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math.ST2015
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…
math.ST2015
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…