Martin Wendler

Available identifiers

zbMath Open wendler.martinWikidataQ102391490 ScholiaQ102391490MaRDI QIDQ254934

List of research outcomes

Publication	Date of Publication	Type
Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap	2024-11-18	Paper
Rank-based change-point analysis for long-range dependent time series	2022-09-28	Paper
Change-point detection based on weighted two-sample U-statistics	2022-05-11	Paper
Bootstrapping covariance operators of functional time series	2021-05-03	Paper
Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment	2020-11-02	Paper
A robust method for shift detection in time series	2020-10-21	Paper
Tests for Scale Changes Based on Pairwise Differences	2020-09-15	Paper
Nuisance-parameter-free changepoint detection in non-stationary series	2020-08-27	Paper
Central limit theorems for nearly long range dependent subordinated linear processes	2020-07-22	Paper
Empirical processes for recurrent and transient random walks in random scenery	2020-05-18	Paper
Rank-based change-point analysis for long-range dependent time series	2020-04-14	Paper
Change-point detection based on weighted two-sample U-statistics	2020-03-27	Paper
Subsampling for General Statistics under Long Range Dependence with application to change point analysis	2018-07-06	Paper
TESTING FOR CHANGES IN KENDALL’S TAU	2017-10-25	Paper
Studentized \(U\)-quantile processes under dependence with applications to change-point analysis	2017-09-21	Paper
Two-sample U-statistic processes for long-range dependent data	2017-07-14	Paper
Change-Point Detection Under Dependence Based on Two-Sample U-Statistics	2017-07-05	Paper
Change-point detection and bootstrap for Hilbert space valued random fields	2017-02-23	Paper
Stable limit theorem for \(U\)-statistic processes indexed by a random walk	2017-02-07	Paper
Convergence of \(U\)-statistics indexed by a random walk to stochastic integrals of a Lévy sheet	2017-01-11	Paper
Sequential block bootstrap in a Hilbert space with application to change point analysis	2016-12-19	Paper
Bootstrap forU-statistics: a new approach	2016-11-04	Paper
The sequential empirical process of a random walk in random scenery	2016-08-08	Paper
Multivariate generalized linear-statistics of short range dependent data	2016-03-11	Paper
Simplified simplicial depth for regression and autoregressive growth processes	2016-03-08	Paper
Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics	2014-11-28	Paper
Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data	2013-05-13	Paper
Bootstrap for the sample mean and forU-statistics of mixing and near-epoch dependent processes	2012-06-25	Paper
\(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data	2012-03-22	Paper
Bahadur representation for \(U\)-quantiles of dependent data	2011-05-23	Paper
Law of the Iterated Logarithm for U-Statistics of Weakly Dependent Observations	2011-03-09	Paper
Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data	2009-11-27	Paper

Research outcomes over time

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