112 citations · 311 across the 23 of their papers we have counts for
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A Frequency Domain Bootstrap for General Stationary Processes
Marco Meyer, Efstathios Paparoditis, Jens-Peter Kreiss
Existing frequency domain methods for bootstrapping time series have a limited range. Consider for instance the class of spectral mean statistics (also called integrated periodogra…
Bootstrap Based Inference for Sparse High-Dimensional Time Series Models
J. Krampe, J-P. Kreiss, E. Paparoditis
Fitting sparse models to high-dimensional time series is an important area of statistical inference. In this paper we consider sparse vector autoregressive models and develop appro…
Testing equality of spectral density operators for functional linear processes
Anne Leucht, Efstathios Paparoditis, Theofanis Sapatinas
The problem of testing equality of the entire second order structure of two independent functional linear processes is considered. A fully functional -type test is developed w…