The following pages link to Efstathios Paparoditis (Q188350):
Displaying 50 items.
- Unit root testing via the stationary bootstrap (Q275254) (← links)
- Generalized seasonal tapered block bootstrap (Q286451) (← links)
- Some properties of the autoregressive-aided block bootstrap (Q521325) (← links)
- Testing temporal constancy of the spectral structure of a time series (Q605893) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Rejoinder: ``Bootstrap methods for dependent data: a review'' (Q743761) (← links)
- (Q893909) (redirect page) (← links)
- Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series (Q893910) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations (Q1002573) (← links)
- Bandwidth selection for functional time series prediction (Q1009705) (← links)
- Addendum to ``Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models'' (Q1382203) (← links)
- Autoregressive-aided periodogram bootstrap for time series (Q1430916) (← links)
- Local block bootstrap (Q1565905) (← links)
- The local bootstrap for kernel estimators under general dependence conditions (Q1585876) (← links)
- On bootstrapping \(L_2\)-type statistics in density testing (Q1590560) (← links)
- Tapered block bootstrap for unit root testing (Q1695661) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes (Q1914701) (← links)
- Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models (Q1916221) (← links)
- Sieve bootstrap for functional time series (Q1990591) (← links)
- Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
- Testing equality of spectral density operators for functional processes (Q2078561) (← links)
- Extending the validity of frequency domain bootstrap methods to general stationary processes (Q2215743) (← links)
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem (Q2325383) (← links)
- Local block bootstrap inference for trending time series (Q2392259) (← links)
- Estimation of the bispectrum for locally stationary processes (Q2453896) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- Bootstrap hypothesis testing in regression models (Q2573259) (← links)
- Structural inference in sparse high-dimensional vector autoregressions (Q2697986) (← links)
- Large sample inference for irregularly spaced dependent observations based on subsampling. (Q2736781) (← links)
- Tapered block bootstrap (Q2773188) (← links)
- A note on the behaviour of nonparametric density and spectral density estimators at zero points of their support (Q2789388) (← links)
- Inference for the fourth-order innovation cumulant in linear time series (Q2789392) (← links)
- On local power properties of frequency domain-based tests for stationarity (Q2821472) (← links)
- Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities (Q2920284) (← links)
- Nonlinear spectral density estimation: thresholding the correlogram (Q2931588) (← links)
- A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES (Q2933193) (← links)
- Frequency Domain Tests of Semiparametric Hypotheses for Locally Stationary Processes (Q3077773) (← links)
- A Functional Wavelet–Kernel Approach for Time Series Prediction (Q3442941) (← links)
- Bootstrapping the Local Periodogram of Locally Stationary Processes (Q3608198) (← links)
- Simultaneous confidence bands in spectral density estimation (Q3631504) (← links)
- Resampling and Subsampling for Financial Time Series (Q3646989) (← links)
- (Q4002212) (← links)
- Modelling long-term dependence in measurement errors of plutonium concentration (Q4012969) (← links)
- ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP (Q4021568) (← links)
- ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES (Q4299039) (← links)
- (Q4357020) (← links)
- (Q4357021) (← links)
