2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2023
U-statistics of local sample moments under weak dependence
Herold G. Dehling, Davide Giraudo, Sara K. Schmidt
In this paper, we study the asymptotic distribution of some U-statistics whose entries are functions of empirical moments computed from non-overlapping consecutive blocks of an und…
math.ST2021★ 2 cited
Detecting changes in the trend function of heteroscedastic time series
Sara Kristin Schmidt
We propose a new asymptotic test to assess the stationarity of a time series' mean that is applicable in the presence of both heteroscedasticity and short-range dependence. Our tes…
math.ST2020
An Asymptotic Test for Constancy of the Variance under Short-Range Dependence
Sara Kristin Schmidt, Max Wornowizki, Roland Fried +1
We present a novel approach to test for heteroscedasticity of a non-stationary time series that is based on Gini's mean difference of logarithmic local sample variances. In order t…