Martin Wendler

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All published works

Action	Title	Year	Authors
+ PDF Chat	Functional Sieve Bootstrap for the Partial Sum Process with Application to Change-Point Detection without Dimension Reduction	2024	Efstathios Paparoditis Lea Wegner Martin Wendler
+ PDF Chat	Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap	2024	Lea Wegner Martin Wendler
+	Power of Weighted Test Statistics for Structural Change in Time Series	2023	Herold Dehling Kata Vuk Martin Wendler
+ PDF Chat	Rank-based change-point analysis for long-range dependent time series	2022	Annika Betken Martin Wendler
+ PDF Chat	Change-point detection based on weighted two-sample U-statistics	2022	Herold Dehling Kata Vuk Martin Wendler
+	Robust Change-Point Detection for Functional Time Series Based on $U$-Statistics and Dependent Wild Bootstrap	2022	Lea Wegner Martin Wendler
+	Block Length Choice for the Bootstrap of Dependent Panel Data -- a Comment on Choi and Shin (2020)	2021	Lea Wegner Martin Wendler
+	Block Length Choice for the Bootstrap of Dependent Panel Data -- a Comment on Choi and Shin (2020)	2021	Lea Wegner Martin Wendler
+ PDF Chat	Bootstrapping covariance operators of functional time series	2020	Olimjon Sh. Sharipov Martin Wendler
+	Central limit theorems for nearly long range dependent subordinated linear processes	2020	Martin Wendler Wei Biao Wu
+ PDF Chat	Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment	2020	Alfredas Račkauskas Martin Wendler
+ PDF Chat	Empirical processes for recurrent and transient random walks in random scenery	2020	Nadine Guillotin‐Plantard Françoise Pène Martin Wendler
+	Change-point detection based on weighted two-sample U-statistics	2020	Herold Dehling Kata Vuk Martin Wendler
+	Rank-based change-point analysis for long-range dependent time series	2020	Annika Betken Martin Wendler
+	Convergence of U-Processes in H\"older Spaces with Application to Robust Detection of a Changed Segment.	2019	Alfredas Račkauskas Martin Wendler
+ PDF Chat	Tests for Scale Changes Based on Pairwise Differences	2019	Carina Gerstenberger Daniel Vogel Martin Wendler
+	Nuisance-parameter-free changepoint detection in non-stationary series	2019	Michal Pešta Martin Wendler
+	Bootstrapping Covariance Operators of Functional Time Series	2019	Olimjon Sh. Sharipov Martin Wendler
+	Tests for Scale Changes Based on Pairwise Differences	2019	Carina Gerstenberger Daniel Vogel Martin Wendler
+	Convergence of U-Processes in Hölder Spaces with Application to Robust Detection of a Changed Segment	2019	Alfredas Račkauskas Martin Wendler
+	Bootstrapping Covariance Operators of Functional Time Series	2019	Olimjon Sh. Sharipov Martin Wendler
+	Nuisance Parameters Free Changepoint Detection in Non-stationary Series	2018	Michal Pešta Martin Wendler
+	Subsampling for general statistics under long range dependence	2018	Annika Betken Martin Wendler
+	Studentized U-quantile processes under dependence with applications to change-point analysis	2017	Daniel Vogel Martin Wendler
+ PDF Chat	Subsampling for General Statistics under Long Range Dependence	2017	Martin Wendler Annika Betken
+ PDF Chat	Change-point detection and bootstrap for Hilbert space valued random fields	2017	Béatrice Bucchia Martin Wendler
+ PDF Chat	Two-sample <i>U</i>-statistic processes for long-range dependent data	2017	Herold Dehling Aeneas Rooch Martin Wendler
+	Stable limit theorem for $U$-statistic processes indexed by a random walk	2017	Brice Franke Françoise Pène Martin Wendler
+ PDF Chat	TESTING FOR CHANGES IN KENDALL’S TAU	2016	Herold Dehling Daniel Vogel Martin Wendler Dominik Wied
+	Convergence of $U$-statistics indexed by a random walk to stochastic integrals of a Lévy sheet	2016	Brice Franke Françoise Pène Martin Wendler
+ PDF Chat	Sequential block bootstrap in a Hilbert space with application to change point analysis	2016	Olimjon Sh. Sharipov Johannes Tewes Martin Wendler
+	Bootstrap for<i>U</i>-statistics: a new approach	2016	Sh. Olimjon Sharipov Johannes Tewes Martin Wendler
+	The sequential empirical process of a random walk in random scenery	2016	Martin Wendler
+ PDF Chat	Simplified simplicial depth for regression and autoregressive growth processes	2016	Christoph P. Kustosz Christine H. Müller Martin Wendler
