Efstathios Paparoditis

19 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-1958-781X

University of Cyprus, Nicosia, Cyprus

Publications

• Frequency Domain Statistical Inference for High-Dimensional Time Series — Journal of the American Statistical Association 2025
• Simultaneous statistical inference for second order parameters of time series under weak conditions — The Annals of Statistics 2024
• Bootstrap Prediction Bands for Functional Time Series — Journal of the American Statistical Association 2023
• Bootstrapping Whittle estimators — Biometrika 2023
• Extending the validity of frequency domain bootstrap methods to general stationary processes — The Annals of Statistics 2020
• Estimated Wold representation and spectral-density-driven bootstrap for time series — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2018
• Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data — Biometrika 2016
• Bootstrapping locally stationary processes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2015
• The Hybrid Wild Bootstrap for Time Series — Journal of the American Statistical Association 2012
• On the range of validity of the autoregressive sieve bootstrap — The Annals of Statistics 2011 (name-matched, not ORCID-linked)
• Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms — Journal of the American Statistical Association 2010
• Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2009
• Simultaneous confidence bands in spectral density estimation — Biometrika 2008
• A functional wavelet–kernel approach for time series prediction — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2006
• Bootstrapping Unit Root Tests for Autoregressive Time Series — Journal of the American Statistical Association 2005
• Autoregressive-aided periodogram bootstrap for timeseries — The Annals of Statistics 2003
• Residual-Based Block Bootstrap for Unit Root Testing — Econometrica 2003
• Tapered block bootstrap — Biometrika 2001
• A Frequency Domain Bootstrap-Based Method for Checking the Fit of a Transfer Function Model — Journal of the American Statistical Association 1996