papers
Publications (19)
math.PR2015
Stable Limit Theorem for U-Statistic Processes Indexed by a Random Walk
Brice Franke, Francoise Pene, Martin Wendler
math.ST2016
Change-Point Detection and Bootstrap for Hilbert Space Valued Random Fields
Béatrice Bucchia, Martin Wendler
math.ST2013
Block Sampling under Strong Dependence
Ting Zhang, Hwai-Chung Ho, Martin Wendler +1
math.PR2009
Central Limit Theorem and the Bootstrap for U-Statistics of Strongly Mixing Data
Herold Dehling, Martin Wendler
physics.data-an2012
Unraveling Spurious Properties of Interaction Networks with Tailored Random Networks
Stephan Bialonski, Martin Wendler, Klaus Lehnertz
math.ST2011
U-Processes, U-Quantile Processes and Generalized Linear Statistics of Dependent Data
Martin Wendler
math.ST2016
Subsampling for General Statistics under Long Range Dependence with application to change point analysis
Annika Betken, Martin Wendler
math.ST2015
Bootstrap for U-Statistics: A new approach
Olimjon Sh. Sharipov, Johannes Tewes, Martin Wendler
math.ST2011
Bootstrap for the Sample Mean and for U-Statistics of Mixing and Near Epoch Dependent Processes
Olimjon Sh. Sharipov, Martin Wendler
math.ST2018
Nuisance Parameters Free Changepoint Detection in Non-stationary Series
Michal Pešta, Martin Wendler
math.PR2010
Law of the Iterated Logarithm for U-Statistics of Weakly Dependent Observations
Herold Dehling, Martin Wendler
math.PR2014
Convergence of U-statistics indexed by a random walk to stochastic integrals of a Levy sheet
Brice Franke, Francoise Pene, Martin Wendler
math.ST2011
Bahadur Representation for U-Quantiles of Dependent Data
Martin Wendler
math.PR2014
Two-Sample U-Statistic Processes for Long-Range Dependent Data
Herold Dehling, Aeneas Rooch, Martin Wendler
math.ST2019
A Robust Method for Shift Detection in Time Series
Herold Dehling, Roland Fried, Martin Wendler
math.ST2015
Sequential block bootstrap in a Hilbert space with application to change point analysis
Olimjon Sharipov, Johannes Tewes, Martin Wendler
math.ST2014
Multivariate Generalized Linear-statistics of short range dependent data
Svenja Fischer, Roland Fried, Martin Wendler
math.ST2013
Change-Point Detection under Dependence Based on Two-Sample U-Statistics
Herold Dehling, Roland Fried, Isabel GarcÃa +1
math.PR2015
The Sequential Empirical Process of a Random Walk in Random Scenery
Martin Wendler