• 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 ...
    • Article  

      On the Vector Autoregressive Sieve Bootstrap 

      Meyer, Marco; Kreiss, Jens‐Peter; Cavaliere, Giuseppe; Politis, Dimitris Nicolas; Rahbek, Anders (2014)