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Author ID: jentsch.carsten Recent zbMATH articles by "Jentsch, Carsten"
Published as: Jentsch, Carsten; Jentsch, C.
Documents Indexed: 30 Publications since 2004, including 1 Book and 2 Additional arXiv Preprints
Co-Authors: 26 Co-Authors with 28 Joint Publications
480 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

22 Publications have been cited 133 times in 109 Documents Cited by Year
Testing equality of spectral densities using randomization techniques. Zbl 1320.62081
Jentsch, Carsten; Pauly, Markus
15
2015
A test for second order stationarity of a multivariate time series. Zbl 1332.62328
Jentsch, Carsten; Subba Rao, Suhasini
14
2015
Inference in VARs with conditional heteroskedasticity of unknown form. Zbl 1390.62173
Brüggemann, Ralf; Jentsch, Carsten; Trenkler, Carsten
11
2016
Bootstrapping INAR models. Zbl 1466.62387
Jentsch, Carsten; Weiß, Christian H.
11
2019
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension. Zbl 1320.62099
Jentsch, Carsten; Politis, Dimitris N.
11
2015
The multiple hybrid bootstrap – resampling multivariate linear processes. Zbl 1198.62036
Jentsch, Carsten; Kreiss, Jens-Peter
11
2010
Baxter’s inequality and sieve bootstrap for random fields. Zbl 1412.62127
Meyer, Marco; Jentsch, Carsten; Kreiss, Jens-Peter
10
2017
A note on using periodogram-based distances for comparing spectral densities. Zbl 1229.62130
Jentsch, Carsten; Pauly, Markus
9
2012
A spectral domain test for stationarity of spatio-temporal data. Zbl 1360.62473
Bandyopadhyay, Soutir; Jentsch, Carsten; Rao, Suhasini Subba
8
2017
A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes. Zbl 1300.62076
Jentsch, Carsten
5
2012
Empirical characteristic functions-based estimation and distance correlation for locally stationary processes. Zbl 1445.62057
Jentsch, Carsten; Leucht, Anne; Meyer, Marco; Beering, Carina
5
2020
Bootstrapping sample quantiles of discrete data. Zbl 1432.62125
Jentsch, Carsten; Leucht, Anne
4
2016
HYPER: A satellite mission in fundamental physics based on high precision atom interferometry. Zbl 1063.83510
Jentsch, C.; Müller, T.; Rasel, E. M.; Ertmer, W.
3
2004
Block bootstrap theory for multivariate integrated and cointegrated processes. Zbl 1325.62066
Jentsch, Carsten; Politis, Dimitris N.; Paparoditis, Efstathios
3
2015
Time-dependent Poisson reduced rank models for political text data analysis. Zbl 1507.62084
Jentsch, Carsten; Lee, Eun Ryung; Mammen, Enno
3
2020
Valid resampling of higher-order statistics using the linear process bootstrap and autoregressive sieve bootstrap. Zbl 1347.62064
Jentsch, Carsten; Politis, Dimitris N.
3
2013
Bootstrap-based bias corrections for INAR count time series. Zbl 07193778
Weiß, C. H.; Jentsch, C.
2
2019
Guaranteed conditional ARL performance in the presence of autocorrelation. Zbl 1469.62161
Weiß, Christian H.; Steuer, Detlef; Jentsch, Carsten; Testik, Murat Caner
1
2018
Discussion on: “Bootstrap methods for dependent data: a review”. Zbl 1296.62169
Jentsch, Carsten; Mammen, Enno
1
2011
On the validity of Akaike’s identity for random fields. Zbl 1471.62466
Jentsch, Carsten; Meyer, Marco
1
2021
Hybrid bootstrap aided unit root testing. Zbl 1304.65043
