Detection of Multiple Structural Breaks in Multivariate Time Series

The Hybrid Wild Bootstrap for Time Series

(2012) Jens-peter Kreiss et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

On the range of validity of the autoregressive sieve bootstrap

(2011) Jens-Peter Kreiss et al.   ANNALS OF STATISTICS

A bootstrap test for time series linearity

(2010) Arthur Berg et al.   JOURNAL OF STATISTICAL PLANNING AND INFERENCE

Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms

(2010) Efstathios Paparoditis   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Localized Realized Volatility Modeling

(2010) Ying Chen et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Break detection in the covariance structure of multivariate time series models

(2009) Alexander Aue et al.   ANNALS OF STATISTICS