98 citations · 204 across the 31 of their papers we have counts for
7 papers · 1 filter
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…
Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models
Ansgar Steland
The question whether a time series behaves as a random walk or as a station- ary process is an important and delicate problem, particularly arising in financial statistics, econome…
A Binary Control Chart to Detect Small Jumps
Ansgar Steland, Ewaryst Rafalowicz
The classic N p chart gives a signal if the number of successes in a sequence of inde- pendent binary variables exceeds a control limit. Motivated by engineering applications in in…
Weighted Dickey-Fuller Processes for Detecting Stationarity
Ansgar Steland
Aiming at monitoring a time series to detect stationarity as soon as possible, we introduce monitoring procedures based on kernel-weighted sequential Dickey-Fuller (DF) processes,…
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…