61 citations · 155 across the 24 of their papers we have counts for
4 papers · 1 filter
Stable Limit Theorem for U-Statistic Processes Indexed by a Random Walk
Brice Franke, Francoise Pene, Martin Wendler
Let (S_n)_{n\in\N} be a Z-valued random walk with increments from the domain of attraction of some α-stable law and let (ξ(i))_{i\in\Z} be a sequence of iid random variables. We wa…
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…
Testing for Changes in Kendall's Tau
Herold Dehling, Daniel Vogel, Martin Wendler +1
For a bivariate time series we want to detect whether the correlation between and stays constant for all . We propose a nonparame…
Unraveling Spurious Properties of Interaction Networks with Tailored Random Networks
Stephan Bialonski, Martin Wendler, Klaus Lehnertz
We investigate interaction networks that we derive from multivariate time series with methods frequently employed in diverse scientific fields such as biology, quantitative finance…