3 papers
math.DS2026
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,…
stat.ME2026
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,…
math.ST2026
Test for independence of long-range dependent time series using distance covariance
Annika Betken, Herold Dehling
We apply the concept of distance covariance for testing independence of two long-range dependent time series. As test statistic we propose a linear combination of empirical distanc…