Edit Profile Kreiss, Jens-Peter Compute Distance To: Compute Author ID: 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 all top 5 Co-Authors 10 single-authored 11 Paparoditis, Efstathios 5 Franke, Jürgen 5 Neumann, Michael H. 3 Jentsch, Carsten 3 Mammen, Enno 3 Meyer, Marco 3 Niebuhr, Tobias 2 Fink, Thorsten 2 Krampe, Jonas 1 Andersen, Torben G. 1 Barlotti, Adriano 1 Bäuerle, Nicole 1 Benz, Walter 1 Brockwell, Peter J. 1 Burau, Rolf Werner 1 Carlsson, Rose-Marie 1 Davis, Richard A. 1 Dehling, Herold G. 1 Feng, Gang 1 Härdle, Wolfgang Karl 1 Heimann, Günter 1 Hidalgo, Juan J. 1 Horowitz, Joel L. 1 Karzel, Helmut Jürgen 1 Kersting, Götz-Dietrich 1 Klenke, Achim 1 Leucht, Anne 1 Mantalos, Panagiotis 1 Meister, Alexander 1 Mikosch, Thomas 1 Moser, Martin 1 Neuhaus, Georg 1 Politis, Dimitris Nicolas 1 Tischel, Gerhard 1 Wefelscheid, Heinrich 1 Yao, Qiwei all top 5 Serials 6 The Annals of Statistics 4 Journal of Time Series Analysis 3 Statistics & Decisions 3 Journal of the Korean Statistical Society 2 Metrika 2 Annals of the Institute of Statistical Mathematics 2 International Statistical Review 2 Journal of Statistical Planning and Inference 2 Statistics & Probability Letters 2 Bernoulli 2 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Scandinavian Journal of Statistics 1 Journal of the American Statistical Association 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Sequential Analysis 1 Computational Statistics 1 Stochastic Processes and their Applications 1 Electronic Journal of Statistics 1 Statistics and Its Interface 1 Statistik und ihre Anwendungen all top 5 Fields 44 Statistics (62-XX) 10 Probability theory and stochastic processes (60-XX) 5 Numerical analysis (65-XX) 3 General and overarching topics; collections (00-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications 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 0616.62042Kreiss, Jens-Peter 99 1987 Bootstrapping stationary autoregressive moving-average models. Zbl 0787.62092Kreiss, Jens-Peter; Franke, Jürgen 42 1992 Regression-type inference in nonparametric autoregression. Zbl 0935.62049Neumann, Michael H.; Kreiss, Jens-Peter 36 1998 Bootstrap methods for time series. Zbl 1114.62347Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter 35 2003 On the range of validity of the autoregressive sieve bootstrap. Zbl 1227.62067Kreiss, Jens-Peter; Paparoditis, Efstathios; Politis, Dimitris N. 30 2011 Bootstrap of kernel smoothing in nonlinear time series. Zbl 1006.62038Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno 26 2002 Bootstrap methods for dependent data: a review. Zbl 1296.62172Kreiss, Jens-Peter; Paparoditis, Efstathios 23 2011 Autoregressive-aided periodogram bootstrap for time series. Zbl 1042.62081Kreiss, Jens-Peter; Paparoditis, Efstathios 21 2003 On adaptive estimation in autoregressive models when there are nuisance functions. Zbl 0609.62123Kreiss, Jens-Peter 17 1987 Bootstrapping general first order autoregression. Zbl 0903.62072Heimann, Günter; Kreiss, Jens-Peter 13 1996 Properties of the nonparametric autoregressive bootstrap. Zbl 1062.62173Franke, Jürgen; Kreiss, J.-P.; Mammen, E.; Neumann, M. H. 12 2002 Estimation of the distribution function of noise in stationary processes. Zbl 0735.62085Kreiss, J.-P. 12 1991 Bootstrap specification tests for linear covariance stationary processes. Zbl 1345.62071Hidalgo, J.; Kreiss, J.