Efstathios Paparoditis: search on Z-Library

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1

The asymptotic size and power of the augmented Dickey-Fuller test for a unit root

Paparoditis, Efstathios, Politis, Dimitris N.

Journal:

Econometric Reviews

Year:

2016

Language:

english

File:

PDF, 749 KB

english, 2016

2

Bootstrap methods for dependent data: A review

Jens-Peter Kreiss, Efstathios Paparoditis

Journal:

Journal of the Korean Statistical Society

Year:

2011

Language:

english

File:

PDF, 387 KB

english, 2011

3

The tapered block bootstrap for general statistics from stationary sequences

Efstathios Paparoditis and Dimitris N. Politis

Journal:

The Econometrics Journal

Year:

2002

Language:

english

File:

PDF, 1.52 MB

english, 2002

4

A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES

Dudek, Anna E., Leśkow, Jacek, Paparoditis, Efstathios, Politis, Dimitris N.

Journal:

Journal of Time Series Analysis

Year:

2014

Language:

english

File:

PDF, 1.07 MB

english, 2014

5

A functional wavelet–kernel approach for time series prediction

Anestis Antoniadis, Efstathios Paparoditis, Theofanis Sapatinas

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2006

Language:

english

File:

PDF, 705 KB

english, 2006

6

Wavelet Methods in Statistics with R

Efstathios Paparoditis

Journal:

Journal of the Royal Statistical Society: Series A (Statistics in Society)

Year:

2010

Language:

english

File:

PDF, 105 KB

english, 2010

7

Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities

Holger Dette, Efstathios Paparoditis

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2009

Language:

english

File:

PDF, 764 KB

english, 2009

8

Local block bootstrap

Efstathios Paparoditis, Dimitris N. Politis

Journal:

Comptes Rendus Mathematique

Year:

2002

Language:

english

File:

PDF, 45 KB

english, 2002

9

Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes

Efstathios Paparoditis

Journal:

Journal of Multivariate Analysis

Year:

1996

Language:

english

File:

PDF, 925 KB

english, 1996

10

Short-Term Load Forecasting: The Similar Shape Functional Time-Series Predictor

Paparoditis, Efstathios, Sapatinas, Theofanis

Journal:

IEEE Transactions on Power Systems

Year:

2013

Language:

english

File:

PDF, 1.22 MB

english, 2013

11

Rejoinder: Bootstrap methods for dependent data: A review

Jens-Peter Kreiss, Efstathios Paparoditis

Journal:

Journal of the Korean Statistical Society

Year:

2011

Language:

english

File:

PDF, 162 KB

english, 2011

12

Inference for the Fourth-Order Innovation Cumulant in Linear Time Series

Fragkeskou, Maria, Paparoditis∗, Efstathios

Journal:

Journal of Time Series Analysis

Year:

2016

Language:

english

File:

PDF, 431 KB

english, 2016

13

A Frequency Domain Bootstrap-Based Method for Checking the Fit of a Transfer Function Model

Efstathios Paparoditis

Journal:

Journal of the American Statistical Association

Year:

1996

Language:

english

File:

PDF, 3.10 MB

english, 1996

14

Testing equality of autocovariance operators for functional time series

Pilavakis, Dimitrios, Paparoditis, Efstathios, Sapatinas, Theofanis

Journal:

Journal of Time Series Analysis

Year:

2020

File:

PDF, 925 KB

2020

15

Testing the Fit of a Vector Autoregressive Moving Average Model

Efstathios Paparoditis

Journal:

Journal of Time Series Analysis

Year:

2005

Language:

english

File:

PDF, 385 KB

english, 2005

16

Residual-Based Block Bootstrap for Unit Root Testing

Efstathios Paparoditis, Dimitris N. Politis

Journal:

Year:

2003

Language:

english

File:

