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11/02/2022
Higher order approximation for constructing confidence intervals in time series
For time series with high temporal correlation, the empirical process co...
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12/28/2021
Block Bootstrapping the Empirical Distance Covariance
We prove the validity of a non-overlapping block bootstrap for the empir...
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07/07/2021
Distance correlation for long-range dependent time series
We apply the concept of distance correlation for testing independence of...
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12/04/2020
Ordinal pattern dependence as a multivariate dependence measure
In this article, we show that the recently introduced ordinal pattern de...
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06/04/2020
Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series
We consider a change-point test based on the Hill estimator to test for ...
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04/14/2020
Rank-based change-point analysis for long-range dependent time series
We consider change-point tests based on rank statistics to test for stru...
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05/27/2019
