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Robust Change-Point Detection for Functional Time Series Based on
U
U
U
-Statistics and Dependent Wild Bootstrap
3 June 2022
L. Wegner
Martin Wendler
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ArXiv (abs)
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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
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
Davide Giraudo
107
0
0
09 Nov 2023
1