98 citations · 204 across the 31 of their papers we have counts for
Showing 2017 · math.PRShow all
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math.PR2017★ 11 cited
Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage
Ansgar Steland, Rainer von Sachs
We establish large sample approximations for an arbitray number of bilinear forms of the sample variance-covariance matrix of a high-dimensional vector time series using -…
math.PR2017★ 14 cited
Large-sample approximations for variance-covariance matrices of high-dimensional time series
Ansgar Steland, Rainer von Sachs
Distributional approximations of (bi--) linear functions of sample variance-covariance matrices play a critical role to analyze vector time series, as they are needed for various p…
math.PR2017★ 6 cited
Sequential Detection of Three-Dimensional Signals under Dependent Noise
Annabel Prause, Ansgar Steland
We study detection methods for multivariable signals under dependent noise. The main focus is on three-dimensional signals, i.e. on signals in the space-time domain. Examples for s…