EFSTATHIOS PAPARODITIS
22892643
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PROFESSOR
Department of Mathematics and Statistics
FST 01 - Faculty of Pure and Applied Sciences,
University Campus
Undergraduate and graduate studies at Freie Universiaet Berlin, Federal Republic of Germany, (M.A. 1985, Ph.D. 1990). He has taught at Technische Universitaet Berlin, Federal Republic of Germany (Wissensch. Assistent, 1990-1993) and University of Cyprus (Assistant Professor, 1993-1997, Associate Professor, 1997-2004, Professor from 2004).
Time Series AnalysisInference for Stochastic ProcessesResampling and Bootstrap MethodsNonparametric MethodsGoodness-of-fit
Paparoditis, E. (1996), `A Frequency Domain Bootstrap Based Method for Checking the Fit of a Transfer Function Model', Journal of the American Statistical Association, vol. 91, 1535-1551.Paparoditis, E. (2000), `Spectral Density Based Goodness-of-Fit Tests for Time Series Models',Scandinavian Journal of Statistics, vol. 27, 143-176.Paparoditis, E. and D. N. Politis (2001), `Tapered Block Bootstrap', Biometrika, vol. 88, 1105-1119.Paparoditis, E. and D. N. Politis (2003), `Residual-Based Block Bootstrap for Unit Root Testing', Econometrica, vol. 71, 813-855.Kreiss, J.-P. and E. Paparoditis (2003), `Autoregressive Aided Periodogram Bootstrap for Time Series', The Annals of Statistics, vol. 31, 1923-1955.Paparoditis, E. and D. N. Politis (2005), `Bootstrapping Unit Root Tests for Autoregressive Time Series', Journal of the American Statistical Association, vol. 100, 545-553.Antoniadis, A., E. Paparoditis and T. Sapatinas (2006), `A Functional Wavelet-Kernel Approach for Continuous-Time Prediction', Journal of the Royal Statistical Society, Series B, vol. 68, 837-857.Neumann M. H., and E. Paparoditis (2008), `Goodness-of-Fit Tests for Markovian Time Series Models', Bernoulli, vol 14, 14-46.Paparoditis, E. (2009), `Testing temporal constancy of the spectral structure of a time series', Bernoulli, vol. 15, 1190-1221.Paparoditis, E (2010) `Validating stationarity assumptions in time series analysis by rolling local periodograms', Journal of the American Statistical Association, vol. 105, 839-851.