98 citations · 204 across the 31 of their papers we have counts for
4 papers · 2 filters
Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction
Ansgar Steland
We consider the problem of bandwidth selection by cross-validation from a sequential point of view in a nonparametric regression model. Having in mind that in applications one ofte…
Monitoring Procedures to Detect Unit Roots and Stationarity
Ansgar Steland
When analysing time series an important issue is to decide whether the time series is stationary or a random walk. Relaxing these notions, we consider the problem to decide in favo…
Optimal Sequential Kernel Detection for Dependent Processes
Ansgar Steland
In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that f…
Random walks - a sequential approach
Ansgar Steland
In this paper sequential monitoring schemes to detect nonparametric drifts are studied for the random walk case. The procedure is based on a kernel smoother. As a by-product we obt…