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Robust Change-Point Detection for Functional Time Series Based on
  $U$-Statistics and Dependent Wild Bootstrap
v1v2v3v4 (latest)

Robust Change-Point Detection for Functional Time Series Based on UUU-Statistics and Dependent Wild Bootstrap

3 June 2022
L. Wegner
Martin Wendler
ArXiv (abs)PDFHTML

Papers citing "Robust Change-Point Detection for Functional Time Series Based on $U$-Statistics and Dependent Wild Bootstrap"

2 / 2 papers shown
Title
An exponential inequality for Hilbert-valued U-statistics of i.i.d. data
An exponential inequality for Hilbert-valued U-statistics of i.i.d. data
Davide Giraudo
24
0
0
18 Sep 2024
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
107
0
0
09 Nov 2023
1