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Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems, 2016-10, Vol.19 (3), p.363-387

Steland, Ansgar

2016

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Nonparametric Gaussian inference for stable processes

Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems, 2019-10, Vol.22 (3), p.525-555

2019

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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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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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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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Auto-encoder-based algorithm for the selection of key characteristics for products to reduce inspection efforts

The International journal of quality & reliability management, 2023-07, Vol.40 (7), p.1597-1620

2023

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Sequential Cross-Validated Bandwidth Selection Under Dependence and Anscombe-Type Extensions to Random Time Horizons

Sequential analysis, 2012-07, Vol.31 (3), p.326-350

Steland, Ansgar

2012

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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

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

Asymptotics for random functions moderated by dependent noise

Nonparametric Gaussian inference for stable processes

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

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

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

Auto-encoder-based algorithm for the selection of key characteristics for products to reduce inspection efforts

Sequential Cross-Validated Bandwidth Selection Under Dependence and Anscombe-Type Extensions to Random Time Horizons

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