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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

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

3

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

[Handbook of Statistics] Time Series Analysis: Methods and Applications Volume 30 || Bootstrap Methods for Time Series

Kreiss, Jens-Peter

Year:

2012

Language:

english

File:

PDF, 227 KB

english, 2012

5

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

6

Visual Analytics for Development and Evaluation of Order Selection Criteria for Autoregressive Processes

Lowe, Thomas, Forster, Emmy-Charlotte, Albuquerque, Georgia, Kreiss, Jens-Peter, Magnor, Marcus

Journal:

IEEE Transactions on Visualization and Computer Graphics

Year:

2016

Language:

english

File:

PDF, 1.10 MB

english, 2016

7

Bootstrap of Kernel Smoothing in Nonlinear Time Series

Jürgen Franke, Jens-Peter Kreiss and Enno Mammen

Journal:

Year:

2002

Language:

english

File:

PDF, 2.92 MB

english, 2002

8

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

9

Bootstrapping general first order autoregression

Günter Heimann, Jens-Peter Kreiss

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 488 KB

english, 1996

10

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

11

The multiple hybrid bootstrap — Resampling multivariate linear processes

Carsten Jentsch, Jens-Peter Kreiss

Journal:

Journal of Multivariate Analysis

Year:

2010

Language:

english

File:

PDF, 608 KB

english, 2010

12

Nonlinear Time Series—Nonparametric and Parametric Methods

Jens-Peter Kreiss

Journal:

Year:

2006

Language:

english

File:

PDF, 232 KB

english, 2006

13

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

14

Preface to the GPSD 2012 special issue of Metrika

Bäuerle, Nicole, Dehling, Herold, Klenke, Achim, Kersting, Götz, Kreiss, Jens-Peter

Journal:

Year:

2014

Language:

english

File:

PDF, 85 KB

english, 2014

15

Bootstrapping continuous-time autoregressive processes

Brockwell, Peter J., Kreiss, Jens-Peter, Niebuhr, Tobias

Journal:

Annals of the Institute of Statistical Mathematics

Year:

2014

Language:

english

File:

PDF, 357 KB

english, 2014

16

Simultaneous bootstrap for all three parameters in random coefficient autoregressive models

Fink, Thorsten, Kreiss, Jens-Peter

Journal:

Journal of the Korean Statistical Society

Year:

2014

Language:

english

File:

PDF, 488 KB

english, 2014

17

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

18

Asymptotics for Autocovariances and Integrated Periodograms for Linear Processes Observed at Lower Frequencies

Niebuhr, Tobias, Kreiss, Jens-Peter

Journal:

International Statistical Review

Year:

2014

Language:

english

File:

PDF, 272 KB

english, 2014

19

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

20

Bootstrapping locally stationary processes

Kreiss, Jens-Peter, Paparoditis, Efstathios

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

2015

Language:

english

File:

PDF, 938 KB

english, 2015

21

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

22

Bootstrap autoregressive order selection

Franke, Jürgen, Kreiss, Jens-Peter, Moser, Martin

Journal:

Statistics & Decisions

Year:

2006

Language:

english

File:

PDF, 208 KB

english, 2006

23

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

24

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

25

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

26

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

27

Testing Linear Hypotheses in Autoregressions

Jens-Peter Kreiss

Journal:

The Annals of Statistics

Year:

1990

Language:

english

File:

PDF, 939 KB

english, 1990

28

Discussion: Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions

Kreiss, Jens-Peter

Journal:

Journal of Statistical Planning and Inference

Year:

2015

Language:

english

File:

PDF, 290 KB

english, 2015

29

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

Review by: Jens-Peter Kreiss

Journal:

Year:

2006

Language:

english

File:

PDF, 624 KB

english, 2006

30

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

31

On the range of validity of the autoregressive sieve bootstrap

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

Journal:

The Annals of Statistics

Year:

2011

Language:

english

File:

PDF, 279 KB

english, 2011

32

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

33

Baxter’s inequality and sieve bootstrap for random fields

Meyer, Marco, Jentsch, Carsten, Kreiss, Jens-Peter

Journal:

Year:

2017

Language:

english

File:

PDF, 351 KB

english, 2017

34

On Adaptive Estimation in Stationary ARMA Processes

Kreiss, Jens-Peter

Journal:

The Annals of Statistics

Year:

1987

File:

PDF, 1.45 MB

1987

35

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

36

Testing Linear Hypotheses in Autoregressions

Kreiss, Jens-Peter

Journal:

The Annals of Statistics

Year:

1990

File:

PDF, 911 KB

1990