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Bootstrap for dependent Hilbert space-valued random variables with
  application to von Mises statistics
v1v2v3 (latest)

Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics

13 December 2013
H. Dehling
O. Sharipov
Martin Wendler
ArXiv (abs)PDFHTML

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
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
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
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
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
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
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
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
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
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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