Efstathios Paparoditis

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Statistical Estimation of High-Dimensional Vector Autoregressive Models pdf

Jonas Krampe, Efstathios Paparoditis, E. Paparoditis, 2020, ArXiv.

Hybrid bootstrap aided unit root testing

Efstathios Paparoditis, Jens-Peter Kreiss, Carsten Jentsch, 2012, Comput. Stat..

Resampling and Subsampling for Financial Time Series

Efstathios Paparoditis, Dimitris N. Politis, D. Politis, 2009 .

Frequency Domain Bootstrap for Time Series

Efstathios Paparoditis, E. Paparoditis, 2002 .

Short-Term Load Forecasting: The Similar Shape Functional Time-Series Predictor

Theofanis Sapatinas, Efstathios Paparoditis, T. Sapatinas, 2012, IEEE Transactions on Power Systems.

Estimation of the Distribution of the Individual Reproduction Number: The Case of the COVID-19 Pandemic

Jonas Krampe, Efstathios Paparoditis, Jens-Peter Kreiss, 2021, 2101.07919.

Bootstrapping Whittle Estimators

Efstathios Paparoditis, Jens-Peter Kreiss, 2021 .

Testing equality of spectral density operators for functional processes

Theofanis Sapatinas, Efstathios Paparoditis, Anne Leucht, 2020, J. Multivar. Anal..

A frequency domain bootstrap for general multivariate stationary processes

Efstathios Paparoditis, Marco Meyer, E. Paparoditis, 2021, Bernoulli.

Review of the book stochastic models for time series by Paul Doukhan

Efstathios Paparoditis, 2021 .

Tapered block bootstrap

Efstathios Paparoditis, Dimitris N. Politis, D. Politis, 2001 .

The Local Bootstrap for Kernel Estimators under General Dependence Conditions

Efstathios Paparoditis, Dimitris N. Politis, D. Politis, 2000 .

Tapered Block Bootstrap for Unit Root Testing

Efstathios Paparoditis, Cameron Parker, Dimitris N. Politis, 2014 .

Bandwidth selection for functional time series prediction

Anestis Antoniadis, Theofanis Sapatinas, Efstathios Paparoditis, 2009 .

Wavelet Methods in Statistics with R

Efstathios Paparoditis, E. Paparoditis, 2010 .

Bootstrapping locally stationary processes

Efstathios Paparoditis, Jens-Peter Kreiss, E. Paparoditis, 2015 .

Testing the Fit of a Vector Autoregressive Moving Average Model

Efstathios Paparoditis, E. Paparoditis, 2005 .

Sieve bootstrap for functional time series

Efstathios Paparoditis, 2018, The Annals of Statistics.

Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data

Theofanis Sapatinas, Efstathios Paparoditis, T. Sapatinas, 2016 .

A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS

Efstathios Paparoditis, Dimitris N. Politis, 2001, Econometric Theory.

Resampling Marked Point Processes

Efstathios Paparoditis, Joseph P. Romano, Dimitris N. Politis, 1999 .

The Tapered Block Bootstrap for General Statistics from Stationary Sequences

Efstathios Paparoditis, Dimitris N. Politis, D. Politis, 2002 .

Extending the Range of Validity of the Autoregressive (Sieve) Bootstrap

Efstathios Paparoditis, Maria A. Fragkeskou, E. Paparoditis, 2018 .

Local block bootstrap

Efstathios Paparoditis, Dimitris N. Politis, D. Politis, 2002 .

Bootstrap methods for dependent data: A review

Efstathios Paparoditis, Jens-Peter Kreiss, E. Paparoditis, 2011 .

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

Efstathios Paparoditis, E. Paparoditis, 2000 .

On bootstrapping L2-type statistics in density testing

Efstathios Paparoditis, Michael H. Neumann, E. Paparoditis, 2000 .

Bootstrap-Based K-Sample Testing For Functional Data

Theofanis Sapatinas, Efstathios Paparoditis, T. Sapatinas, 2014, 1409.4317.

Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities

Holger Dette, Efstathios Paparoditis, H. Dette, 2009 .

Bootstrap-based testing for functional data

Theofanis Sapatinas, Efstathios Paparoditis, T. Sapatinas, 2014 .

Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series

Jonas Krampe, Efstathios Paparoditis, Jens-Peter Kreiss, 2015 .

Testing temporal constancy of the spectral structure of a time series

Efstathios Paparoditis, E. Paparoditis, 2009, 1001.2122.

Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms

Efstathios Paparoditis, E. Paparoditis, 2010 .

LARGE SAMPLE INFERENCE FOR IRREGULARLY SPACED DEPENDENT OBSERVATIONS BASEDON SUBSAMPLING

Efstathios Paparoditis, Joseph P. Romano, Dimitris N. Politis, 1998 .

Rejoinder: Bootstrap methods for dependent data: A review

Efstathios Paparoditis, Jens-Peter Kreiss, E. Paparoditis, 2011 .

Residual‐Based Block Bootstrap for Unit Root Testing

Efstathios Paparoditis, Dimitris N. Politis, D. Politis, 2003 .

A Functional Wavelet-Kernel Approach for Continuous-time Prediction

Anestis Antoniadis, Theofanis Sapatinas, Efstathios Paparoditis, 2005 .