E-LIB Suche - Ergebnisse für: Kreiß, Jens-Peter

1

Asymptotic normality of spectral means of Hilbert space val..:

Rademacher, Daniel ; Kreiß, Jens-Peter ; Paparoditis, Efstathios
Stochastic Processes and their Applications. 173 (2024) - p. 104357 , 2024

Link: https://doi.org/10.1016/..

2

EXTENDING THE VALIDITY OF FREQUENCY DOMAIN BOOTSTRAP METHOD..:

Meyer, Marco ; Paparoditis, Efstathios ; Kreiss, Jens-Peter
The Annals of Statistics. 48 (2020) 4 - p. 2404-2427 , 2020

Link: https://www.jstor.org/st..

3

Baxter's inequality and sieve bootstrap for random fields:

MEYER, MARCO ; JENTSCH, CARSTEN ; KREISS, JENS-PETER
Bernoulli. 23 (2018) 4B - p. 2988-3020 , 2018

Link: https://www.jstor.org/st..

4

Estimated Wold Representation and Spectral-Density-Driven B..:

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

Link: https://doi.org/10.1111/..

5

Estimated Wold representation and spectral-density-driven b..:

Krampe, Jonas ; Kreiss, Jens-Peter
Journal of the Royal Statistical Society. Series B (Statistical Methodology). 80 (2018) 4 - p. 703-726 , 2018

Link: https://www.jstor.org/st..

6

Visual Analytics for Development and Evaluation of Order Se..:

Lowe, Thomas ; Forster, Emmy-Charlotte ; Albuquerque, Georgia..
IEEE Transactions on Visualization and Computer Graphics. 22 (2016) 1 - p. 151-159 , 2016

Link: https://doi.org/10.1109/..

7

Discussion: Bootstrap prediction intervals for linear, nonl..:

Kreiss, Jens-Peter
Journal of Statistical Planning and Inference. 177 (2016) - p. 28-30 , 2016

Link: https://doi.org/10.1016/..

8

Statistical inference for nonparametric GARCH models:

Meister, Alexander ; Kreiß, Jens-Peter
Stochastic Processes and their Applications. 126 (2016) 10 - p. 3009-3040 , 2016

Link: https://doi.org/10.1016/..

9

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

LEUCHT, ANNE ; KREISS, JENS-PETER ; NEUMANN, MICHAEL H.
Scandinavian Journal of Statistics. 42 (2015) 4 - p. 1167-1193 , 2015

Link: http://www.jstor.org/sta..

10

Bootstrapping locally stationary processes:

Kreiss, Jens-Peter ; Paparoditis, Efstathios
Journal of the Royal Statistical Society. Series B (Statistical Methodology). 77 (2015) 1 - p. 267-290 , 2015

Link: http://www.jstor.org/sta..

11

Bootstrapping Locally Stationary Processes:

Kreiss, Jens-Peter ; Paparoditis, Efstathios
Journal of the Royal Statistical Society Series B: Statistical Methodology. 77 (2014) 1 - p. 267-290 , 2014

Link: https://doi.org/10.1111/..

12

Simultaneous bootstrap for all three parameters in random c..:

Fink, Thorsten ; Kreiss, Jens-Peter
Journal of the Korean Statistical Society. 43 (2014) 3 - p. 425-438 , 2014

Link: https://doi.org/10.1016/..

13

Asymptotics for Autocovariances and Integrated Periodograms..:

Niebuhr, Tobias ; Kreiss, Jens-Peter
International Statistical Review / Revue Internationale de Statistique. 82 (2014) 1 - p. 123-140 , 2014

Link: https://www.jstor.org/st..

14

Preface to the GPSD 2012 special issue of Metrika:

Bäuerle, Nicole ; Dehling, Herold ; Klenke, Achim..
Metrika. 77 (2013) 1 - p. 1-4 , 2013

Link: https://doi.org/10.1007/..

15

Bootstrapping continuous-time autoregressive processes:

Brockwell, Peter J. ; Kreiss, Jens-Peter ; Niebuhr, Tobias
Annals of the Institute of Statistical Mathematics. 66 (2013) 1 - p. 75-92 , 2013

Link: https://doi.org/10.1007/..