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Segmentation of photovoltaic module cells in uncalibrated electroluminescence images

Machine vision and applications, 2021-07, Vol.32 (4), Article 84

2021

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Fusing photovoltaic data for improved confidence intervals

AIMS energy, 2017, Vol.5 (1), p.125-148

Steland, Ansgar

2017

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Vertically Weighted Averages in Hilbert Spaces and Applications to Imaging: Fixed-Sample Asymptotics and Efficient Sequential Two-Stage Estimation

Sequential analysis, 2015-07, Vol.34 (3), p.295-323

Steland, Ansgar

2015

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Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices

Journal of multivariate analysis, 2024-01, Vol.199, p.105245, Article 105245

Steland, Ansgar

2024

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Testing and estimating change-points in the covariance matrix of a high-dimensional time series

Journal of multivariate analysis, 2020-05, Vol.177, p.104582, Article 104582

Steland, Ansgar

2020

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Financial Statistics and Mathematical Finance: Methods, Models and Applications

Steland, Ansgar

1, 2012

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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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High-confidence nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation

Sequential analysis, 2021-01, Vol.40 (1), p.97-124

2021

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Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance

Statistical papers (Berlin, Germany), 2018-12, Vol.59 (4), p.1441-1462

Steland, Ansgar

2018

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Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models

Scandinavian journal of statistics, 2021-06, Vol.48 (2), p.610-654

2021

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Multistage acceptance sampling under nonparametric dependent sampling designs

Journal of statistical planning and inference, 2019-03, Vol.199, p.89-113

2019

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Mathematische Grundlagen der empirischen Forschung

Steland, Ansgar

2004th edition, 2013

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Regularity of multifractional moving average processes with random Hurst exponent

Stochastic processes and their applications, 2021-10, Vol.140, p.21-48

2021

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Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage

Stochastic processes and their applications, 2018-08, Vol.128 (8), p.2816-2855

2018

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Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting

Sequential analysis, 2020-07, Vol.39 (3), p.336-366

2020

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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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Discussion on "An effective method for the explicit solution of sequential problems on the real line" by Sören Christensen

Sequential analysis, 2017-01, Vol.36 (1), p.30-32

Steland, Ansgar

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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Fusing photovoltaic data for improved confidence intervals

AIMS energy, 2017, Vol.5 (1), p.125-148

Steland, Ansgar

2017

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Sequential detection of three-dimensional signals under dependent noise

Sequential analysis, 2017-04, Vol.36 (2), p.151-178

2017

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Artificial Intelligence Technology

Huawei Technologies Co., Ltd

1st ed. 2023., 2023

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Mathematische Grundlagen der empirischen Forschung

Steland, Ansgar

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Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction

Communications in statistics. Simulation and computation, 2012-08, Vol.41 (7), p.1195-1219

Steland, Ansgar

2012

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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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Segmentation of photovoltaic module cells in uncalibrated electroluminescence images

Fusing photovoltaic data for improved confidence intervals

Vertically Weighted Averages in Hilbert Spaces and Applications to Imaging: Fixed-Sample Asymptotics and Efficient Sequential Two-Stage Estimation

Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices

Testing and estimating change-points in the covariance matrix of a high-dimensional time series

Financial Statistics and Mathematical Finance: Methods, Models and Applications

MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY

High-confidence nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation

Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance

Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models

Multistage acceptance sampling under nonparametric dependent sampling designs

Mathematische Grundlagen der empirischen Forschung

Regularity of multifractional moving average processes with random Hurst exponent

Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage

Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting

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

Discussion on "An effective method for the explicit solution of sequential problems on the real line" by Sören Christensen

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

Fusing photovoltaic data for improved confidence intervals

Sequential detection of three-dimensional signals under dependent noise

Artificial Intelligence Technology

Mathematische Grundlagen der empirischen Forschung

Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction

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

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

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