Edit Profile Steinebach, Josef G. Compute Distance To: Compute Author ID: steinebach.josef-g Published as: Steinebach, J.; Steinebach, J. G.; Steinebach, Josef; Steinebach, Josef G.; Steinebach, Joseph G. Homepage: http://www.mi.uni-koeln.de/~jost/jost.html External Links: MGP · Wikidata Documents Indexed: 144 Publications since 1975, including 4 Books Reviewing Activity: 275 Reviews all top 5 Co-Authors 28 single-authored 28 Klesov, Oleg I. 19 Horváth, Lajos 18 Buldygin, Valeriĭ Volodymyrovych 10 Deheuvels, Paul 10 Gut, Allan 10 Hušková, Marie 7 Aue, Alexander 7 Frolov, Andrei N. 7 Kokoszka, Piotr S. 7 Martikainen, Alexander I. 6 Csörgő, Miklós 5 Indlekofer, Karl-Heinz 5 Prášková, Zuzana 4 Liang, Hanying 4 Zhang, Hanqin 3 Eastwood, Vera R. 3 Fremdt, Stefan 2 Alex, Michael 2 Berkes, István 2 Chochola, Ondřej 2 Doukhan, Paul 2 Kirch, Claudia 2 Kühn, Mario 2 Mammitzsch, Volker 2 Plachky, Detlef 2 Richter, Wolf-Dieter 2 Rychlik, Zdzisław 1 Bacro, Jean-Noël 1 Baek, Jong-Il 1 Černíková, Alena 1 Christ, Ralf 1 Csáki, Endre 1 Dersch, Erich 1 Dienes, Christopher 1 Gießing, R. 1 Godehardt, Erhard A. J. 1 Hallin, Marc 1 Hörmann, Siegfried 1 Huse, Vera R. 1 Ilienko, Andrii B. 1 Krauth, Joachim 1 Kuhn, Christoph 1 Mason, David M. 1 Mishra, Mahendra Nath 1 Pakes, Anthony G. 1 Pfeifer, Dietmar 1 Riedle, Markus 1 Schultze, Jörg 1 Shao, Qi-Man 1 Taube, S. 1 Timmermann, Hella Christine 1 Tymoshenko, Olena A. all top 5 Serials 10 Journal of Statistical Planning and Inference 10 Statistics & Probability Letters 7 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 7 Theory of Stochastic Processes 6 The Annals of Probability 6 Journal of Multivariate Analysis 5 Metrika 5 Journal of Applied Probability 5 Studia Scientiarum Mathematicarum Hungarica 5 Statistics & Decisions 4 Annales Universitatis Scientiarum Budapestinensis de Rolando Eötvös Nominatae. Sectio Computatorica 3 Journal of Mathematical Analysis and Applications 3 Periodica Mathematica Hungarica 3 Statistics 2 Scandinavian Journal of Statistics 2 Ukraïns’kyĭ Matematychnyĭ Zhurnal 2 Publicationes Mathematicae 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Insurance Mathematics & Economics 2 Sequential Analysis 2 Stochastic Processes and their Applications 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Theory of Probability and Mathematical Statistics 2 Extremes 1 Analysis Mathematica 1 The Canadian Journal of Statistics 1 Theory of Probability and its Applications 1 Journal of Computational and Applied Mathematics 1 Journal of the London Mathematical Society. Second Series 1 Mathematische Operationsforschung und Statistik. Series Statistics 1 Proceedings of the American Mathematical Society 1 Publications de l’Institut Mathématique. Nouvelle Série 1 Scandinavian Actuarial Journal 1 Comptes Rendus Mathématiques de l’Académie des Sciences 1 Analysis 1 Journal of Time Series Analysis 1 Probability and Mathematical Statistics 1 Acta Mathematica Hungarica 1 Probability Theory and Related Fields 1 Journal of Theoretical Probability 1 Mathematica Balkanica. New Series 1 Bulletin de la Société Mathématique de Belgique. Série A 1 Test 1 Journal of Mathematical Sciences (New York) 1 Bernoulli 1 Journal of Nonparametric Statistics 1 Econometric Theory 1 Biometrische Zeitschrift 1 Probability Theory and Stochastic Modelling all top 5 Fields 113 Probability theory and stochastic processes (60-XX) 55 Statistics (62-XX) 12 Real functions (26-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Ordinary differential equations (34-XX) 3 Numerical analysis (65-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Partial differential equations (35-XX) 1 Sequences, series, summability (40-XX) 1 Integral transforms, operational calculus (44-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 103 Publications have been cited 741 times in 489 Documents Cited by ▼ Year ▼ Monitoring changes in linear models. Zbl 1075.62054Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef 65 2004 On the detection of changes in autoregressive time series. I: Asymptotics. Zbl 1107.62090Hušková, Marie; Prášková, Zuzana; Steinebach, Josef 40 2007 Invariance principles for renewal processes. Zbl 0635.60032Csörgö, Miklós; Horváth, Lajos; Steinebach, Josef 31 1987 Testing for changes in multivariate dependent observations with an application to temperature changes. Zbl 0962.62042Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 30 1999 Testing the equality of covariance operators in functional samples. Zbl 1259.62031Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr 25 2013 On the detection of changes in