Publications

preprints

  • A. Betken, M. Wendler (2020): „Rank-based change-point analysis for long-range dependent time series.“, preprint arXiv:2004.06574.
  • H. Dehling, K. Vuk, M. Wendler (2020): „Change-Point Detection based on Weighted Two-Sample U-Statistics.“, preprint arXiv:2003.12573.
  • A. Račkauskas, M. Wendler (2019): „Convergence of U-Processes in Hölder Spaces with Application to Robust Detection of a Changed Segment.“, preprint arXiv:1908.10401.
  • O.Sh. Sharipov, M. Wendler (2019): „Bootstrapping Covariance Operators of Functional Time Series“, preprint arXiv:1904.06721.
  • C. Gerstenberger, D. Vogel, M. Wendler (2016): „Tests for scale changes based on pairwise differences“, preprint arXiv:1611.04158.
  • H. Dehling, R. Fried, M. Wendler (2015): „A Robust Method for Shift Detection in Time Series“, preprint arXiv:1506.03345.

accepted publications

  • M. Pešta, M. Wendler (2020): „Nuisance-parameter-free changepoint detection in non-stationary series“, Test 29, 379-408.
  • N. Guillotin-Plantard, F. Pène, M. Wendler (2020): „Empirical processes for recurrent and transient random walks in random scenery“, ESAIM: Probability and Statistics 24, 127-137.
  • Sager, Schick, Mischek, Schulze, Hasan,, Kromrey, Benameur, Wendler, Tzvetkov, Weitschies, Koziolek (2019): „Comparison of In Vitro and In Vivo Results Using the GastroDuo and the Salivary Tracer Technique: Immediate Release Dosage Forms under Fasting Conditions.“, Pharmaceutics 11(12), 659.
  • Buchhold, Lutze, Arnold, Jülich, Daeschlein, Wendler, Juenger, Hannich (2018): „Psychosocial distress and desire for support among skin cancer patients – impact of treatment setting“, Journal der deutschen dermatologischen Gesellschaft.
  • A. Betken, M. Wendler (2018): „Subsampling for General Statistics under Long Range Dependence with application to changepoint analysis“, Statistica Sinica 28(3), 1199-1224.
  • H. Dehling, D. Vogel, M. Wendler, D. Wied (2017): „Testing for changes in Kendall’s tau“, Econometric Theory 33(6), 1352-1386.
  • D. Vogel, M. Wendler (2017): „Studentized sequential U-quantiles under dependence with applications to change-point analysis“, Bernoulli 23(4b), 3114-3144
  • B. Bucchia, M. Wendler (2017): „Change-Point Detection and Bootstrap for Hilbert Space Valued Random Fields“, Journal of Multivariate Analysis 155, 344-368.
  • H. Dehling, A. Rooch, M. Wendler (2017): „Two-sample U-statistic processes for long-range dependent data“, Statistics 51(1), 84-104.
  • B. Franke, F. Pène, M. Wendler (2017): „Stable limit theorem for U-statistic processes indexed by a random walk“, Electronic Communications in Probability 22(9), 1-12.
  • B. Franke, F. Pène, M. Wendler (2017): „Convergence of U-statistics indexed by a random walk to stochastic integrals of a Levy sheet“, Bernoulli 23(1), 329-378.
  • O.Sh. Sharipov, J. Tewes, M. Wendler (2016): „Sequential block bootstrap in a Hilbert space with application to change point analysis“, Canadian Journal of Statistics 44(3), 300-322.
  • M. Wendler (2016): „The sequential empirical process of a random walk in random scenery“, Stochastic Processes and their Applications 126(9), 2787-2799.
  • O.Sh. Sharipov, J. Tewes, M. Wendler (2016): „Bootstrap for U-Statistics: A new approach“, Journal of Nonparametric Statistics, 28(3), 576-594.
  • S.Fischer, R. Fried, M. Wendler (2016): „Multivariate generalized linear-statistics of short range dependent data“, Electronic Journal of Statistics 10(1), 646-682.
  • C.P. Kustosz, C.H. Müller, M. Wendler (2016): „Simplified simplicial depth for regression and autoregressive growth processes“, Journal of Statistical Planning and Inference 173, 125-146.
  • M. Wendler (2016): „Common Influencing Factors Are No Evidence of Association: A Comment on Callander, Newman, and Holt (2015)“, letter to the editor, Archives of sexual behavior 45(2), 247.
  • H. Dehling, R. Fried, I. Garcia, M. Wendler (2015): „Change-Point Detection under Dependence Based on Two-Sample U-Statistics“, in: Dawson, Kulik, Ould Haye, Szyszkowicz, Zhao (Eds.) Asymptotic Laws and Methods in Stochastics – A Volume in Honour of Miklos Csörgö, Springer, New York.
  • H. Dehling, O.Sh. Sharipov, M. Wendler (2015): „Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics“, Journal of Multivariate Analysis 133, 200–215.
  • T. Zhang, H.-C. Ho, M. Wendler, W.B. Wu (2013): „Block sampling under strong dependence“, Stochastic Processes and their Applications 123, 2323-2339.
  • O.Sh. Sharipov, M. Wendler (2013): „Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data“, Statistics & Probability Letters 83, 1028-1035.
  • M. Wendler (2012): „U-processes, U-quantile processes and generalized linear statistics of dependent data“, Stochastic Processes and their Applications 122 , 787-807.
  • O.Sh. Sharipov, M. Wendler (2012): „Bootstrap for the sample mean and for U-statistics of mixing and near-epoch dependent processes“, Journal of Nonparametric Statistics 24, 317-342.
  • M. Wendler (2011): „Empirical U-quantiles of dependent data“, PhD-Thesis, Ruhr-Universität Bochum.
  • S. Bialonski, M. Wendler, K. Lehnertz (2011): „Unraveling spurious properties of interaction networks with tailored random networks“, PLoS One 6 (8): e22826.
  • M. Wendler (2011): „Bahadur representation for U-quantiles of dependent data“, Journal of Multivariate Analysis 102, 1064-1079.
  • H. Dehling, M. Wendler (2010): „Law of the iterated logarithm for U-statistics of weakly dependent observations“, in: Berkes, Bradley, Dehling, Peligrad, Tichy (Eds): Dependence in Probability, Analysis and Number Theory, Kendrick Press, Heber City.
  • H. Dehling, M. Wendler (2010): „Central limit theorem and the bootstrap for U-statistics of strongly mixing data“, Journal of Multivariate Analysis 100, 126-137.