The following pages link to Jens-Peter Kreiss (Q521324):
Displaying 49 items.
- Bootstrap specification tests for linear covariance stationary processes (Q275265) (← links)
- Discussion: Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301350) (← links)
- (Q311985) (redirect page) (← links)
- Statistical inference for nonparametric GARCH models (Q311986) (← links)
- Simultaneous bootstrap for all three parameters in random coefficient autoregressive models (Q397236) (← links)
- Some properties of the autoregressive-aided block bootstrap (Q521325) (← links)
- The multiple hybrid bootstrap -- resampling multivariate linear processes (Q604348) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Bootstrap tests for simple structures in nonparametric time series regression (Q660070) (← links)
- Bootstrap methods for dependent data: a review (Q743759) (← links)
- Rejoinder: ``Bootstrap methods for dependent data: a review'' (Q743761) (← links)
- Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series (Q893910) (← links)
- Testing linear hypotheses in autoregressions (Q918612) (← links)
- Bootstrapping general first order autoregression (Q1129468) (← links)
- Estimation of the distribution function of noise in stationary processes (Q1179289) (← links)
- On stochastic estimation (Q1262671) (← links)
- Autoregressive-aided periodogram bootstrap for time series (Q1430916) (← links)
- Bootstrap of kernel smoothing in nonlinear time series (Q1611560) (← links)
- Regression-type inference in nonparametric autoregression (Q1807123) (← links)
- Local asymptotic normality for autoregression with infinite order (Q1813482) (← links)
- On adaptive estimation in stationary ARMA processes (Q1821447) (← links)
- Bootstrap based inference for sparse high-dimensional time series models (Q2040070) (← links)
- Extending the validity of frequency domain bootstrap methods to general stationary processes (Q2215743) (← links)
- Baxter's inequality and sieve bootstrap for random fields (Q2405146) (← links)
- Bootstrapping continuous-time autoregressive processes (Q2434136) (← links)
- Introduction to time series. (Q2493512) (← links)
- Hybrid bootstrap aided unit root testing (Q2512760) (← links)
- (Q2769688) (← links)
- Bootstrapping Realized Bipower Variation (Q2787360) (← links)
- Bootstrap autoregressive order selection (Q3438351) (← links)
- A Model Specification Test For GARCH(1,1) Processes (Q3460672) (← links)
- Nonparametric Modeling in Financial Time Series (Q3646987) (← links)
- (Q3680117) (← links)
- (Q3707194) (← links)
- (Q3749988) (← links)
- The Hybrid Wild Bootstrap for Time Series (Q4648552) (← links)
- Properties of the nonparametric autoregressive bootstrap (Q4677009) (← links)
- BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS (Q4696582) (← links)
- Repeated significance tests for stationary arm processes (Q4721461) (← links)
- Bootstrap Methods for Time Series (Q4832060) (← links)
- Estimated Wold Representation and Spectral-Density-Driven Bootstrap for Time Series (Q4962086) (← links)
- Asymptotics for Autocovariances and Integrated Periodograms for Linear Processes Observed at Lower Frequencies (Q4968587) (← links)
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap (Q5012852) (← links)
- On the Vector Autoregressive Sieve Bootstrap (Q5251505) (← links)
- Bootstrapping Locally Stationary Processes (Q5379909) (← links)
- BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS (Q5408112) (← links)
- Bootstrapping Whittle estimators (Q6045158) (← links)
- Asymptotic normality of spectral means of Hilbert space valued random processes (Q6559469) (← links)
- Gaussian Approximation for Lag-Window Estimators and the Construction of Confidence bands for the Spectral Density (Q6736856) (← links)
