2 papers
stat.ME2020
Volterra bootstrap: Resampling higher-order statistics for strictly stationary univariate time series
Natalia Sirotko-Sibirskaya, Matthias O. Franz, Thorsten Dickhaus
We are concerned with nonparametric hypothesis testing of time series functionals. It is known that the popular autoregressive sieve bootstrap is, in general, not valid for statist…
cs.CG2018
Deep Learning Parametrization for B-Spline Curve Approximation
Pascal Laube, Matthias O. Franz, Georg Umlauf
In this paper we present a method using deep learning to compute parametrizations for B-spline curve approximation. Existing methods consider the computation of parametric values a…