Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "Economics"

Now showing items 1-3 of 3

    • Article  

      Residual-based block bootstrap for unit root testing 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2003)
      A nonparametric, residual-based block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...
    • Article  

      Residual-based block bootstrap for unit root testingAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2003)
      A nonparametric, residual-based block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...
    • Article  

      Vektorautokorrelationen stochastischer Prozesse und die Spezifikation von ARMA-Modellen 

      Paparoditis Efstathios, E. (1990)
      Die Arbeit beschäftigt sich mit der Spezifikation der Ordnung von ARMA-Modellen mit Hilfe des Konzepts der Vektorautokorrelationen. Diese sind lineare Abhängigkeitsmaße zwischen Segmenten eines stochastischen Prozesses ...