Edit Profile (opens in new tab) Steinebach, Josef G. Co-Author Distance Author ID: steinebach.josef-g Published as: Steinebach, Josef; Steinebach, J.; Steinebach, Josef G.; Steinebach, J. G.; Steinebach, Joseph G. more...less Homepage: http://www.mi.uni-koeln.de/~jost/jost.html External Links: MGP Documents Indexed: 144 Publications since 1975, including 3 Books 2 Contributions as Editor Reviewing Activity: 275 Reviews Co-Authors: 52 Co-Authors with 116 Joint Publications 1,239 Co-Co-Authors all top 5 Co-Authors 28 single-authored 28 Klesov, Oleg I. 19 Horváth, Lajos 18 Buldygin, Valeriĭ Volodymyrovych 11 Hušková, Marie 10 Deheuvels, Paul 10 Gut, Allan 7 Aue, Alexander 7 Frolov, Andreĭ Nikolaevich 7 Kokoszka, Piotr S. 7 Martikainen, Alexander I. 6 Csörgő, Miklós 6 Prášková, Zuzana 5 Indlekofer, Karl-Heinz 4 Liang, Hanying 4 Zhang, Hanqin 3 Eastwood, Vera R. 3 Fremdt, Stefan 3 Mammitzsch, Volker 3 Plachky, Detlef 2 Alex, Michael 2 Berkes, István 2 Chochola, Ondřej 2 Doukhan, Paul 2 Kirch, Claudia 2 Kühn, Mario 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 Dudewicz, Edward J. 1 Gießing, R. 1 Godehardt, Erhard A. J. 1 Hallin, Marc 1 Hörmann, Siegfried 1 Huse, Vera R. 1 Ilienko, Andrii B. 1 Mason, David M. 1 Mishra, Mahendra Nath 1 Pakes, Anthony G. 1 Pfeifer, Dietmar 1 Riedle, Markus 1 Schultze, Jörg 1 Sen, Pranab Kumar 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 Metrika 6 The Annals of Probability 6 Journal of Multivariate Analysis 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 Debrecen 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 Supplement Issues of Statistics & Decisions 1 Biometrische Zeitschrift 1 Probability Theory and Stochastic Modelling all top 5 Fields 113 Probability theory and stochastic processes (60-XX) 57 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 General and overarching topics; collections (00-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Operations research, mathematical programming (90-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 Open 101 Publications have been cited 909 times in 609 Documents Cited by ▼ Year ▼ Monitoring changes in linear models. Zbl 1075.62054 Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef 85 2004 On the detection of changes in autoregressive time series. I: Asymptotics. Zbl 1107.62090 Hušková, Marie; Prášková, Zuzana; Steinebach, Josef 48 2007 Testing the equality of covariance operators in functional samples. Zbl 1259.62031 Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr 43 2013 Testing for changes in multivariate dependent observations with an application to temperature changes. Zbl 0962.62042 Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 38 1999 Estimation in random coefficient autoregressive models. Zbl 1112.62084 Aue, Alexander; Horváth, Lajos; Steinebach, Josef 38 2006 Invariance principles for renewal processes. Zbl 0635.60032 Csörgö, Miklós; Horváth, Lajos; Steinebach, Josef 34 1987 A theorem about probabilities of large deviations with an application to queuing theory. Zbl 0281.60021 Plachky, D.; Steinebach, J. 32 1975 On the detection of changes in autoregressive time series. II: Resampling procedures. Zbl 1131.62079 Hušková, Marie; Kirch, Claudia; Prášková, Zuzana; Steinebach, Josef 28 2008 On least squares estimates of an exponential tail coefficient. Zbl 0893.62023 Schultze, J.; Steinebach, J. 26 1996 Sequentiel testing for the stability of high-frequency portfolio betas. Zbl 1245.91089 Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Hušková, Marie; Steinebach, Josef G. 21 2012 On a semiparametric regression model whose errors form a linear process with negatively associated innovations. Zbl 1098.62044 Liang, Han-Ying; Mammitzsch, Volker; Steinebach, Josef 20 2006 Functional data analysis with increasing number of projections. Zbl 1359.62197 Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G. 20 2014 Improved Erdoes-Renyi and strong approximation laws for increments of partial sums. Zbl 0477.60034 Csoergoe, M.; Steinebach, J. 19 1981 Precise asymptotics – a general approach. Zbl 1299.60015 Gut, A.; Steinebach, J. 18 2013 Approximations for weighted bootstrap processes with