All Stories

  1. Mathematical Statistics and Limit Theorems

    Article • January 2015, Springer Science + Business Media

    Dr Josef G. Steinebach

  2. Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes

    Article • Theory of Probability and Mathematical Statistics, March 2014, American Mathematical Society (AMS)

    Dr Josef G. Steinebach

  3. Functional data analysis with increasing number of projections

    Article • Journal of Multivariate Analysis, February 2014, Elsevier

    Dr Josef G. Steinebach

  4. Equivalent monotone versions of PRV functions

    Article • Journal of Mathematical Analysis and Applications, May 2013, Elsevier

    Dr Josef G. Steinebach

  5. Robust monitoring of CAPM portfolio betas

    Article • Journal of Multivariate Analysis, March 2013, Elsevier

    Dr Josef G. Steinebach

  6. Delay time in monitoring jump changes in linear models

    Article • Statistics, February 2013, Taylor & Francis

    Dr Josef G. Steinebach

  7. Limit theorems for record counts and times in the F α -scheme

    Article • Extremes, September 2012, Springer Science + Business Media

    Dr Josef G. Steinebach

  8. On the reaction time of moving sum detectors

    Article • Journal of Statistical Planning and Inference, August 2012, Elsevier

    Dr Josef G. Steinebach

  9. Convergence rates in precise asymptotics

    Article • Journal of Mathematical Analysis and Applications, June 2012, Elsevier

    Dr Josef G. Steinebach

  10. Testing the Equality of Covariance Operators in Functional Samples

    Article • Scandinavian Journal of Statistics, May 2012, Wiley

    Dr Josef G. Steinebach

  11. Precise asymptotics – A general approach

    Article • Acta Mathematica Hungarica, May 2012, Springer Science + Business Media

    Dr Josef G. Steinebach

  12. SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS

    Article • Econometric Theory, November 2011, Cambridge University Press

    Dr Josef G. Steinebach

  13. Sequential testing of gradual changes in the drift of a stochastic process

    Article • Journal of Statistical Planning and Inference, August 2011, Elsevier

    Dr Josef G. Steinebach

  14. On the convergence of positive increasing functions to infinity

    Article • Ukrainian Mathematical Journal, March 2011, Springer Science + Business Media

    Dr Josef G. Steinebach

  15. Asymptotics for increments of stopped renewal processes

    Article • Statistics & Probability Letters, April 2010, Elsevier

    Dr Josef G. Steinebach

  16. A note on the monitoring of changes in linear models with dependent errors

    Article • January 2010, Springer Science + Business Media

    Dr Josef G. Steinebach

  17. An inequality for the Lévy distance between two distribution functions and its applications

    Article • Theory of Probability and Mathematical Statistics, January 2010, American Mathematical Society (AMS)

    Dr Josef G. Steinebach

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

    Article • Journal of Statistical Planning and Inference, June 2009, Elsevier

    Dr Josef G. Steinebach

  19. On the detection of changes in autoregressive time series, II. Resampling procedures

    Article • Journal of Statistical Planning and Inference, July 2008, Elsevier

    Dr Josef G. Steinebach

  20. Monitoring risk in a ruin model perturbed by diffusion

    Article • Metrika, June 2008, Springer Science + Business Media

    Dr Josef G. Steinebach

  21. On the Performance of the Fluctuation Test for Structural Change

    Article • Sequential Analysis, May 2008, Taylor & Francis

    Dr Josef G. Steinebach

  22. On Probabilities of Small Deviations for Compound Renewal Processes

    Article • Theory of Probability and Its Applications, January 2008, Society for Industrial & Applied Mathematics (SIAM)

    Dr Josef G. Steinebach

  23. On some properties of asymptotic quasi-inverse functions

    Article • Theory of Probability and Mathematical Statistics, January 2008, American Mathematical Society (AMS)

