Beering, Carina; Leucht, Anne A bootstrap functional central limit theorem for time-varying linear processes. (English) Zbl 07814035 J. Nonparametric Stat. 36, No. 1, 240-263 (2024). MSC: 62Gxx 60F17 62G09 62G20 PDFBibTeX XMLCite \textit{C. Beering} and \textit{A. Leucht}, J. Nonparametric Stat. 36, No. 1, 240--263 (2024; Zbl 07814035) Full Text: DOI arXiv
Fu, Zhonghao; Hong, Yongmiao; Su, Liangjun; Wang, Xia Specification tests for time-varying coefficient models. (English) Zbl 07704471 J. Econom. 235, No. 2, 720-744 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{Z. Fu} et al., J. Econom. 235, No. 2, 720--744 (2023; Zbl 07704471) Full Text: DOI
Hwang, Eunju Weak convergence for stationary bootstrap empirical processes of associated sequences. (English) Zbl 1469.62244 J. Korean Math. Soc. 58, No. 1, 237-264 (2021). MSC: 62G09 62G20 60F15 60G15 PDFBibTeX XMLCite \textit{E. Hwang}, J. Korean Math. Soc. 58, No. 1, 237--264 (2021; Zbl 1469.62244) Full Text: DOI
Hlávka, Zdeněk; Hušková, Marie; Meintanis, Simos G. Change-point methods for multivariate time-series: paired vectorial observations. (English) Zbl 1452.62647 Stat. Pap. 61, No. 4, 1351-1383 (2020). MSC: 62M10 62H12 62G10 62G20 62P05 PDFBibTeX XMLCite \textit{Z. Hlávka} et al., Stat. Pap. 61, No. 4, 1351--1383 (2020; Zbl 1452.62647) Full Text: DOI
Gerstenberger, Carina; Vogel, Daniel; Wendler, Martin Tests for scale changes based on pairwise differences. (English) Zbl 1441.62223 J. Am. Stat. Assoc. 115, No. 531, 1336-1348 (2020). MSC: 62M07 62M10 PDFBibTeX XMLCite \textit{C. Gerstenberger} et al., J. Am. Stat. Assoc. 115, No. 531, 1336--1348 (2020; Zbl 1441.62223) Full Text: DOI arXiv
Hounyo, Ulrich; Varneskov, Rasmus T. Inference for local distributions at high sampling frequencies: a bootstrap approach. (English) Zbl 1456.62249 J. Econom. 215, No. 1, 1-34 (2020). MSC: 62P05 62G09 62G10 62G20 62M10 PDFBibTeX XMLCite \textit{U. Hounyo} and \textit{R. T. Varneskov}, J. Econom. 215, No. 1, 1--34 (2020; Zbl 1456.62249) Full Text: DOI Link
Tewes, Johannes Block bootstrap for the empirical process of long-range dependent data. (English) Zbl 1416.62239 J. Time Ser. Anal. 39, No. 1, 28-53 (2018). MSC: 62G09 62G10 PDFBibTeX XMLCite \textit{J. Tewes}, J. Time Ser. Anal. 39, No. 1, 28--53 (2018; Zbl 1416.62239) Full Text: DOI arXiv
Bucchia, Béatrice; Wendler, Martin Change-point detection and bootstrap for Hilbert space valued random fields. (English) Zbl 1356.62166 J. Multivariate Anal. 155, 344-368 (2017). MSC: 62M40 62H15 62E20 60G60 PDFBibTeX XMLCite \textit{B. Bucchia} and \textit{M. Wendler}, J. Multivariate Anal. 155, 344--368 (2017; Zbl 1356.62166) Full Text: DOI arXiv
Sharipov, Olimjon; Tewes, Johannes; Wendler, Martin Sequential block bootstrap in a Hilbert space with application to change point analysis. (English. French summary) Zbl 1357.62187 Can. J. Stat. 44, No. 3, 300-322 (2016). MSC: 62G09 62H15 60F05 PDFBibTeX XMLCite \textit{O. Sharipov} et al., Can. J. Stat. 44, No. 3, 300--322 (2016; Zbl 1357.62187) Full Text: DOI arXiv
Beutner, Eric; Zähle, Henryk Functional delta-method for the bootstrap of quasi-Hadamard differentiable functionals. (English) Zbl 1338.62073 Electron. J. Stat. 10, No. 1, 1181-1222 (2016). MSC: 62G05 62G08 62G20 62G30 62M10 PDFBibTeX XMLCite \textit{E. Beutner} and \textit{H. Zähle}, Electron. J. Stat. 10, No. 1, 1181--1222 (2016; Zbl 1338.62073) Full Text: DOI arXiv Euclid
Horváth, Lajos; Rice, Gregory An introduction to functional data analysis and a principal component approach for testing the equality of mean curves. (English) Zbl 1347.60028 Rev. Mat. Complut. 28, No. 3, 505-548 (2015); addendum ibid. 29, No. 1, 241-244 (2016). MSC: 60F17 60F05 60F25 62G10 62G20 PDFBibTeX XMLCite \textit{L. Horváth} and \textit{G. Rice}, Rev. Mat. Complut. 28, No. 3, 505--548 (2015; Zbl 1347.60028) Full Text: DOI