Browsing by Author "Kreiss, Jens-Peter"

Now showing items 1-2 of 2

    • Article  

      Estimated Wold representation and spectral-density-driven bootstrap for time series 

      Krampe, Jonas; Kreiss, Jens-Peter; Paparoditis, Efstathios (2018)
      The second-order dependence structure of purely non-deterministic stationary processes is described by the coefficients of the famous Wold representation. These coefficients can be obtained by factorizing the spectral ...
    • Article  

      A Frequency Domain Bootstrap for General Stationary Processes 

      Meyer, Marco; Paparoditis, Efstathios; Kreiss, Jens-Peter (2018)
      Existing frequency domain methods for bootstrapping time series have a limited range. Consider for instance the class of spectral mean statistics (also called integrated periodograms) which includes many important statistics ...