Jens-Peter Kreiss

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

ORCID: 0000-0001-6446-4558

Technische Universität Braunschweig

Publications

• 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
• 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)
• Autoregressive-aided periodogram bootstrap for timeseries — The Annals of Statistics 2003
• Regression-type inference in nonparametric autoregression — The Annals of Statistics 1998
• Testing Linear Hypotheses in Autoregressions — The Annals of Statistics 1990
• On Adaptive Estimation in Stationary ARMA Processes — The Annals of Statistics 1987