| Publication | Date of Publication | Type |
|---|
Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap
Statistical Papers | 2024-11-18 | Paper |
Rank-based change-point analysis for long-range dependent time series
Bernoulli | 2022-09-28 | Paper |
Change-point detection based on weighted two-sample U-statistics
Electronic Journal of Statistics | 2022-05-11 | Paper |
Bootstrapping covariance operators of functional time series
Journal of Nonparametric Statistics | 2021-05-03 | Paper |
Convergence of \(U\)-processes in Hölder spaces with application to robust detection of a changed segment
Statistical Papers | 2020-11-02 | Paper |
A robust method for shift detection in time series
Biometrika | 2020-10-21 | Paper |
Tests for scale changes based on pairwise differences
Journal of the American Statistical Association | 2020-09-15 | Paper |
Nuisance-parameter-free changepoint detection in non-stationary series
Test | 2020-08-27 | Paper |
Central limit theorems for nearly long range dependent subordinated linear processes
Journal of Applied Probability | 2020-07-22 | Paper |
Empirical processes for recurrent and transient random walks in random scenery
ESAIM: Probability and Statistics | 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
Econometric Theory | 2017-10-25 | Paper |
Studentized \(U\)-quantile processes under dependence with applications to change-point analysis
Bernoulli | 2017-09-21 | Paper |
Two-sample \(U\)-statistic processes for long-range dependent data
Statistics | 2017-07-14 | Paper |
Change-point detection under dependence based on two-sample \(U\)-statistics
Asymptotic Laws and Methods in Stochastics | 2017-07-05 | Paper |
Change-point detection and bootstrap for Hilbert space valued random fields
Journal of Multivariate Analysis | 2017-02-23 | Paper |
Stable limit theorem for \(U\)-statistic processes indexed by a random walk
Electronic Communications in Probability | 2017-02-07 | Paper |
Convergence of \(U\)-statistics indexed by a random walk to stochastic integrals of a Lévy sheet
Bernoulli | 2017-01-11 | Paper |
Sequential block bootstrap in a Hilbert space with application to change point analysis
The Canadian Journal of Statistics | 2016-12-19 | Paper |
Bootstrap for \(U\)-statistics: a new approach
Journal of Nonparametric Statistics | 2016-11-04 | Paper |
The sequential empirical process of a random walk in random scenery
Stochastic Processes and their Applications | 2016-08-08 | Paper |
Multivariate generalized linear-statistics of short range dependent data
Electronic Journal of Statistics | 2016-03-11 | Paper |
Simplified simplicial depth for regression and autoregressive growth processes
Journal of Statistical Planning and Inference | 2016-03-08 | Paper |
Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
Journal of Multivariate Analysis | 2014-11-28 | Paper |
Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
Statistics \& Probability Letters | 2013-05-13 | Paper |
Bootstrap for the sample mean and for \(U\)-statistics of mixing and near-epoch dependent processes
Journal of Nonparametric Statistics | 2012-06-25 | Paper |
\(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data
Stochastic Processes and their Applications | 2012-03-22 | Paper |
Bahadur representation for \(U\)-quantiles of dependent data
Journal of Multivariate Analysis | 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
Journal of Multivariate Analysis | 2009-11-27 | Paper |