autoregressive time series. II: Resampling procedures. Zbl 1131.62079Hušková, Marie; Kirch, Claudia; Prášková, Zuzana; Steinebach, Josef 25 2008 Estimation in random coefficient autoregressive models. Zbl 1112.62084Aue, Alexander; Horváth, Lajos; Steinebach, Josef 24 2006 On least squares estimates of an exponential tail coefficient. Zbl 0893.62023Schultze, J.; Steinebach, J. 23 1996 A theorem about probabilities of large deviations with an application to queuing theory. Zbl 0281.60021Plachky, D.; Steinebach, J. 22 1975 Improved Erdoes-Renyi and strong approximation laws for increments of partial sums. Zbl 0477.60034Csoergoe, M.; Steinebach, J. 18 1981 On a semiparametric regression model whose errors form a linear process with negatively associated innovations. Zbl 1098.62044Liang, Han-Ying; Mammitzsch, Volker; Steinebach, Josef 17 2006 Approximations for weighted bootstrap processes with an application. Zbl 0982.60019Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 17 2000 Testing for changes in the mean or variance of a stochastic process under weak invariance. Zbl 0979.62064Horváth, Lajos; Steinebach, Josef 15 2000 Sequentiel testing for the stability of high-frequency portfolio betas. Zbl 1245.91089Aue, Alexander; Hörman, Siegfried; Horváth, Lajos; Hušková, Marie; Steinebach, Josef G. 14 2012 On the estimation of the adjustment coefficient in risk theory via intermediate order statistics. Zbl 0732.62100Csörgö, Miklós; Steinebach, Josef 14 1991 Functional data analysis with increasing number of projections. Zbl 1359.62197Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G. 12 2014 On sequential detection of parameter changes in linear regression. Zbl 1117.62079Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 12 2007 On the performance of the fluctuation test for structural change. Zbl 1274.62513Horváth, Lajos; Kühn, Mario; Steinebach, Josef 11 2008 Truncated sequential change-point detection based on renewal counting processes. Zbl 1039.62074Gut, Allan; Steinebach, Josef 11 2002 Precise asymptotics – a general approach. Zbl 1299.60015Gut, A.; Steinebach, J. 10 2013 Convergence rates in precise asymptotics. Zbl 1247.60037Gut, Allan; Steinebach, Josef 10 2012 Monitoring shifts in mean: asymptotic normality of stopping times. Zbl 1367.62242Aue, Alexander; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 10 2008 Permutation principles for the change analysis of stochastic processes under strong invariance. Zbl 1074.62030Kirch, Claudia; Steinebach, Josef 10 2006 On extreme value asymptotics for increments of renewal processes. Zbl 0831.60060Steinebach, Josef; Eastwood, Vera R. 10 1995 On some features of asymptotically quasi-inverse functions and their applications. I. Zbl 1103.26001Buldygin, V. V.; Klesov, O. I.; Steinebach, J. 8 2005 Properties of a subclass of Avakumović functions and their generalized inverses. Zbl 1006.60087Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 8 2002 Exact convergence rates in strong approximation laws for large increments of partial sums. Zbl 0608.60024Deheuvels, Paul; Steinebach, Josef 8 1987 Truncated sequential change-point detection based on renewal counting processes. II. Zbl 1161.62045Gut, Allan; Steinebach, Josef 7 2009 A note on estimating the change-point of a gradually changing stochastic process. Zbl 1065.62149Aue, Alexander; Steinebach, Josef 7 2002 Limit theorems for a class of tests of gradual changes. Zbl 0998.62010Hušková, Marie; Steinebach, Josef 7 2000 Improved Erdős-Rényi and strong approximation laws for increments of renewal processes. Zbl 0601.60029Steinebach, J. 7 1986 Robust monitoring of CAPM portfolio betas. Zbl 1271.62057Chochola, Ondřej; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. 6 2013 On the reaction time of moving sum detectors. Zbl 1244.62115Aue, Alexander; Horváth, Lajos; Kühn, Mario; Steinebach, Josef 6 2012 Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations. Zbl 1093.62043Liang, Han-Ying; Mammitzsch, Volker; Steinebach, Josef 6 2005 On asymptotic quasi-inverse functions. Zbl 1068.26002Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 6 2003 On some alternative estimates of the adjustment coefficient in risk theory. Zbl 0755.62076Deheuvels, Paul; Steinebach, Josef 6 1990 On the increments of partial sum processes with multidimensional indices. Zbl 0511.60027Steinebach, Josef 6 1983 Convergence rates of large deviation probabilities in the multidimensional case. Zbl 0396.60032Steinebach, Josef 6 1978 A strong law of Erdős-Renyi type for cumulative processes in renewal theory. Zbl 0384.60019Steinebach, Josef 6 1978 Reaction times of monitoring schemes for ARMA time series. Zbl 1388.62246Aue, Alexander; Dienes, Christopher; Fremdt, Stefan; Steinebach, Josef 5 2015 Convergence rates in precise asymptotics. II. Zbl 1289.60038Gut, Allan; Steinebach, Josef 5 2013 Delay time in monitoring jump changes in linear models. Zbl 1368.62234Černíková, Alena; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. 