Ansgar Steland
Doctor
Mathematics
Aachen University of Technology
Germany
Biography
Dr. Ansgar Steland is currently working as a Professor in the Department of mathematics, Aachen University of Technology , germany. His research interests includes Change-Point Analysis and Sequential Analysis Applied Mathematical Finance and Statistics in Finance Mathematical Econometrics Nonparametrics and Empirical Processes Time Series Analysis Stochastics and its Applications in Photovoltaics Statistics for Stochastic Processes Selected Applications in Engineering and Computer Science Statistical Computing.. He is serving as an editorial member and reviewer of several international reputed journals. Dr. Ansgar Steland is the member of many international affiliations. He has successfully completed his Administrative responsibilities. He has authored of many research articles/books related to Change-Point Analysis and Sequential Analysis Applied Mathematical Finance and Statistics in Finance Mathematical Econometrics Nonparametrics and Empirical Processes Time Series Analysis Stochastics and its Applications in Photovoltaics Statistics for Stochastic Processes Selected Applications in Engineering and Computer Science Statistical Computing.
Research Interest
Change-Point Analysis and Sequential Analysis Applied Mathematical Finance and Statistics in Finance Mathematical Econometrics Nonparametrics and Empirical Processes Time Series Analysis Stochastics and its Applications in Photovoltaics Statistics for Stochastic Processes Selected Applications in Engineering and Computer Science Statistical Computing.
Publications
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Steland, A. (2005). On detection of unit roots generalizing the classic Dickey-Fuller approach (peer-reviewed). 5th St. Petersburg Workshop on Simulation, St. Petersburg, Russia: St. Petersburg State University
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Steland, A. (2001). Measuring credit risk: Can we benefit from sequential nonparametric control? (Selected Papers, peer-reviewed). Proceedings of the 2001 Symposium on Operations Research, Duisburg, Germany: University of Duisburg.
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Steland, A. (2001). On nonparametric sequential control for time series under mixing conditions with applications in finance and econometrics (peer-reviewed). 4th St. Petersburg Workshop on Simulation, St. Petersburg, Russia: St. Petersburg State University.