PDF, 289 KB

english, 2003

17

A Functional Wavelet-Kernel Approach for Time Series Prediction

Anestis Antoniadis, Efstathios Paparoditis and Theofanis Sapatinas

Journal:

Journal of the Royal Statistical Society: Series B (Statistical Methodology)

Year:

2006

Language:

english

File:

PDF, 2.38 MB

english, 2006

18

A Frequency Domain Bootstrap-Based Method for Checking the Fit of a Transfer Function Model

Paparoditis, Efstathios

Journal:

Journal of the American Statistical Association

Year:

1996

Language:

english

File:

PDF, 2.43 MB

english, 1996

19

A bootstrap test for time series linearity

Arthur Berg, Efstathios Paparoditis, Dimitris N. Politis

Journal:

Journal of Statistical Planning and Inference

Year:

2010

Language:

english

File:

PDF, 554 KB

english, 2010

20

Estimation of the bispectrum for locally stationary processes

Paparoditis, Efstathios, Preuß, Philip

Journal:

Statistics & Probability Letters

Year:

2014

Language:

english

File:

PDF, 420 KB

english, 2014

21

Goodness-of-fit tests for Markovian time series models: Central limit theory and bootstrap approximations

Neumann, Michael H., Paparoditis, Efstathios

Journal:

Year:

2008

Language:

english

File:

PDF, 326 KB

english, 2008

22

Simultaneous Confidence Bands in Spectral Density Estimation

Michael H. Neumann and Efstathios Paparoditis

Journal:

Year:

2008

Language:

english

File:

PDF, 1.32 MB

english, 2008

23

On Local Power Properties of Frequency Domain-based Tests for Stationarity

Paparoditis, Efstathios, Preuß, Philip

Journal:

Scandinavian Journal of Statistics

Year:

2015

Language:

english

File:

PDF, 434 KB

english, 2015

24

Autoregressive-aided periodogram bootstrap for timeseries

Paparoditis, Efstathios, Kreiss, Jens-Peter

Journal:

The Annals of Statistics

Year:

2003

Language:

english

File:

PDF, 274 KB

english, 2003

25

Some properties of the autoregressive-aided block bootstrap

Niebuhr, Tobias, Kreiss, Jens-Peter, Paparoditis, Efstathios

Journal:

Electronic Journal of Statistics

Year:

2017

Language:

english

File:

PDF, 369 KB

english, 2017

26

Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms

Paparoditis, Efstathios

Journal:

Journal of the American Statistical Association

Year:

2010

Language:

english

File:

PDF, 492 KB

english, 2010

27

ON THE RANGE OF VALIDITY OF THE AUTOREGRESSIVE SIEVE BOOTSTRAP

Jens-Peter Kreiss, Efstathios Paparoditis and Dimitris N. Politis

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 1.87 MB

english, 2011

28

Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models

Efstathios Paparoditis

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 351 KB

english, 1996

29

Bootstrap hypothesis testing in regression models

Efstathios Paparoditis, Dimitris N. Politis

Journal:

Statistics & Probability Letters

Year:

2005

Language:

english

File:

PDF, 230 KB

english, 2005

30

Bootstrapping Unit Root Tests for Autoregressive Time Series

Paparoditis, Efstathios, Politis, Dimitris N

Journal:

Journal of the American Statistical Association

Year:

2005

Language:

english

File:

PDF, 352 KB

english, 2005

31

A Markovian Local Resampling Scheme for Nonparametric Estimators in Time Series Analysis

Efstathios Paparoditis and Dimitris N. Politis

Journal:

Econometric Theory

Year:

2001

Language:

english

File:

PDF, 2.02 MB

english, 2001

32

The local bootstrap for Markov processes

Efstathios Paparoditis, Dimitris N. Politis

Journal:

Journal of Statistical Planning and Inference

Year:

2002

Language:

english

File:

PDF, 287 KB

english, 2002

33

ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP

Efstathios Paparoditis, Bernd Streitberg

Journal:

Journal of Time Series Analysis

Year:

1992

Language:

english

File:

PDF, 1.04 MB

english, 1992

34

Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models

Efstathios Paparoditis

Journal:

Statistics & Probability Letters

Year:

1997

File:

PDF, 26 KB

1997

35

A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS

Paparoditis, Efstathios, Politis, Dimitris N.

