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math.ST2025
Detecting Periodicity of a General Stationary Time Series via AR(2)-Model Fitting
Jens-Peter Kreiss, Panagiotis Maouris, Efstathios Paparoditis
Estimating the periodicity of a stationary time series via fitting a second order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule(1927).. We…
math.ST2025
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.ST2025
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…