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Steinebach, Josef G.

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Author ID: steinebach.josef-g Recent zbMATH articles by "Steinebach, Josef G."
Published as: Steinebach, Josef; Steinebach, J.; Steinebach, J. G.; Steinebach, Josef G.; Steinebach, Joseph G.
Homepage: http://www.mi.uni-koeln.de/~jost/jost.html
External Links: MGP
Documents Indexed: 144 Publications since 1975, including 4 Books
Reviewing Activity: 275 Reviews
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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

Publications by Year

Citations contained in zbMATH Open

98 Publications have been cited 737 times in 497 Documents Cited by Year
Monitoring changes in linear models. Zbl 1075.62054
Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef
62
2004
On the detection of changes in autoregressive time series. I: Asymptotics. Zbl 1107.62090
Hušková, Marie; Prášková, Zuzana; Steinebach, Josef
41
2007
Testing for changes in multivariate dependent observations with an application to temperature changes. Zbl 0962.62042
Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
32
1999
Invariance principles for renewal processes. Zbl 0635.60032
Csörgö, Miklós; Horváth, Lajos; Steinebach, Josef
31
1987
Testing the equality of covariance operators in functional samples. Zbl 1259.62031
Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr
26
2013
On the detection of changes in autoregressive time series. II: Resampling procedures. Zbl 1131.62079
Hušková, Marie; Kirch, Claudia; Prášková, Zuzana; Steinebach, Josef
25
2008
Estimation in random coefficient autoregressive models. Zbl 1112.62084
Aue, Alexander; Horváth, Lajos; Steinebach, Josef
24
2006
On least squares estimates of an exponential tail coefficient. Zbl 0893.62023
Schultze, J.; Steinebach, J.
23
1996
A theorem about probabilities of large deviations with an application to queuing theory. Zbl 0281.60021
Plachky, D.; Steinebach, J.
22
1975
Improved Erdoes-Renyi and strong approximation laws for increments of partial sums. Zbl 0477.60034
Csoergoe, M.; Steinebach, J.
18
1981
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
18
2006
Approximations for weighted bootstrap processes with an application. Zbl 0982.60019
Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
15
2000
Sequentiel testing for the stability of high-frequency portfolio betas. Zbl 1245.91089
Aue, Alexander; Hörman, Siegfried; Horváth, Lajos; Hušková, Marie; Steinebach, Josef G.
15
2012
Functional data analysis with increasing number of projections. Zbl 1359.62197
Fremdt, Stefan; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef G.
15
2014
On the estimation of the adjustment coefficient in risk theory via intermediate order statistics. Zbl 0732.62100
Csörgö, Miklós; Steinebach, Josef
14
1991
Testing for changes in the mean or variance of a stochastic process under weak invariance. Zbl 0979.62064
Horváth, Lajos; Steinebach, Josef
14
2000
Truncated sequential change-point detection based on renewal counting processes. Zbl 1039.62074
Gut, Allan; Steinebach, Josef
12
2002
On sequential detection of parameter changes in linear regression. Zbl 1117.62079
Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
12
2007
Precise asymptotics – a general approach. Zbl 1299.60015
Gut, A.; Steinebach, J.
12
2013
Permutation principles for the change analysis of stochastic processes under strong invariance. Zbl 1074.62030
Kirch, Claudia; Steinebach, Josef
10
2006
On extreme value asymptotics for increments of renewal processes. Zbl 0831.60060
Steinebach, Josef; Eastwood, Vera R.
10
1995
Convergence rates in precise asymptotics. Zbl 1247.60037
Gut, Allan; Steinebach, Josef
10
2012
Monitoring shifts in mean: asymptotic normality of stopping times. Zbl 1367.62242
Aue, Alexander; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
9
2008
Properties of a subclass of Avakumović functions and their generalized inverses. Zbl 1006.60087
Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.
9
2002
On the performance of the fluctuation test for structural change. Zbl 1274.62513
Horváth, Lajos; Kühn, Mario; Steinebach, Josef
9
2008
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
Limit theorems for a class of tests of gradual changes. Zbl 0998.62010
Hušková, Marie; Steinebach, Josef
8
2000
Exact convergence rates in strong approximation laws for large increments of partial sums. Zbl 0608.60024
Deheuvels, Paul; Steinebach, Josef
8
1987
A note on estimating the change-point of a gradually changing stochastic process. Zbl 1065.62149
Aue, Alexander; Steinebach, Josef
7
2002
Improved Erdős-Rényi and strong approximation laws for increments of renewal processes. Zbl 0601.60029
Steinebach, J.
7
1986
Truncated sequential change-point detection based on renewal counting processes. II. Zbl 1161.62045
Gut, Allan; Steinebach, Josef
7
2009
On some alternative estimates of the adjustment coefficient in risk theory. Zbl 0755.62076
Deheuvels, Paul; Steinebach, Josef
6
1990
On the increments of partial sum processes with multidimensional indices. Zbl 0511.60027
Steinebach, Josef
6
1983
A strong law of Erdős-Renyi type for cumulative processes in renewal theory. Zbl 0384.60019
Steinebach, Josef
6
1978
Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations. Zbl 1093.62043
Liang, Han-Ying; Mammitzsch, Volker; Steinebach, Josef
6
2005
Convergence rates in precise asymptotics. II. Zbl 1289.60038