5 2013 On probabilities of small deviations for compound renewal processes. Zbl 1154.60071Frolov, A. N.; Martikainen, A. I.; Steinebach, J. 5 2008 On factorization representations for Avakumović-Karamata functions with nondegenerate groups of regular points. Zbl 1062.26002Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 5 2004 Asymptotic tests for gradual changes. Zbl 0997.62017Hušková, M.; Steinebach, J. 5 2002 Some remarks on the testing of smooth changes in the linear drift of a stochastic process. Zbl 0980.62076Steinebach, Josef 5 2000 On a conjecture of Révész and its analogue for renewal processes. Zbl 0990.60026Steinebach, J. 5 1998 Equivalences in strong limit theorems for renewal counting processes. Zbl 0885.60026Gut, Allan; Klesov, Oleg; Steinebach, Josef 5 1997 A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors. Zbl 0815.62046Richter, W.-D.; Steinebach, J. 5 1994 Sharp rates for increments of renewal processes. Zbl 0679.60043Deheuvels, Paul; Steinebach, Josef 5 1989 On a necessary condition for the Erdős-Renyi law of large numbers. Zbl 0347.60029Steinebach, Josef 5 1978 On some extensions of Karamata’s theory and their applications. Zbl 1199.26001Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 4 2006 Convergence rates and precise asymptotics for renewal counting processes and some first passage times. Zbl 1087.60063Gut, Allan; Steinebach, Josef 4 2004 Applications of permutations to the simulations of critical values. Zbl 1054.62052Berkes, István; Horváth, Lajos; Huškova, Marie; Steinebach, Josef 4 2004 On the best approximation for bootstrapped empirical processes. Zbl 0943.60027Horváth, Lajos; Steinebach, Josef 4 1999 Extreme value asymptotics for multivariate renewal processes. Zbl 0861.60065Steinebach, Josef; Eastwood, Vera R. 4 1996 On a weighted embedding for pontograms. Zbl 0779.60031Steinebach, Josef; Zhang, Hanqin 4 1993 Invariance principles for renewal processes when only moments of low order exist. Zbl 0666.60034Steinebach, Josef 4 1988 Pseudo-regularly varying functions and generalized renewal processes. Zbl 1422.60003Buldygin, Valeriĭ V.; Indlekofer, Karl-Heinz; Klesov, Oleg I.; Steinebach, Josef G. 3 2018 Sequential testing of gradual changes in the drift of a stochastic process. Zbl 1213.62129Steinebach, Josef G.; Timmermann, Hella 3 2011 On the \(\varphi\)-asymptotic behaviour of solutions of stochastic differential equations. Zbl 1199.60203Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.; Tymoshenko, O. A. 3 2008 On some properties of asymptotic quasi-inverse functions. Zbl 1199.26009Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 3 2007 PRV property and the asymptotic behaviour of solutions of stochastic differential equations. Zbl 1142.60362Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 3 2005 Strong laws for small increments of renewal processes. Zbl 0738.60022Steinebach, Josef 3 1991 Exact convergence rates in Erdős-Rényi type theorems for renewal processes. Zbl 0623.60045Bacro, Jean-Noël; Deheuvels, Paul; Steinebach, Josef 3 1987 Large deviation probabilities and some related topics. Zbl 0436.60029Steinebach, Josef 3 1980 Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes. Zbl 1301.26006Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 2 2013 Pseudo-regularly varying functions and generalized renewal processes. Zbl 1318.60004Buldygin, V. V.; Indlekofer, K.-H.; Klesov, O. I.; Steinebach, J. G. 2 2012 Precise asymptotics over a small parameter for a series of large deviation probabilities. Zbl 1152.60018Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 2 2007 A two-step sequential procedure for detecting an epidemic change. Zbl 1164.62369Gut, Allan; Steinebach, Josef 2 2005 On the maximal excursion over increasing runs. Zbl 1069.60032Frolov, Andrei; Martikainen, Alexander; Steinebach, Josef 2 2001 Strong limit theorems for general renewal processes. Zbl 1001.60024Klesov, Oleg; Rychlik, Zdzisław; Steinebach, Josef 2 2001 Strong laws for the maximal gain over increasing runs. Zbl 0967.60026Frolov, Andrei; Martikainen, Alexander; Steinebach, Josef 2 2000 Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model. Zbl 0844.62086Christ, Ralf; Steinebach, Josef 2 1995 On a class of estimators for an exponential tail coefficient with applications in risk theory. Zbl 0811.62041Richter, W.