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Kreiss, Jens-Peter

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Author ID: kreiss.jens-peter Recent zbMATH articles by "Kreiss, Jens-Peter"
Published as: Kreiss, J. P.; Kreiss, J.-P.; Kreiss, Jens-Peter; Kreiß, Jens-Peter
Documents Indexed: 46 Publications since 1984, including 4 Books

Publications by Year

Citations contained in zbMATH

36 Publications have been cited 464 times in 349 Documents Cited by Year
On adaptive estimation in stationary ARMA processes. Zbl 0616.62042
Kreiss, Jens-Peter
99
1987
Bootstrapping stationary autoregressive moving-average models. Zbl 0787.62092
Kreiss, Jens-Peter; Franke, Jürgen
42
1992
Regression-type inference in nonparametric autoregression. Zbl 0935.62049
Neumann, Michael H.; Kreiss, Jens-Peter
36
1998
Bootstrap methods for time series. Zbl 1114.62347
Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter
35
2003
On the range of validity of the autoregressive sieve bootstrap. Zbl 1227.62067
Kreiss, Jens-Peter; Paparoditis, Efstathios; Politis, Dimitris N.
30
2011
Bootstrap of kernel smoothing in nonlinear time series. Zbl 1006.62038
Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno
26
2002
Bootstrap methods for dependent data: a review. Zbl 1296.62172
Kreiss, Jens-Peter; Paparoditis, Efstathios
23
2011
Autoregressive-aided periodogram bootstrap for time series. Zbl 1042.62081
Kreiss, Jens-Peter; Paparoditis, Efstathios
21
2003
On adaptive estimation in autoregressive models when there are nuisance functions. Zbl 0609.62123
Kreiss, Jens-Peter
17
1987
Bootstrapping general first order autoregression. Zbl 0903.62072
Heimann, Günter; Kreiss, Jens-Peter
13
1996
Properties of the nonparametric autoregressive bootstrap. Zbl 1062.62173
Franke, Jürgen; Kreiss, J.-P.; Mammen, E.; Neumann, M. H.
12
2002
Estimation of the distribution function of noise in stationary processes. Zbl 0735.62085
Kreiss, J.-P.
12
1991
Bootstrap specification tests for linear covariance stationary processes. Zbl 1345.62071
Hidalgo, J.; Kreiss, J.-P.
11
2006
The multiple hybrid bootstrap – resampling multivariate linear processes. Zbl 1198.62036
Jentsch, Carsten; Kreiss, Jens-Peter
9
2010
Testing linear hypotheses in autoregressions. Zbl 0706.62077
Kreiss, Jens-Peter
9
1990
Bootstrap tests for simple structures in nonparametric time series regression. Zbl 1230.62049
Kreiss, Jens-Peter; Neumann, Michael H.; Yao, Qiwei
8
2008
Local asymptotic normality for autoregression with infinite order. Zbl 0778.62083
Kreiss, Jens-Peter
8
1990
Handbook of financial time series. With a foreword by Robert Engle. Zbl 1162.91004
Andersen, Torben G. (ed.); Davis, Richard A. (ed.); Kreiß, Jens-Peter (ed.); Mikosch, Thhomas (ed.)
6
2009
Introduction to time series. Zbl 1099.62101
Kreiß, Jens-Peter; Neuhaus, Georg
6
2006
Baxter’s inequality and sieve bootstrap for random fields. Zbl 1412.62127
Meyer, Marco; Jentsch, Carsten; Kreiss, Jens-Peter
5
2017
Bootstrapping locally stationary processes. Zbl 1414.62049
Kreiss, Jens-Peter; Paparoditis, Efstathios
5
2015
The hybrid wild bootstrap for time series. Zbl 1443.62272
Kreiss, Jens-Peter; Paparoditis, Efstathios
5
2012
On the vector autoregressive sieve bootstrap. Zbl 1325.62067
Meyer, Marco; Kreiss, Jens-Peter
