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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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Time-varying rank modeling with applications to finance and econometrics
Steland, Ansgar - 2000
Persistent link: https://www.econbiz.de/10001774497
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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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Optimal sequential kernel detection for dependent processes
Steland, Ansgar - 2003
Persistent link: https://www.econbiz.de/10001813592
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Ordinal regression based on the rank modelling approach
Steland, Ansgar - 1998
Persistent link: https://www.econbiz.de/10000659393
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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
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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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NP-optimal kernels for nonparametric sequential detection rules
Steland, Ansgar - 2004
Persistent link: https://www.econbiz.de/10001982538
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Random walks with drift : a sequential approach
Steland, Ansgar (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002363999
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Financial statistics and mathematical finance : methods, models and applications
Steland, Ansgar - 2012 - Online-Ausg.
Persistent link: https://www.econbiz.de/10014427126