an application. Zbl 0982.60019 Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 16 2000 On sequential detection of parameter changes in linear regression. Zbl 1117.62079 Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 16 2007 Truncated sequential change-point detection based on renewal counting processes. Zbl 1039.62074 Gut, Allan; Steinebach, Josef 16 2002 Testing for changes in the mean or variance of a stochastic process under weak invariance. Zbl 0979.62064 Horváth, Lajos; Steinebach, Josef 15 2000 Permutation principles for the change analysis of stochastic processes under strong invariance. Zbl 1074.62030 Kirch, Claudia; Steinebach, Josef 15 2006 On the estimation of the adjustment coefficient in risk theory via intermediate order statistics. Zbl 0732.62100 Csörgö, Miklós; Steinebach, Josef 14 1991 Convergence rates in precise asymptotics. Zbl 1247.60037 Gut, Allan; Steinebach, Josef 12 2012 On extreme value asymptotics for increments of renewal processes. Zbl 0831.60060 Steinebach, Josef; Eastwood, Vera R. 11 1995 On the performance of the fluctuation test for structural change. Zbl 1274.62513 Horváth, Lajos; Kühn, Mario; Steinebach, Josef 11 2008 A note on estimating the change-point of a gradually changing stochastic process. Zbl 1065.62149 Aue, Alexander; Steinebach, Josef 10 2002 Properties of a subclass of Avakumović functions and their generalized inverses. Zbl 1006.60087 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 10 2002 Limit theorems for a class of tests of gradual changes. Zbl 0998.62010 Hušková, Marie; Steinebach, Josef 10 2000 Convergence rates in precise asymptotics. II. Zbl 1289.60038 Gut, Allan; Steinebach, Josef 10 2013 Monitoring shifts in mean: asymptotic normality of stopping times. Zbl 1367.62242 Aue, Alexander; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 10 2008 Pseudo-regularly varying functions and generalized renewal processes. Zbl 1422.60003 Buldygin, Valeriĭ V.; Indlekofer, Karl-Heinz; Klesov, Oleg I.; Steinebach, Josef G. 10 2018 Truncated sequential change-point detection based on renewal counting processes. II. Zbl 1161.62045 Gut, Allan; Steinebach, Josef 9 2009 Asymptotic tests for gradual changes. Zbl 0997.62017 Hušková, M.; Steinebach, J. 8 2002 Exact convergence rates in strong approximation laws for large increments of partial sums. Zbl 0608.60024 Deheuvels, Paul; Steinebach, Josef 8 1987 On some features of asymptotically quasi-inverse functions and their applications. I. Zbl 1103.26001 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. 8 2005 Robust monitoring of CAPM portfolio betas. Zbl 1271.62057 Chochola, Ondřej; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. 8 2013 Delay time in monitoring jump changes in linear models. Zbl 1368.62234 Černíková, Alena; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. 8 2013 Improved Erdős-Rényi and strong approximation laws for increments of renewal processes. Zbl 0601.60029 Steinebach, J. 7 1986 Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations. Zbl 1093.62043 Liang, Han-Ying; Mammitzsch, Volker; Steinebach, Josef 7 2005 On the reaction time of moving sum detectors. Zbl 1244.62115 Aue, Alexander; Horváth, Lajos; Kühn, Mario; Steinebach, Josef 7 2012 A strong law of Erdős-Renyi type for cumulative processes in renewal theory. Zbl 0384.60019 Steinebach, Josef 6 1978 Reaction times of monitoring schemes for ARMA time series. Zbl 1388.62246 Aue, Alexander; Dienes, Christopher; Fremdt, Stefan; Steinebach, Josef 6 2015 On asymptotic quasi-inverse functions. Zbl 1068.26002 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 6 2003 On the increments of partial sum processes with multidimensional indices. Zbl 0511.60027 Steinebach, Josef 6 1983 On some alternative estimates of the adjustment coefficient in risk theory. Zbl 0755.62076 Deheuvels, Paul; Steinebach, Josef 6 1990 Sequential testing of gradual changes in the drift of a stochastic process. Zbl 1213.62129 Steinebach, Josef G.; Timmermann, Hella 6 2011 On probabilities of small deviations for compound renewal processes. Zbl 1154.60071 Frolov, A. N.; Martikainen, A. I.; Steinebach, J. 6 2008 On the \(\varphi\)-asymptotic behaviour of solutions of stochastic differential equations. Zbl 1199.60203 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.; Tymoshenko, O. A. 5 2008 On a necessary condition for the Erdős-Renyi law of large numbers. Zbl 0347.60029 Steinebach, Josef 5 1978 Some remarks on the testing of smooth changes in the linear drift of a stochastic process. Zbl 0980.62076 Steinebach, Josef 5 2000 Convergence rates of large deviation probabilities in the multidimensional case. Zbl 0396.60032 Steinebach, Josef 5 1978 A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors. Zbl 0815.62046 Richter, W.