Journal:

Econometric Theory

Year:

2001

Language:

english

File:

PDF, 288 KB

english, 2001

36

Spectral Density Based Goodness-of-Fit Tests for Time Series Models

Efstathios Paparoditis

Journal:

Scandinavian Journal of Statistics

Year:

2000

Language:

english

File:

PDF, 2.84 MB

english, 2000

37

Nonlinear spectral density estimation: thresholding the correlogram

Efstathios Paparoditis, Dimitris N. Politis

Journal:

Journal of Time Series Analysis

Year:

2012

Language:

english

File:

PDF, 850 KB

english, 2012

38

The Local Bootstrap for Periodogram Statistics

Efstathios Paparoditis, Dimitris N. Politis

Journal:

Journal of Time Series Analysis

Year:

1999

Language:

english

File:

PDF, 446 KB

english, 1999

39

A Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support

Paparoditis, Efstathios, Politis, Dimitris N.

Journal:

Journal of Time Series Analysis

Year:

2016

Language:

english

File:

PDF, 174 KB

english, 2016

40

ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES

Efstathios Paparoditis

Journal:

Journal of Time Series Analysis

Year:

1994

Language:

english

File:

PDF, 526 KB

english, 1994

41

Autoregressive-Aided Periodogram Bootstrap for Time Series

Jens-Peter Kreiss and Efstathios Paparoditis

Journal:

The Annals of Statistics

Year:

2003

Language:

english

File:

PDF, 2.73 MB

english, 2003

42

Goodness-of-Fit Tests for Markovian Time Series Models: Central Limit Theory and Bootstrap Approximations

Michael H. Neumann and Efstathios Paparoditis

Journal:

Year:

2008

Language:

english

File:

PDF, 2.01 MB

english, 2008

43

Resampling Methods for Dependent Databy S. N. Lahiri

Review by: Efstathios Paparoditis

Journal:

Year:

2003

Language:

english

File:

PDF, 415 KB

english, 2003

44

Testing temporal constancy of the spectral structure of a time series

Paparoditis, Efstathios

Journal:

Year:

2009

Language:

english

File:

PDF, 337 KB

english, 2009

45

Bandwidth selection for functional time series prediction

Anestis Antoniadis, Efstathios Paparoditis, Theofanis Sapatinas

Journal:

Statistics & Probability Letters

Year:

2009

Language:

english

File:

PDF, 557 KB

english, 2009

46

Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes

Jentsch, Carsten, Politis, Dimitris N., Paparoditis, Efstathios

Journal:

Journal of Time Series Analysis

Year:

2015

Language:

english

File:

PDF, 379 KB

english, 2015

47

Generalized seasonal tapered block bootstrap

Dudek, Anna E., Paparoditis, Efstathios, Politis, Dimitris N.

Journal:

Statistics & Probability Letters

Year:

2016

Language:

english

File:

PDF, 449 KB

english, 2016

48

Local block bootstrap inference for trending time series

Arif Dowla, Efstathios Paparoditis, Dimitris N. Politis

Journal:

Year:

2013

Language:

english

File:

PDF, 278 KB

english, 2013

49

Tapered Block Bootstrap

Efstathios Paparoditis and Dimitris N. Politis

Journal:

Year:

2001

Language:

english

File:

PDF, 1.09 MB

english, 2001

50

Extending the Range of Validity of the Autoregressive (Sieve) Bootstrap

Fragkeskou, Maria, Paparoditis, Efstathios

Journal:

Journal of Time Series Analysis

Year:

2017

Language:

english

File:

PDF, 284 KB

english, 2017

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