61 citations · 155 across the 24 of their papers we have counts for
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math.ST2019
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…
math.ST2019
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…