All Stories

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

    Article • Journal Of The Royal Statistical Society, January 2018, Wiley

    Professor Efstathios Paparoditis

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

    Article • Journal of Time Series Analysis, December 2017, Wiley

    Professor Efstathios Paparoditis

  3. On Local Power Properties of Frequency Domain-based Tests for Stationarity

    Article • Scandinavian Journal of Statistics, November 2015, Wiley

    Professor Efstathios Paparoditis

  4. Inference for the Fourth-Order Innovation Cumulant in Linear Time Series

    Article • Journal of Time Series Analysis, September 2015, Wiley

    Professor Efstathios Paparoditis