112 citations · 311 across the 23 of their papers we have counts for
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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…
A Frequency Domain Bootstrap for General Multivariate Stationary Processes
Marco Meyer, Efstathios Paparoditis
For many relevant statistics of multivariate time series, no valid frequency domain bootstrap procedures exist. This is mainly due to the fact that the distribution of such statist…
Estimation of the Distribution of the Individual Reproduction Number: The Case of the COVID-19 Pandemic
Alexander Braumann, Jonas Krampe, Jens-Peter Kreiss +1
We investigate the problem of estimating the distribution of the individual reproduction number governing the COVID-19 pandemic. Under the assumption that this random variable foll…