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