activity
20092020
most citedEstimation of the variance of partial sums of dependent processes

18 citations · 18 across the 5 of their papers we have counts for

collaborators

7 papers

math.PR2020

Convergence of the empirical two-sample -statistics with -mixing data

Herold Dehling, Davide Giraudo, Olimjon Sharipov

We consider the empirical two-sample -statistic with strictly -mixing strictly stationary data and inverstigate its convergence in Skorohod spaces. We then provide an applica…

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…

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.ST2014

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…

math.ST2013

Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics

H. Dehling, O. Sh. Sharipov, M. Wendler

Statistical methods for functional data are of interest for many applications. In this paper, we prove a central limit theorem for random variables taking their values in a Hilbert…

math.ST2012

Normal Limits, Nonnormal Limits, and the Bootstrap for Quantiles of Dependent Data

O. Sh. Sharipov, M. Wendler

We will show under very weak conditions on differentiability and dependence that the central limit theorem for quantiles holds and that the block bootstrap is weakly consistent. Un…

math.ST2009

Bootstrap for the Sample Mean and for U-Statistics of Mixing and Near Epoch Dependent Processes

Olimjon Sh. Sharipov, Martin Wendler

The validity of various bootstrapping methods has been proved for the sample mean of strongly mixing data. But in many applications, there appear nonlinear statistics of processes…