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

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

13 December 2013

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

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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