Browsing by Author "Paparoditis, Efstathios"
Now showing items 1-8 of 8
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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 ...
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Article
Extending the Range of Validity of the Autoregressive (Sieve) Bootstrap
Fragkeskou, Maria; Paparoditis, Efstathios (2018)Two modifications of the autoregressive‐sieve and of the autoregressive bootstrap are proposed. The first modification replaces the classical i.i.d. resampling scheme applied to the residuals of the autoregressive fit by ...
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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 ...
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Article
Moving block and tapered block bootstrap for functional time series with an application to the $K$-sample mean problem
Pilavakis, Dimitrios; Paparoditis, Efstathios; Sapatinas, Theofanis (2019)We consider infinite-dimensional Hilbert space-valued random variables that are assumed to be temporal dependent in a broad sense. We prove a central limit theorem for the moving block bootstrap and for the tapered block ...
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Article
Sieve bootstrap for functional time series
Paparoditis, Efstathios (2018)A bootstrap procedure for functional time series is proposed which exploits a general vector autoregressive representation of the time series of Fourier coefficients appearing in the Karhunen–Loève expansion of the functional ...
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Conference Object
A Sieve Bootstrap Method that Incorporates Model Uncertainty for Constructing Prediction Intervals for Functional Time Series
Paparoditis, Efstathios; Shang, H.L. (Springer, 2019)
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Article
Testing equality of autocovariance operators for functional time series
Pilavakis, Dimitrios; Paparoditis, Efstathios; Sapatinas, Theofanis (2020)We consider strictly stationary stochastic processes of Hilbert space-valued random variables and focus on fully functional tests for the equality of the lag-zero autocovariance operators of several independent functional ...
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Article
Testing equality of spectral density operators for functional linear processes
Leucht, Anne; Paparoditis, Efstathios; Sapatinas, Theofanis (2018)The problem of testing equality of the entire second order structure of two independent functional linear processes is considered. A fully functional L2-type test is developed which evaluates, over all frequencies, the ...