| Publication | Date of Publication | Type |
|---|
Asymptotic normality of spectral means of Hilbert space valued random processes
Stochastic Processes and their Applications | 2024-06-21 | Paper |
Bootstrapping Whittle estimators
Biometrika | 2023-05-26 | Paper |
Simultaneous inference for autocovariances based on autoregressive sieve bootstrap
Journal of Time Series Analysis | 2021-11-25 | 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 |
Asymptotics for autocovariances and integrated periodograms for linear processes observed at lower frequencies
International Statistical Review | 2019-07-16 | 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 |
Baxter's inequality and sieve bootstrap for random fields
Bernoulli | 2017-09-21 | Paper |
Some properties of the autoregressive-aided block bootstrap
Electronic Journal of Statistics | 2017-04-07 | Paper |
Statistical inference for nonparametric GARCH models
Stochastic Processes and their Applications | 2016-09-13 | Paper |
Discussion: Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
Journal of Statistical Planning and Inference | 2016-06-30 | Paper |
Bootstrap specification tests for linear covariance stationary processes
Journal of Econometrics | 2016-04-25 | Paper |
Bootstrapping realized bipower variation
Springer Proceedings in Mathematics & Statistics | 2016-02-25 | Paper |
A model specification test for GARCH(1,1) processes
Scandinavian Journal of Statistics | 2016-01-08 | Paper |
Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series
Statistics & Probability Letters | 2015-11-23 | Paper |
On the vector autoregressive sieve bootstrap
Journal of Time Series Analysis | 2015-05-20 | Paper |
Hybrid bootstrap aided unit root testing
Computational Statistics | 2015-01-30 | 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 |
Simultaneous bootstrap for all three parameters in random coefficient autoregressive models
Journal of the Korean Statistical Society | 2014-08-11 | Paper |
Bootstrap for random coefficient autoregressive models
Journal of Time Series Analysis | 2014-04-08 | Paper |
Bootstrapping continuous-time autoregressive processes
Annals of the Institute of Statistical Mathematics | 2014-02-17 | Paper |
The Hybrid Wild Bootstrap for Time Series
Journal of the American Statistical Association | 2012-11-09 | Paper |
Bootstrap tests for simple structures in nonparametric time series regression
Statistics and Its Interface | 2012-01-25 | Paper |
On the range of validity of the autoregressive sieve bootstrap
The Annals of Statistics | 2011-12-08 | Paper |
The multiple hybrid bootstrap -- resampling multivariate linear processes
Journal of Multivariate Analysis | 2010-11-10 | Paper |
Nonparametric Modeling in Financial Time Series
Handbook of Financial Time Series | 2009-11-27 | Paper |
Bootstrap autoregressive order selection
Statistics & Decisions | 2007-05-15 | Paper |
Introduction to time series.
Statistik und ihre Anwendungen | 2006-06-20 | Paper |
Properties of the nonparametric autoregressive bootstrap
Journal of Time Series Analysis | 2005-05-20 | Paper |
Bootstrap Methods for Time Series
International Statistical Review | 2005-01-03 | Paper |
Bootstrap Methods for Time Series
International Statistical Review | 2005-01-03 | Paper |
Autoregressive-aided periodogram bootstrap for time series
The Annals of Statistics | 2004-05-27 | Paper |
Bootstrap of kernel smoothing in nonlinear time series
Bernoulli | 2003-03-09 | Paper |
| Bootstrap tests for parametric volatility structure in nonparametric autoregression | 2002-05-13 | Paper |
Regression-type inference in nonparametric autoregression
The Annals of Statistics | 1999-11-09 | Paper |
Bootstrapping general first order autoregression
Statistics & Probability Letters | 1998-08-16 | Paper |
BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS
Journal of Time Series Analysis | 1993-06-29 | Paper |
Estimation of the distribution function of noise in stationary processes
Metrika | 1992-06-26 | Paper |
Local asymptotic normality for autoregression with infinite order
Journal of Statistical Planning and Inference | 1992-06-25 | Paper |
Testing linear hypotheses in autoregressions
The Annals of Statistics | 1990-01-01 | Paper |
On stochastic estimation
Annals of the Institute of Statistical Mathematics | 1988-01-01 | Paper |
On adaptive estimation in stationary ARMA processes
The Annals of Statistics | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3986476 (Why is no real title available?) | 1987-01-01 | Paper |
Repeated significance tests for stationary arm processes
Sequential Analysis | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3936300 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3901861 (Why is no real title available?) | 1984-01-01 | Paper |
