
Bootstrapping Whittle Estimators
Fitting parametric models by optimizing frequency domain objective funct...
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A Frequency Domain Bootstrap for General Multivariate Stationary Processes
For many relevant statistics of multivariate time series, no valid frequ...
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Estimation of the Distribution of the Individual Reproduction Number: The Case of the COVID19 Pandemic
We investigate the problem of estimating the distribution of the individ...
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Impulse Response Analysis for Sparse HighDimensional Time Series
We consider structural impulse response analysis for sparse highdimensi...
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Statistical Estimation of HighDimensional Vector Autoregressive Models
Highdimensional vector autoregressive (VAR) models are important tools ...
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Bootstrap Prediction Bands for Functional Time Series
A bootstrap procedure for constructing pointwise or simultaneous predict...
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Testing Equality of Spectral Density Operators for Functional Processes
The problem of testing equality of the entire second order structure of ...
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Testing Equality of Autocovariance Operators for Functional Time Series
We consider strictly stationary stochastic processes of Hilbert spaceva...
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A Frequency Domain Bootstrap for General Stationary Processes
Existing frequency domain methods for bootstrapping time series have a l...
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Testing equality of spectral density operators for functional linear processes
The problem of testing equality of the entire second order structure of ...
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EstimatedWold Representation and Spectral DensityDriven Bootstrap for Time Series
The secondorder dependence structure of purely nondeterministic station...
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Moving Block and Tapered Block Bootstrap for Functional Time Series with an Application to the KSample Mean Problem
We consider infinitedimensional Hilbert spacevalued random variables t...
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Efstathios Paparoditis
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