-P. 11 2006 The multiple hybrid bootstrap – resampling multivariate linear processes. Zbl 1198.62036Jentsch, Carsten; Kreiss, Jens-Peter 9 2010 Testing linear hypotheses in autoregressions. Zbl 0706.62077Kreiss, Jens-Peter 9 1990 Bootstrap tests for simple structures in nonparametric time series regression. Zbl 1230.62049Kreiss, Jens-Peter; Neumann, Michael H.; Yao, Qiwei 8 2008 Local asymptotic normality for autoregression with infinite order. Zbl 0778.62083Kreiss, Jens-Peter 8 1990 Handbook of financial time series. With a foreword by Robert Engle. Zbl 1162.91004Andersen, Torben G. (ed.); Davis, Richard A. (ed.); Kreiß, Jens-Peter (ed.); Mikosch, Thhomas (ed.) 6 2009 Introduction to time series. Zbl 1099.62101Kreiß, Jens-Peter; Neuhaus, Georg 6 2006 Baxter’s inequality and sieve bootstrap for random fields. Zbl 1412.62127Meyer, Marco; Jentsch, Carsten; Kreiss, Jens-Peter 5 2017 Bootstrapping locally stationary processes. Zbl 1414.62049Kreiss, Jens-Peter; Paparoditis, Efstathios 5 2015 The hybrid wild bootstrap for time series. Zbl 1443.62272Kreiss, Jens-Peter; Paparoditis, Efstathios 5 2012 On the vector autoregressive sieve bootstrap. Zbl 1325.62067Meyer, Marco; Kreiss, Jens-Peter 4 2015 A model specification test for GARCH(1,1) processes. Zbl 1419.62238Leucht, Anne; Kreiss, Jens-Peter; Neumann, Michael H. 3 2015 Asymptotics for autocovariances and integrated periodograms for linear processes observed at lower frequencies. Zbl 1416.62519Niebuhr, Tobias; Kreiss, Jens-Peter 3 2014 Bootstrap for random coefficient autoregressive models. Zbl 1306.62195Fink, Thorsten; Kreiss, Jens-Peter 3 2013 Statistical inference for nonparametric GARCH models. Zbl 1347.62199Meister, Alexander; Kreiß, Jens-Peter 2 2016 Bootstrapping continuous-time autoregressive processes. Zbl 1281.62192Brockwell, Peter J.; Kreiss, Jens-Peter; Niebuhr, Tobias 2 2014 A note on M-estimation in stationary ARMA processes. Zbl 0584.62141Kreiss, Jens-Peter 2 1985 Extending the validity of frequency domain bootstrap methods to general stationary processes. Zbl 07285299Meyer, Marco; Paparoditis, Efstathios; Kreiss, Jens-Peter 1 2020 Hybrid bootstrap aided unit root testing. Zbl 1304.65043Jentsch, C.; Kreiss, J.-P.; Mantalos, P.; Paparoditis, E. 1 2012 Rejoinder: “Bootstrap methods for dependent data: a review”. Zbl 1296.62173Kreiss, Jens-Peter; Paparoditis, Efstathios 1 2011 Nonparametric modeling in financial time series. Zbl 1179.62150Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno 1 2009 Bootstrap autoregressive order selection. Zbl 1111.62076Franke, Jürgen; Kreiss, Jens-Peter; Moser, Martin 1 2006 Bootstrap tests for parametric volatility structure in nonparametric autoregression. Zbl 0984.62030Kreiss, J.-P.; Neumann, M. H. 1 1999 Festschrift zum 300jährigen Bestehen der Gesellschaft. Erster Teil: Geschichte der Gesellschaft von 1690-1990. Zbl 0699.00005Barlotti, 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 07285299Meyer, Marco; Paparoditis, Efstathios; Kreiss, Jens-Peter 1 2020 Baxter’s inequality and sieve bootstrap for random fields. Zbl 1412.62127Meyer, Marco; Jentsch, Carsten; Kreiss, Jens-Peter 5 2017 Statistical inference for nonparametric GARCH models. Zbl 1347.62199Meister, Alexander; Kreiß, Jens-Peter 2 2016 Bootstrapping locally stationary processes. Zbl 1414.62049Kreiss, Jens-Peter; Paparoditis, Efstathios 5 2015 On the vector autoregressive sieve bootstrap. Zbl 1325.62067Meyer, Marco; Kreiss, Jens-Peter 4 2015 A model specification test for GARCH(1,1) processes. Zbl 1419.62238Leucht, Anne; Kreiss, Jens-Peter; Neumann, Michael H. 3 2015 Asymptotics for autocovariances and integrated periodograms for linear processes observed at lower frequencies. Zbl 1416.62519Niebuhr, Tobias; Kreiss, Jens-Peter 3 2014 Bootstrapping continuous-time autoregressive processes. Zbl 1281.62192Brockwell, Peter J.; Kreiss, Jens-Peter; Niebuhr, Tobias 2 2014 Bootstrap for random coefficient autoregressive models. Zbl 1306.62195Fink, Thorsten; Kreiss, Jens-Peter 3 2013 The hybrid wild bootstrap for time series. Zbl 1443.62272Kreiss, Jens-Peter; Paparoditis, Efstathios 5 2012 Hybrid bootstrap aided unit root testing. Zbl 1304.65043Jentsch, C.; Kreiss, J.