Browsing All of EconStor by Author Steland, Ansgar
Showing results 1 to 11 of 11
Year of Publication | Title | Author(s) |
2003 | Optimal sequential kernel detection for dependent processes | Steland, Ansgar |
2003 | Jump-preserving monitoring of dependent time series using pilot estimators | Steland, Ansgar |
2003 | On detecting jumps in time series: Nonparametric setting | Pawlak, Mirek; Rafajlowicz, Ewaryst; Steland, Ansgar |
2003 | Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives | Steland, Ansgar |
2004 | Random walks with drift : a sequential approach | Steland, Ansgar |
2004 | NP-optimal kernels for nonparametric sequential detection rules | Steland, Ansgar |
2004 | Non-parametric vertical box control chart for monitoring the mean | Rafajlowicz, Ewaryst; Pawlak, Mirosław; Steland, Ansgar |
2005 | On detection of unit roots generalizing the classic Dickey-Fuller approach | Steland, Ansgar |
2006 | Tests in a Case-Control Design Including Relatives | Biedermann, Stefanie; Nagel, Eva-Renate; Munk, Axel; Holzmann, Hajo; Steland, Ansgar |
2006 | A bootstrap view on dickey-fuller control charts for AR(1) series | Steland, Ansgar |
2024 | Are minimum variance portfolios in multi-factor models long in low-beta assets? | Steland, Ansgar |