+ PDF Chat	Multivariate generalized linear-statistics of short range dependent data	2016	Svenja Fischer Roland Fried Martin Wendler
+	Change-Point Detection and Bootstrap for Hilbert Space Valued Random Fields	2015	Béatrice Bucchia Martin Wendler
+	A Robust Method for Shift Detection in Time Series	2015	Herold Dehling Roland Fried Martin Wendler
+	Bootstrap for U-Statistics: A new approach	2015	Olimjon Sh. Sharipov Johannes Tewes Martin Wendler
+	Studentized sequential U-quantiles under dependence with applications to change-point analysis	2015	Daniel Vogel Martin Wendler
+	Studentized U-quantile processes under dependence with applications to change-point analysis	2015	Daniel Vogel Martin Wendler
+ PDF Chat	Change-Point Detection Under Dependence Based on Two-Sample U-Statistics	2015	Herold Dehling Roland Fried Isabel Cristina Carbonell García Martin Wendler
+	Subsampling for General Statistics under Long Range Dependence with application to change point analysis	2015	Annika Betken Martin Wendler
+	Change-Point Detection and Bootstrap for Hilbert Space Valued Random Fields	2015	Béatrice Bucchia Martin Wendler
+	A Robust Method for Shift Detection in Time Series	2015	Herold Dehling Roland Fried Martin Wendler
+	Bootstrap for U-Statistics: A new approach	2015	Olimjon Sh. Sharipov Johannes Tewes Martin Wendler
+	Sequential block bootstrap in a Hilbert space with application to change point analysis	2014	Olimjon Sh. Sharipov Johannes Tewes Martin Wendler
+	Multivariate Generalized Linear-statistics of short range dependent data	2014	Svenja Fischer Roland Fried Martin Wendler
+	Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics	2014	Herold Dehling Olimjon Sh. Sharipov Martin Wendler
+	The Sequential Empirical Process of a Random Walk in Random Scenery	2014	Martin Wendler
+	Two-Sample U-Statistic Processes for Long-Range Dependent Data	2014	Herold Dehling Aeneas Rooch Martin Wendler
+ PDF Chat	Convergence of U-statistics indexed by a random walk to stochastic integrals of a Levy sheet	2014	Brice Franke Françoise Pène Martin Wendler
+	Sequential block bootstrap in a Hilbert space with application to change point analysis	2014	Olimjon Sh. Sharipov Johannes Tewes Martin Wendler
+	Multivariate Generalized Linear-statistics of short range dependent data	2014	Svenja Fischer Roland Fried Martin Wendler
+	Two-Sample U-Statistic Processes for Long-Range Dependent Data	2014	Herold Dehling Aeneas Rooch Martin Wendler
+	The Sequential Empirical Process of a Random Walk in Random Scenery	2014	Martin Wendler
+	Convergence of U-statistics indexed by a random walk to stochastic integrals of a Levy sheet	2014	Brice Franke Françoise Pène Martin Wendler
+	Block Sampling under Strong Dependence	2013	Ting Zhang Hwai‐Chung Ho Martin Wendler Wei Biao Wu
+	Block sampling under strong dependence	2013	Ting Zhang Hwai‐Chung Ho Martin Wendler Wei Biao Wu
+	Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics	2013	Herold Dehling Olimjon Sh. Sharipov Martin Wendler
+	Block Sampling under Strong Dependence	2013	Ting Zhang Hwai‐Chung Ho Martin Wendler Wei Biao Wu
+	Change-Point Detection under Dependence Based on Two-Sample U-Statistics	2013	Herold Dehling Roland Fried Felipe García Martin Wendler
+ PDF Chat	Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data	2012	Olimjon Sh. Sharipov Martin Wendler
+	Stable Limit Theorem for U-Statistic Processes Indexed by a Random Walk	2012	Brice Franke Françoise Pène Martin Wendler
+	Noncentral limit theorem and the bootstrap for quantiles of dependent data	2012	Olimjon Sh. Sharipov Martin Wendler
+	Testing for Changes in the Rank Correlation of Time Series	2012	Herold Dehling Daniel Vogel Martin Wendler Dominik Wied
+	Testing for Changes in Kendall's Tau	2012	Herold Dehling Daniel Vogel Martin Wendler Dominik Wied
+	An efficient and robust test for a change-point in correlation	2012	Herold Dehling Daniel Vogel Martin Wendler Dominik Wied
+	Normal Limits, Nonnormal Limits, and the Bootstrap for Quantiles of Dependent Data	2012	Olimjon Sh. Sharipov Martin Wendler
+	Stable Limit Theorem for U-Statistic Processes Indexed by a Random Walk	2012	Brice Franke Françoise Pène Martin Wendler
+	Empirical $\it U$-quantiles of dependent data	2011	Martin Wendler
