| Publication | Date of Publication | Type |
|---|
Functional sieve bootstrap for the partial sum process with an application to change-point detection
Journal of Time Series Analysis | 2026-04-13 | Paper |
Gaussian approximation for lag-window estimators and the construction of confidence bands for the spectral density
Journal of Time Series Analysis | 2026-01-07 | Paper |
Frequency Domain Statistical Inference for High-Dimensional Time Series
Journal of the American Statistical Association | 2025-10-28 | Paper |
Hedging political risk in international portfolios
European Journal of Operational Research | 2025-05-19 | Paper |
Simultaneous statistical inference for second order parameters of time series under weak conditions
The Annals of Statistics | 2025-01-03 | Paper |
Asymptotic normality of spectral means of Hilbert space valued random processes
Stochastic Processes and their Applications | 2024-06-21 | Paper |
Bootstrap Prediction Bands for Functional Time Series
Journal of the American Statistical Association | 2023-10-18 | Paper |
Bootstrap Prediction Bands for Functional Time Series
Journal of the American Statistical Association | 2023-07-04 | Paper |
A frequency domain bootstrap for general multivariate stationary processes
Bernoulli | 2023-06-02 | Paper |
A frequency domain bootstrap for general multivariate stationary processes
Bernoulli | 2023-06-02 | Paper |
Bootstrapping Whittle estimators
Biometrika | 2023-05-26 | Paper |
Structural inference in sparse high-dimensional vector autoregressions
Journal of Econometrics | 2023-04-14 | Paper |
The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
Econometric Reviews | 2022-03-04 | Paper |
Testing equality of spectral density operators for functional processes
Journal of Multivariate Analysis | 2022-03-01 | Paper |
Review of the book <i>Stochastic Models for Time Series</i> by Paul Doukhan
Journal of Time Series Analysis | 2022-02-18 | Paper |
Sparsity concepts and estimation procedures for high-dimensional vector autoregressive models
Journal of Time Series Analysis | 2021-11-25 | Paper |
| Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions | 2021-10-26 | Paper |
Bootstrap based inference for sparse high-dimensional time series models
Bernoulli | 2021-07-09 | Paper |
Extending the validity of frequency domain bootstrap methods to general stationary processes
The Annals of Statistics | 2020-12-14 | Paper |
Testing equality of autocovariance operators for functional time series
Journal of Time Series Analysis | 2020-09-16 | Paper |
Testing Equality of Spectral Density Operators for Functional Processes
(available as arXiv preprint) | 2020-04-05 | Paper |
Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem
Bernoulli | 2019-09-25 | Paper |
Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem
Bernoulli | 2019-09-25 | Paper |
Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data
Biometrika | 2019-06-24 | Paper |
Bootstrapping locally stationary processes
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-14 | Paper |
Estimated Wold representation and spectral-density-driven bootstrap for time series
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-10-30 | Paper |
Sieve bootstrap for functional time series
The Annals of Statistics | 2018-10-25 | Paper |
Sieve bootstrap for functional time series
The Annals of Statistics | 2018-10-25 | Paper |
Extending the range of validity of the autoregressive (sieve) bootstrap
Journal of Time Series Analysis | 2018-05-16 | Paper |
Tapered block bootstrap for unit root testing
Journal of Time Series Econometrics | 2018-02-07 | Paper |
Some properties of the autoregressive-aided block bootstrap
Electronic Journal of Statistics | 2017-04-07 | Paper |
On local power properties of frequency domain-based tests for stationarity
Scandinavian Journal of Statistics | 2016-09-21 | Paper |
Generalized seasonal tapered block bootstrap
Statistics & Probability Letters | 2016-05-20 | Paper |
Unit root testing via the stationary bootstrap
Journal of Econometrics | 2016-04-25 | Paper |
A note on the behaviour of nonparametric density and spectral density estimators at zero points of their support
Journal of Time Series Analysis | 2016-02-29 | Paper |
Inference for the fourth-order innovation cumulant in linear time series
Journal of Time Series Analysis | 2016-02-29 | Paper |
Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series
Statistics & Probability Letters | 2015-11-23 | Paper |
Validating stationarity assumptions in time series analysis by rolling local periodograms
Journal of the American Statistical Association | 2015-06-15 | Paper |
Block bootstrap theory for multivariate integrated and cointegrated processes
Journal of Time Series Analysis | 2015-05-20 | Paper |
Hybrid bootstrap aided unit root testing
Computational Statistics | 2015-01-30 | Paper |
A generalized block bootstrap for seasonal time series
Journal of Time Series Analysis | 2014-12-10 | Paper |
Nonlinear spectral density estimation: thresholding the correlogram
Journal of Time Series Analysis | 2014-11-26 | Paper |
Bootstrap methods for dependent data: a review
Journal of the Korean Statistical Society | 2014-09-30 | Paper |
Rejoinder: ``Bootstrap methods for dependent data: a review''
Journal of the Korean Statistical Society | 2014-09-30 | Paper |
