Ansgar Steland
Title
Cited by
Cited by
Year
Basiswissen Statistik
A Steland
Springer-Verlag Berlin Heidelberg, 2007
842007
Nonparametric sequential change-point detection by a vertically trimmed box method
E Rafajłowicz, M Pawlak, A Steland
IEEE Transactions on Information Theory 56 (7), 3621-3634, 2010
412010
On detecting jumps in time series: nonparametric setting
M Pawlak, E Rafajłowicz, A Steland
Journal of Nonparametric Statistics 16 (3-4), 329-347, 2004
392004
Nonparametric monitoring of financial time series by jump-preserving control charts
A Steland
Statistical Papers 43 (3), 401-422, 2002
262002
Monitoring procedures to detect unit roots and stationarity
A Steland
Econometric Theory 23 (6), 1108-1135, 2007
242007
Optimal sequential kernel detection for dependent processes
A Steland
Journal of Statistical Planning and Inference 132 (1-2), 131-147, 2005
232005
Financial statistics and mathematical finance: methods, models and applications
A Steland
John Wiley & Sons, 2012
222012
Mathematische Grundlagen der empirischen Forschung
A Steland
Springer-Verlag, 2013
212013
Sequential control of time series by functionals of kernal-weighted empirical processes under local alternatives
A Steland
Metrika 60 (3), 229-249, 2004
212004
Evaluation of photovoltaic modules based on sampling inspection using smoothed empirical quantiles
A Steland, W Herrmann
Progress in Photovoltaics: Research and Applications 18 (1), 1-9, 2010
202010
Sequential control of non-stationary processes by nonparametric kernel control charts
W Schmid, A Steland
AStA Advances in Statistical Analysis 3 (84), 315-336, 2000
192000
Segmentation of photovoltaic module cells in electroluminescence images
S Deitsch, C Buerhop-Lutz, E Sovetkin, A Steland, A Maier, F Gallwitz, ...
arXiv preprint arXiv:1806.06530, 2018
162018
Nonparametric sequential signal change detection under dependent noise
M Pawlak, A Steland
IEEE transactions on information theory 59 (6), 3514-3531, 2013
162013
New approaches to nonparametric density estimation and selection of smoothing parameters
N Golyandina, A Pepelyshev, A Steland
Computational Statistics & Data Analysis 56 (7), 2206-2218, 2012
152012
On the distribution of the clipping median under a mixture model
A Steland
Statistics & probability letters 71 (1), 1-13, 2005
152005
Large-sample approximations for variance-covariance matrices of high-dimensional time series
A Steland, R Von Sachs
Bernoulli 23 (4A), 2299-2329, 2017
142017
Sampling inspection by variables: nonparametric setting
A Steland, H Zhle
Statistica Neerlandica 63 (1), 101-123, 2009
142009
Weighted Dickey–Fuller processes for detecting stationarity
A Steland
Journal of Statistical Planning and Inference 137 (12), 4011-4030, 2007
142007
Random walks with drift–a sequential approach
A Steland
Journal of Time Series Analysis 26 (6), 917-942, 2005
142005
Decoupling change-point detection based on characteristic functions: Methodology, asymptotics, subsampling and application
A Steland, E Rafajłowicz
Journal of Statistical Planning and Inference 145, 49-73, 2014
132014
The system can't perform the operation now. Try again later.
Articles 1–20