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Jump-preserving monitoring of...
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Steland, Ansgar
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Ordinal regression based on the rank modelling approach
Steland, Ansgar
-
1998
Persistent link: https://www.econbiz.de/10004831765
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2
Bootstrapping rank statistics
Steland, Ansgar
- In:
Metrika : international journal for theoretical and …
47
(
1998
)
3
,
pp. 251-264
Persistent link: https://www.econbiz.de/10001245715
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3
Time-varying rank modeling with applications to finance and econometrics
Steland, Ansgar
-
2000
Persistent link: https://www.econbiz.de/10001774497
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4
Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
-
2003
-
Revision
Persistent link: https://www.econbiz.de/10001813124
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5
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
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6
Financial statistics and mathematical finance : methods, models and applications
Steland, Ansgar
-
2012
Persistent link: https://www.econbiz.de/10009617276
Saved in:
7
Ordinal regression based on the rank modelling approach
Steland, Ansgar
-
1998
Persistent link: https://www.econbiz.de/10000659393
Saved in:
8
Measuring credit risk : can we benefit from sequential nonparametric control?
Steland, Ansgar
- In:
Operations research proceedings 2001 : selected papers …
,
(pp. 337-344)
.
2002
Persistent link: https://www.econbiz.de/10001677522
Saved in:
9
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
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10
NP-optimal kernels for nonparametric sequential detection rules
Steland, Ansgar
-
2004
Persistent link: https://www.econbiz.de/10001982538
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