6 papers
Adverse effects of vaccinations against the Corona-virus SARS-CoV-2: insights and hindsights from a statistical perspective
Thomas Schmidt-Melchiors, Jens-Peter Kreiss, Alexander Braumann
Vaccinations against the virus SARS-CoV-2 have proven to be most effective against a severe corona disease. However, a significant minority of people is still critical of such a va…
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…
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…
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…
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…