4
2015
A model specification test for GARCH(1,1) processes. Zbl 1419.62238
Leucht, Anne; Kreiss, Jens-Peter; Neumann, Michael H.
3
2015
Asymptotics for autocovariances and integrated periodograms for linear processes observed at lower frequencies. Zbl 1416.62519
Niebuhr, Tobias; Kreiss, Jens-Peter
3
2014
Bootstrap for random coefficient autoregressive models. Zbl 1306.62195
Fink, Thorsten; Kreiss, Jens-Peter
3
2013
Statistical inference for nonparametric GARCH models. Zbl 1347.62199
Meister, Alexander; Kreiß, Jens-Peter
2
2016
Bootstrapping continuous-time autoregressive processes. Zbl 1281.62192
Brockwell, Peter J.; Kreiss, Jens-Peter; Niebuhr, Tobias
2
2014
A note on M-estimation in stationary ARMA processes. Zbl 0584.62141
Kreiss, Jens-Peter
2
1985
Extending the validity of frequency domain bootstrap methods to general stationary processes. Zbl 07285299
Meyer, Marco; Paparoditis, Efstathios; Kreiss, Jens-Peter
1
2020
Hybrid bootstrap aided unit root testing. Zbl 1304.65043
Jentsch, C.; Kreiss, J.-P.; Mantalos, P.; Paparoditis, E.
1
2012
Rejoinder: “Bootstrap methods for dependent data: a review”. Zbl 1296.62173
Kreiss, Jens-Peter; Paparoditis, Efstathios
1
2011
Nonparametric modeling in financial time series. Zbl 1179.62150
Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno
1
2009
Bootstrap autoregressive order selection. Zbl 1111.62076
Franke, Jürgen; Kreiss, Jens-Peter; Moser, Martin
1
2006
Bootstrap tests for parametric volatility structure in nonparametric autoregression. Zbl 0984.62030
Kreiss, J.-P.; Neumann, M. H.
1
1999
Festschrift zum 300jährigen Bestehen der Gesellschaft. Erster Teil: Geschichte der Gesellschaft von 1690-1990. Zbl 0699.00005
Barlotti, A. (ed.); Benz, W. (ed.); Burau, W. (ed.); Carlsson, R. (ed.); Karzel, H. (ed.); Kreiss, J. P. (ed.); Tischel, G. (ed.); Wefelscheid, H. (ed.)
1
1990
Extending the validity of frequency domain bootstrap methods to general stationary processes. Zbl 07285299
Meyer, Marco; Paparoditis, Efstathios; Kreiss, Jens-Peter
1
2020
Baxter’s inequality and sieve bootstrap for random fields. Zbl 1412.62127
Meyer, Marco; Jentsch, Carsten; Kreiss, Jens-Peter
5
2017
Statistical inference for nonparametric GARCH models. Zbl 1347.62199
Meister, Alexander; Kreiß, Jens-Peter
2
2016
Bootstrapping locally stationary processes. Zbl 1414.62049
Kreiss, Jens-Peter; Paparoditis, Efstathios
5
2015
On the vector autoregressive sieve bootstrap. Zbl 1325.62067
Meyer, Marco; Kreiss, Jens-Peter
4
2015
A model specification test for GARCH(1,1) processes. Zbl 1419.62238
Leucht, Anne; Kreiss, Jens-Peter; Neumann, Michael H.
3
2015
Asymptotics for autocovariances and integrated periodograms for linear processes observed at lower frequencies. Zbl 1416.62519
Niebuhr, Tobias; Kreiss, Jens-Peter
3
2014
Bootstrapping continuous-time autoregressive processes. Zbl 1281.62192
Brockwell, Peter J.; Kreiss, Jens-Peter; Niebuhr, Tobias
2
2014
Bootstrap for random coefficient autoregressive models. Zbl 1306.62195
Fink, Thorsten; Kreiss, Jens-Peter
3
2013
The hybrid wild bootstrap for time series. Zbl 1443.62272
Kreiss, Jens-Peter; Paparoditis, Efstathios
5
2012
Hybrid bootstrap aided unit root testing. Zbl 1304.65043
Jentsch, C.; Kreiss, J.-P.; Mantalos, P.; Paparoditis, E.
