• Article  

      A bootstrap test for time series linearity 

      Berg, A.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2010)
      A bootstrap algorithm is proposed for testing Gaussianity and linearity in stationary time series, and consistency of the relevant bootstrap approximations is proven rigorously for the first time. Subba Rao and Gabr (1980) ...
    • Article  

      Estimation of the bispectrum for locally stationary processes 

      Paparoditis Efstathios, E.; Preuß, P. (2014)
      We consider the problem of estimating the bispectrum of a locally stationary process. A nonparametric, lag-window type estimator is considered and its asymptotic properties are investigated. As a possible application, a ...
    • Article  

      Higher-order accurate polyspectral estimation with flat-top lag-windows 

      Berg, A.; Politis, Dimitris Nicolas (2009)
      Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared ...