publication:3886572 On general versions of Erd?s-R�nyi laws]1981-01-01Paper
The stochastic geyser problem for first-passage times1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39337071981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39446441981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38767531980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38963001980-01-01Paper
Convergence rates of large deviation probabilities in the multidimensional case1978-01-01Paper
On a Necessary Condition for the Erdos-Renyi Law of Large Numbers1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41362781978-01-01Paper
A strong law of Erdös-Rényi type for cumulative processes in renewal theory1978-01-01Paper
Exponential convergence properties of linear estimators under exponential and uniform distribution1977-01-01Paper
A genearalization of a result of chernoff in large sample theory1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38668421976-01-01Paper
A theorem about probabilities of large deviations with an application to queuing theory1975-01-01Paper

Research outcomes over time


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