-D.; Steinebach, J.; Taube, S. 2 1993 On the sample path behavior of the first passage time process of a Brownian motion with drift. Zbl 0699.60018Deheuvels, Paul; Steinebach, Josef 2 1990 On the optimality of strong approximation rates for compound renewal processes. Zbl 0641.60093Steinebach, Josef 2 1988 On the distribution of the suprema of weighted empirical processes. Zbl 0643.60030Csörgö, Miklós; Horváth, Lajos; Steinebach, Josef 2 1987 Strong approximations for renewal processes. Zbl 0601.60030Csörgö, Miklós; Horváth, Lajos; Steinebach, Josef 2 1986 Some remarks on strong approximations and the Hansen-Russo law of large numbers. Zbl 0594.60037Steinebach, J. 2 1986 On general versions of Erdős-Renyi laws. Zbl 0443.60025Steinebach, J. 2 1981 Exponential convergence properties of linear estimators under exponential and uniform distribution. Zbl 0369.62035Steinebach, J. 2 1977 Strong laws of large numbers in an \(F^{\alpha}\)-scheme. Zbl 1378.60059Doukhan, Paul; Klesov, Oleg I.; Steinebach, Josef G. 1 2015 Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme. Zbl 1282.60052Doukhan, Paul; Klesov, Oleg I.; Pakes, Anthony G.; Steinebach, Josef G. 1 2013 On the convergence to infinity of positive increasing functions. Zbl 1240.26002Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 1 2010 Asymptotics of renewal processes: Some recent developments. Zbl 1164.60326Buldygin, V. V.; Indlekofer, K.-H.; Klesov, O. I.; Steinebach, J. 1 2008 On Vervaat and Vervaat-error-type processes for partial sums and renewals. Zbl 1108.60029Csáki, Endre; Csörgő, Miklós; Rychlik, Zdzisław; Steinebach, Josef 1 2007 PRV property of functions and asymptotic behaviour of solutions to stochastic differential equations. Zbl 1123.60044Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 1 2005 Some properties of asymptotic quasi-inverse functions and their applications. II. Zbl 1101.26003Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 1 2004 EWMA charts for detecting a change-point in the drift of a stochastic process. Zbl 1146.62361Gut, Allan; Steinebach, Josef 1 2004 On the estimation of change parameters based on weak invariance principles. Zbl 1017.62070Kühn, C.; Steinebach, J. 1 2002 Limit theorems for maxima of sums and renewal processes. Zbl 1073.60031Frolov, A.; Martikainen, A.; Steinebach, J. 1 2001 Strong laws for \(L_p\)-norms of empirical and related processes. Zbl 0980.60039Berkes, I.; Horváth, L.; Shao, Qui-Man; Steinebach, J. 1 2000 On the maximal gain over head runs. Zbl 0913.60028Frolov, A.; Martikainen, A.; Steinebach, J. 1 1998 Strong laws for extreme values of sequences of partial sum processes. Zbl 0845.60029Deheuvels, P.; Steinebach, J. 1 1996 Variance estimation based on invariance principles. Zbl 0863.62073Steinebach, Josef 1 1995 Invariance principles for renewal processes and some applications. Zbl 0861.60045Alex, M.; Steinebach, J. 1 1994 Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic. Zbl 0664.60037Deheuvels, Paul; Steinebach, Josef 1 1988 Almost sure convergence of delayed renewal processes. Zbl 0608.60025Steinebach, J. 1 1987 On a result of Glick in sample-based multinomial classification. Zbl 0545.62040Steinebach, Josef 1 1984 Pseudo-regularly varying functions and generalized renewal processes. Zbl 1422.60003Buldygin, Valeriĭ V.; Indlekofer, Karl-Heinz; Klesov, Oleg I.; Steinebach, Josef G. 3 2018 Reaction times of monitoring schemes for ARMA time series. Zbl 1388.62246Aue, Alexander; Dienes, Christopher; Fremdt, Stefan; Steinebach, Josef 5 2015 Strong laws of large numbers in an \(F^{\alpha}\)-scheme. Zbl 1378.60059Doukhan, Paul; Klesov, Oleg I.; Steinebach, Josef G. 1 2015 Functional data analysis with increasing number of projections. Zbl 1359.62197Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G. 12 2014 Testing the equality of covariance operators in functional samples. Zbl 1259.62031Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr 25 2013 Precise asymptotics – a general approach. Zbl 1299.60015Gut, A.; Steinebach, J. 10 2013 Robust monitoring of CAPM portfolio betas. Zbl 1271.62057Chochola, Ondřej; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. 6 2013 Convergence rates in precise asymptotics. II. Zbl 1289.60038Gut, Allan; Steinebach, Josef 5 2013 Delay time in monitoring jump changes in linear models. Zbl 1368.62234Černíková, Alena; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. 