Analyzing time series in the frequency domain enables the development of...
Fitting parametric models by optimizing frequency domain objective funct...
For many relevant statistics of multivariate time series, no valid frequ...
We investigate the problem of estimating the distribution of the individ...
We consider structural impulse response analysis for sparse high-dimensi...
High-dimensional vector autoregressive (VAR) models are important tools ...
A bootstrap procedure for constructing pointwise or simultaneous predict...
The problem of testing equality of the entire second order structure of ...
We consider strictly stationary stochastic processes of Hilbert space-va...
Existing frequency domain methods for bootstrapping time series have a
l...
The problem of testing equality of the entire second order structure of ...
The second-order dependence structure of purely nondeterministic station...
We consider infinite-dimensional Hilbert space-valued random variables t...