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math.ST2021
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…
math.ST2021
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…