Autoregressive-aided periodogram bootstrap for time series
By Jens-Peter Kreiss, Efstathios Paparoditis. 2003
70 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Computer Vision and Pattern Recognition, Signal Processing
View Paper: https://www.semanticscholar.org/paper/819cde2118be8d993fc1f335e7b22e1526a0a1b3
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Artificial Intelligence
- Dimitris Nicolas Politis
- Jens-Peter Kreiss
- Efstathios Paparoditis
- Claudia Kirch
- I. Papadakis
- D. Emmanoulopoulos
- I. McHardy
- Joel L. Horowitz
In Computer Vision and Pattern Recognition
- Claudia Kirch
- Dimitris Nicolas Politis
- Efstathios Paparoditis
- I. Papadakis
- D. Emmanoulopoulos
- I. McHardy
- Jens-Peter Kreiss
- Haeran Cho
In Signal Processing
- Dimitris Nicolas Politis
- Claudia Kirch
- I. Papadakis
- D. Emmanoulopoulos
- I. McHardy
- Jens-Peter Kreiss
- Efstathios Paparoditis
Citations in the corpus
- TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain (2011, methodology): “In the last two decades, in particular, resampling methods in the frequency domain have become increasingly popular (see Paparoditis [41] for a recent survey).”
- Generating artificial light curves: revisited and updated (2013, methodology): “Useful analyses on this topic have been performed by several authors (e.g. Franke & Härdle 1992; Dahlhaus & Janas 1996; Kreiss & Paparoditis 2003). light curves having different bending PSDs, xG(t) and yG(t), 200 ks long with a bin size ∆t = 100 s, using the same random seed (in order to be…”
- A self‐normalized approach to confidence interval construction in time series (2010, unknown): “s proposed all involve a choice of a smoothing parameter, for which no theoretical or empirical guidance has been given. Other works that avoid direct estimation include Dahlhaus and Janas (1996) and Kreiss and Paparoditis (2003) on the frequency domain bootstrap method (Franke and H¨ardle 1992) and”
- On the range of validity of the autoregressive sieve bootstrap (2012, methodology): “This however, follows exactly along the same lines as in the proof of Theorem 5.1 in Kreiss and Paparoditis (2003), again without the additional nonparametric correction considered therein.”