Efstathios Paparoditis
- Structural Inference in Sparse High-Dimensional Vector Autoregressions
2020/07/30 by Jonas Krampe, Efstathios Paparoditis, Krampe, Jonas +3 · 1 citation
Mathematics · #Statistical and numerical algorithms #Advanced Statistical Methods and Models #Statistical Methods and Inference
- Frequency Domain Statistical Inference for High-Dimensional Time Series
2022/06/05 by Jonas Krampe, Krampe, Jonas, Efstathios Paparoditis +1 · 1 citation
Computer Science · Neuroscience · #Blind Source Separation Techniques #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Neural Networks and Applications #Neural dynamics and brain function #Statistics Theory (math.ST)
- A Frequency Domain Bootstrap for General Multivariate Stationary Processes
2021/02/03 by Marco Meyer, Efstathios Paparoditis, Meyer, Marco +1 · 1 citation
Decision Sciences · Engineering · Mathematics · #Forecasting Techniques and Applications #Fault Detection and Control Systems #Statistical Methods and Inference
- Bootstrap Prediction Bands for Functional Time Series
2020/04/08 by Efstathios Paparoditis, Han Lin Shang, Paparoditis, Efstathios +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #62M15 #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistical Methods and Inference #Statistics Theory (math.ST)