    Dr Josef G. Steinebach

  24. Rescaled range analysis in the presence of stochastic trend

    Article • Statistics & Probability Letters, July 2007, Elsevier

    Dr Josef G. Steinebach

  25. On sequential detection of parameter changes in linear regression

    Article • Statistics & Probability Letters, May 2007, Elsevier

    Dr Josef G. Steinebach

  26. On the detection of changes in autoregressive time series I. Asymptotics

    Article • Journal of Statistical Planning and Inference, April 2007, Elsevier

    Dr Josef G. Steinebach

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

    Article • Journal of Statistical Planning and Inference, March 2007, Elsevier

    Dr Josef G. Steinebach

  28. Monitoring shifts in mean: Asymptotic normality of stopping times

    Article • Test, February 2007, Springer Science + Business Media

    Dr Josef G. Steinebach

  29. О вероятностях малых уклонений обобщенных процессов восстановления

    Article • Теория вероятностей и ее применения, January 2007, Steklov Mathematical Institute

    Dr Josef G. Steinebach

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

    Article • Statistics, June 2006, Taylor & Francis

    Dr Josef G. Steinebach

  31. Law of the iterated logarithm for self-normalized sums and their increments

    Article • Studia Scientiarum Mathematicarum Hungarica, February 2006, Akademiai Kiado

    Dr Josef G. Steinebach

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

    Article • Journal of Computational and Applied Mathematics, February 2006, Elsevier

    Dr Josef G. Steinebach

  33. Self-Normalized LIL for Hanson–Russo Type Increments

    Article • Journal of Theoretical Probability, January 2006, Springer Science + Business Media

    Dr Josef G. Steinebach

  34. Estimation in Random Coefficient Autoregressive Models

    Article • Journal of Time Series Analysis, January 2006, Wiley

    Dr Josef G. Steinebach

  35. On some extensions of Karamata’s theory and their applications

    Article • Publications de l Institut Mathematique, January 2006, National Library of Serbia

