Browsing All of EconStor by Author Kreiss, Jens-Peter
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
1997 | Bootstrap of kernel smoothing in nonlinear time series | Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno |
1998 | Properties of the nonparametric autoregressive bootstrap | Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno; Neumann, Michael H. |
2001 | Autoregressive aided periodogram bootstrap for time series | Kreiss, Jens-Peter; Paparoditis, Efstathios |
2001 | Bootstrap methods for time series | Härdle, Wolfgang; Horowitz, Joel L.; Kreiss, Jens-Peter |
2009 | A non-stationary approach for financial returns with nonparametric heteroscedasticity | Gürtler, Marc; Kreiss, Jens-Peter; Rauh, Ronald |
2013 | A model specification test for GARCH(1,1) processes | Leucht, Anne; Neumann, Michael H.; Kreiss, Jens-Peter |
2015 | Baxter's inequality and sieve bootstrap for random fields | Meyer, Marco; Jentsch, Carsten; Kreiss, Jens-Peter |