Central limit theorem and the bootstrap for U-statistics of strongly mixing data. - Herold Dehling; Martin Wendler (J. Multivar. Anal., 2010)

Bahadur representation for U-quantiles of dependent data. - Martin Wendler (J. Multivar. Anal., 2011)

Unraveling Spurious Properties of Interaction Networks with Tailored Random Networks - Stephan Bialonski; Martin Wendler; Klaus Lehnertz (CoRR, 2012)

Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics. - Herold Dehling; Olimjon Sh. Sharipov; Martin Wendler (J. Multivar. Anal., 2015)

Change-point detection and bootstrap for Hilbert space valued random fields. - Béatrice Bucchia; Martin Wendler (J. Multivar. Anal., 2017)

Central limit theorems for nearly long range dependent subordinated linear processes. - Martin Wendler; Wei Biao Wu (J. Appl. Probab., 2020)