45 citations · 151 across the 23 of their papers we have counts for
31 papers
From Ergodic Theory and Probability to Fractal Geometry and Dynamics: Themes in the Work of Manfred Denker
Suzanne Boyd, Herold Dehling, Martin Schmoll +2
This article surveys the mathematical contributions of Manfred Denker, with a focus on themes that connect ergodic theory, probability theory, dynamical systems, fractal geometry,…
First versus full or first versus last: U-statistic change-point tests under fixed and local alternatives
Herold Dehling, Daniel Vogel, Martin Wendler
The use of U-statistics in the change-point context has received considerable attention in the literature. We compare two approaches of constructing CUSUM-type change-point tests,…
Power of Weighted Test Statistics for Structural Change in Time Series
Herold Dehling, Kata Vuk, Martin Wendler
We investigate the power of some common change-point tests as a function of the location of the change-point. The test statistics are maxima of weighted U-statistics, with the CUSU…
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…
Some remarks on the ergodic theorem for -statistics
Herold G. Dehling, Davide Giraudo, Dalibor Volny
In this note, we investigate the convergence of a -statistic of order two having stationary ergodic data. We will find sufficient conditions for the almost sure and conver…
A Bootstrap Test for Independence of Time Series Based on the Distance Covariance
Annika Betken, Herold Dehling, Marius Kroll
We present a test for independence of two strictly stationary time series based on a bootstrap procedure for the distance covariance. Our test detects any kind of dependence betwee…