Jentsch, C.; Kreiss, J.-P.; Mantalos, P.; Paparoditis, E.
1
2012
Bootstrapping Hill estimator and tail array sums for regularly varying time series. Zbl 1479.62073
Jentsch, Carsten; Kulik, Rafał
1
2021
On the validity of Akaike’s identity for random fields. Zbl 1471.62466
Jentsch, Carsten; Meyer, Marco
1
2021
Bootstrapping Hill estimator and tail array sums for regularly varying time series. Zbl 1479.62073
Jentsch, Carsten; Kulik, Rafał
1
2021
Empirical characteristic functions-based estimation and distance correlation for locally stationary processes. Zbl 1445.62057
Jentsch, Carsten; Leucht, Anne; Meyer, Marco; Beering, Carina
5
2020
Time-dependent Poisson reduced rank models for political text data analysis. Zbl 1507.62084
Jentsch, Carsten; Lee, Eun Ryung; Mammen, Enno
3
2020
Bootstrapping INAR models. Zbl 1466.62387
Jentsch, Carsten; Weiß, Christian H.
11
2019
Bootstrap-based bias corrections for INAR count time series. Zbl 07193778
Weiß, C. H.; Jentsch, C.
2
2019
Guaranteed conditional ARL performance in the presence of autocorrelation. Zbl 1469.62161
Weiß, Christian H.; Steuer, Detlef; Jentsch, Carsten; Testik, Murat Caner
1
2018
Baxter’s inequality and sieve bootstrap for random fields. Zbl 1412.62127
Meyer, Marco; Jentsch, Carsten; Kreiss, Jens-Peter
10
2017
A spectral domain test for stationarity of spatio-temporal data. Zbl 1360.62473
Bandyopadhyay, Soutir; Jentsch, Carsten; Rao, Suhasini Subba
8
2017
Inference in VARs with conditional heteroskedasticity of unknown form. Zbl 1390.62173
Brüggemann, Ralf; Jentsch, Carsten; Trenkler, Carsten
11
2016
Bootstrapping sample quantiles of discrete data. Zbl 1432.62125
Jentsch, Carsten; Leucht, Anne
4
2016
Testing equality of spectral densities using randomization techniques. Zbl 1320.62081
Jentsch, Carsten; Pauly, Markus
15
2015
A test for second order stationarity of a multivariate time series. Zbl 1332.62328
Jentsch, Carsten; Subba Rao, Suhasini
14
2015
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension. Zbl 1320.62099
Jentsch, Carsten; Politis, Dimitris N.
11
2015
Block bootstrap theory for multivariate integrated and cointegrated processes. Zbl 1325.62066
Jentsch, Carsten; Politis, Dimitris N.; Paparoditis, Efstathios
3
2015
Valid resampling of higher-order statistics using the linear process bootstrap and autoregressive sieve bootstrap. Zbl 1347.62064
Jentsch, Carsten; Politis, Dimitris N.
3
2013
A note on using periodogram-based distances for comparing spectral densities. Zbl 1229.62130
Jentsch, Carsten; Pauly, Markus
9
2012
A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes. Zbl 1300.62076
Jentsch, Carsten
5
2012
Hybrid bootstrap aided unit root testing. Zbl 1304.65043
Jentsch, C.; Kreiss, J.-P.; Mantalos, P.; Paparoditis, E.
1
2012
Discussion on: “Bootstrap methods for dependent data: a review”. Zbl 1296.62169
Jentsch, Carsten; Mammen, Enno
1
2011
The multiple hybrid bootstrap – resampling multivariate linear processes. Zbl 1198.62036
Jentsch, Carsten; Kreiss, Jens-Peter
11
2010
HYPER: A satellite mission in fundamental physics based on high precision atom interferometry. Zbl 1063.83510
Jentsch, C.; Müller, T.; Rasel, E. M.; Ertmer, W.
3
2004
all top 5

