5 papers
Convolved subsampling estimation with applications to block bootstrap
Johannes Tewes, Daniel J. Nordman, Dimitris N. Politis
The block bootstrap approximates sampling distributions from dependent data by resampling data blocks. A fundamental problem is establishing its consistency for the distribution of…
Block bootstrap for the empirical process of long-range dependent data
Johannes Tewes
We consider long-range dependent data. It is shown that the bootstrapped empirical process of these data converges to a semi-degenerate limit. The random part of this limit is alwa…
Change-point tests under local alternatives for long-range dependent processes
Johannes Tewes
We consider the change-point problem for the marginal distribution of subordinated Gaussian processes that exhibit long-range dependence. The asymptotic distributions of Kolmogorov…
Bootstrap for U-Statistics: A new approach
Olimjon Sh. Sharipov, Johannes Tewes, Martin Wendler
Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample an…
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…