| Basiswissen Statistik A Steland Springer-Verlag Berlin Heidelberg, 2007 | 107 | 2007 |
| Segmentation of photovoltaic module cells in uncalibrated electroluminescence images S Deitsch, C Buerhop-Lutz, E Sovetkin, A Steland, A Maier, F Gallwitz, ... Machine Vision and Applications 32 (4), 84, 2021 | 89 | 2021 |
| Is there a role for statistics in artificial intelligence? S Friedrich, G Antes, S Behr, H Binder, W Brannath, F Dumpert, K Ickstadt, ... Advances in Data Analysis and Classification 16 (4), 823-846, 2022 | 56 | 2022 |
| Nonparametric sequential change-point detection by a vertically trimmed box method E Rafajłowicz, M Pawlak, A Steland IEEE Transactions on Information Theory 56 (7), 3621-3634, 2010 | 42 | 2010 |
| On detecting jumps in time series: nonparametric setting M Pawlak, E Rafajłowicz, A Steland Journal of Nonparametric Statistics 16 (3-4), 329-347, 2004 | 38 | 2004 |
| Mathematische Grundlagen der empirischen Forschung A Steland Springer-Verlag, 2013 | 28 | 2013 |
| Monitoring procedures to detect unit roots and stationarity A Steland Econometric Theory 23 (6), 1108-1135, 2007 | 27 | 2007 |
| Automatic processing and solar cell detection in photovoltaic electroluminescence images E Sovetkin, A Steland Integrated Computer-Aided Engineering 26 (2), 123-137, 2019 | 25 | 2019 |
| Financial statistics and mathematical finance: methods, models and applications A Steland John Wiley & Sons, 2012 | 24 | 2012 |
| Nonparametric monitoring of financial time series by jump-preserving control charts A Steland Statistical Papers 43, 401-422, 2002 | 24 | 2002 |
| Optimal sequential kernel detection for dependent processes A Steland Journal of Statistical Planning and Inference 132 (1-2), 131-147, 2005 | 23 | 2005 |
| Testing and estimating change-points in the covariance matrix of a high-dimensional time series A Steland Journal of Multivariate Analysis 177, 104582, 2020 | 22 | 2020 |
| New approaches to nonparametric density estimation and selection of smoothing parameters N Golyandina, A Pepelyshev, A Steland Computational Statistics & Data Analysis 56 (7), 2206-2218, 2012 | 21 | 2012 |
| Sequential control of time series by functionals of kernal-weighted empirical processes under local alternatives A Steland Metrika 60 (3), 229-249, 2004 | 21 | 2004 |
| Evaluation of photovoltaic modules based on sampling inspection using smoothed empirical quantiles A Steland, W Herrmann Progress in Photovoltaics: Research and Applications 18 (1), 1-9, 2010 | 20 | 2010 |
| Sequential control of non-stationary processes by nonparametric kernel control charts W Schmid, A Steland AStA Advances in Statistical Analysis 3 (84), 315-336, 2000 | 20 | 2000 |
| Large-sample approximations for variance-covariance matrices of high-dimensional time series A Steland, R Von Sachs | 18 | 2017 |
| Weighted Dickey–Fuller processes for detecting stationarity A Steland Journal of Statistical Planning and Inference 137 (12), 4011-4030, 2007 | 18 | 2007 |
| Estimation of the quantile function using Bernstein–Durrmeyer polynomials A Pepelyshev, E Rafajłowicz, A Steland Journal of Nonparametric Statistics 26 (1), 1-20, 2014 | 17 | 2014 |
| Nonparametric sequential signal change detection under dependent noise M Pawlak, A Steland IEEE transactions on information theory 59 (6), 3514-3531, 2013 | 16 | 2013 |
