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math.ST2017
EstimatedWold Representation and Spectral Density-Driven Bootstrap for Time Series
Jonas Krampe, Jens-Peter Kreiss, Efstathios Paparoditis
The second-order dependence structure of purely nondeterministic stationary process is described by the coefficients of the famous Wold representation. These coefficients can be ob…
math.ST2017
Moving Block and Tapered Block Bootstrap for Functional Time Series with an Application to the K-Sample Mean Problem
Dimitrios Pilavakis, Efstathios Paparoditis, Theofanis Sapatinas
We consider infinite-dimensional Hilbert space-valued random variables that are assumed to be temporal dependent in a broad sense. We prove a central limit theorem for the moving b…