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Estimated Wold representation and spectral-density-driven bootstrap for time series

Krampe, Jonas; Kreiss, Jens-Peter; Paparoditis, Efstathios - In: Journal of the Royal Statistical Society: Series B … 80 (2018) 4, pp. 703-726

Persistent link: https://www.econbiz.de/10012097256

Autoregressive aided periodogram bootstrap for time series

Kreiss, Jens-Peter; Paparoditis, Efstathios - 2001

A bootstrap methodology for the periodogram of a stationary process is proposed which is based on a combination of a time domain parametric and a frequency domain nonparametric bootstrap. The parametric fit is used to generate periodogram ordinates and imitate the essential features of the data...

Persistent link: https://www.econbiz.de/10010310397

Autoregressive aided periodogram bootstrap for time series

Kreiß, Jens-Peter; Paparoditis, Efstathios - 2001

Persistent link: https://www.econbiz.de/10009614876

Autoregressive aided periodogram bootstrap for time series

Kreiß, Jens-Peter; Paparoditis, Efstathios - 2001

Persistent link: https://www.econbiz.de/10001618698

Autoregressive aided periodogram bootstrap for time series

Kreiss, Jens-Peter; Paparoditis, Efstathios - Sonderforschungsbereich 373, Quantifikation und … - 2001

Persistent link: https://www.econbiz.de/10010956573

The Hybrid Wild Bootstrap for Time Series

Kreiss, Jens-peter; Paparoditis, Efstathios - In: Journal of the American Statistical Association 107 (2012) 499, pp. 1073-1084

We introduce a new and simple bootstrap procedure for general linear processes, called the hybrid wild bootstrap. The hybrid wild bootstrap generates frequency domain replicates of the periodogram that imitate asymptotically correct the first- and second-order properties of the ordinary...

Persistent link: https://www.econbiz.de/10010605411