| Bootstrap-Based K-Sample Testing For Functional Data | 2014-09-15 | Paper |
Estimation of the bispectrum for locally stationary processes
Statistics & Probability Letters | 2014-06-11 | Paper |
Local block bootstrap inference for trending time series
Metrika | 2013-08-01 | Paper |
Comments on: Subsampling weakly dependent time series and application to extremes
Test | 2012-11-15 | Paper |
The Hybrid Wild Bootstrap for Time Series
Journal of the American Statistical Association | 2012-11-09 | Paper |
Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2012-10-16 | Paper |
| Short-Term Load Forecasting: The Similar Shape Functional Time Series Predictor | 2012-01-12 | Paper |
On the range of validity of the autoregressive sieve bootstrap
The Annals of Statistics | 2011-12-08 | Paper |
Frequency domain tests of semiparametric hypotheses for locally stationary process
Scandinavian Journal of Statistics | 2011-02-22 | Paper |
Testing temporal constancy of the spectral structure of a time series
Bernoulli | 2010-11-15 | Paper |
A bootstrap test for time series linearity
Journal of Statistical Planning and Inference | 2010-09-20 | Paper |
Resampling and Subsampling for Financial Time Series
Handbook of Financial Time Series | 2009-11-27 | Paper |
Simultaneous confidence bands in spectral density estimation
Biometrika | 2009-06-10 | Paper |
Bandwidth selection for functional time series prediction
Statistics & Probability Letters | 2009-04-03 | Paper |
Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
Bernoulli | 2009-03-02 | Paper |
Bootstrapping the Local Periodogram of Locally Stationary Processes
Journal of Time Series Analysis | 2009-02-28 | Paper |
Bootstrapping Unit Root Tests for Autoregressive Time Series
Journal of the American Statistical Association | 2007-08-20 | Paper |
A Functional Wavelet–Kernel Approach for Time Series Prediction
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2007-05-24 | Paper |
Residual-Based Block Bootstrap for Unit Root Testing
Econometrica | 2006-06-19 | Paper |
Testing the Fit of a Vector Autoregressive Moving Average Model
Journal of Time Series Analysis | 2006-05-24 | Paper |
Bootstrap hypothesis testing in regression models
Statistics & Probability Letters | 2005-11-07 | Paper |
Autoregressive-aided periodogram bootstrap for time series
The Annals of Statistics | 2004-05-27 | Paper |
| scientific article; zbMATH DE number 1944039 (Why is no real title available?) | 2003-07-01 | Paper |
Local block bootstrap
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-05-27 | Paper |
A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
Econometric Theory | 2003-05-18 | Paper |
The tapered block bootstrap for general statistics from stationary sequences
Econometrics Journal | 2003-05-05 | Paper |
The local bootstrap for Markov processes
Journal of Statistical Planning and Inference | 2003-04-03 | Paper |
Tapered block bootstrap
Biometrika | 2002-06-30 | Paper |
Large sample inference for irregularly spaced dependent observations based on subsampling.
Sankhyā. Series A. Methods and Techniques | 2001-09-11 | Paper |
Large-sample inference in the general AR(1) model
Test | 2001-09-02 | Paper |
On bootstrapping \(L_2\)-type statistics in density testing
Statistics & Probability Letters | 2001-08-17 | Paper |
The local bootstrap for kernel estimators under general dependence conditions
Annals of the Institute of Statistical Mathematics | 2001-05-02 | Paper |
| scientific article; zbMATH DE number 1406063 (Why is no real title available?) | 2000-10-29 | Paper |
| scientific article; zbMATH DE number 1424397 (Why is no real title available?) | 2000-09-10 | Paper |
| scientific article; zbMATH DE number 1424401 (Why is no real title available?) | 2000-06-07 | Paper |
The Local Bootstrap for Periodogram Statistics
Journal of Time Series Analysis | 2000-05-24 | Paper |
Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models
Scandinavian Journal of Statistics | 2000-05-24 | Paper |
Addendum to ``Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models''
Statistics & Probability Letters | 1998-05-06 | Paper |
| A Frequency Domain Bootstrap-Based Method for Checking the Fit of a Transfer Function Model | 1997-11-18 | Paper |
| scientific article; zbMATH DE number 1070513 (Why is no real title available?) | 1997-10-05 | Paper |
| scientific article; zbMATH DE number 1070514 (Why is no real title available?) | 1997-10-05 | Paper |
Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes
Journal of Multivariate Analysis | 1996-08-05 | Paper |
Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models
Statistics & Probability Letters | 1996-07-02 | Paper |
A comparison of some autocovariance-based methods of arma model selection: a simulation study
Journal of Statistical Computation and Simulation | 1995-11-14 | Paper |
ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES
Journal of Time Series Analysis | 1994-06-29 | Paper |
ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP
Journal of Time Series Analysis | 1993-01-16 | Paper |
Modelling long-term dependence in measurement errors of plutonium concentration
Statistical Papers | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 51833 (Why is no real title available?) | 1992-09-18 | Paper |