-D.; Steinebach, J. 5 1994 Equivalences in strong limit theorems for renewal counting processes. Zbl 0885.60026 Gut, Allan; Klesov, Oleg; Steinebach, Josef 5 1997 Extreme value asymptotics for multivariate renewal processes. Zbl 0861.60065 Steinebach, Josef; Eastwood, Vera R. 5 1996 On factorization representations for Avakumović-Karamata functions with nondegenerate groups of regular points. Zbl 1062.26002 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 5 2004 On a conjecture of Révész and its analogue for renewal processes. Zbl 0990.60026 Steinebach, J. 5 1998 Sharp rates for increments of renewal processes. Zbl 0679.60043 Deheuvels, Paul; Steinebach, Josef 5 1989 On the best approximation for bootstrapped empirical processes. Zbl 0943.60027 Horváth, Lajos; Steinebach, Josef 4 1999 Invariance principles for renewal processes when only moments of low order exist. Zbl 0666.60034 Steinebach, Josef 4 1988 On a weighted embedding for pontograms. Zbl 0779.60031 Steinebach, Josef; Zhang, Hanqin 4 1993 Convergence rates and precise asymptotics for renewal counting processes and some first passage times. Zbl 1087.60063 Gut, Allan; Steinebach, Josef 4 2004 Applications of permutations to the simulations of critical values. Zbl 1054.62052 Berkes, István; Horváth, Lajos; Huškova, Marie; Steinebach, Josef 4 2004 A two-step sequential procedure for detecting an epidemic change. Zbl 1164.62369 Gut, Allan; Steinebach, Josef 4 2005 On some extensions of Karamata’s theory and their applications. Zbl 1199.26001 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 4 2006 Large deviation probabilities and some related topics. Zbl 0436.60029 Steinebach, Josef 3 1980 Exact convergence rates in Erdős-Rényi type theorems for renewal processes. Zbl 0623.60045 Bacro, Jean-Noël; Deheuvels, Paul; Steinebach, Josef 3 1987 Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model. Zbl 0844.62086 Christ, Ralf; Steinebach, Josef 3 1995 Strong laws for small increments of renewal processes. Zbl 0738.60022 Steinebach, Josef 3 1991 PRV property and the asymptotic behaviour of solutions of stochastic differential equations. Zbl 1142.60362 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 3 2005 Precise asymptotics over a small parameter for a series of large deviation probabilities. Zbl 1152.60018 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 3 2007 On general versions of Erdős-Renyi laws. Zbl 0443.60025 Steinebach, J. 2 1981 On the maximal gain over head runs. Zbl 0913.60028 Frolov, A.; Martikainen, A.; Steinebach, J. 2 1998 Exponential convergence properties of linear estimators under exponential and uniform distribution. Zbl 0369.62035 Steinebach, J. 2 1977 Strong limit theorems for general renewal processes. Zbl 1001.60024 Klesov, Oleg; Rychlik, Zdzisław; Steinebach, Josef 2 2001 On the maximal excursion over increasing runs. Zbl 1069.60032 Frolov, Andrei; Martikainen, Alexander; Steinebach, Josef 2 2001 Strong laws for the maximal gain over increasing runs. Zbl 0967.60026 Frolov, Andrei; Martikainen, Alexander; Steinebach, Josef 2 2000 Some remarks on strong approximations and the Hansen-Russo law of large numbers. Zbl 0594.60037 Steinebach, J. 2 1986 Pseudo-regularly varying functions and generalized renewal processes. (Псевдорегулярні функції та узагальнені процеси відновлення.) Zbl 1318.60004 Buldygin, V. V.; Indlekofer, K.-H.; Klesov, O. I.; Steinebach, J. G. 2 2012 Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes. Zbl 1301.26006 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 2 2013 On the optimality of strong approximation rates for compound renewal processes. Zbl 0641.60093 Steinebach, Josef 2 1988 On a class of estimators for an exponential tail coefficient with applications in risk theory. Zbl 0811.62041 Richter, W.