20 citations · 20 across the 1 of their papers we have counts for
2 papers
math.ST2008★ 20 cited
Goodness-of-fit tests for Markovian time series models: Central limit theory and bootstrap approximations
Michael H. Neumann, Efstathios Paparoditis
New goodness-of-fit tests for Markovian models in time series analysis are developed which are based on the difference between a fully nonparametric estimate of the one-step transi…
math.ST2005
A Functional Wavelet-Kernel Approach for Continuous-time Prediction
Anestis Antoniadis, Efstathios Paparoditis, Theofanis Sapatinas
We consider the prediction problem of a continuous-time stochastic process on an entire time-interval in terms of its recent past. The approach we adopt is based on functional kern…