Martin Wendler
Martin Wendler
Universität Greifswald
Verified email at ruhr-uni-bochum.de - Homepage
Title
Cited by
Cited by
Year
Central limit theorem and the bootstrap for U-statistics of strongly mixing data
H Dehling, M Wendler
Journal of Multivariate Analysis 101 (1), 126-137, 2010
702010
Unraveling spurious properties of interaction networks with tailored random networks
S Bialonski, M Wendler, K Lehnertz
PloS one 6 (8), 2011
492011
Testing for changes in Kendall’s tau
H Dehling, D Vogel, M Wendler, D Wied
Econometric Theory 33 (6), 1352-1386, 2017
37*2017
Sequential block bootstrap in a Hilbert space with application to change point analysis
O Sharipov, J Tewes, M Wendler
Canadian Journal of Statistics 44 (3), 300-322, 2016
30*2016
Bahadur representation for U-quantiles of dependent data
M Wendler
Journal of Multivariate Analysis 102 (6), 1064-1079, 2011
262011
Change-Point Detection Under Dependence Based on Two-Sample U-Statistics
H Dehling, R Fried, I Garcia, M Wendler
Asymptotic Laws and Methods in Stochastics, 195-220, 2015
252015
Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
H Dehling, OS Sharipov, M Wendler
Journal of Multivariate Analysis 133, 200-215, 2015
222015
Simplified simplicial depth for regression and autoregressive growth processes
CP Kustosz, CH Müller, M Wendler
Journal of Statistical Planning and Inference 173, 125-146, 2016
152016
Block sampling under strong dependence
T Zhang, HC Ho, M Wendler, WB Wu
Stochastic Processes and their Applications 123 (6), 2323-2339, 2013
152013
U-processes, U-quantile processes and generalized linear statistics of dependent data
M Wendler
Stochastic Processes and their Applications 122 (3), 787-807, 2012
15*2012
Law of the iterated logarithm for U-statistics of weakly dependent observations
H Dehling, M Wendler
arXiv preprint arXiv:0911.1200, 2009
152009
Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data
OS Sharipov, M Wendler
Statistics & Probability Letters 83 (4), 1028-1035, 2013
142013
Change-point detection and bootstrap for Hilbert space valued random fields
B Bucchia, M Wendler
Journal of Multivariate Analysis 155, 344-368, 2017
132017
Bootstrap for the sample mean and for U-statistics of mixing and near-epoch dependent processes
OS Sharipov, M Wendler
Journal of Nonparametric Statistics 24 (2), 317-342, 2012
13*2012
Stable limit theorem for -statistic processes indexed by a random walk
B Franke, F Pène, M Wendler
Electronic Communications in Probability 22, 2017
122017
A robust method for shift detection in time series
H Dehling, R Fried, M Wendler
arXiv preprint arXiv:1506.03345, 2015
122015
Subsampling for general statistics under long range dependence with application to change point analysis
A Betken, M Wendler
Statistica Sinica 28 (3), 1199-1224, 2018
11*2018
Studentized U-quantile processes under dependence with applications to change-point analysis
D Vogel, M Wendler
Bernoulli 23 (4B), 3114-3144, 2017
102017
Two-sample U-statistic processes for long-range dependent data
H Dehling, A Rooch, M Wendler
Statistics 51 (1), 84-104, 2017
62017
The sequential empirical process of a random walk in random scenery
M Wendler
Stochastic Processes and their Applications 126 (9), 2787-2799, 2016
52016
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Articles 1–20