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1

Rescaled range analysis in the presence of stochastic trend

Alexander Aue, Lajos Horváth, Josef Steinebach

Journal:

Statistics & Probability Letters

Year:

2007

Language:

english

File:

PDF, 181 KB

english, 2007

2

On extreme value asymptotics for increments of renewal processes

Josef Steinebach, Vera R. Eastwood

Journal:

Journal of Statistical Planning and Inference

Year:

1995

Language:

english

File:

PDF, 401 KB

english, 1995

3

Functional data analysis with increasing number of projections

Fremdt, Stefan, Horváth, Lajos, Kokoszka, Piotr, Steinebach, Josef G.

Journal:

Journal of Multivariate Analysis

Year:

2014

Language:

english

File:

PDF, 2.17 MB

english, 2014

4

Limit theorems for record counts and times in theFα-scheme

Doukhan, Paul, Klesov, Oleg I., Pakes, Anthony G., Steinebach, Josef G.

Journal:

Year:

2013

Language:

english

File:

PDF, 437 KB

english, 2013

5

Precise asymptotics – A general approach

Gut, Allan, Steinebach, Josef

Journal:

Acta Mathematica Hungarica

Year:

2013

Language:

english

File:

PDF, 554 KB

english, 2013

6

[Probability Theory and Stochastic Modelling] Pseudo-Regularly Varying Functions and Generalized Renewal Processes Volume 91 ||

Buldygin, Valeriĭ V., Indlekofer, Karl-Heinz, Klesov, Oleg I., Steinebach, Josef G.

Year:

2018

Language:

english

File:

PDF, 5.99 MB

english, 2018

7

Permutation principles for the change analysis of stochastic processes under strong invariance

Claudia Kirch, Josef Steinebach

Journal:

Journal of Computational and Applied Mathematics

Year:

2006

Language:

english

File:

PDF, 536 KB

english, 2006

8

Delay time in monitoring jump changes in linear models

Černíková, Alena, Hušková, Marie, Prášková, Zuzana, Steinebach, Josef G.

Journal:

Year:

2013

Language:

english

File:

PDF, 854 KB

english, 2013

9

Convergence rates in precise asymptotics

Allan Gut, Josef Steinebach

Journal:

Journal of Mathematical Analysis and Applications

Year:

2012

Language:

english

File:

PDF, 216 KB

english, 2012

10

On a semiparametric regression model whose errors form a linear process with negatively associated innovations

Liang, Han-Ying, Mammitzsch, Volker, Steinebach, Josef

Journal:

Year:

2006

Language:

english

File:

PDF, 325 KB

english, 2006

11

SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS

Aue, Alexander, Hörmann, Siegfried, Horváth, Lajos, Hušková, Marie, Steinebach, Josef G.

Journal:

Econometric Theory

Year:

2012

Language:

english

File:

PDF, 228 KB

english, 2012

12

On Some alternative estimates of the adjustment coefficient in risk theory

Deheuvels, Paul, Steinebach, Josef

Journal:

Scandinavian Actuarial Journal

Year:

1990

Language:

english

File:

PDF, 1.16 MB

english, 1990

13

On Vervaat and Vervaat-error-type processes for partial sums and renewals

Endre Csáki, Miklós Csörgő, Zdzisław Rychlik, Josef Steinebach

Journal:

Journal of Statistical Planning and Inference

Year:

2007

Language:

english

File:

PDF, 316 KB

english, 2007

14

Testing for changes in the mean or variance of a stochastic process under weak invariance

Lajos Horváth, Josef Steinebach

Journal:

Journal of Statistical Planning and Inference

Year:

2000

Language:

english

File:

PDF, 105 KB

english, 2000

15

Robust monitoring of CAPM portfolio betas II

Chochola, Ondřej, Hušková, Marie, Prášková, Zuzana, Steinebach, Josef G.

