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On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average

Journal of statistical theory and practice, 2017-07, Vol.11 (3), p.375-392

Steland, Ansgar

2017

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MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY

Econometric theory, 2007-12, Vol.23 (6), p.1108-1135

Steland, Ansgar

2007

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Sequential Gaussian approximation for nonstationary time series in high dimensions

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2023-11, Vol.29 (4)

2023

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Projection inference for high-dimensional covariance matrices with structured shrinkage targets

Electronic journal of statistics, 2024-01, Vol.18 (1)

2024

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Large-sample approximations for variance-covariance matrices of high-dimensional time series

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2017-11, Vol.23 (4A), p.2299-2329

2017

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Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference

Electronic journal of statistics, 2018-01, Vol.12 (1)

2018

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Evaluation of photovoltaic modules based on sampling inspection using smoothed empirical quantiles

Progress in photovoltaics, 2010-01, Vol.18 (1), p.1-9

2010

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Special Issue on Recent Trends in Stochastic Models, Statistics and Their Applications

Applied stochastic models in business and industry, 2018-09, Vol.34 (5), p.585-585

2018

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Panel‐based stratified cluster sampling and analysis for photovoltaic outdoor measurements

Applied stochastic models in business and industry, 2017-01, Vol.33 (1), p.35-53

2017

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Detecting Changes in Spatial-Temporal Image Data Based on Quadratic Forms

Stochastic Models, Statistics and Their Applications, p.139-147

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Acceptance sampling plans for photovoltaic modules with two-sided specification limits

Progress in photovoltaics, 2014-06, Vol.22 (6), p.603-611

2014

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Threshold Models for Integer-Valued Time Series with Infinite or Finite Range

Stochastic Models, Statistics and Their Applications, p.327-334

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On the Time-Reversibility of Integer-Valued Autoregressive Processes of General Order

Stochastic Models, Statistics and Their Applications, p.169-177

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Detection of Changes in INAR Models

Stochastic Models, Statistics and Their Applications, p.11-18

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The Analysis of Stochastic Signal from LHD Mining Machine

Stochastic Models, Statistics and Their Applications, p.469-478

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Detection of Essential Changes in Spatio-Temporal Processes with Applications to Camera Based Quality Control

Stochastic Models, Statistics and Their Applications, p.433-440

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An Algorithm for Construction of Constrained D-Optimum Designs

Stochastic Models, Statistics and Their Applications, p.461-468

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Combining Time Series Forecasting Methods for Internet Traffic

Stochastic Models, Statistics and Their Applications, p.309-317

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Computing D-Optimal Experimental Designs for Estimating Treatment Contrasts Under the Presence of a Nuisance Time Trend

Stochastic Models, Statistics and Their Applications, p.83-91

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An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev–Roberts Procedure for Change-Point Detection under Exponential Observations

Stochastic Models, Statistics and Their Applications, p.57-65

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Novel Methodology of Change-Points Detection for Time Series with Arbitrary Generating Mechanisms

Stochastic Models, Statistics and Their Applications, p.241-251

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Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series

Stochastic Models, Statistics and Their Applications, p.207-214

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Stochastic Model of Cognitive Agents Learning to Cross a Highway

Stochastic Models, Statistics and Their Applications, p.319-326

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On Some Distributed Disorder Detection

Stochastic Models, Statistics and Their Applications, p.187-195

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Changepoint Inference for Erdős–Rényi Random Graphs

Stochastic Models, Statistics and Their Applications, p.197-205

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On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average

MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY

Sequential Gaussian approximation for nonstationary time series in high dimensions

Projection inference for high-dimensional covariance matrices with structured shrinkage targets

Large-sample approximations for variance-covariance matrices of high-dimensional time series

Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference

Evaluation of photovoltaic modules based on sampling inspection using smoothed empirical quantiles

Special Issue on Recent Trends in Stochastic Models, Statistics and Their Applications

Panel‐based stratified cluster sampling and analysis for photovoltaic outdoor measurements

Detecting Changes in Spatial-Temporal Image Data Based on Quadratic Forms

Acceptance sampling plans for photovoltaic modules with two-sided specification limits

Threshold Models for Integer-Valued Time Series with Infinite or Finite Range

On the Time-Reversibility of Integer-Valued Autoregressive Processes of General Order

Detection of Changes in INAR Models

The Analysis of Stochastic Signal from LHD Mining Machine

Detection of Essential Changes in Spatio-Temporal Processes with Applications to Camera Based Quality Control

An Algorithm for Construction of Constrained D-Optimum Designs

Combining Time Series Forecasting Methods for Internet Traffic

Computing D-Optimal Experimental Designs for Estimating Treatment Contrasts Under the Presence of a Nuisance Time Trend

An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev–Roberts Procedure for Change-Point Detection under Exponential Observations

Novel Methodology of Change-Points Detection for Time Series with Arbitrary Generating Mechanisms

Quasi-maximum Likelihood Estimation of Periodic Autoregressive, Conditionally Heteroscedastic Time Series

Stochastic Model of Cognitive Agents Learning to Cross a Highway

On Some Distributed Disorder Detection

Changepoint Inference for Erdős–Rényi Random Graphs

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