Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Fragkeskou, Maria"
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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
Inference for the Fourth-Order Innovation Cumulant in Linear Time Series
Fragkeskou, Maria; Paparoditis Efstathios, E. (2015)The rescaled fourth-order cumulant of the unobserved innovations of linear time series is an important parameter in statistical inference. This article deals with the problem of estimating this parameter. An existing ...
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Article
Inference for the Fourth‐Order Innovation Cumulant in Linear Time Series
Fragkeskou, Maria; Paparoditis Efstathios, E. (2015)