Journal:

Journal of Multivariate Analysis

Year:

2014

Language:

english

File:

PDF, 654 KB

english, 2014

16

Sharp Rates for Increments of Renewal Processes

Paul Deheuvels and Josef Steinebach

Journal:

The Annals of Probability

Year:

1989

Language:

english

File:

PDF, 1.46 MB

english, 1989

17

Truncated sequential change-point detection based on renewal counting processes II

Allan Gut, Josef Steinebach

Journal:

Journal of Statistical Planning and Inference

Year:

2009

Language:

english

File:

PDF, 242 KB

english, 2009

18

A note on estimating the change-point of a gradually changing stochastic process

Alexander Aue, Josef Steinebach

Journal:

Statistics & Probability Letters

Year:

2002

Language:

english

File:

PDF, 150 KB

english, 2002

19

On the Performance of the Fluctuation Test for Structural Change

Horváth, Lajos, Kühn, Mario, Steinebach, Josef

Journal:

Sequential Analysis

Year:

2008

Language:

english

File:

PDF, 159 KB

english, 2008

20

On an Improved Erdős-Rényi-Type Law for Increments of Partial Sums

Vera R. Huse and Josef Steinebach

Journal:

Canadian Journal of Statistics

Year:

1985

Language:

english

File:

PDF, 241 KB

english, 1985

21

On the estimation of the adjustment coefficient in risk theory via intermediate order statistics

Miklós Csörgő, Josef Steinebach

Journal:

Insurance: Mathematics and Economics

Year:

1991

Language:

english

File:

PDF, 921 KB

english, 1991

22

On Chung's Lil and Csáki's Law for Renewal Processes

Andrei Frolov, Alexander Martikainen, Josef Steinebach

Journal:

Periodica Mathematica Hungarica

Year:

2000

Language:

english

File:

PDF, 123 KB

english, 2000

23

EWMA Charts for Detecting a Change-Point in the Drift of a Stochastic Process

Gut, Allan, Steinebach, Josef

Journal:

Sequential Analysis

Year:

2004

Language:

english

File:

PDF, 335 KB

english, 2004

24

Applications of permutations to the simulations of critical values

Berkes, István, Horváth, Lajos, Hu[sbreve]kova, Marie, Steinebach, Josef

Journal:

Journal of Nonparametric Statistics

Year:

2004

Language:

english

File:

PDF, 203 KB

english, 2004

25

ON A RESULT OF GLICK IN SAMPLE-BASED MULTINOMIAL CLASSIFICATION

Steinebach, Josef

Journal:

Statistics & Risk Modeling

Year:

1984

Language:

english

File:

PDF, 298 KB

english, 1984

26

Invariance Principles in Queueing Theory

Michael Alex and Josef Steinebach

Journal:

Journal of Applied Probability

Year:

1989

Language:

english

File:

PDF, 1.11 MB

english, 1989

27

Truncated Sequential Change-Point Detection Based on Renewal Counting Processes

Allan Gut and Josef Steinebach

Journal:

Scandinavian Journal of Statistics

Year:

2002

Language:

english

File:

PDF, 2.14 MB

english, 2002

28

Robust monitoring of CAPM portfolio betas

Chochola, Ondřej, Hušková, Marie, Prášková, Zuzana, Steinebach, Josef G.

Journal:

Journal of Multivariate Analysis

Year:

2013

Language:

english

File:

PDF, 375 KB

english, 2013

29

Estimating the adjustment coefficient in an ARMA(p, q) risk model

Ralf Christ, Josef Steinebach

Journal:

Insurance: Mathematics and Economics

Year:

1995

Language:

english

File:

PDF, 555 KB

english, 1995

30

The Stochastic Geyser Problem for First-Passage Times

Josef Steinebach

Journal:

Journal of Applied Probability

Year:

1981

File:

PDF, 869 KB

1981

31

On sequential detection of parameter changes in linear regression

Lajos Horváth, Piotr Kokoszka, Josef Steinebach

Journal:

Statistics & Probability Letters

Year:

2007

Language:

english

File:

PDF, 181 KB

english, 2007

32

Approximations for weighted bootstrap processes with an application

Lajos Horváth, Piotr Kokoszka, Josef Steinebach

Journal:

Statistics & Probability Letters

Year:

2000

Language:

english

File:

PDF, 175 KB

english, 2000

33

Monitoring risk in a ruin model perturbed by diffusion

Josef G. Steinebach

Journal:

Year:

2009

Language:

english

File:

PDF, 250 KB

english, 2009

34

[Probability Theory and Stochastic Modelling] Pseudo-Regularly Varying Functions and Generalized Renewal Processes Volume 91 || Equivalence of Limit Theorems for Sums of Random Variables and Renewal Processes

Buldygin, Valeriĭ V., Indlekofer, Karl-Heinz, Klesov, Oleg I., Steinebach, Josef G.