Gut, Allan; Steinebach, Josef
6
2013
Asymptotic tests for gradual changes. Zbl 0997.62017
Hušková, M.; Steinebach, J.
6
2002
Robust monitoring of CAPM portfolio betas. Zbl 1271.62057
Chochola, Ondřej; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G.
6
2013
Pseudo-regularly varying functions and generalized renewal processes. Zbl 1422.60003
Buldygin, Valeriĭ V.; Indlekofer, Karl-Heinz; Klesov, Oleg I.; Steinebach, Josef G.
6
2018
On asymptotic quasi-inverse functions. Zbl 1068.26002
Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.
6
2003
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
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
Reaction times of monitoring schemes for ARMA time series. Zbl 1388.62246
Aue, Alexander; Dienes, Christopher; Fremdt, Stefan; Steinebach, Josef
5
2015
Sharp rates for increments of renewal processes. Zbl 0679.60043
Deheuvels, Paul; Steinebach, Josef
5
1989
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
On the reaction time of moving sum detectors. Zbl 1244.62115
Aue, Alexander; Horváth, Lajos; Kühn, Mario; Steinebach, Josef
5
2012
Delay time in monitoring jump changes in linear models. Zbl 1368.62234
Černíková, Alena; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G.
5
2013
On probabilities of small deviations for compound renewal processes. Zbl 1154.60071
Frolov, A. N.; Martikainen, A. I.; Steinebach, J.
5
2008
Equivalences in strong limit theorems for renewal counting processes. Zbl 0885.60026
Gut, Allan; Klesov, Oleg; Steinebach, Josef
5
1997
On a weighted embedding for pontograms. Zbl 0779.60031
Steinebach, Josef; Zhang, Hanqin
4
1993
Extreme value asymptotics for multivariate renewal processes. Zbl 0861.60065
Steinebach, Josef; Eastwood, Vera R.
4
1996
Invariance principles for renewal processes when only moments of low order exist. Zbl 0666.60034
Steinebach, Josef
4
1988
On the best approximation for bootstrapped empirical processes. Zbl 0943.60027
Horváth, Lajos; Steinebach, Josef
4
1999
Applications of permutations to the simulations of critical values. Zbl 1054.62052
Berkes, István; Horváth, Lajos; Huškova, Marie; Steinebach, Josef
4
2004
On some extensions of Karamata’s theory and their applications. Zbl 1199.26001
Buldygin, 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 1087.60063
Gut, Allan; Steinebach, Josef
4
2004
Large deviation probabilities and some related topics. Zbl 0436.60029
Steinebach, Josef
3
1980
Strong laws for small increments of renewal processes. Zbl 0738.60022
Steinebach, Josef
3
1991
Exact convergence rates in Erdős-Rényi type theorems for renewal processes. Zbl 0623.60045
Bacro, Jean-Noël; Deheuvels, Paul; Steinebach, Josef
3
1987
Some remarks on the testing of smooth changes in the linear drift of a stochastic process. Zbl 0980.62076
Steinebach, Josef
3
2000
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.
3
2008
Sequential testing of gradual changes in the drift of a stochastic process. Zbl 1213.62129
Steinebach, Josef G.; Timmermann, Hella
3
2011
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
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
Exponential convergence properties of linear estimators under exponential and uniform distribution. Zbl 0369.62035
Steinebach, J.
2
1977
Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model. Zbl 0844.62086
Christ, Ralf; Steinebach, Josef
2
1995
On the optimality of strong approximation rates for compound renewal processes. Zbl 0641.60093
Steinebach, Josef
2
1988
Strong limit theorems for general renewal processes. Zbl 1001.60024
Klesov, Oleg; Rychlik, Zdzisław; Steinebach, Josef
2
2001
Strong laws for the maximal gain over increasing runs. Zbl 0967.60026
Frolov, Andrei; Martikainen, Alexander; Steinebach, Josef
2
2000
On the maximal excursion over increasing runs. Zbl 1069.60032
Frolov, Andrei; Martikainen, Alexander; Steinebach, Josef
2
2001
On general versions of Erdős-Renyi laws. Zbl 0443.60025
Steinebach, J.
2
1981
Some remarks on strong approximations and the Hansen-Russo law of large numbers. Zbl 0594.60037
Steinebach, J.
2
1986
A two-step sequential procedure for detecting an epidemic change. Zbl 1164.62369
Gut, Allan; Steinebach, Josef
2
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.
2
2007
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
Limit theorems for maxima of sums and renewal processes. Zbl 1073.60031
Frolov, A.; Martikainen, A.; Steinebach, J.
1
2001
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 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
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.
1
2005
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
EWMA charts for detecting a change-point in the drift of a stochastic process. Zbl 1146.62361
Gut, Allan; Steinebach, Josef
1
2004
Das Gesetz der großen Zahlen von Erdős-Renyi im Wartemodell G/G/1. Zbl 0429.60026
Steinebach, J.
1
1976
Variance estimation based on invariance principles. Zbl 0863.62073
Steinebach, Josef
1
1995
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
On the maximal gain over head runs. Zbl 0913.60028
Frolov, A.; Martikainen, A.; Steinebach, J.
1
1998
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 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 Vervaat and Vervaat-error-type processes for partial sums and renewals. Zbl 1108.60029
Csáki, Endre; Csörgő, Miklós; Rychlik, Zdzisław; Steinebach, Josef
1
2007
