61 citations · 155 across the 24 of their papers we have counts for
5 papers · 1 filter
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…