5 2013 Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes. Zbl 1301.26006Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 2 2013 Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme. Zbl 1282.60052Doukhan, Paul; Klesov, Oleg I.; Pakes, Anthony G.; Steinebach, Josef G. 1 2013 Sequentiel testing for the stability of high-frequency portfolio betas. Zbl 1245.91089Aue, Alexander; Hörman, Siegfried; Horváth, Lajos; Hušková, Marie; Steinebach, Josef G. 14 2012 Convergence rates in precise asymptotics. Zbl 1247.60037Gut, Allan; Steinebach, Josef 10 2012 On the reaction time of moving sum detectors. Zbl 1244.62115Aue, Alexander; Horváth, Lajos; Kühn, Mario; Steinebach, Josef 6 2012 Pseudo-regularly varying functions and generalized renewal processes. Zbl 1318.60004Buldygin, V. V.; Indlekofer, K.-H.; Klesov, O. I.; Steinebach, J. G. 2 2012 Sequential testing of gradual changes in the drift of a stochastic process. Zbl 1213.62129Steinebach, Josef G.; Timmermann, Hella 3 2011 On the convergence to infinity of positive increasing functions. Zbl 1240.26002Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 1 2010 Truncated sequential change-point detection based on renewal counting processes. II. Zbl 1161.62045Gut, Allan; Steinebach, Josef 7 2009 On the detection of changes in autoregressive time series. II: Resampling procedures. Zbl 1131.62079Hušková, Marie; Kirch, Claudia; Prášková, Zuzana; Steinebach, Josef 25 2008 On the performance of the fluctuation test for structural change. Zbl 1274.62513Horváth, Lajos; Kühn, Mario; Steinebach, Josef 11 2008 Monitoring shifts in mean: asymptotic normality of stopping times. Zbl 1367.62242Aue, Alexander; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 10 2008 On probabilities of small deviations for compound renewal processes. Zbl 1154.60071Frolov, A. N.; Martikainen, A. I.; Steinebach, J. 5 2008 On the \(\varphi\)-asymptotic behaviour of solutions of stochastic differential equations. Zbl 1199.60203Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.; Tymoshenko, O. A. 3 2008 Asymptotics of renewal processes: Some recent developments. Zbl 1164.60326Buldygin, V. V.; Indlekofer, K.-H.; Klesov, O. I.; Steinebach, J. 1 2008 On the detection of changes in autoregressive time series. I: Asymptotics. Zbl 1107.62090Hušková, Marie; Prášková, Zuzana; Steinebach, Josef 40 2007 On sequential detection of parameter changes in linear regression. Zbl 1117.62079Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 12 2007 On some properties of asymptotic quasi-inverse functions. Zbl 1199.26009Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 3 2007 Precise asymptotics over a small parameter for a series of large deviation probabilities. Zbl 1152.60018Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 2 2007 On Vervaat and Vervaat-error-type processes for partial sums and renewals. Zbl 1108.60029Csáki, Endre; Csörgő, Miklós; Rychlik, Zdzisław; Steinebach, Josef 1 2007 Estimation in random coefficient autoregressive models. Zbl 1112.62084Aue, Alexander; Horváth, Lajos; Steinebach, Josef 24 2006 On a semiparametric regression model whose errors form a linear process with negatively associated innovations. Zbl 1098.62044Liang, Han-Ying; Mammitzsch, Volker; Steinebach, Josef 17 2006 Permutation principles for the change analysis of stochastic processes under strong invariance. Zbl 1074.62030Kirch, Claudia; Steinebach, Josef 10 2006 On some extensions of Karamata’s theory and their applications. Zbl 1199.26001Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 4 2006 On some features of asymptotically quasi-inverse functions and their applications. I. Zbl 1103.26001Buldygin, V. V.; Klesov, O. I.; Steinebach, J. 8 2005 Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations. Zbl 1093.62043Liang, Han-Ying; Mammitzsch, Volker; Steinebach, Josef 6 2005 PRV property and the asymptotic behaviour of solutions of stochastic differential equations. Zbl 1142.60362Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 3 2005 A two-step sequential procedure for detecting an epidemic change. Zbl 1164.62369Gut, Allan; Steinebach, Josef 2 2005 PRV property of functions and asymptotic behaviour of solutions to stochastic differential equations. Zbl 1123.60044Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 1 2005 Monitoring changes in linear models. Zbl 1075.62054Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef 65 2004 On factorization representations for Avakumović-Karamata functions with nondegenerate groups of regular points. Zbl 1062.26002Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 5 2004 Convergence rates and precise asymptotics for renewal counting processes and some first passage