112 citations · 124 across the 9 of their papers we have counts for
10 papers
Frequency Domain Bootstrap for Functional Time Series
Daniel Rademacher, Jens-Peter Kreiss, Efstathios Paparoditis
A frequency domain bootstrap procedure for functional time series is proposed and applied to the class of spectral mean operators. The procedure works by first generating independe…
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…
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…
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…
On the range of validity of the autoregressive sieve bootstrap
Jens-Peter Kreiss, Efstathios Paparoditis, Dimitris N. Politis
We explore the limits of the autoregressive (AR) sieve bootstrap, and show that its applicability extends well beyond the realm of linear time series as has been previously thought…