1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.ST2024
Functional Sieve Bootstrap for the Partial Sum Process with Application to Change-Point Detection
Efstathios Paparoditis, Lea Wegner, Martin Wendler
This paper applies the functional sieve bootstrap (FSB) to estimate the distribution of the partial sum process for time series stemming from a weakly stationary functional process…
math.ST2022★ 1 cited
Robust Change-Point Detection for Functional Time Series Based on -Statistics and Dependent Wild Bootstrap
Lea Wegner, Martin Wendler
The aim of this paper is to develop a change-point test for functional time series that uses the full functional information and is less sensitive to outliers compared to the class…
stat.ME2021
Block Length Choice for the Bootstrap of Dependent Panel Data -- a Comment on Choi and Shin (2020)
Lea Wegner, Martin Wendler
Choi and Shin (2020) have constructed a bootstrap-based test for change-points in panels with temporal and and/or cross-sectional dependence. They have compared their test to sever…