1

Bootstrap Methods for Time Series

Wolfgang Härdle, Joel Horowitz and Jens-Peter Kreiss
Journal:
International Statistical Review
Year:
2003
Language:
english
File:
PDF, 3.29 MB
english, 2003
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
4

BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS

Jens-Peter Kreiss, Jürgen Franke
Journal:
Journal of Time Series Analysis
Year:
1992
Language:
english
File:
PDF, 718 KB
english, 1992
5

A Model Specification Test For GARCH(1,1) Processes

Leucht, Anne, Kreiss, Jens-Peter, Neumann, Michael H.
Journal:
Scandinavian Journal of Statistics
Year:
2015
Language:
english
File:
PDF, 716 KB
english, 2015
8

Bootstrap of Kernel Smoothing in Nonlinear Time Series

Jürgen Franke, Jens-Peter Kreiss and Enno Mammen
Journal:
Bernoulli
Year:
2002
Language:
english
File:
PDF, 2.92 MB
english, 2002
10

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
13

Bootstrapping general first order autoregression

Günter Heimann, Jens-Peter Kreiss
Journal:
Statistics & Probability Letters
Year:
1996
Language:
english
File:
PDF, 488 KB
english, 1996
14

Local asymptotic normality for autoregression with infinite order

Jens-Peter Kreiss
Journal:
Journal of Statistical Planning and Inference
Year:
1990
Language:
english
File:
PDF, 1.82 MB
english, 1990
15

Preface to the GPSD 2012 special issue of Metrika

Bäuerle, Nicole, Dehling, Herold, Klenke, Achim, Kersting, Götz, Kreiss, Jens-Peter
Journal:
Metrika
Year:
2014
Language:
english
File:
PDF, 85 KB
english, 2014
16

Bootstrap autoregressive order selection

Franke, Jürgen, Kreiss, Jens-Peter, Moser, Martin
Journal:
Statistics & Decisions
Year:
2006
Language:
english
File:
PDF, 208 KB
english, 2006
17

A NOTE ON M-ESTIMATION IN STATIONARY ARMA PROCESSES

Kreiss, Jens-Peter
Journal:
Statistics & Risk Modeling
Year:
1985
Language:
english
File:
PDF, 602 KB
english, 1985
18

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
19

On Adaptive Estimation in Stationary ARMA Processes

Jens-Peter Kreiss
Journal:
The Annals of Statistics
Year:
1987
Language:
english
File:
PDF, 1.38 MB
english, 1987
22

On the Vector Autoregressive Sieve Bootstrap

Meyer, Marco, Kreiss, Jens-Peter
Journal:
Journal of Time Series Analysis
Year:
2015
Language:
english
File:
PDF, 239 KB
english, 2015
23

Nonlinear Time Series: Nonparametric and Parametric Methodsby J. Fan; Q. Yao

Review by: Jens-Peter Kreiss
Journal:
Biometrics
Year:
2006
Language:
english
File:
PDF, 624 KB
english, 2006
24

Testing Linear Hypotheses in Autoregressions

Kreiss, Jens-Peter
Journal:
The Annals of Statistics
Year:
1990
File:
PDF, 911 KB
1990
25

ON ADAPTIVE ESTIMATION IN AUTOREGRESSIVE MODELS WHEN THERE ARE NUISANCE FUNCTIONS

Kreiss, Jens-Peter
Journal:
Statistics & Risk Modeling
Year:
1987
Language:
english
File:
PDF, 575 KB
english, 1987
26

Testing Linear Hypotheses in Autoregressions

Jens-Peter Kreiss
Journal:
The Annals of Statistics
Year:
1990
Language:
english
File:
PDF, 939 KB
english, 1990
27

Baxter’s inequality and sieve bootstrap for random fields

Meyer, Marco, Jentsch, Carsten, Kreiss, Jens-Peter
Journal:
Bernoulli
Year:
2017
Language:
english
File:
PDF, 351 KB
english, 2017
28

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
30

Nonlinear Time Series—Nonparametric and Parametric Methods

Jens-Peter Kreiss
Journal:
Biometrics
Year:
2006
Language:
english
File:
PDF, 232 KB
english, 2006
34

Regression-Type Inference in Nonparametric Autoregression

Michael H. Neumann and Jens-Peter Kreiss
Journal:
The Annals of Statistics
Year:
1998
Language:
english
File:
PDF, 889 KB
english, 1998
35

On Adaptive Estimation in Stationary ARMA Processes

Kreiss, Jens-Peter
Journal:
The Annals of Statistics
Year:
1987
File:
PDF, 1.45 MB
1987
36

BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

Fink, Thorsten, Kreiss, Jens-Peter
Journal:
Journal of Time Series Analysis
Year:
2013
Language:
english
File:
PDF, 307 KB
english, 2013