93 citations · 294 across the 27 of their papers we have counts for
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math.PR2009★ 93 cited
Asymptotic normality of plug-in level set estimates
David M. Mason, Wolfgang Polonik
We establish the asymptotic normality of the -measure of the symmetric difference between the level set and a plug-in-type estimator of it formed by replacing the density in the…
math.ST2009★ 80 cited
Empirical spectral processes for locally stationary time series
Rainer Dahlhaus, Wolfgang Polonik
A time-varying empirical spectral process indexed by classes of functions is defined for locally stationary time series. We derive weak convergence in a function space, and prove a…