times. Zbl 1087.60063Gut, Allan; Steinebach, Josef 4 2004 Applications of permutations to the simulations of critical values. Zbl 1054.62052Berkes, István; Horváth, Lajos; Huškova, Marie; Steinebach, Josef 4 2004 Some properties of asymptotic quasi-inverse functions and their applications. II. Zbl 1101.26003Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 1 2004 EWMA charts for detecting a change-point in the drift of a stochastic process. Zbl 1146.62361Gut, Allan; Steinebach, Josef 1 2004 On asymptotic quasi-inverse functions. Zbl 1068.26002Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 6 2003 Truncated sequential change-point detection based on renewal counting processes. Zbl 1039.62074Gut, Allan; Steinebach, Josef 11 2002 Properties of a subclass of Avakumović functions and their generalized inverses. Zbl 1006.60087Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 8 2002 A note on estimating the change-point of a gradually changing stochastic process. Zbl 1065.62149Aue, Alexander; Steinebach, Josef 7 2002 Asymptotic tests for gradual changes. Zbl 0997.62017Hušková, M.; Steinebach, J. 5 2002 On the estimation of change parameters based on weak invariance principles. Zbl 1017.62070Kühn, C.; Steinebach, J. 1 2002 On the maximal excursion over increasing runs. Zbl 1069.60032Frolov, Andrei; Martikainen, Alexander; Steinebach, Josef 2 2001 Strong limit theorems for general renewal processes. Zbl 1001.60024Klesov, Oleg; Rychlik, Zdzisław; Steinebach, Josef 2 2001 Limit theorems for maxima of sums and renewal processes. Zbl 1073.60031Frolov, A.; Martikainen, A.; Steinebach, J. 1 2001 Approximations for weighted bootstrap processes with an application. Zbl 0982.60019Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 17 2000 Testing for changes in the mean or variance of a stochastic process under weak invariance. Zbl 0979.62064Horváth, Lajos; Steinebach, Josef 15 2000 Limit theorems for a class of tests of gradual changes. Zbl 0998.62010Hušková, Marie; Steinebach, Josef 7 2000 Some remarks on the testing of smooth changes in the linear drift of a stochastic process. Zbl 0980.62076Steinebach, Josef 5 2000 Strong laws for the maximal gain over increasing runs. Zbl 0967.60026Frolov, Andrei; Martikainen, Alexander; Steinebach, Josef 2 2000 Strong laws for \(L_p\)-norms of empirical and related processes. Zbl 0980.60039Berkes, I.; Horváth, L.; Shao, Qui-Man; Steinebach, J. 1 2000 Testing for changes in multivariate dependent observations with an application to temperature changes. Zbl 0962.62042Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 30 1999 On the best approximation for bootstrapped empirical processes. Zbl 0943.60027Horváth, Lajos; Steinebach, Josef 4 1999 On a conjecture of Révész and its analogue for renewal processes. Zbl 0990.60026Steinebach, J. 5 1998 On the maximal gain over head runs. Zbl 0913.60028Frolov, A.; Martikainen, A.; Steinebach, J. 1 1998 Equivalences in strong limit theorems for renewal counting processes. Zbl 0885.60026Gut, Allan; Klesov, Oleg; Steinebach, Josef 5 1997 On least squares estimates of an exponential tail coefficient. Zbl 0893.62023Schultze, J.; Steinebach, J. 23 1996 Extreme value asymptotics for multivariate renewal processes. Zbl 0861.60065Steinebach, Josef; Eastwood, Vera R. 4 1996 Strong laws for extreme values of sequences of partial sum processes. Zbl 0845.60029Deheuvels, P.; Steinebach, J. 1 1996 On extreme value asymptotics for increments of renewal processes. Zbl 0831.60060Steinebach, Josef; Eastwood, Vera R. 10 1995 Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model. Zbl 0844.62086Christ, Ralf; Steinebach, Josef 2 1995 Variance estimation based on invariance principles. Zbl 0863.62073Steinebach, Josef 1 1995 A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors. Zbl 0815.62046Richter, W.-D.; Steinebach, J. 5 1994 Invariance principles for renewal processes and some applications. Zbl 0861.60045Alex, M.; Steinebach, J. 1 1994 On a weighted embedding for pontograms. Zbl 0779.60031Steinebach, Josef; Zhang, Hanqin 4 1993 On a class of estimators for an exponential tail coefficient with applications in risk theory. Zbl 0811.62041Richter, W.