    Dr Josef G. Steinebach

  36. A two-step sequential procedure for detecting an epidemic change

    Article • Extremes, December 2005, Springer Science + Business Media

    Dr Josef G. Steinebach

  37. Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations

    Article • Statistics & Decisions, January 2005, De Gruyter

    Dr Josef G. Steinebach

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

    Article • Sequential Analysis, December 2004, Taylor & Francis

    Dr Josef G. Steinebach

  39. Monitoring changes in linear models

    Article • Journal of Statistical Planning and Inference, November 2004, Elsevier

    Dr Josef G. Steinebach

  40. Applications of permutations to the simulations of critical values

    Article • Journal of Nonparametric Statistics, February 2004, Taylor & Francis

    Dr Josef G. Steinebach

  41. On factorization representations for Avakumović--Karamata functions with nondegenerate groups of regular points

    Article • Analysis Mathematica, January 2004, Springer Science + Business Media

    Dr Josef G. Steinebach

  42. Truncated Sequential Change‐point Detection based on Renewal Counting Processes

    Article • Scandinavian Journal of Statistics, December 2002, Wiley

    Dr Josef G. Steinebach

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

    Article • Statistics & Probability Letters, January 2002, Elsevier

    Dr Josef G. Steinebach

  44. ASYMPTOTIC TESTS FOR GRADUAL CHANGES

    Article • Statistics & Risk Modeling, January 2002, De Gruyter

    Dr Josef G. Steinebach

  45. Variance estimation in the change analysis of a linear regression model

    Article • Metrika, November 2001, Springer Science + Business Media

    Dr Josef G. Steinebach

  46. On the Maximal Excursion Over Increasing Runs

    Article • January 2001, Springer Science + Business Media

    Dr Josef G. Steinebach

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

    Article • Journal of Statistical Planning and Inference, December 2000, Elsevier

    Dr Josef G. Steinebach

  48. Strong laws for the maximal gain over increasing runs

    Article • Statistics & Probability Letters, November 2000, Elsevier

    Dr Josef G. Steinebach

  49. Limit theorems for a class of tests of gradual changes

    Article • Journal of Statistical Planning and Inference, August 2000, Elsevier

    Dr Josef G. Steinebach

  50. Approximations for weighted bootstrap processes with an application

    Article • Statistics & Probability Letters, May 2000, Elsevier

    Dr Josef G. Steinebach

  51. On the best approximation for bootstrapped empirical processes

    Article • Statistics & Probability Letters, January 1999, Elsevier

    Dr Josef G. Steinebach

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

    Article • Journal of Multivariate Analysis, January 1999, Elsevier

    Dr Josef G. Steinebach

  53. On a conjecture of Révész and its analogue for renewal processes

    Article • January 1998, Elsevier

    Dr Josef G. Steinebach

  54. Equivalences in strong limit theorems for renewal counting processes

    Article • Statistics & Probability Letters, November 1997, Elsevier

    Dr Josef G. Steinebach

  55. Detecting changes in a multivariate renewal process

    Article • Metrika, January 1997, Springer Science + Business Media

    Dr Josef G. Steinebach

  56. Extreme Value Asymptotics for Multivariate Renewal Processes

    Article • Journal of Multivariate Analysis, February 1996, Elsevier

    Dr Josef G. Steinebach

  57. ON LEAST SQUARES ESTIMATES OF AN EXPONENTIAL TAIL COEFFICIENT

    Article • Statistics & Risk Modeling, January 1996, De Gruyter

    Dr Josef G. Steinebach

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

    Article • Insurance Mathematics and Economics, October 1995, Elsevier

    Dr Josef G. Steinebach

  59. Variance Estimation Based on Invariance Principles

    Article • Statistics, January 1995, Taylor & Francis

    Dr Josef G. Steinebach

  60. On extreme value asymptotics for increments of renewal processes

    Article • Journal of Statistical Planning and Inference, January 1995, Elsevier

    Dr Josef G. Steinebach

  61. A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors

    Article • Metrika, December 1994, Springer Science + Business Media

    Dr Josef G. Steinebach, Professor Wolf-Dieter Richter

  62. Change Point and Jump Estimates in an AMOC Renewal Model

    Article • January 1994, Springer Science + Business Media

    Dr Josef G. Steinebach

  63. On a weighted embedding for pontograms

    Article • Stochastic Processes and their Applications, September 1993, Elsevier

    Dr Josef G. Steinebach

  64. Note on the strong limiting behaviour of busy periods in GI/G/1 queues under heavy traffic

    Article • Journal of Applied Probability, June 1993, Cambridge University Press

    Dr Josef G. Steinebach

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

    Article • Statistics & Probability Letters, February 1992, Elsevier

    Dr Josef G. Steinebach

  66. Strong Laws for Small Increments of Renewal Processes

    Article • The Annals of Probability, October 1991, Institute of Mathematical Statistics

    Dr Josef G. Steinebach

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

    Article • Insurance Mathematics and Economics, March 1991, Elsevier

    Dr Josef G. Steinebach

  68. On Some alternative estimates of the adjustment coefficient in risk theory

    Article • Scandinavian Actuarial Journal, May 1990, Taylor & Francis

    Dr Josef G. Steinebach

  69. Invariance principles in queueing theory

    Article • Journal of Applied Probability, December 1989, Cambridge University Press

    Dr Josef G. Steinebach

  70. Invariance principles in queueing theory

    Article • Journal of Applied Probability, December 1989, Cambridge University Press

    Dr Josef G. Steinebach

  71. Sharp Rates for Increments of Renewal Processes

    Article • The Annals of Probability, April 1989, Institute of Mathematical Statistics

    Dr Josef G. Steinebach

  72. Limit laws for the modulus of continuity of the partial sum process and for the shepp statistic

    Article • Stochastic Processes and their Applications, September 1988, Elsevier

    Dr Josef G. Steinebach

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

    Article • Journal of Multivariate Analysis, August 1988, Elsevier

    Dr Josef G. Steinebach

  74. On the optimality of strong approximation rates for compound renewal processes

    Article • Statistics & Probability Letters, March 1988, Elsevier

    Dr Josef G. Steinebach

  75. Limit Theorems for Lag Processes

    Article • January 1988, Springer Science + Business Media

    Dr Josef G. Steinebach

  76. Almost Sure Convergence of Delayed Renewal Processes

    Article • Journal of the London Mathematical Society, December 1987, Oxford University Press (OUP)

