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The Hybrid Wild Bootstrap for Time Series
Kreiss, Jens-peter; Paparoditis, Efstathios - In: Journal of the American Statistical Association : JASA 107 (2012) 499, pp. 1073-1085
Persistent link: https://www.econbiz.de/10010028420
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Validating stationarity assumptions in time series analysis by rolling local periodograms
Paparoditis, Efstathios - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 839-851
Persistent link: https://www.econbiz.de/10008736833
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Theory and Methods - Bootstrapping Unit Root Tests for Autoregressive Time Series
Paparoditis, Efstathios; Politis, Dimitris N. - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 545-553
Persistent link: https://www.econbiz.de/10006606918
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A Frequency Domain Bootstrap-Based Method for Checking the Fit of a Transfer Function Model
Paparoditis, Efstathios - In: Journal of the American Statistical Association : JASA 91 (1996) 436, pp. 1535-1550
Persistent link: https://www.econbiz.de/10006632753
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Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms
Paparoditis, Efstathios - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 839-852
Persistent link: https://www.econbiz.de/10008452535
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Bootstrapping unit root tests for autoregressive time series
Paparoditis, Efstathios; Politis, Dimitris N. - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 545-553
Persistent link: https://www.econbiz.de/10002929370