-P.; Mantalos, P.; Paparoditis, E. 1 2012 On the range of validity of the autoregressive sieve bootstrap. Zbl 1227.62067Kreiss, Jens-Peter; Paparoditis, Efstathios; Politis, Dimitris N. 30 2011 Bootstrap methods for dependent data: a review. Zbl 1296.62172Kreiss, Jens-Peter; Paparoditis, Efstathios 23 2011 Rejoinder: “Bootstrap methods for dependent data: a review”. Zbl 1296.62173Kreiss, Jens-Peter; Paparoditis, Efstathios 1 2011 The multiple hybrid bootstrap – resampling multivariate linear processes. Zbl 1198.62036Jentsch, Carsten; Kreiss, Jens-Peter 9 2010 Handbook of financial time series. With a foreword by Robert Engle. Zbl 1162.91004Andersen, Torben G. (ed.); Davis, Richard A. (ed.); Kreiß, Jens-Peter (ed.); Mikosch, Thhomas (ed.) 6 2009 Nonparametric modeling in financial time series. Zbl 1179.62150Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno 1 2009 Bootstrap tests for simple structures in nonparametric time series regression. Zbl 1230.62049Kreiss, Jens-Peter; Neumann, Michael H.; Yao, Qiwei 8 2008 Bootstrap specification tests for linear covariance stationary processes. Zbl 1345.62071Hidalgo, J.; Kreiss, J.-P. 11 2006 Introduction to time series. Zbl 1099.62101Kreiß, Jens-Peter; Neuhaus, Georg 6 2006 Bootstrap autoregressive order selection. Zbl 1111.62076Franke, Jürgen; Kreiss, Jens-Peter; Moser, Martin 1 2006 Bootstrap methods for time series. Zbl 1114.62347Härdle, Wolfgang; Horowitz, Joel; Kreiss, Jens-Peter 35 2003 Autoregressive-aided periodogram bootstrap for time series. Zbl 1042.62081Kreiss, Jens-Peter; Paparoditis, Efstathios 21 2003 Bootstrap of kernel smoothing in nonlinear time series. Zbl 1006.62038Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno 26 2002 Properties of the nonparametric autoregressive bootstrap. Zbl 1062.62173Franke, Jürgen; Kreiss, J.-P.; Mammen, E.; Neumann, M. H. 12 2002 Bootstrap tests for parametric volatility structure in nonparametric autoregression. Zbl 0984.62030Kreiss, J.-P.; Neumann, M. H. 1 1999 Regression-type inference in nonparametric autoregression. Zbl 0935.62049Neumann, Michael H.; Kreiss, Jens-Peter 36 1998 Bootstrapping general first order autoregression. Zbl 0903.62072Heimann, Günter; Kreiss, Jens-Peter 13 1996 Bootstrapping stationary autoregressive moving-average models. Zbl 0787.62092Kreiss, Jens-Peter; Franke, Jürgen 42 1992 Estimation of the distribution function of noise in stationary processes. Zbl 0735.62085Kreiss, J.-P. 12 1991 Testing linear hypotheses in autoregressions. Zbl 0706.62077Kreiss, Jens-Peter 9 1990 Local asymptotic normality for autoregression with infinite order. Zbl 0778.62083Kreiss, Jens-Peter 8 1990 Festschrift zum 300jährigen Bestehen der Gesellschaft. Erster Teil: Geschichte der Gesellschaft von 1690-1990. Zbl 0699.00005Barlotti, 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 0616.62042Kreiss, Jens-Peter 99 1987 On adaptive estimation in autoregressive models when there are nuisance functions. Zbl 0609.62123Kreiss, Jens-Peter 17 1987 A note on M-estimation in stationary ARMA processes. Zbl 0584.62141Kreiss, Jens-Peter 2 1985 all cited Publications top 5 cited Publications 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 all top 5 Cited in 16 Fields 336 Statistics (62-XX) 48 Probability theory and stochastic processes (60-XX) 41 Numerical analysis (65-XX) 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Relativity and gravitational theory (83-XX) 2 Astronomy and astrophysics (85-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) 1 Geophysics (86-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) Citations by Year