Jens-Peter Kreiss

Available identifiers

zbMath Open kreiss.jens-peterMaRDI QIDQ521324

List of research outcomes

Publication	Date of Publication	Type
Bootstrapping Whittle estimators	2023-05-26	Paper
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap	2021-11-25	Paper
Bootstrap based inference for sparse high-dimensional time series models	2021-07-09	Paper
Extending the validity of frequency domain bootstrap methods to general stationary processes	2020-12-14	Paper
Asymptotics for Autocovariances and Integrated Periodograms for Linear Processes Observed at Lower Frequencies	2019-07-16	Paper
Bootstrapping Locally Stationary Processes	2019-06-14	Paper
Estimated Wold Representation and Spectral-Density-Driven Bootstrap for Time Series	2018-10-30	Paper
Baxter's inequality and sieve bootstrap for random fields	2017-09-21	Paper
Some properties of the autoregressive-aided block bootstrap	2017-04-07	Paper
Statistical inference for nonparametric GARCH models	2016-09-13	Paper
Discussion: Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions	2016-06-30	Paper
Bootstrap specification tests for linear covariance stationary processes	2016-04-25	Paper
Bootstrapping Realized Bipower Variation	2016-02-25	Paper
A Model Specification Test For GARCH(1,1) Processes	2016-01-08	Paper
Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series	2015-11-23	Paper
On the Vector Autoregressive Sieve Bootstrap	2015-05-20	Paper
Hybrid bootstrap aided unit root testing	2015-01-30	Paper
Bootstrap methods for dependent data: a review	2014-09-30	Paper
Rejoinder: ``Bootstrap methods for dependent data: a review	2014-09-30	Paper
Simultaneous bootstrap for all three parameters in random coefficient autoregressive models	2014-08-11	Paper
BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS	2014-04-08	Paper
Bootstrapping continuous-time autoregressive processes	2014-02-17	Paper
The Hybrid Wild Bootstrap for Time Series	2012-11-09	Paper
Bootstrap tests for simple structures in nonparametric time series regression	2012-01-25	Paper
On the range of validity of the autoregressive sieve bootstrap	2011-12-08	Paper
The multiple hybrid bootstrap -- resampling multivariate linear processes	2010-11-10	Paper
Nonparametric Modeling in Financial Time Series	2009-11-27	Paper
Bootstrap autoregressive order selection	2007-05-15	Paper
Introduction to time series.	2006-06-20	Paper
Properties of the nonparametric autoregressive bootstrap	2005-05-20	Paper
Bootstrap Methods for Time Series	2005-01-03	Paper
Autoregressive-aided periodogram bootstrap for time series	2004-05-27	Paper
Bootstrap of kernel smoothing in nonlinear time series	2003-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q2769688	2002-05-13	Paper
Regression-type inference in nonparametric autoregression	1999-11-09	Paper
Bootstrapping general first order autoregression	1998-08-16	Paper
BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS	1993-06-29	Paper
Estimation of the distribution function of noise in stationary processes	1992-06-26	Paper
Local asymptotic normality for autoregression with infinite order	1992-06-25	Paper
Testing linear hypotheses in autoregressions	1990-01-01	Paper
On stochastic estimation	1988-01-01	Paper
On adaptive estimation in stationary ARMA processes	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3749988	1987-01-01	Paper
Repeated significance tests for stationary arm processes	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3707194	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3680117	1984-01-01	Paper

Research outcomes over time

Doctoral students

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