+ PDF Chat	<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>U</mml:mi></mml:math>-processes, <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si2.gif" display="inline" overflow="scroll"><mml:mi>U</mml:mi></mml:math>-quantile processes and generalized linear statistics of dependent data	2011	Martin Wendler
+ PDF Chat	Unraveling Spurious Properties of Interaction Networks with Tailored Random Networks	2011	Stephan Bialonski Martin Wendler Klaus Lehnertz
+	Bahadur representation for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>U</mml:mi></mml:math>-quantiles of dependent data	2011	Martin Wendler
+	U-quantile processes and generalized linear statistics of dependent data	2010	Martin Wendler
+	U-Processes, U-Quantile Processes and Generalized Linear Statistics of Dependent Data	2010	Martin Wendler
+	Bahadur Representation for U-Quantiles of Dependent Data	2010	Martin Wendler
+	U-Processes, U-Quantile Processes and Generalized Linear Statistics of Dependent Data	2010	Martin Wendler
+	Bahadur Representation for U-Quantiles of Dependent Data	2010	Martin Wendler
+	Bootstrap for the sample mean and for U-Statistics of stationary processes	2009	Olimjon Sh. Shapirov Martin Wendler
+	Law of the iterated logarithm for U-statistics of weakly dependent observations	2009	Herold Dehling Martin Wendler
+	Bootstrap for the Sample Mean and for U-Statistics of Mixing and Near Epoch Dependent Processes	2009	Olimjon Sh. Sharipov Martin Wendler
+ PDF Chat	Central limit theorem and the bootstrap for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>U</mml:mi></mml:math>-statistics of strongly mixing data	2009	Herold Dehling Martin Wendler
+	Bootstrap for the Sample Mean and for U-Statistics of Mixing and Near Epoch Dependent Processes	2009	Olimjon Sh. Sharipov Martin Wendler
+	Law of the Iterated Logarithm for U-Statistics of Weakly Dependent Observations	2009	Herold Dehling Martin Wendler
+	Central Limit Theorem and the Bootstrap for U-Statistics of Strongly Mixing Data	2008	Herold Dehling Martin Wendler
+	Central Limit Theorem and the Bootstrap for U-Statistics of Strongly Mixing Data	2008	Herold Dehling Martin Wendler

Common Coauthors

Coauthor	Papers Together
Herold Dehling	21
Olimjon Sh. Sharipov	15
Daniel Vogel	9
Françoise Pène	7
Roland Fried	7
Brice Franke	6
Johannes Tewes	6
Annika Betken	5
Lea Wegner	5
Wei Biao Wu	4
Dominik Wied	4
Aeneas Rooch	3
Béatrice Bucchia	3
Svenja Fischer	3
Alfredas Račkauskas	3
Kata Vuk	3
Hwai‐Chung Ho	3
Michal Pešta	2
Ting Zhang	2
Carina Gerstenberger	2
Christoph P. Kustosz	1
Felipe García	1
Christine H. Müller	1
Nadine Guillotin‐Plantard	1
Efstathios Paparoditis	1
Ting Zhang	1
Klaus Lehnertz	1
Sh. Olimjon Sharipov	1
Stephan Bialonski	1
Olimjon Sh. Shapirov	1
Isabel Cristina Carbonell García	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation	2001	Svetlana Borovkova Robert Burton Herold Dehling	22
+	Limit theorems in change-point analysis	1997	Miklós Csörgő Lajos Horváth	19
+ PDF Chat	A Class of Statistics with Asymptotically Normal Distribution	1992	Wassily Hoeffding	16
+	Rigorous statistical procedures for data from dynamical systems	1986	Manfred Denker Gerhard Keller	16
+	Introduction to strong mixing conditions	2007	Richard C. Bradley	16
+ PDF Chat	Central limit theorem and the bootstrap for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>U</mml:mi></mml:math>-statistics of strongly mixing data	2009	Herold Dehling Martin Wendler	14
+ PDF Chat	Convergence of Probability Measures	1999	Patrick Billingsley	13
+ PDF Chat	Limiting behavior of U-statistics for stationary, absolutely regular processes	1976	Ken -ichi Yoshihara	13
+	Testing for Change Points in Time Series	2010	Xiaofeng Shao Xianyang Zhang	12
+ PDF Chat	Moment inequalities and the strong laws of large numbers	1976	F. M�ricz	11
+ PDF Chat	A Note on Quantiles in Large Samples	1966	R. R. Bahadur	11
+	Bahadur representation for <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>U</mml:mi></mml:math>-quantiles of dependent data	2011	Martin Wendler	10
+ PDF Chat	Sequential block bootstrap in a Hilbert space with application to change point analysis	2016	Olimjon Sh. Sharipov Johannes Tewes Martin Wendler	10
+ PDF Chat	Some Asymptotic Theory for the Bootstrap	1981	Peter J. Bickel David A. Freedman	9
