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06/05/2022
Frequency Domain Statistical Inference for High-Dimensional Time Series
Analyzing time series in the frequency domain enables the development of...
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07/23/2021
Bootstrapping Whittle Estimators
Fitting parametric models by optimizing frequency domain objective funct...
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02/03/2021
A Frequency Domain Bootstrap for General Multivariate Stationary Processes
For many relevant statistics of multivariate time series, no valid frequ...
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01/20/2021
Estimation of the Distribution of the Individual Reproduction Number: The Case of the COVID-19 Pandemic
We investigate the problem of estimating the distribution of the individ...
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07/30/2020
Impulse Response Analysis for Sparse High-Dimensional Time Series
We consider structural impulse response analysis for sparse high-dimensi...
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06/09/2020
Statistical Estimation of High-Dimensional Vector Autoregressive Models
High-dimensional vector autoregressive (VAR) models are important tools ...
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04/08/2020
Bootstrap Prediction Bands for Functional Time Series
A bootstrap procedure for constructing pointwise or simultaneous predict...
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04/05/2020
Testing Equality of Spectral Density Operators for Functional Processes
The problem of testing equality of the entire second order structure of ...
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01/24/2019
Testing Equality of Autocovariance Operators for Functional Time Series
We consider strictly stationary stochastic processes of Hilbert space-va...
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06/18/2018
A Frequency Domain Bootstrap for General Stationary Processes
Existing frequency domain methods for bootstrapping time series have a l...
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04/10/2018
Testing equality of spectral density operators for functional linear processes
The problem of testing equality of the entire second order structure of ...
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12/20/2017
EstimatedWold Representation and Spectral Density-Driven Bootstrap for Time Series
The second-order dependence structure of purely nondeterministic station...
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11/03/2017