-D.; Steinebach, J.; Taube, S. 2 1993 PRV property of functions and asymptotic behaviour of solutions to stochastic differential equations. Zbl 1123.60044 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 2 2005 Das Gesetz der großen Zahlen von Erdős-Renyi im Wartemodell G/G/1. Zbl 0429.60026 Steinebach, J. 1 1976 On general versions of Erdős-Renyi laws. Zbl 0449.60020 Steinebach, Josef 1 1980 The stochastic Geyser problem for first-passage times. Zbl 0458.60020 Steinebach, Josef 1 1981 Strong laws for \(L_p\)-norms of empirical and related processes. Zbl 0980.60039 Berkes, I.; Horváth, L.; Shao, Qui-Man; Steinebach, J. 1 2000 Between invariance principles and Erdős-Rényi laws. Zbl 0578.60025 Steinebach, J. 1 1984 Strong approximations for renewal processes. Zbl 0601.60030 Csörgö, Miklós; Horváth, Lajos; Steinebach, Josef 1 1986 Almost sure convergence of delayed renewal processes. Zbl 0608.60025 Steinebach, J. 1 1987 On the sample path behavior of the first passage time process of a Brownian motion with drift. Zbl 0699.60018 Deheuvels, Paul; Steinebach, Josef 1 1990 Strong laws of large numbers in an \(F^{\alpha}\)-scheme. Zbl 1378.60059 Doukhan, Paul; Klesov, Oleg I.; Steinebach, Josef G. 1 2015 Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic. Zbl 0664.60037 Deheuvels, Paul; Steinebach, Josef 1 1988 Strong laws for extreme values of sequences of partial sum processes. Zbl 0845.60029 Deheuvels, P.; Steinebach, J. 1 1996 Invariance principles for renewal processes and some applications. Zbl 0861.60045 Alex, M.; Steinebach, J. 1 1994 Limit theorems for maxima of sums and renewal processes. Zbl 1073.60031 Frolov, A.; Martikainen, A.; Steinebach, J. 1 2001 EWMA charts for detecting a change-point in the drift of a stochastic process. Zbl 1146.62361 Gut, Allan; Steinebach, Josef 1 2004 Variance estimation based on invariance principles. Zbl 0863.62073 Steinebach, Josef 1 1995 On the convergence to infinity of positive increasing functions. Zbl 1240.26002 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 1 2010 Equivalent monotone versions of PRV functions. Zbl 1264.26002 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 1 2013 Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme. Zbl 1282.60052 Doukhan, Paul; Klesov, Oleg I.; Pakes, Anthony G.; Steinebach, Josef G. 1 2013 Asymptotics of renewal processes: Some recent developments. Zbl 1164.60326 Buldygin, V. V.; Indlekofer, K.-H.; Klesov, O. I.; Steinebach, J. 1 2008 On the estimation of change parameters based on weak invariance principles. Zbl 1017.62070 Kühn, C.; Steinebach, J. 1 2002 Pseudo-regularly varying functions and generalized renewal processes. Zbl 1422.60003 Buldygin, Valeriĭ V.; Indlekofer, Karl-Heinz; Klesov, Oleg I.; Steinebach, Josef G. 10 2018 Reaction times of monitoring schemes for ARMA time series. Zbl 1388.62246 Aue, Alexander; Dienes, Christopher; Fremdt, Stefan; Steinebach, Josef 6 2015 Strong laws of large numbers in an \(F^{\alpha}\)-scheme. Zbl 1378.60059 Doukhan, Paul; Klesov, Oleg I.; Steinebach, Josef G. 1 2015 Functional data analysis with increasing number of projections. Zbl 1359.62197 Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G. 20 2014 Testing the equality of covariance operators in functional samples. Zbl 1259.62031 Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr 43 2013 Precise asymptotics – a general approach. Zbl 1299.60015 Gut, A.; Steinebach, J. 18 2013 Convergence rates in precise asymptotics. II. Zbl 1289.60038 Gut, Allan; Steinebach, Josef 10 2013 Robust monitoring of CAPM portfolio betas. Zbl 1271.62057 Chochola, Ondřej; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. 