-D.; Steinebach, J.; Taube, S. 2 1993 On the estimation of the adjustment coefficient in risk theory via intermediate order statistics. Zbl 0732.62100Csörgö, Miklós; Steinebach, Josef 14 1991 Strong laws for small increments of renewal processes. Zbl 0738.60022Steinebach, Josef 3 1991 On some alternative estimates of the adjustment coefficient in risk theory. Zbl 0755.62076Deheuvels, Paul; Steinebach, Josef 6 1990 On the sample path behavior of the first passage time process of a Brownian motion with drift. Zbl 0699.60018Deheuvels, Paul; Steinebach, Josef 2 1990 Sharp rates for increments of renewal processes. Zbl 0679.60043Deheuvels, Paul; Steinebach, Josef 5 1989 Invariance principles for renewal processes when only moments of low order exist. Zbl 0666.60034Steinebach, Josef 4 1988 On the optimality of strong approximation rates for compound renewal processes. Zbl 0641.60093Steinebach, Josef 2 1988 Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic. Zbl 0664.60037Deheuvels, Paul; Steinebach, Josef 1 1988 Invariance principles for renewal processes. Zbl 0635.60032Csörgö, Miklós; Horváth, Lajos; Steinebach, Josef 31 1987 Exact convergence rates in strong approximation laws for large increments of partial sums. Zbl 0608.60024Deheuvels, Paul; Steinebach, Josef 8 1987 Exact convergence rates in Erdős-Rényi type theorems for renewal processes. Zbl 0623.60045Bacro, Jean-Noël; Deheuvels, Paul; Steinebach, Josef 3 1987 On the distribution of the suprema of weighted empirical processes. Zbl 0643.60030Csörgö, Miklós; Horváth, Lajos; Steinebach, Josef 2 1987 Almost sure convergence of delayed renewal processes. Zbl 0608.60025Steinebach, J. 1 1987 Improved Erdős-Rényi and strong approximation laws for increments of renewal processes. Zbl 0601.60029Steinebach, J. 7 1986 Strong approximations for renewal processes. Zbl 0601.60030Csörgö, Miklós; Horváth, Lajos; Steinebach, Josef 2 1986 Some remarks on strong approximations and the Hansen-Russo law of large numbers. Zbl 0594.60037Steinebach, J. 2 1986 On a result of Glick in sample-based multinomial classification. Zbl 0545.62040Steinebach, Josef 1 1984 On the increments of partial sum processes with multidimensional indices. Zbl 0511.60027Steinebach, Josef 6 1983 Improved Erdoes-Renyi and strong approximation laws for increments of partial sums. Zbl 0477.60034Csoergoe, M.; Steinebach, J. 18 1981 On general versions of Erdős-Renyi laws. Zbl 0443.60025Steinebach, J. 2 1981 The stochastic Geyser problem for first-passage times. Zbl 0458.60020Steinebach, Josef 1 1981 Large deviation probabilities and some related topics. Zbl 0436.60029Steinebach, Josef 3 1980 On general versions of Erdős-Renyi laws. Zbl 0449.60020Steinebach, Josef 1 1980 Convergence rates of large deviation probabilities in the multidimensional case. Zbl 0396.60032Steinebach, Josef 6 1978 A strong law of Erdős-Renyi type for cumulative processes in renewal theory. Zbl 0384.60019Steinebach, Josef 6 1978 On a necessary condition for the Erdős-Renyi law of large numbers. Zbl 0347.60029Steinebach, Josef 5 1978 ...and 3 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 541 Authors 44 Steinebach, Josef G. 40 Horváth, Lajos 18 Hušková, Marie 17 Aue, Alexander 15 Kirch, Claudia 13 Kokoszka, Piotr S. 10 Tian, Zheng 9 Frolov, Andrei N. 9 Gut, Allan 9 Liang, Hanying 8 Prášková, Zuzana 7 Alvarez-Andrade, Sergio 7 Bouzebda, Salim 7 Chen, Zhanshou 7 Choi, Yong-Kab 7 Csörgő, Miklós 6 Ciuperca, Gabriela 6 Deheuvels, Paul 6 Dette, Holger 6 Jarušková, Daniela 6 Qi, Peiyan 5 Berkes, István 5 Brito, Margarida 5 Djurčić, Dragan Ž. 5 Girard, Stéphane 5 Gombay, Edit 5 Klesov, Oleg I. 5 Meintanis, Simos G. 5 Mojirsheibani, Majid 5 Rice, Gregory 5 Richter, Wolf-Dieter 4 Freitas, Ana Cristina Moreira 4 Gardes, Laurent 4 He, Jianjun 4 Kabluchko, Zakhar A. 4 Li, Fuxiao 4 Matsak, Ivan K. 4 Niu, Sili 4 Steland, Ansgar 4 Tadjuidje-Kamgaing, Joseph 4 Torgašev, Aleksandar 4 Xie, Junshan 4 Zhang, Hanqin 4 Zhang, Jinting 4 Zhou, Bu 3 Aston, John A. D. 3 Borovkov, Aleksandr Alekseevich 3 Chochola, Ondřej 3 Csáki, Endre 3 Eastwood, Vera R. 3 Fan, Guoliang 3 Fleige, Andreas 3 Fremdt, Stefan 3 Guillou, Armelle 3 Guo, Jia 3 Guo, Pengjiang 3 Hlávka, Zdeněk 3 Hörmann, Siegfried 3 Hu, Shuhe 3 Iksanov, Aleksander M. 3 Jirak, Moritz 3 Keller, Gerhard 3 Kong, LingTao 3 Kühn, Mario 3 Lanzinger, Hartmut 3 Lee, Sangyeol 3 Louani, Djamal 3 Messer, Michael 3 Moon, Hee-Jin 3 Mukherjee, Amitava 3 Nikitin, Yakov Yu. 3 Pavlenkov, V. V. 3 Peng, Liang 3 Pouliot, William 3 Schneider, Gaby 3 Shao, Qi-Man 3 Tchirina, Anna V. 3 Trapani, Lorenzo 3 Wang, Xuejun 3 Zeileis, Achim 2 Aknouche, Abdelhakim 2 Al-Sharadqah, Ali 2 Antoch, Jaromír 2 Auer, Peter 2 Beirlant, Jan 2 Berrahou, Noureddine 2 Blandin, Vassili 2 Boente, Graciela 2 Brodsky, Boris 2 Buldygin, Valeriĭ Volodymyrovych 2 Comman, Henri 2 Cossette, Hélène 2 Dai, Hongshuai 2 de Uña-Álvarez, Jacobo 2 Döring, Maik 2 Duan, Xifa 2 Dvořák, Marek 2 Fink, Thorsten 2 Fu, James C. 2 Gabrys, Robertas ...and 441 more Authors all top 5 Cited in 125 Serials 43 