+ PDF Chat	Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data	2012	Herold Dehling Aeneas Rooch Murad S. Taqqu	9
+	Generalized order statistics, Bahadur representations, and sequential nonparametric fixed-width confidence intervals	1988	Jyotishka Ray Choudhury Robert Serfling	9
+ PDF Chat	A Class of Statistics with Asymptotically Normal Distribution	1948	Wassily Hoeffding	9
+	Some Limit Theorems for Stationary Processes	1962	И. А. Ибрагимов	9
+ PDF Chat	The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence	1986	Edward Carlstein	9
+	Invariance principles for changepoint problems	1988	Miklós Csörgő Lajos Horváth	8
+ PDF Chat	The Bahadur-Kiefer representation for U-quantiles	1996	Miguel A. Arcones	8
+	Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics	2014	Herold Dehling Olimjon Sh. Sharipov Martin Wendler	8
+	A general moment inequality for the maximum of the rectangular partial sums of multiple series	1983	Ferenc Móricz	8
+ PDF Chat	Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices	2000	Robert M. de Jong James Davidson	7
+	On deviations between empirical and quantile processes for mixing random variables	1978	G. Jogesh Babu Kesar Singh	7
+ PDF Chat	Functional central limit theorems for processes with positive drift and their inverses	1972	Wim Vervaat	7
+ PDF Chat	Moment bounds for stationary mixing sequences	1980	Ryozo Yokoyama	7
+ PDF Chat	Dependent Wild Bootstrap for the Empirical Process	2015	Paul Doukhan Gabriel Lang Anne Leucht Michael H. Neumann	7
+ PDF Chat	The Empirical Process of some Long-Range Dependent Sequences with an Application to $U$-Statistics	1989	Herold Dehling Murad S. Taqqu	7
+	Dependent wild bootstrap for degenerate<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si65.gif" display="inline" overflow="scroll"><mml:mi>U</mml:mi></mml:math>- and<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si66.gif" display="inline" overflow="scroll"><mml:mi>V</mml:mi></mml:math>-statistics	2013	Anne Leucht Michael H. Neumann	7
+	The Dependent Wild Bootstrap	2010	Xiaofeng Shao	7
+ PDF Chat	Limit theorems for U-statistics indexed by a one dimensional random walk	2005	Nadine Guillotin‐Plantard Véronique Ladret	7
+ PDF Chat	Testing for Change‐Points in Long‐Range Dependent Time Series by Means of a Self‐Normalized Wilcoxon Test	2016	Annika Betken	6
+ PDF Chat	On the blockwise bootstrap for empirical processes for stationary sequences	1998	Magda Peligrad	6
+ PDF Chat	Change-Point Detection Under Dependence Based on Two-Sample U-Statistics	2015	Herold Dehling Roland Fried Isabel Cristina Carbonell García Martin Wendler	6
+ PDF Chat	Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions	1994	Dimitris N. Politis Joseph P. Romano	6
+	CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS	1998	Xiaohong Chen Halbert White	6
+	Random Quadratic Forms and the Bootstrap for U-Statistics	1994	Herold Dehling Thomas Mikosch	6
+ PDF Chat	A limit theorem related to a new class of self similar processes	1979	Harry Kesten Frank Spitzer	6
+ PDF Chat	Estimates of Location Based on Rank Tests	1963	J. L. Hodges E. L. Lehmann	6
+	Ergodic Properties of Invariant Measures for Piecewise Monotonic Transformations	1982	Franz Hofbauer Gerhard Keller	6
+	Studentized U-quantile processes under dependence with applications to change-point analysis	2017	Daniel Vogel Martin Wendler	6
+	U-Statistics for Change under Alternatives	2001	Edit Gombay	5
+	Detecting and estimating changes in dependent functional data	2012	John A. D. Aston Claudia Kirch	5
+ PDF Chat	On the Bahadur representation of sample quantiles for dependent sequences	2005	Wei Biao Wu	5
+ PDF Chat	Detecting Changes in the Mean of Functional Observations	2009	I. Berkès Robertas Gabrys Lajos Horváth Piotr Kokoszka	5
+	Data driven rank test for the change point problem	2007	Jaromı́r Antoch Marie Hušková Alicja Janic Teresa Ledwina	5
+	The Bahadur representation for sample quantiles under weak dependence	2006	Shuxia Sun	5
+ PDF Chat	Convergence Criteria for Multiparameter Stochastic Processes and Some Applications	1971	Peter J. Bickel Michael J. Wichura	5
+	Asymptotic results for the empirical process of stationary sequences	2008	I. Berkès Siegfried Hörmann Johannes Schauer	5