1
2012
On the range of validity of the autoregressive sieve bootstrap. Zbl 1227.62067
Kreiss, Jens-Peter; Paparoditis, Efstathios; Politis, Dimitris N.
30
2011
Bootstrap methods for dependent data: a review. Zbl 1296.62172
Kreiss, Jens-Peter; Paparoditis, Efstathios
23
2011
Rejoinder: “Bootstrap methods for dependent data: a review”. Zbl 1296.62173
Kreiss, Jens-Peter; Paparoditis, Efstathios
1
2011
The multiple hybrid bootstrap – resampling multivariate linear processes. Zbl 1198.62036
Jentsch, Carsten; Kreiss, Jens-Peter
9
2010
Handbook of financial time series. With a foreword by Robert Engle. Zbl 1162.91004
Andersen, Torben G. (ed.); Davis, Richard A. (ed.); Kreiß, Jens-Peter (ed.); Mikosch, Thhomas (ed.)
6
2009
Nonparametric modeling in financial time series. Zbl 1179.62150
Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno
1
2009
Bootstrap tests for simple structures in nonparametric time series regression. Zbl 1230.62049
Kreiss, Jens-Peter; Neumann, Michael H.; Yao, Qiwei
8
2008
Bootstrap specification tests for linear covariance stationary processes. Zbl 1345.62071
Hidalgo, J.; Kreiss, J.-P.
11
2006
Introduction to time series. Zbl 1099.62101
Kreiß, Jens-Peter; Neuhaus, Georg
6
2006
Bootstrap autoregressive order selection. Zbl 1111.62076
Franke, Jürgen; Kreiss, Jens-Peter; Moser, Martin
1
2006
Bootstrap methods for time series. Zbl 1114.62347
Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter
35
2003
Autoregressive-aided periodogram bootstrap for time series. Zbl 1042.62081
Kreiss, Jens-Peter; Paparoditis, Efstathios
21
2003
Bootstrap of kernel smoothing in nonlinear time series. Zbl 1006.62038
Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno
26
2002
Properties of the nonparametric autoregressive bootstrap. Zbl 1062.62173
Franke, Jürgen; Kreiss, J.-P.; Mammen, E.; Neumann, M. H.
12
2002
Bootstrap tests for parametric volatility structure in nonparametric autoregression. Zbl 0984.62030
Kreiss, J.-P.; Neumann, M. H.
1
1999
Regression-type inference in nonparametric autoregression. Zbl 0935.62049
Neumann, Michael H.; Kreiss, Jens-Peter
36
1998
Bootstrapping general first order autoregression. Zbl 0903.62072
Heimann, Günter; Kreiss, Jens-Peter
13
1996
Bootstrapping stationary autoregressive moving-average models. Zbl 0787.62092
Kreiss, Jens-Peter; Franke, Jürgen
42
1992
Estimation of the distribution function of noise in stationary processes. Zbl 0735.62085
Kreiss, J.-P.
12
1991
Testing linear hypotheses in autoregressions. Zbl 0706.62077
Kreiss, Jens-Peter
9
1990
Local asymptotic normality for autoregression with infinite order. Zbl 0778.62083
Kreiss, Jens-Peter
8
1990
Festschrift zum 300jährigen Bestehen der Gesellschaft. Erster Teil: Geschichte der Gesellschaft von 1690-1990. Zbl 0699.00005
Barlotti, A. (ed.); Benz, W. (ed.); Burau, W. (ed.); Carlsson, R. (ed.); Karzel, H. (ed.); Kreiss, J. P. (ed.); Tischel, G. (ed.); Wefelscheid, H. (ed.)
1
1990
On adaptive estimation in stationary ARMA processes. Zbl 0616.62042
Kreiss, Jens-Peter
99
1987
On adaptive estimation in autoregressive models when there are nuisance functions. Zbl 0609.62123
Kreiss, Jens-Peter
17
1987
A note on M-estimation in stationary ARMA processes. Zbl 0584.62141
Kreiss, Jens-Peter
2
1985
all top 5