8 2013 Delay time in monitoring jump changes in linear models. Zbl 1368.62234 Černíková, Alena; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G. 8 2013 Asymptotic properties of absolutely continuous functions and strong laws of large numbers for renewal processes. Zbl 1301.26006 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 2 2013 Equivalent monotone versions of PRV functions. Zbl 1264.26002 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 1 2013 Limit theorems for record counts and times in the \(F ^{\alpha }\)-scheme. Zbl 1282.60052 Doukhan, Paul; Klesov, Oleg I.; Pakes, Anthony G.; Steinebach, Josef G. 1 2013 Sequentiel testing for the stability of high-frequency portfolio betas. Zbl 1245.91089 Aue, Alexander; Hörmann, Siegfried; Horváth, Lajos; Hušková, Marie; Steinebach, Josef G. 21 2012 Convergence rates in precise asymptotics. Zbl 1247.60037 Gut, Allan; Steinebach, Josef 12 2012 On the reaction time of moving sum detectors. Zbl 1244.62115 Aue, Alexander; Horváth, Lajos; Kühn, Mario; Steinebach, Josef 7 2012 Pseudo-regularly varying functions and generalized renewal processes. (Псевдорегулярні функції та узагальнені процеси відновлення.) Zbl 1318.60004 Buldygin, 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 1213.62129 Steinebach, Josef G.; Timmermann, Hella 6 2011 On the convergence to infinity of positive increasing functions. Zbl 1240.26002 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 1 2010 Truncated sequential change-point detection based on renewal counting processes. II. Zbl 1161.62045 Gut, Allan; Steinebach, Josef 9 2009 On the detection of changes in autoregressive time series. II: Resampling procedures. Zbl 1131.62079 Hušková, Marie; Kirch, Claudia; Prášková, Zuzana; Steinebach, Josef 28 2008 On the performance of the fluctuation test for structural change. Zbl 1274.62513 Horváth, Lajos; Kühn, Mario; Steinebach, Josef 11 2008 Monitoring shifts in mean: asymptotic normality of stopping times. Zbl 1367.62242 Aue, Alexander; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 10 2008 On probabilities of small deviations for compound renewal processes. Zbl 1154.60071 Frolov, A. N.; Martikainen, A. I.; Steinebach, J. 6 2008 On the \(\varphi\)-asymptotic behaviour of solutions of stochastic differential equations. Zbl 1199.60203 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.; Tymoshenko, O. A. 5 2008 Asymptotics of renewal processes: Some recent developments. Zbl 1164.60326 Buldygin, V. V.; Indlekofer, K.-H.; Klesov, O. I.; Steinebach, J. 1 2008 On the detection of changes in autoregressive time series. I: Asymptotics. Zbl 1107.62090 Hušková, Marie; Prášková, Zuzana; Steinebach, Josef 48 2007 On sequential detection of parameter changes in linear regression. Zbl 1117.62079 Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 16 2007 Precise asymptotics over a small parameter for a series of large deviation probabilities. Zbl 1152.60018 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 3 2007 On Vervaat and Vervaat-error-type processes for partial sums and renewals. Zbl 1108.60029 Csáki, Endre; Csörgő, Miklós; Rychlik, Zdzisław; Steinebach, Josef 1 2007 Estimation in random coefficient autoregressive models. Zbl 1112.62084 Aue, Alexander; Horváth, Lajos; Steinebach, Josef 38 2006 On a semiparametric regression model whose errors form a linear process with negatively associated innovations. Zbl 1098.62044 Liang, Han-Ying; Mammitzsch, Volker; Steinebach, Josef 20 2006 Permutation principles for the change analysis of stochastic processes under strong invariance. Zbl 1074.62030 Kirch, Claudia; Steinebach, Josef 15 2006 On some extensions of Karamata’s theory and their applications. Zbl 1199.26001 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 4 2006 On some features of asymptotically quasi-inverse functions and their applications. I. Zbl 1103.26001 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. 