Carsten Jentsch

Available identifiers

zbMath Open jentsch.carstenMaRDI QIDQ287521

List of research outcomes

Publication	Date of Publication	Type
Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics	2024-10-28	Paper
Asymptotically Valid Bootstrap Inference for Proxy SVARs	2024-10-17	Paper
Modelling and diagnostic tests for Poisson and negative-binomial count time series	2024-10-15	Paper
Bootstrap consistency for the Mack bootstrap	2024-03-21	Paper
Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity	2023-12-14	Paper
Semiparametric estimation of INAR models using roughness penalization	2023-07-27	Paper
Asymptotic theory for Mack's model	2023-02-01	Paper
Novel goodness-of-fit tests for binomial count time series	2022-10-24	Paper
Testing exogeneity in the functional linear regression model	2022-08-14	Paper
Generalized binary vector autoregressive processes	2022-03-17	Paper
Bootstrapping Hill estimator and tail array sums for regularly varying time series	2021-07-09	Paper
On the validity of Akaike's identity for random fields	2021-05-04	Paper
Empirical characteristic functions-based estimation and distance correlation for locally stationary processes	2020-05-27	Paper
Bootstrap-based bias corrections for INAR count time series	2020-04-27	Paper
Time-dependent Poisson reduced rank models for political text data analysis	2019-11-22	Paper
Bootstrapping INAR models	2019-08-01	Paper
Bootstrapping INAR models	2019-06-14	Paper
Guaranteed conditional ARL performance in the presence of autocorrelation	2018-10-17	Paper
Baxter's inequality and sieve bootstrap for random fields	2017-09-21	Paper
A spectral domain test for stationarity of spatio-temporal data	2017-03-16	Paper
Bootstrapping sample quantiles of discrete data	2016-05-20	Paper
Inference in VARs with conditional heteroskedasticity of unknown form	2015-12-18	Paper
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension	2015-07-06	Paper
Testing equality of spectral densities using randomization techniques	2015-06-15	Paper
Block bootstrap theory for multivariate integrated and cointegrated processes	2015-05-20	Paper
A test for second order stationarity of a multivariate time series	2015-05-06	Paper
Hybrid bootstrap aided unit root testing	2015-01-30	Paper
A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes	2014-11-20	Paper
Discussion on: ``Bootstrap methods for dependent data: a review	2014-09-30	Paper
Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap	2013-06-13	Paper
A note on using periodogram-based distances for comparing spectral densities	2011-12-28	Paper
https://portal.mardi4nfdi.de/entity/Q3094962	2011-10-27	Paper
The multiple hybrid bootstrap -- resampling multivariate linear processes	2010-11-10	Paper

Research outcomes over time

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