61 citations · 155 across the 24 of their papers we have counts for
35 papers
Resampling simplicial depth
Carsten Jentsch, Stanislav Nagy, Martin Wendler
The simplicial depth (SD) is a commonly used indicator of the centrality of points with respect to distributions on . Asymptotic theory for the…
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,…
Fully Functional Weighted Testing for Abrupt and Gradual Location Changes in Functional Time Series
Claudia Kirch, Hedvika Ranošová, Martin Wendler
Change point tests for abrupt changes in the mean of functional data, i.e., random elements in infinite-dimensional Hilbert spaces, are either based on dimension reduction techniqu…
Functional Sieve Bootstrap for the Partial Sum Process with Application to Change-Point Detection
Efstathios Paparoditis, Lea Wegner, Martin Wendler
This paper applies the functional sieve bootstrap (FSB) to estimate the distribution of the partial sum process for time series stemming from a weakly stationary functional process…
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…
Robust Change-Point Detection for Functional Time Series Based on -Statistics and Dependent Wild Bootstrap
Lea Wegner, Martin Wendler
The aim of this paper is to develop a change-point test for functional time series that uses the full functional information and is less sensitive to outliers compared to the class…
Block Length Choice for the Bootstrap of Dependent Panel Data -- a Comment on Choi and Shin (2020)
Lea Wegner, Martin Wendler
Choi and Shin (2020) have constructed a bootstrap-based test for change-points in panels with temporal and and/or cross-sectional dependence. They have compared their test to sever…
Rank-based change-point analysis for long-range dependent time series
Annika Betken, Martin Wendler
We consider change-point tests based on rank statistics to test for structural changes in long-range dependent observations. Under the hypothesis of stationary time series and unde…
Change-point detection based on weighted two-sample U-statistics
Herold Dehling, Kata Vuk, Martin Wendler
We investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some mild mixing conditio…
Convergence of U-Processes in Hölder Spaces with Application to Robust Detection of a Changed Segment
Alfredas Račkauskas, Martin Wendler
To detect a changed segment (so called epidemic changes) in a time series, variants of the CUSUM statistic are frequently used. However, they are sensitive to outliers in the data…
Bootstrapping Covariance Operators of Functional Time Series
Olimjon Sh. Sharipov, Martin Wendler
For testing hypothesis on the covariance operator of functional time series, we suggest to use the full functional information and to avoid dimension reduction techniques. The limi…
Nuisance Parameters Free Changepoint Detection in Non-stationary Series
Michal Pešta, Martin Wendler
Detecting abrupt changes in the mean of a time series, so-called changepoints, is important for many applications. However, many procedures rely on the estimation of nuisance param…
Empirical processes for recurrent and transient random walks in random scenery
Nadine Guillotin-Plantard, Francoise Pene, Martin Wendler
In this paper, we are interested in the asymptotic behaviour of the sequence of processes with \begin{equation*} W_n(s,t):=\sum_{k=1}^{\lfloor nt\rfloor}…
Tests for scale changes based on pairwise differences
Carina Gerstenberger, Daniel Vogel, Martin Wendler
In many applications it is important to know whether the amount of fluctuation in a series of observations changes over time. In this article, we investigate different tests for de…
Change-Point Detection and Bootstrap for Hilbert Space Valued Random Fields
Béatrice Bucchia, Martin Wendler
The problem of testing for the presence of epidemic changes in random fields is investigated. In order to be able to deal with general changes in the marginal distribution, a Cramé…
Subsampling for General Statistics under Long Range Dependence with application to change point analysis
Annika Betken, Martin Wendler
In the statistical inference for long range dependent time series the shape of the limit distribution typically depends on unknown parameters. Therefore, we propose to use subsampl…
A Robust Method for Shift Detection in Time Series
Herold Dehling, Roland Fried, Martin Wendler
We present a robust test for change-points in time series which is based on the two-sample Hodges-Lehmann estimator. We develop new limit theory for a class of statistics based on…
Bootstrap for U-Statistics: A new approach
Olimjon Sh. Sharipov, Johannes Tewes, Martin Wendler
Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample an…
Studentized U-quantile processes under dependence with applications to change-point analysis
Daniel Vogel, Martin Wendler
Many popular robust estimators are -quantiles, most notably the Hodges-Lehmann location estimator and the scale estimator. We prove a functional central limit theorem for…
Sequential block bootstrap in a Hilbert space with application to change point analysis
Olimjon Sharipov, Johannes Tewes, Martin Wendler
A new test for structural changes in functional data is investigated. It is based on Hilbert space theory and critical values are deduced from bootstrap iterations. Thus a new func…
Multivariate Generalized Linear-statistics of short range dependent data
Svenja Fischer, Roland Fried, Martin Wendler
Generalized linear (GL-) statistics are defined as functionals of an U-quantile process and unify different classes of statistics such as U-statistics and L-statistics. We derive a…
The Sequential Empirical Process of a Random Walk in Random Scenery
Martin Wendler
A random walk in random scenery is given by for a random walk and iid random variables . In…
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\…
Convergence of U-statistics indexed by a random walk to stochastic integrals of a Levy sheet
Brice Franke, Francoise Pene, Martin Wendler
We establish limit theorems for U-statistics indexed by a random walk on Z^d and we express the limit in terms of some Levy sheet Z(s,t). Under some hypotheses, we prove that the l…