    Dr Josef G. Steinebach

  77. Invariance Principles for Renewal Processes

    Article • The Annals of Probability, October 1987, Institute of Mathematical Statistics

    Dr Josef G. Steinebach

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

    Article • Probability Theory and Related Fields, September 1987, Springer Science + Business Media

    Dr Josef G. Steinebach

  79. On the Distribution of the Suprema of Weighted Empirical Processes

    Article • January 1987, Springer Science + Business Media

    Dr Josef G. Steinebach

  80. NOTE ON A LIMIT THEOREM FOR CHARACTERISTIC FUNCTIONS

    Article • Analysis, January 1987, De Gruyter

    Dr Josef G. Steinebach

  81. On Improved Versions of General Erdös-Rényi Laws and Large Deviation Asymptotics

    Article • January 1987, Springer Science + Business Media

    Dr Josef G. Steinebach

  82. Exact convergence rate of an Erdös-Rényi strong law for moving quantiles

    Article • Journal of Applied Probability, June 1986, Cambridge University Press

    Dr Josef G. Steinebach

  83. Improved Erdos-Renyi and Strong Approximation Laws for Increments of Renewal Processes

    Article • The Annals of Probability, April 1986, Institute of Mathematical Statistics

    Dr Josef G. Steinebach

  84. SOME REMARKS ON STRONG APPROXIMATIONS AND THE HANSON-RUSSO LAW OF LARGE NUMBERS

    Article • Statistics & Risk Modeling, January 1986, De Gruyter

    Dr Josef G. Steinebach

  85. On an improved Erdő‐Rényi‐type law for increments of partial sums

    Article • Canadian Journal of Statistics, December 1985, Wiley

    Dr Josef G. Steinebach

  86. ON A RESULT OF GLICK IN SAMPLE-BASED MULTINOMIAL CLASSIFICATION

    Article • Statistics & Risk Modeling, January 1984, De Gruyter

    Dr Josef G. Steinebach

  87. On the increments of partial sum processes with multidimensional indices

    Article • March 1983

    Dr Josef G. Steinebach

  88. Improved Erdos-Renyi and Strong Approximation Laws for Increments of Partial Sums

    Article • The Annals of Probability, December 1981, Institute of Mathematical Statistics

    Dr Josef G. Steinebach

  89. The stochastic geyser problem for first-passage times

    Article • Journal of Applied Probability, March 1981, Cambridge University Press

    Dr Josef G. Steinebach

  90. The stochastic geyser problem for first-passage times

    Article • Journal of Applied Probability, March 1981, Cambridge University Press

    Dr Josef G. Steinebach

  91. On general versions of Erd?s-R�nyi laws

    Article • January 1981

    Dr Josef G. Steinebach

  92. Convergence Rates of Large Deviation Probabilities in the Multidimensional Case

    Article • The Annals of Probability, October 1978, Institute of Mathematical Statistics

    Dr Josef G. Steinebach

  93. A strong law of Erdös-Rényi type for cumulative processes in renewal theory

    Article • Journal of Applied Probability, March 1978, Cambridge University Press

    Dr Josef G. Steinebach

  94. On a necessary conditon for the Erdős-Rényi law of large numbers

    Article • Proceedings of the American Mathematical Society, January 1978, American Mathematical Society (AMS)

    Dr Josef G. Steinebach

  95. On a Necessary Condition for the Erdos-Renyi Law of Large Numbers

    Article • Proceedings of the American Mathematical Society, January 1978, JSTOR

    Dr Josef G. Steinebach

  96. Exponential convergence properties of linear estimators under exponential and uniform distribution

    Article • Metrika, December 1977, Springer Science + Business Media

    Dr Josef G. Steinebach

  97. A genearalization of a result of chernoff in large sample theory

    Article • Series Statistics, January 1977, Taylor & Francis

    Dr Josef G. Steinebach

  98. A theorem about probabilities of large deviations with an application to queuing theory

    Article • Periodica Mathematica Hungarica, December 1975, Springer Science + Business Media

    Dr Josef G. Steinebach