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 convergence to infinity of positive increasing functions. Zbl 1240.26002
Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.
1
2010
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
Pseudo-regularly varying functions and generalized renewal processes. Zbl 1422.60003
Buldygin, Valeriĭ V.; Indlekofer, Karl-Heinz; Klesov, Oleg I.; Steinebach, Josef G.
6
2018
Reaction times of monitoring schemes for ARMA time series. Zbl 1388.62246
Aue, Alexander; Dienes, Christopher; Fremdt, Stefan; Steinebach, Josef
5
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.
15
2014
Testing the equality of covariance operators in functional samples. Zbl 1259.62031
Fremdt, Stefan; Steinebach, Josef G.; Horváth, Lajos; Kokoszka, Piotr
26
2013
Precise asymptotics – a general approach. Zbl 1299.60015
Gut, A.; Steinebach, J.
12
2013
Convergence rates in precise asymptotics. II. Zbl 1289.60038
Gut, Allan; Steinebach, Josef
6
2013
Robust monitoring of CAPM portfolio betas. Zbl 1271.62057
Chochola, Ondřej; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G.
6
2013
Delay time in monitoring jump changes in linear models. Zbl 1368.62234
Černíková, 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 1301.26006
Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.
2
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; Hörman, Siegfried; Horváth, Lajos; Hušková, Marie; Steinebach, Josef G.
15
2012
Convergence rates in precise asymptotics. Zbl 1247.60037
Gut, Allan; Steinebach, Josef
10
2012
On the reaction time of moving sum detectors. Zbl 1244.62115
Aue, Alexander; Horváth, Lajos; Kühn, Mario; Steinebach, Josef
5
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
3
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
7
2009
On the detection of changes in autoregressive time series. II: Resampling procedures. Zbl 1131.62079
Hušková, Marie; Kirch, Claudia; Prášková, Zuzana; Steinebach, Josef
25
2008
Monitoring shifts in mean: asymptotic normality of stopping times. Zbl 1367.62242
Aue, Alexander; Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
9
2008
On the performance of the fluctuation test for structural change. Zbl 1274.62513
Horváth, Lajos; Kühn, Mario; Steinebach, Josef
9
2008
On probabilities of small deviations for compound renewal processes. Zbl 1154.60071
Frolov, A. N.; Martikainen, A. I.; Steinebach, J.
5
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.
3
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
41
2007
On sequential detection of parameter changes in linear regression. Zbl 1117.62079
Horváth, Lajos; Kokoszka, Piotr; Steinebach, Josef
12
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.
2
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
24
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
18
2006
Permutation principles for the change analysis of stochastic processes under strong invariance. Zbl 1074.62030
Kirch, Claudia; Steinebach, Josef
10
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
6
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
A two-step sequential procedure for detecting an epidemic change. Zbl 1164.62369
Gut, Allan; Steinebach, Josef
2
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.
1
2005
Monitoring changes in linear models. Zbl 1075.62054
Horváth, Lajos; Hušková, Marie; Kokoszka, Piotr; Steinebach, Josef
62
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
Applications of permutations to the simulations of critical values. Zbl 1054.62052
Berkes, István; Horváth, Lajos; Huškova, Marie; Steinebach, Josef
4
2004
Convergence rates and precise asymptotics for renewal counting processes and some first passage times. Zbl 1087.60063
Gut, Allan; 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
12
2002
Properties of a subclass of Avakumović functions and their generalized inverses. Zbl 1006.60087
Buldygin, V. V.; Klesov, O. I.; Steinebach, J. G.
9
2002
A note on estimating the change-point of a gradually changing stochastic process. Zbl 1065.62149
Aue, Alexander; Steinebach, Josef
7
2002
Asymptotic tests for gradual changes. Zbl 0997.62017
Hušková, M.; Steinebach, J.
6
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
15
2000
Testing for changes in the mean or variance of a stochastic process under weak invariance. Zbl 0979.62064
Horváth, Lajos; Steinebach, Josef
14
2000
Limit theorems for a class of tests of gradual changes. Zbl 0998.62010
Hušková, Marie; Steinebach, Josef
8
2000
Some remarks on the testing of smooth changes in the linear drift of a stochastic process. Zbl 0980.62076
Steinebach, Josef
3
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
32
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.
1
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.
23
1996
Extreme value asymptotics for multivariate renewal processes. Zbl 0861.60065
Steinebach, Josef; Eastwood, Vera R.
4
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.
10
1995
Estimating the adjustment coefficient in an ARMA\((p,q)\) risk model. Zbl 0844.62086
Christ, Ralf; Steinebach, Josef
2
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
31
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
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.
18
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
A theorem about probabilities of large deviations with an application to queuing theory. Zbl 0281.60021
Plachky, D.; Steinebach, J.
22
1975
all top 5