8 2005 Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations. Zbl 1093.62043 Liang, Han-Ying; Mammitzsch, Volker; Steinebach, Josef 7 2005 A two-step sequential procedure for detecting an epidemic change. Zbl 1164.62369 Gut, Allan; Steinebach, Josef 4 2005 PRV property and the asymptotic behaviour of solutions of stochastic differential equations. Zbl 1142.60362 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 3 2005 PRV property of functions and asymptotic behaviour of solutions to stochastic differential equations. Zbl 1123.60044 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 2 2005 Monitoring changes in linear models. Zbl 1075.62054 Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef 85 2004 On factorization representations for Avakumović-Karamata functions with nondegenerate groups of regular points. Zbl 1062.26002 Buldygin, 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 1087.60063 Gut, Allan; Steinebach, Josef 4 2004 Applications of permutations to the simulations of critical values. Zbl 1054.62052 Berkes, István; Horváth, Lajos; Huškova, Marie; Steinebach, Josef 4 2004 EWMA charts for detecting a change-point in the drift of a stochastic process. Zbl 1146.62361 Gut, Allan; Steinebach, Josef 1 2004 On asymptotic quasi-inverse functions. Zbl 1068.26002 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 6 2003 Truncated sequential change-point detection based on renewal counting processes. Zbl 1039.62074 Gut, Allan; Steinebach, Josef 16 2002 A note on estimating the change-point of a gradually changing stochastic process. Zbl 1065.62149 Aue, Alexander; Steinebach, Josef 10 2002 Properties of a subclass of Avakumović functions and their generalized inverses. Zbl 1006.60087 Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G. 10 2002 Asymptotic tests for gradual changes. Zbl 0997.62017 Hušková, M.; Steinebach, J. 8 2002 On the estimation of change parameters based on weak invariance principles. Zbl 1017.62070 Kühn, C.; Steinebach, J. 1 2002 Strong limit theorems for general renewal processes. Zbl 1001.60024 Klesov, Oleg; Rychlik, Zdzisław; Steinebach, Josef 2 2001 On the maximal excursion over increasing runs. Zbl 1069.60032 Frolov, Andrei; Martikainen, Alexander; Steinebach, Josef 2 2001 Limit theorems for maxima of sums and renewal processes. Zbl 1073.60031 Frolov, A.; Martikainen, A.; Steinebach, J. 1 2001 Approximations for weighted bootstrap processes with an application. Zbl 0982.60019 Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 16 2000 Testing for changes in the mean or variance of a stochastic process under weak invariance. Zbl 0979.62064 Horváth, Lajos; Steinebach, Josef 15 2000 Limit theorems for a class of tests of gradual changes. Zbl 0998.62010 Hušková, Marie; Steinebach, Josef 10 2000 Some remarks on the testing of smooth changes in the linear drift of a stochastic process. Zbl 0980.62076 Steinebach, Josef 5 2000 Strong laws for the maximal gain over increasing runs. Zbl 0967.60026 Frolov, Andrei; Martikainen, Alexander; Steinebach, Josef 2 2000 Strong laws for \(L_p\)-norms of empirical and related processes. Zbl 0980.60039 Berkes, I.; Horváth, L.; Shao, Qui-Man; Steinebach, J. 1 2000 Testing for changes in multivariate dependent observations with an application to temperature changes. Zbl 0962.62042 Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef 38 1999 On the best approximation for bootstrapped empirical processes. Zbl 0943.60027 Horváth, Lajos; Steinebach, Josef 4 1999 On a conjecture of Révész and its analogue for renewal processes. Zbl 0990.60026 Steinebach, J. 5 1998 On the maximal gain over head runs. Zbl 0913.60028 Frolov, A.; Martikainen, A.; Steinebach, J. 2 1998 Equivalences in strong limit theorems for renewal counting processes. Zbl 0885.60026 Gut, Allan; Klesov, Oleg; Steinebach, Josef 5 1997 On least squares estimates of an exponential tail coefficient. Zbl 0893.62023 Schultze, J.; Steinebach, J. 26 1996 Extreme value asymptotics for multivariate renewal processes. Zbl 0861.60065 Steinebach, Josef; Eastwood, Vera R. 5 1996 Strong laws for extreme values of sequences of partial sum processes. Zbl 0845.60029 Deheuvels, P.; Steinebach, J. 1 1996 On extreme value asymptotics for increments of renewal processes. Zbl 0831.60060 Steinebach, Josef; Eastwood, Vera R. 11 1995 Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model. Zbl 0844.62086 Christ, Ralf; Steinebach, Josef 3 1995 Variance estimation based on invariance principles. Zbl 0863.62073 Steinebach, Josef 1 1995 A geometric approach to finite sample and large deviation properties in two-way ANOVA with spherically distributed error vectors. Zbl 0815.62046 Richter, W.