52 citations · 79 across the 3 of their papers we have counts for
3 papers
math.PR2015★ 9 cited
Weak convergence of the empirical process and the rescaled empirical distribution function in the Skorokhod product space
Dietmar Ferger, Daniel Vogel
We prove the asymptotic independence of the empirical process and the rescaled empirical distribution function ,…
stat.ME2015★ 52 cited
Elliptical graphical modelling
Daniel Vogel, Roland Fried
We propose elliptical graphical models based on conditional uncorrelatedness as a general- ization of Gaussian graphical models by letting the population distribution be elliptical…
math.ST2015★ 18 cited
Estimation of the variance of partial sums of dependent processes
Herold Dehling, Roland Fried, Olimjon Sh. Sharipov +2
We study subsampling estimators for the limit variance \[ σ^2=Var(X_1)+2 \sum_{k=2}^\infty Cov(X_1,X_k) \] of partial sums of a stationary stochastic process . We…