52 citations · 279 across the 14 of their papers we have counts for
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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…
math.ST2015★ 14 cited
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…