-D.; Steinebach, J. 5 1994 Invariance principles for renewal processes and some applications. Zbl 0861.60045 Alex, M.; Steinebach, J. 1 1994 On a weighted embedding for pontograms. Zbl 0779.60031 Steinebach, Josef; Zhang, Hanqin 4 1993 On a class of estimators for an exponential tail coefficient with applications in risk theory. Zbl 0811.62041 Richter, W.-D.; Steinebach, J.; Taube, S. 2 1993 On the estimation of the adjustment coefficient in risk theory via intermediate order statistics. Zbl 0732.62100 Csörgö, Miklós; Steinebach, Josef 14 1991 Strong laws for small increments of renewal processes. Zbl 0738.60022 Steinebach, Josef 3 1991 On some alternative estimates of the adjustment coefficient in risk theory. Zbl 0755.62076 Deheuvels, Paul; Steinebach, Josef 6 1990 On the sample path behavior of the first passage time process of a Brownian motion with drift. Zbl 0699.60018 Deheuvels, Paul; Steinebach, Josef 1 1990 Sharp rates for increments of renewal processes. Zbl 0679.60043 Deheuvels, Paul; Steinebach, Josef 5 1989 Invariance principles for renewal processes when only moments of low order exist. Zbl 0666.60034 Steinebach, Josef 4 1988 On the optimality of strong approximation rates for compound renewal processes. Zbl 0641.60093 Steinebach, Josef 2 1988 Limit laws for the modulus of continuity of the partial sum process and for the Shepp statistic. Zbl 0664.60037 Deheuvels, Paul; Steinebach, Josef 1 1988 Invariance principles for renewal processes. Zbl 0635.60032 Csörgö, Miklós; Horváth, Lajos; Steinebach, Josef 34 1987 Exact convergence rates in strong approximation laws for large increments of partial sums. Zbl 0608.60024 Deheuvels, Paul; Steinebach, Josef 8 1987 Exact convergence rates in Erdős-Rényi type theorems for renewal processes. Zbl 0623.60045 Bacro, Jean-Noël; Deheuvels, Paul; Steinebach, Josef 3 1987 Almost sure convergence of delayed renewal processes. Zbl 0608.60025 Steinebach, J. 1 1987 Improved Erdős-Rényi and strong approximation laws for increments of renewal processes. Zbl 0601.60029 Steinebach, J. 7 1986 Some remarks on strong approximations and the Hansen-Russo law of large numbers. Zbl 0594.60037 Steinebach, J. 2 1986 Strong approximations for renewal processes. Zbl 0601.60030 Csörgö, Miklós; Horváth, Lajos; Steinebach, Josef 1 1986 Between invariance principles and Erdős-Rényi laws. Zbl 0578.60025 Steinebach, J. 1 1984 On the increments of partial sum processes with multidimensional indices. Zbl 0511.60027 Steinebach, Josef 6 1983 Improved Erdoes-Renyi and strong approximation laws for increments of partial sums. Zbl 0477.60034 Csoergoe, M.; Steinebach, J. 19 1981 On general versions of Erdős-Renyi laws. Zbl 0443.60025 Steinebach, J. 2 1981 The stochastic Geyser problem for first-passage times. Zbl 0458.60020 Steinebach, Josef 1 1981 Large deviation probabilities and some related topics. Zbl 0436.60029 Steinebach, Josef 3 1980 On general versions of Erdős-Renyi laws. Zbl 0449.60020 Steinebach, Josef 1 1980 A strong law of Erdős-Renyi type for cumulative processes in renewal theory. Zbl 0384.60019 Steinebach, Josef 6 1978 On a necessary condition for the Erdős-Renyi law of large numbers. Zbl 0347.60029 Steinebach, Josef 5 1978 Convergence rates of large deviation probabilities in the multidimensional case. Zbl 0396.60032 Steinebach, Josef 5 1978 Exponential convergence properties of linear estimators under exponential and uniform distribution. Zbl 0369.62035 Steinebach, J. 2 1977 Das Gesetz der großen Zahlen von Erdős-Renyi im Wartemodell G/G/1. Zbl 0429.60026 Steinebach, J. 1 1976 ...and 1 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 703 Authors 45 Steinebach, Josef G. 40 Horváth, Lajos 19 Hušková, Marie 18 Kirch, Claudia 15 Aue, Alexander 15 Dette, Holger 14 Kokoszka, Piotr S. 11 Frolov, Andreĭ Nikolaevich 10 Liang, Hanying 10 Prášková, Zuzana 10 Tian, Zheng 9 Gut, Allan 8 Alvarez-Andrade, Sergio 8 Bouzebda, Salim 7 Chen, Zhanshou 7 Choi, Yong-Kab 7 Ciuperca, Gabriela 6 Csörgő, Miklós 6 Deheuvels, Paul 6 Girard, Stéphane 6 Jarušková, Daniela 6 Mojirsheibani, Majid 6 Qi, Peiyan 6 Rice, Gregory 6 Trapani, Lorenzo 6 Wang, Xuejun 6 Zhang, Jinting 5 Berkes, István 5 Brito, Margarida 5 Djurčić, Dragan Ž. 5 Gombay, Edit 5 Klesov, Oleg I. 5 Lee, Sangyeol 