Year:

2018

Language:

english

File:

PDF, 380 KB

english, 2018

35

Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes

Lajos Horváth, Piotr Kokoszka, Josef Steinebach

Journal:

Journal of Multivariate Analysis

Year:

1999

Language:

english

File:

PDF, 201 KB

english, 1999

36

Truncated Sequential Change-point Detection based on Renewal Counting Processes

ALLAN GUT, JOSEF STEINEBACH

Journal:

Scandinavian Journal of Statistics

Year:

2002

Language:

english

File:

PDF, 258 KB

english, 2002

37

On the reaction time of moving sum detectors

Alexander Aue, Lajos Horváth, Mario Kühn, Josef Steinebach

Journal:

Journal of Statistical Planning and Inference

Year:

2012

Language:

english

File:

PDF, 269 KB

english, 2012

38

Invariance principles in queueing theory

Alex, Michael, Steinebach, Josef

Journal:

Journal of Applied Probability

Year:

1989

Language:

english

File:

PDF, 1.12 MB

english, 1989

39

Invariance principles for renewal processes when only moments of low order exist

Josef Steinebach

Journal:

Journal of Multivariate Analysis

Year:

1988

Language:

english

File:

PDF, 669 KB

english, 1988

40

Exact convergence rates in strong approximation laws for large increments of partial sums

Paul Deheuvels, Josef Steinebach

Journal:

Probability Theory and Related Fields

Year:

1987

Language:

english

File:

PDF, 969 KB

english, 1987

41

A two-step sequential procedure for detecting an epidemic change

Allan Gut, Josef Steinebach

Journal:

Year:

2005

Language:

english

File:

PDF, 173 KB

english, 2005

42

Invariance Principles for Renewal Processes

Miklos Csorgo, Lajos Horvath and Josef Steinebach

Journal:

The Annals of Probability

Year:

1987

Language:

english

File:

PDF, 1.18 MB

english, 1987

43

Asymptotics for increments of stopped renewal processes

Allan Gut, Josef Steinebach

Journal:

Statistics & Probability Letters

Year:

2010

Language:

english

File:

PDF, 469 KB

english, 2010

44

Limit theorems for a class of tests of gradual changes

Marie Hušková, Josef Steinebach

Journal:

Journal of Statistical Planning and Inference

Year:

2000

Language:

english

File:

PDF, 157 KB

english, 2000

45

On the increments of partial sum processes with multidimensional indices

Josef Steinebach

Journal:

Probability Theory and Related Fields

Year:

1983

Language:

english

File:

PDF, 446 KB

english, 1983

46

Convergence Rates of Large Deviation Probabilities in the Multidimensional Case

Josef Steinebach

Journal:

The Annals of Probability

Year:

1978

Language:

english

File:

PDF, 678 KB

english, 1978

47

Variance Estimation Based on Invariance Principles

Steinebach, Josef

Journal:

Year:

1995

Language:

english

File:

PDF, 607 KB

english, 1995

48

On the limiting behavior of the Bahadur—Kiefer statistic for partial sums and renewal processes when the fourth moment does not exist

Paul Deheuvels, Josef Steinebach

Journal:

Statistics & Probability Letters

Year:

1992

Language:

english

File:

PDF, 691 KB

english, 1992

49

Extreme Value Asymptotics for Multivariate Renewal Processes

Josef Steinebach, Vera R. Eastwood

Journal:

Journal of Multivariate Analysis

Year:

1996

Language:

english

File:

PDF, 499 KB

english, 1996

50

A Strong Law of Erdös-Rényi Type for Cumulative Processes in Renewal Theory

Josef Steinebach

Journal:

Journal of Applied Probability

Year:

1978

Language:

english

File:

PDF, 956 KB

english, 1978

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