Works citing this work

4 works

Work: Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics

1. Bootstrap for U-Statistics: A new approach

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2. Bootstrap for<i>U</i>-statistics: a new approach

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   ABIABI:AkademIndex/openalex/2016.article.000399

3. Sequential block bootstrap in a Hilbert space with application to change point analysis

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   ABIABI:AkademIndex/openalex/2016.preprint.000001

4. Central limit theorem and invariance principle for triangular arrays of weakly dependent random variables with values in <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si4.svg" display="inline" id="d1e22"> <mml:mrow> <mml:msub> <mml:mrow> <mml:mi>L</mml:mi> </mml:mrow> <mml:mrow> <mml:mi>p</mml:mi> </mml:mrow> </mml:msub> <mml:mrow> <mml:mo>[</mml:mo> <mml:mn>0</mml:mn> <mml:mo>,</mml:mo> <mml:mn>1</mml:mn> <mml:mo>]</mml:mo> </mml:mrow> </mml:mrow> </mml:math>

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   ABIABI:AkademIndex/openalex/2026.article.004989