2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.ST2023
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…
math.PR2014★ 2 cited
Two-Sample U-Statistic Processes for Long-Range Dependent Data
Herold Dehling, Aeneas Rooch, Martin Wendler
Motivated by some common-change point tests, we investigate the asymptotic distribution of the U-statistic process , $0\leq t\…
math.ST2012
Normal Limits, Nonnormal Limits, and the Bootstrap for Quantiles of Dependent Data
O. Sh. Sharipov, M. Wendler
We will show under very weak conditions on differentiability and dependence that the central limit theorem for quantiles holds and that the block bootstrap is weakly consistent. Un…