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pro vyhledávání: '"Tewes, Johannes"'
The block bootstrap approximates sampling distributions from dependent data by resampling data blocks. A fundamental problem is establishing its consistency for the distribution of a sample mean, as a prototypical statistic. We use a structural relat
Externí odkaz:
http://arxiv.org/abs/1706.07237
Autor:
Tewes, Johannes
We consider long-range dependent data. It is shown that the bootstrapped empirical process of these data converges to a semi-degenerate limit. The random part of this limit is always Gaussian. Thus the bootstrap might fail when the original empirical
Externí odkaz:
http://arxiv.org/abs/1601.01122
Autor:
Tewes, Johannes
We consider the change-point problem for the marginal distribution of subordinated Gaussian processes that exhibit long-range dependence. The asymptotic distributions of Kolmogorov-Smirnov- and Cram\'{e}r-von Mises type statistics are investigated un
Externí odkaz:
http://arxiv.org/abs/1506.07296
Bootstrap for nonlinear statistics like U-statistics of dependent data has been studied by several authors. This is typically done by producing a bootstrap version of the sample and plugging it into the statistic. We suggest an alternative approach o
Externí odkaz:
http://arxiv.org/abs/1505.07260
A new test for structural changes in functional data is investigated. It is based on Hilbert space theory and critical values are deduced from bootstrap iterations. Thus a new functional central limit theorem for the block bootstrap in a Hilbert spac
Externí odkaz:
http://arxiv.org/abs/1412.0446
Publikováno v:
The Annals of Statistics, 2019 Feb 01. 47(1), 468-496.
Externí odkaz:
https://www.jstor.org/stable/26581853
Publikováno v:
The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 2016 Sep 01. 44(3), 300-322.
Externí odkaz:
https://www.jstor.org/stable/44709167
Autor:
Tewes, Johannes1 johannes.tewes@rub.de
Publikováno v:
Journal of Time Series Analysis. Jan2018, Vol. 39 Issue 1, p28-53. 26p.
Autor:
Tewes, Johannes (M. Sc.)
In der vorliegenden Arbeit werden Strukturbruchtests für abhängige Zeitreihen untersucht. Der erste Teil beschäftigt sich mit dem Kolmogorov-Smirnov Test. Für langzeitabhängige Prozesse, also solche deren Autokovarianzfunktion besonders langsam
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3579::38c23d566d3f8fb6758903a743ea927c
https://hss-opus.ub.ruhr-uni-bochum.de/opus4/frontdoor/index/index/docId/5647
https://hss-opus.ub.ruhr-uni-bochum.de/opus4/frontdoor/index/index/docId/5647
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