5 Matsak, Ivan K. 5 Meintanis, Simos G. 5 Richter, Wolf-Dieter 5 Rozovskiĭ, Leonid Viktorovich 4 Eckley, Idris A. 4 Freitas, Ana Cristina Moreira 4 Gardes, Laurent 4 Gösmann, Josua 4 He, Jianjun 4 Kabluchko, Zakhar A. 4 Kojadinovic, Ivan 4 Li, Fuxiao 4 Messer, Michael 4 Niu, Sili 4 Steland, Ansgar 4 Tadjuidje-Kamgaing, Joseph 4 Tchirina, Anna V. 4 Torgašev, Aleksandar 4 Xie, Junshan 4 Zhang, Hanqin 4 Zhou, Bu 3 Aston, John A. D. 3 Balogoun, Armando Sosthène Kali 3 Borovkov, Aleksandr Alekseevich 3 Brown, Marlo 3 Chen, Jianwei 3 Chochola, Ondřej 3 Csáki, Endre 3 Duan, Xifa 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 Klein, Thierry E. 3 Kong, LingTao 3 Kühn, Mario 3 Kurozumi, Eiji 3 Lagnoux, Agnès 3 Lanzinger, Hartmut 3 Louani, Djamal 3 Moon, Hee-Jin 3 Mukherjee, Amitava 3 Nagakura, Daisuke 3 Nikitin, Yakov Yur’evich 3 Nkiet, Guy Martial 3 Ogouyandjou, Carlos 3 Pavlenkov, V. V. 3 Peng, Liang 3 Petit, Pierre 3 Pouliot, William 3 Ratnasingam, Suthakaran 3 Schneider, Gaby 3 Shao, Qi-Man 3 Smaga, Łukasz 3 Song, Junmo 3 Wang, Dehui 3 Zeileis, Achim 3 Zhang, Xianyang ...and 603 more Authors all top 5 Cited in 152 Serials 44 Journal of Statistical Planning and Inference 41 Statistics & Probability Letters 30 Journal of Multivariate Analysis 24 Communications in Statistics. Theory and Methods 20 Statistics 18 Stochastic Processes and their Applications 17 Sequential Analysis 15 Electronic Journal of Statistics 14 Journal of Time Series Analysis 14 Statistical Papers 10 Journal of Mathematical Analysis and Applications 10 Journal of the Korean Statistical Society 9 Lithuanian Mathematical Journal 9 Metrika 9 The Annals of Statistics 9 Journal of Econometrics 9 Communications in Statistics. Simulation and Computation 9 Journal of Mathematical Sciences (New York) 9 Bernoulli 8 Theory of Probability and its Applications 8 Computational Statistics and Data Analysis 8 Extremes 7 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 7 Probability Theory and Related Fields 7 Test 7 Journal of Nonparametric Statistics 6 Annals of the Institute of Statistical Mathematics 6 Insurance Mathematics & Economics 6 Econometric Reviews 6 Journal of Inequalities and Applications 6 Econometric Theory 5 Acta Mathematica Hungarica 5 Vestnik St. Petersburg University. Mathematics 5 Statistica Sinica 5 Journal of Applied Statistics 4 Scandinavian Journal of Statistics 4 Ukrainian Mathematical Journal 4 Journal of the American Statistical Association 4 Acta Mathematicae Applicatae Sinica. English Series 4 Journal of Statistical Computation and Simulation 4 Mathematical Methods of Statistics 4 Abstract and Applied Analysis 4 The Annals of Applied Statistics 3 Journal of Applied Probability 3 Journal of Computational and Applied Mathematics 3 Kybernetika 3 Journal of Theoretical Probability 3 The Annals of Applied Probability 3 Theory of Probability and Mathematical Statistics 3 Acta Mathematica Sinica. English Series 3 Methodology and Computing in Applied Probability 3 Statistical Methods and Applications 3 Sankhyā. 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Series B 1 Acta Applicandae Mathematicae 1 Revista Matemática Iberoamericana 1 Queueing Systems ...and 52 more Serials all top 5 Cited in 28 Fields 434 Statistics (62-XX) 272 Probability theory and stochastic processes (60-XX) 46 Numerical analysis (65-XX) 30 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Real functions (26-XX) 13 Dynamical systems and ergodic theory (37-XX) 12 Ordinary differential equations (34-XX) 11 Operations research, mathematical programming (90-XX) 8 Operator theory (47-XX) 6 Functional analysis (46-XX) 4 Sequences, series, summability (40-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Computer science (68-XX) 4 Systems theory; control (93-XX) 3 Number theory (11-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Measure and integration (28-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 History and biography (01-XX) 2 Partial differential equations (35-XX) 2 Integral transforms, operational calculus (44-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Astronomy and astrophysics (85-XX) 1 Geophysics (86-XX) Citations by Year