Cited by 436 Authors

22 Kreiss, Jens-Peter
20 Hallin, Marc
17 Paparoditis, Efstathios
16 Politis, Dimitris Nicolas
13 Paindaveine, Davy
11 Wefelmeyer, Wolfgang
10 Hidalgo, Javier
10 Schick, Anton
9 Jentsch, Carsten
9 Neumann, Michael H.
6 Dette, Holger
5 Alonso, Andrés M.
5 Ley, Christophe
5 Mammen, Enno
5 Merzougui, M.
5 Verdebout, Thomas
5 Werker, Bas J. M.
4 Allal, Jelloul
4 Bentarzi, Mohamed
4 Franke, Jürgen
4 Härdle, Wolfgang Karl
4 Preuß, Philip
4 Rosenblatt, Murray
3 Akharif, Abdelhadi
3 Bertail, Patrice
3 Bühlmann, Peter
3 Cao, Ricardo
3 D’Amato, Valeria
3 Drost, Feike C.
3 Gao, Jiti
3 Gel, Yulia R.
3 Giordano, Francesco
3 Haberman, Steven
3 Kaaouachi, A.
3 Kirch, Claudia
3 Lee, Sangyeol
3 Lii, Keh-Shin
3 McMurry, Timothy L.
3 Neumeyer, Natalie
3 Nordman, Daniel J.
3 Parrella, Maria Lucia
3 Piscopo, Gabriella
3 Prášková, Zuzana
3 Robinson, Peter Michael
3 Russolillo, Maria
3 Selk, Leonie
3 Shao, Xiaofeng
3 Steigerwald, Douglas G.
3 Stockis, Jean-Pierre
3 Taniguchi, Masanobu
3 Vilar Fernandez, Juan Manuel
3 Vilar, José Antonio
3 Vilar, Juan Manuel
3 Wang, Xiaobao
3 Wu, Wei Biao
2 Baraud, Yannick
2 Barbeito, Inés
2 Basawa, Ishwar V.
2 Benghabrit, Youssef
2 Brockwell, Peter J.
2 Cassart, Delphine
2 Cavaliere, Giuseppe
2 Chen, Bei
2 Clémençon, Stéphan
2 Comte, Fabienne
2 Dalla, Violetta
2 Datta, Somnath
2 Davis, Richard A.
2 Doukhan, Paul
2 Edwards, Matthew C.
2 El Bantli, Faouzi
2 Fenga, Livio
2 Fihri, Mohamed
2 Fink, Thorsten
2 Francq, Christian
2 Fu, Ke’ang
2 Gonçalves, Sílvia
2 González-Manteiga, Wenceslao
2 Gospodinov, Nikolay
2 Grose, Simone D.
2 Hodgson, Douglas J.
2 Horowitz, Joel L.
2 Hwang, Sun Young
2 Ilmonen, Pauliina
2 Jiménez-Gamero, María Dolores
2 Jouini, Tarek
2 Kara-Terki, Nesrine
2 Kilian, Lutz
2 Kim, Taeyoon
2 Klaassen, Chris A. J.
2 Konietschke, Frank
2 Lahiri, Soumendra Nath
2 Lai, Dejian
2 Ling, Shiqing
2 Linton, Oliver Bruce
2 Martin, Gael M.
2 Meintanis, Simos G.
2 Mellouk, Amal
2 Meyer, Marco
2 Meyer, Renate
...and 336 more Authors
all top 5

Cited in 71 Serials

35 The Annals of Statistics
35 Journal of Econometrics
27 Journal of Statistical Planning and Inference
20 Journal of Time Series Analysis
15 Computational Statistics and Data Analysis
14 Electronic Journal of Statistics
13 Journal of Nonparametric Statistics
13 Econometric Theory
12 Statistics & Probability Letters
10 Annals of the Institute of Statistical Mathematics
9 Journal of Multivariate Analysis
9 Bernoulli
8 Communications in Statistics. Simulation and Computation
8 Communications in Statistics. Theory and Methods
8 Journal of Statistical Computation and Simulation
7 Econometric Reviews
7 Stochastic Processes and their Applications
7 Test
6 Journal of the Korean Statistical Society
5 Statistics
4 Metrika
4 Scandinavian Journal of Statistics
4 Mathematical Methods of Statistics
3 Journal of the American Statistical Association
3 Computational Statistics
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 The Canadian Journal of Statistics
2 Kybernetika
2 Insurance Mathematics & Economics
2 Statistical Science
2 Economics Letters
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Statistical Methods and Applications
2 Statistical Methodology
2 Statistics and Computing
2 Journal of Time Series Econometrics
1 Mathematische Semesterberichte
1 International Economic Review
1 International Statistical Review
1 Journal of Applied Probability
1 Journal of Computational and Applied Mathematics
1 Probability and Mathematical Statistics
1 Acta Applicandae Mathematicae
1 Journal of Classification
1 Journal of Economic Dynamics & Control
1 Journal of Theoretical Probability
1 Signal Processing
1 European Journal of Operational Research
1 Historia Mathematica
1 Stochastics and Stochastics Reports
1 Computational Economics
1 Applied Mathematics. Series B (English Edition)
1 Statistical Papers
1 The Journal of Fourier Analysis and Applications
1 ACM Transactions on Modeling and Computer Simulation
1 The Econometrics Journal
1 Statistical Inference for Stochastic Processes
1 Communications in Nonlinear Science and Numerical Simulation
1 Quantitative Finance
1 Statistical Modelling
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 North American Actuarial Journal
1 Computational Management Science
1 Journal of Forecasting
1 Journal of Statistical Theory and Practice
1 AStA. Advances in Statistical Analysis
1 Science China. Mathematics
1 Sankhyā. Series A
1 Statistics & Risk Modeling
1 Bayesian Analysis
1 International Journal of Systems Science. Principles and Applications of Systems and Integration

Citations by Year