51

The Hybrid Wild Bootstrap for Time Series

Kreiss, Jens-peter, Paparoditis, Efstathios
Journal:
Journal of the American Statistical Association
Year:
2012
Language:
english
File:
PDF, 299 KB
english, 2012
52

Residual-Based Block Bootstrap for Unit Root Testing

Efstathios Paparoditis and Dimitris N. Politis
Journal:
Econometrica
Year:
2003
Language:
english
File:
PDF, 997 KB
english, 2003
54

Sieve bootstrap for functional time series

Paparoditis, Efstathios
Journal:
The Annals of Statistics
Year:
2018
Language:
english
File:
PDF, 270 KB
english, 2018
55

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

Efstathios Paparoditis
Journal:
Scandinavian Journal of Statistics
Year:
2000
Language:
english
File:
PDF, 592 KB
english, 2000
60

Bootstrapping the Local Periodogram of Locally Stationary Processes

Marios Sergides, Efstathios Paparoditis
Journal:
Journal of Time Series Analysis
Year:
2008
Language:
english
File:
PDF, 961 KB
english, 2008
61

Unit root testing via the stationary bootstrap

Cameron Parker, Efstathios Paparoditis, Dimitris N. Politis
Journal:
Journal of Econometrics
Year:
2006
Language:
english
File:
PDF, 360 KB
english, 2006
62

On bootstrapping L2-type statistics in density testing

Michael H. Neumann, Efstathios Paparoditis
Journal:
Statistics & Probability Letters
Year:
2000
Language:
english
File:
PDF, 139 KB
english, 2000
65

Large-sample inference in the general AR(1) model

Efstathios Paparoditis, Dimitris N. Politis
Journal:
TEST
Year:
2000
Language:
english
File:
PDF, 944 KB
english, 2000
67

Testing temporal constancy of the spectral structure of a time series

EFSTATHIOS PAPARODITIS
Journal:
Bernoulli
Year:
2009
Language:
english
File:
PDF, 1.94 MB
english, 2009
68

Comments on: Subsampling weakly dependent time series and application to extremes

Efstathios Paparoditis
Journal:
TEST
Year:
2011
Language:
english
File:
PDF, 106 KB
english, 2011