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1312.3870
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Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
13 December 2013
H. Dehling
O. Sharipov
Martin Wendler
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Papers citing
"Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics"
9 / 9 papers shown
Title
Functional central limit theorem and Marcinkiewicz strong law of large numbers for Hilbert-valued U-statistics of absolutely regular data
Davide Giraudo
123
0
0
09 Nov 2023
Stopping time detection of wood panel compression: A functional time series approach
H. Shang
Jiguo Cao
Peijun Sang
45
5
0
27 Apr 2022
Bootstrap Prediction Bands for Functional Time Series
E. Paparoditis
H. Shang
AI4TS
78
27
0
08 Apr 2020
Moving Block and Tapered Block Bootstrap for Functional Time Series with an Application to the K-Sample Mean Problem
D. Pilavakis
E. Paparoditis
T. Sapatinas
58
9
0
03 Nov 2017
Sieve Bootstrap for Functional Time Series
E. Paparoditis
AI4TS
83
33
0
20 Sep 2016
A Kernel Test for Three-Variable Interactions with Random Processes
Paul Kishan Rubenstein
Kacper P. Chwialkowski
Arthur Gretton
65
6
0
02 Mar 2016
Change-Point Detection and Bootstrap for Hilbert Space Valued Random Fields
Béatrice Bucchia
Martin Wendler
78
27
0
09 Nov 2015
On the asymptotic normality of kernel estimators of the long run covariance of functional time series
I. Berkes
Lajos Horváth
Gregory Rice
103
23
0
02 Mar 2015
Sequential block bootstrap in a Hilbert space with application to change point analysis
O. Sharipov
J. Tewes
Martin Wendler
85
64
0
01 Dec 2014
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