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subject:"Deutschland"
type_genre:"Graue Literatur"
~isPartOf:"Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund"
~person:"Steland, Ansgar"
~subject:"Theory"
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
Diskussionspapiere der Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
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Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
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2003
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Persistent link: https://www.econbiz.de/10001813124
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2
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
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2003
Persistent link: https://www.econbiz.de/10001813592
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3
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
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Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
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