2 citations · 3 across the 5 of their papers we have counts for
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math.ST2020
Detecting Changes in the Second Moment Structure of High-Dimensional Sensor-Type Data in a -Sample Setting
Nils Mause, Ansgar Steland
The sample problem for high-dimensional vector time series is studied, especially focusing on sensor data streams, in order to analyze the second moment structure and detect ch…
math.ST2020
Testing and Estimating Change-Points in the Covariance Matrix of a High-Dimensional Time Series
Ansgar Steland
This paper studies methods for testing and estimating change-points in the covariance structure of a high-dimensional linear time series. The assumed framework allows for a large c…
math.ST2019★ 1 cited
High-Confident Nonparametric Fixed-Width Uncertainty Intervals and Applications to Projected High-Dimensional Data and Common Mean Estimation
Yuan-Tsung Chang, Ansgar Steland
Nonparametric two-stage procedures to construct fixed-width confidence intervals are studied to quantify uncertainty. It is shown that the validity of the random central limit theo…