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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…
math.ST2024
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…