18 citations · 18 across the 1 of their papers we have counts for
2 papers
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…