112 citations · 311 across the 23 of their papers we have counts for
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Frequency Domain Bootstrap for Functional Time Series
Daniel Rademacher, Jens-Peter Kreiss, Efstathios Paparoditis
A frequency domain bootstrap procedure for functional time series is proposed and applied to the class of spectral mean operators. The procedure works by first generating independe…
Detecting Periodicity of a General Stationary Time Series via AR(2)-Model Fitting
Jens-Peter Kreiss, Panagiotis Maouris, Efstathios Paparoditis
Estimating the periodicity of a stationary time series via fitting a second order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule(1927).. We…
Functional Sieve Bootstrap for the Partial Sum Process with Application to Change-Point Detection
Efstathios Paparoditis, Lea Wegner, Martin Wendler
This paper applies the functional sieve bootstrap (FSB) to estimate the distribution of the partial sum process for time series stemming from a weakly stationary functional process…
Gaussian Approximation for Lag-Window Estimators and the Construction of Confidence bands for the Spectral Density
Jens-Peter Kreiss, Anne Leucht, Efstathios Paparoditis
In this paper we consider the construction of simultaneous confidence bands for the spectral density of a stationary time series using a Gaussian approximation for classical lag-wi…
Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions
Yunyi Zhang, Efstathios Paparoditis, Dimitris N. Politis
Strict stationarity is a common assumption used in the time series literature in order to derive asymptotic distributional results for second-order statistics, like sample autocova…
Bootstrapping Whittle Estimators
Jens-Peter Kreiss, Efstathios Paparoditis
Fitting parametric models by optimizing frequency domain objective functions is an attractive approach of parameter estimation in time series analysis. Whittle estimators are a pro…