Search Results - "Dehling, Herold"

Testing for Structural Breaks via Ordinal Pattern Dependence by Schnurr, Alexander, Dehling, Herold

“…We propose new concepts to analyze and model the dependence structure between two time series. Our methods rely exclusively on the order structure of the data…”
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Ordinal patterns in long‐range dependent time series by Betken, Annika, Buchsteiner, Jannis, Dehling, Herold, Münker, Ines, Schnurr, Alexander, Woerner, Jeannette H.C.

“…We analyze the ordinal structure of long‐range dependent time series. To this end, we use so called ordinal patterns which describe the relative position of…”
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Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean by Dehling, Herold, Franke, Brice, Woerner, Jeannette H. C.

“…We construct a least squares estimator for the drift parameters of a fractional Ornstein Uhlenbeck process with periodic mean function and long range…”
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Robust nonparametric tests for the two-sample location problem by Fried, Roland, Dehling, Herold

“…We construct and investigate robust nonparametric tests for the two-sample location problem. A test based on a suitable scaling of the median of the set of…”
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Marcinkiewicz–Zygmund strong laws for U -statistics of weakly dependent observations by Dehling, Herold G., Sharipov, Olimjon Sh

“…We prove the Marcinkiewicz–Zygmund Strong Law of Large Numbers for U -statistics of strictly stationary, absolutely regular observations ( ξ i ) i ≥ 1 . Under…”
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Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation by Borovkova, Svetlana, Burton, Robert, Dehling, Herold

“…In this paper we develop a general approach for investigating the asymptotic distribution of functionals X_n=f((Z_{n+k})_{k\in\mathbf{Z}}) of absolutely…”
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Danckwerts’ law for mean residence time revisited by Gottschalk, Timo, Dehling, Herold G., Hoffmann, Alex C.

“…This paper shows that Danckwerts’ law for mean residence time in a vessel with continuous and steady throughflow holds for a stochastic model based on a Markov…”
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Change-point detection based on weighted two-sample U-statistics by Dehling, Herold, Vuk, Kata, Wendler, Martin

“…We investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some…”
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A stochastic model for mixing and segregation in slugging fluidized beds by Dehling, Herold G., Dechsiri, Chutima, Gottschalk, Timo, Wright, Philip C., Hoffmann, Alex C.

“…A stochastic model for particle transport in slugging fluidized beds is proposed in this study. This model is based on a description of the particle…”
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Power of weighted test statistics for structural change in time series by Dehling, Herold, Vuk, Kata, Wendler, Marin

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Editorial: Transfer von Studienreformprojekten für die Mathematik in der Ingenieurausbildung by Dehling, Herold, Roegner, Katherine, Winzker, Marco

“…10.11.2014 | Herold Dehling (Bochum), Katherine Roegner (Berlin) & Marco Winzker (St. Augustin)…”
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Some remarks on the ergodic theorem for U -statistics by Dehling, Herold, Giraudo, Davide, Volný, Dalibor

“…In this note, we investigate the convergence of a $U$-statistic of order two having stationary ergodic data. We will find sufficient conditions for the almost…”
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Change-point detection based on weighted two-sample U-statistics by Dehling, Herold, Vuk, Kata, Wendler, Martin

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Central limit theorem and the bootstrap for U -statistics of strongly mixing data by Dehling, Herold, Wendler, Martin

“…The asymptotic normality of U -statistics has so far been proved for iid data and under various mixing conditions such as absolute regularity, but not for…”
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MP2 - Mathe/Plus/Praxis: Strategien zur Vorbeugung gegen Studienabbruch by Dehling, Herold, Glasmachers, Eva, Griese, Birgit, Härterich, Jörg, Kallweit, Michael

“…Die Grundlagenfächer, und dabei insbesondere die Mathematik, stellen in den Ingenieurwissenschaften für eine große Gruppe von Studierenden eine scheinbar…”
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An asymptotic test for constancy of the variance under short-range dependence by Schmidt, Sara K., Wornowizki, Max, Fried, Roland, Dehling, Herold

“…We present a novel approach to test for heteroscedasticity of a nonstationary time series that is based on Gini's mean difference of logarithmic local sample…”
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Ordinal pattern dependence as a multivariate dependence measure by Betken, Annika, Dehling, Herold, Nüßgen, Ines, Schnurr, Alexander

“…In this article, we show that the recently introduced ordinal pattern dependence fits into the axiomatic framework of general multivariate dependence measures,…”
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Comments on: Extensions of some classical methods in change point analysis by Dehling, Herold

“…There is a lot of current research activity devoted to change-point analysis, and many articles have appeared since the publication of the seminal book by…”
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Generalized two-sample U-statistics for clustered data by Lee, Mei-Ling Ting, Dehling, Herold G.

“…In this paper we investigate two‐sample U‐statistics in the case of clusters of repeated measurements observed on individuals from independent populations. The…”
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Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics by Dehling, Herold, Sharipov, Olimjon Sh, Wendler, Martin

“…Statistical methods for functional data are of interest for many applications. In this paper, we prove a central limit theorem for random variables taking…”
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