Journal of Statistical Planning and Inference 42 Statistics & Probability Letters 28 Journal of Multivariate Analysis 19 Statistics 19 Communications in Statistics. Theory and Methods 17 Stochastic Processes and their Applications 13 Sequential Analysis 10 Journal of Time Series Analysis 10 Statistical Papers 10 Journal of the Korean Statistical Society 9 Journal of Mathematical Analysis and Applications 9 Journal of Econometrics 8 Metrika 7 Lithuanian Mathematical Journal 7 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 7 Test 7 Journal of Mathematical Sciences (New York) 7 Bernoulli 7 Extremes 7 Electronic Journal of Statistics 6 The Annals of Statistics 6 Insurance Mathematics & Economics 6 Computational Statistics and Data Analysis 6 Journal of Nonparametric Statistics 5 Probability Theory and Related Fields 5 Communications in Statistics. Simulation and Computation 5 Vestnik St. Petersburg University. Mathematics 4 Scandinavian Journal of Statistics 4 Ukrainian Mathematical Journal 4 Theory of Probability and its Applications 4 Annals of the Institute of Statistical Mathematics 4 Acta Mathematica Hungarica 4 Mathematical Methods of Statistics 4 Abstract and Applied Analysis 4 Econometric Theory 3 Journal of the American Statistical Association 3 Journal of Computational and Applied Mathematics 3 Kybernetika 3 Acta Mathematicae Applicatae Sinica. English Series 3 Journal of Statistical Computation and Simulation 3 Theory of Probability and Mathematical Statistics 3 Journal of Inequalities and Applications 3 The Annals of Applied Statistics 2 The Canadian Journal of Statistics 2 Mathematical Methods in the Applied Sciences 2 Journal of Applied Probability 2 Proceedings of the American Mathematical Society 2 Scandinavian Actuarial Journal 2 Stochastic Analysis and Applications 2 The Annals of Applied Probability 2 Computational Statistics 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Revista Matemática Complutense 2 Journal of Applied Statistics 2 Statistical Inference for Stochastic Processes 2 Acta Mathematica Sinica. English Series 2 Methodology and Computing in Applied Probability 2 Statistical Methods and Applications 2 Journal of Statistical Theory and Practice 2 Ufimskiĭ Matematicheskiĭ Zhurnal 2 Journal of Probability and Statistics 2 Sankhyā. Series A 2 Journal of Time Series Econometrics 1 Computers & Mathematics with Applications 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Periodica Mathematica Hungarica 1 Advances in Mathematics 1 The Annals of Probability 1 Automatica 1 Functiones et Approximatio. Commentarii Mathematici 1 Information Sciences 1 Integral Equations and Operator Theory 1 Journal of the London Mathematical Society. Second Series 1 Journal of Number Theory 1 Kodai Mathematical Journal 1 Mathematics and Computers in Simulation 1 Mathematische Zeitschrift 1 Siberian Mathematical Journal 1 Statistica Neerlandica 1 Transactions of the American Mathematical Society 1 Advances in Applied Mathematics 1 Ergodic Theory and Dynamical Systems 1 Operations Research Letters 1 Probability and Mathematical Statistics 1 Chinese Annals of Mathematics. Series B 1 Revista Matemática Iberoamericana 1 Econometric Reviews 1 Journal of Theoretical Probability 1 Queueing Systems 1 Neural Computation 1 Discrete Mathematics and Applications 1 Discrete Event Dynamic Systems 1 Automation and Remote Control 1 European Journal of Operational Research 1 Stochastics and Stochastics Reports 1 Applied Mathematics. Series B (English Edition) 1 Georgian Mathematical Journal 1 Journal of Computational Neuroscience 1 Doklady Mathematics 1 Soft Computing ...and 25 more Serials all top 5 Cited in 27 Fields 345 Statistics (62-XX) 237 Probability theory and stochastic processes (60-XX) 48 Numerical analysis (65-XX) 28 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Real functions (26-XX) 10 Ordinary differential equations (34-XX) 10 Operations research, mathematical programming (90-XX) 7 Dynamical systems and ergodic theory (37-XX) 7 Operator theory (47-XX) 4 Sequences, series, summability (40-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Systems theory; control (93-XX) 3 Number theory (11-XX) 2 History and biography (01-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Measure and integration (28-XX) 2 Integral transforms, operational calculus (44-XX) 2 Functional analysis (46-XX) 2 Computer science (68-XX) 2 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-XX) 1 Partial differential equations (35-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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