8 citations · 12 across the 4 of their papers we have counts for
4 papers
Adaptive Quantile Computation for Brownian Bridge in Change-Point Analysis
Jürgen Franke, Mario Hefter, André Herzwurm +2
As an example for the fast calculation of distributional parameters of Gaussian processes, we propose a new Monte Carlo algorithm for the computation of quantiles of the supremum n…
A residual-based bootstrap for functional autoregressions
Jürgen Franke, Euna Gesare Nyarige
We consider the residual-based or naive bootstrap for functional autoregressions of order 1 and prove that it is asymptotically valid for, e.g., the sample mean and for empirical c…
The autoregression bootstrap for kernel estimates of smooth nonlinear functional time series
Johannes T. N. Krebs, Jürgen E. Franke
Functional times series have become an integral part of both functional data and time series analysis. This paper deals with the functional autoregressive model of order 1 and the…
A Bernstein Inequality For Spatial Lattice Processes
Eduardo Valenzuela-Domínguez, Johannes T. N. Krebs, Jürgen E. Franke
In this article we present a Bernstein inequality for sums of random variables which are defined on a spatial lattice structure. The inequality can be used to derive concentration…