Cited by 554 Authors

44 Steinebach, Josef G.
36 Horváth, Lajos
18 Hušková, Marie
15 Kirch, Claudia
14 Aue, Alexander
12 Kokoszka, Piotr S.
9 Gut, Allan
9 Liang, Hanying
9 Tian, Zheng
8 Dette, Holger
8 Prášková, Zuzana
7 Alvarez-Andrade, Sergio
7 Bouzebda, Salim
7 Choi, Yong-Kab
6 Chen, Zhanshou
6 Ciuperca, Gabriela
6 Csörgő, Miklós
6 Deheuvels, Paul
6 Jarušková, Daniela
5 Berkes, István
5 Brito, Margarida
5 Djurčić, Dragan Ž.
5 Frolov, Andrei N.
5 Girard, Stéphane
5 Gombay, Edit
5 Klesov, Oleg I.
5 Matsak, Ivan K.
5 Meintanis, Simos G.
5 Mojirsheibani, Majid
5 Qi, Peiyan
5 Rice, Gregory
5 Richter, Wolf-Dieter
5 Zhang, Jinting
4 Freitas, Ana Cristina Moreira
4 Gardes, Laurent
4 He, Jianjun
4 Kabluchko, Zakhar A.
4 Niu, Sili
4 Steland, Ansgar
4 Tadjuidje-Kamgaing, Joseph
4 Torgašev, Aleksandar
4 Wang, Xuejun
4 Xie, Junshan
4 Zhang, Hanqin
4 Zhou, Bu
3 Aston, John A. D.
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 Hu, Shuhe
3 Iksanov, Aleksander M.
3 Jirak, Moritz
3 Keller, Gerhard
3 Kojadinovic, Ivan
3 Kong, LingTao
3 Kühn, Mario
3 Lanzinger, Hartmut
3 Lee, Sangyeol
3 Li, Fuxiao
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 Song, Junmo
3 Tchirina, Anna V.
3 Trapani, Lorenzo
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 Chen, Jianwei
2 Comman, Henri
2 Cossette, Hélène
2 Dai, Hongshuai
2 de Uña-Álvarez, Jacobo
2 Döring, Maik
2 Duan, Xifa
2 Dvořák, Marek
2 Eckley, Idris A.
2 Fink, Thorsten
...and 454 more Authors
all top 5

Cited in 131 Serials

41 Journal of Statistical Planning and Inference
40 Statistics & Probability Letters
25 Journal of Multivariate Analysis
20 Statistics
20 Communications in Statistics. Theory and Methods
17 Stochastic Processes and their Applications
13 Sequential Analysis
11 Electronic Journal of Statistics
10 Journal of Time Series Analysis
10 Statistical Papers
9 Journal of Mathematical Analysis and Applications
9 Journal of Econometrics
9 Journal of the Korean Statistical Society
8 Lithuanian Mathematical Journal
8 Metrika
8 Bernoulli
7 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
7 Computational Statistics and Data Analysis
7 Test
7 Journal of Mathematical Sciences (New York)
7 Journal of Nonparametric Statistics
7 Extremes
6 The Annals of Statistics
6 Insurance Mathematics & Economics
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
4 The Annals of Applied Statistics
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
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
1 Computers & Mathematics with Applications
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 Nonlinearity
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 Publications de l’Institut Mathématique. Nouvelle Série
1 Siberian Mathematical Journal
1 Statistica Neerlandica
1 Transactions of the American Mathematical Society
1 Moscow University Computational Mathematics and Cybernetics
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 Statistica Sinica
...and 31 more Serials

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