Cited by 209 Authors

16 Jentsch, Carsten
7 Paparoditis, Efstathios
7 Weiß, Christian H.
5 Politis, Dimitris Nicolas
4 Kreiß, Jens-Peter
4 Subba Rao, Suhasini
3 Aleksandrov, Boris
3 Dette, Holger
3 Jin, Lei
3 Pauly, Markus
3 van Delft, Anne
3 Zhang, Shibin
2 Bandyopadhyay, Soutir
2 Cho, Haeran
2 Chu, Tingjin
2 Herwartz, Helmut
2 Kirch, Claudia
2 Kokoszka, Piotr S.
2 Krampe, Jonas
2 Li, Linyuan
2 Liu, Jialuo
2 Lütkepohl, Helmut
2 Meyer, Marco
2 Nordman, Daniel J.
2 Preuß, Philip
2 Smeekes, Stephan
2 Trenkler, Carsten
2 Wang, Dehui
2 Wang, Haonan
2 Wang, Suojin
2 Zhu, Jun
1 Abbas, Sermad
1 Ahlgren, Niklas
1 Altucci, Carlo
1 Álvarez-Esteban, Pedro César
1 Alwan, Layth C.
1 Angelini, Giovanni
1 Aue, Alexander
1 Bajardi, Francesco
1 Banič, Iztok
1 Barchiesi, Emilio
1 Barigozzi, Matteo
1 Basti, Andrea
1 Basu, Sumanta
1 Beering, Carina
1 Beutner, Eric
1 Beverini, Nicolò
1 Birr, Stefan
1 Bisaglia, Luisa
1 Brockwell, Peter J.
1 Brüggemann, Ralf
1 Brunner, Edgar
1 Bücher, Axel
1 Bugni, Federico A.
1 Calhoun, Gray
1 Capozziello, Salvatore
1 Carelli, Giorgio
1 Castellano, Simone
1 Catani, Paul
1 Cavaliere, Giuseppe
1 Characiejus, Vaidotas
1 Chen, Xinyuan
1 Cheng, Raymond
1 Choi, Jieun
1 Ciampini, Donatella
1 Colubi, Ana
1 Dahlhaus, Rainer
1 Daví, Fabrizio
1 De Luca, Gaetano
1 Decowski, Jonathan
1 Delva, Pacôme
1 Devoti, Roberto
1 Di Giovambattista, Rita
1 Di Somma, Giuseppe
1 Di Stefano, Giuseppe
1 Di Virgilio, Angela D. V.
1 Edelmann, Dominic
1 Edwards, Matthew C.
1 Ellenberger, David
1 Euán, Carolina
1 Famiani, Daniela
1 Fanelli, Luca
1 Faymonville, Maxime
1 Fiecas, Mark B.
1 Frahm, Gabriel
1 Frepoli, Alberto
1 Fried, Roland
1 Fryzlewicz, Piotr
1 Furmańczyk, Konrad
1 Fuso, Francesco
1 Genton, Marc G.
1 Gerolimetto, Margherita
1 Giorgio, Ivan
1 Göb, Rainer
1 Götz, Thomas B.
1 Govoni, Aladino
1 Gründler, Daniel
1 Gupta, Abhimanyu
1 He, Zongda
1 Hecq, Alain W.
...and 109 more Authors
all top 5

Cited in 45 Serials

10 Journal of Econometrics
9 Journal of Time Series Analysis
7 The Annals of Statistics
6 Bernoulli
5 Journal of the Korean Statistical Society
4 Journal of Multivariate Analysis
4 Electronic Journal of Statistics
3 Annals of the Institute of Statistical Mathematics
3 Journal of the American Statistical Association
3 Statistica Neerlandica
3 Statistics & Probability Letters
3 Statistics
3 Journal of Economic Dynamics & Control
3 Journal of Statistical Computation and Simulation
3 Journal of Nonparametric Statistics
3 Econometric Theory
2 Journal of Statistical Planning and Inference
2 Statistical Science
2 Computational Statistics
2 Communications in Statistics. Theory and Methods
2 Computational Statistics and Data Analysis
2 Journal of Applied Statistics
2 Quantitative Economics
1 Metrika
1 Physics Reports
1 Scandinavian Journal of Statistics
1 Chaos, Solitons and Fractals
1 Econometric Reviews
1 International Journal of Approximate Reasoning
1 Sugaku Expositions
1 Open Economies Review
1 Statistical Papers
1 Statistica Sinica
1 The Journal of Fourier Analysis and Applications
1 Extremes
1 Journal of Modern Optics
1 Statistical Methods and Applications
1 Mathematical Biosciences and Engineering
1 AStA. Advances in Statistical Analysis
1 Journal of Agricultural, Biological, and Environmental Statistics
1 Sankhyā. Series A
1 Bayesian Analysis
1 Mathematics and Mechanics of Complex Systems
1 The Art of Discrete and Applied Mathematics
1 Environmetrics

Citations by Year