Πλοήγηση ανά Συγγραφέα "Kreiss, J. -P"

Αποτελέσματα 1-8 από 8

    • Article  

      Autoregressive-aided periodogram bootstrap for time series 

      Kreiss, J. -P; Paparoditis Efstathios, E. (2003)
      A bootstrap methodology for the periodogram of a stationary process is proposed which is based on a combination of a time domain parametric and a frequency domain nonparametric bootstrap. The parametric fit is used to ...
    • Article  

      Bootstrap methods for dependent data: A review 

      Kreiss, J. -P; Paparoditis Efstathios, E. (2011)
      This paper gives a review on a variety of bootstrap methods for dependent data. The main focus is not on an exhaustive listing and description of bootstrap procedures but on general principles which should be taken into ...
    • Article  

      Bootstrapping locally stationary processes 

      Kreiss, J. -P; Paparoditis Efstathios, E. (2015)
      We propose a non-parametric method to bootstrap locally stationary processes which combines a time domain wild bootstrap approach with a non-parametric frequency domain approach. The method generates pseudotime series which ...
    • Article  

      Hybrid bootstrap aided unit root testing 

      Jentsch, C.; Kreiss, J. -P; Mantalos, Panagiotis; Paparoditis Efstathios, E. (2012)
      In this paper, we propose a hybrid bootstrap procedure for augmented Dickey-Fuller (ADF) tests for the presence of a unit root. This hybrid proposal combines a time domain parametric autoregressive fit to the data and a ...
    • Article  

      Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series 

      Krampe, J.; Kreiss, J. -P; Paparoditis Efstathios, E. (2015)
      Based on consistency and asymptotic normality of a nonparametric kernel trend estimation in the context of locally stationary processes, validity of a hybrid wild bootstrap approach for estimating the distribution of the ...
    • Article  

      The hybrid wild bootstrap for time series 

      Kreiss, J. -P; Paparoditis Efstathios, E. (2012)
      We introduce a new and simple bootstrap procedure for general linear processes, called the hybrid wild bootstrap. The hybrid wild bootstrap generates frequency domain replicates of the periodogram that imitate asymptotically ...
    • Article  

      Rejoinder: Bootstrap methods for dependent data: A review 

      Kreiss, J. -P; Paparoditis Efstathios, E. (2011)
    • Article  

      Some properties of the autoregressive-aided block bootstrap 

      Niebuhr, T.; Kreiss, J. -P; Paparoditis Efstathios, E. (2017)
      We investigate properties of a hybrid bootstrap procedure for general, strictly stationary sequences, called the autoregressive-aided block bootstrap which combines a parametric autoregressive bootstrap with a nonparametric ...