Andersen, T.G., Davis, R.A., Kreiss, J.-P. and Mikosch, T. (Eds.) (2009). Handbook of Financial Time Series. Springer-Verlag, New York.
Kreiss, J.-P. und Neuhaus, G. (2006). Einführung in die Zeitreihenanalyse. Springer-Verlag.
Zeitschriftenartikel und Preprints:
Rademacher, D., Kreiss, J.-P. and Paparoditis, E. (2024): Asymptotic Normality of Spectral Means of Hilbert Space Valued Random Processes. Stochastic Processes and their Applications, to appear.
Kreiss, J.-P. and Paparoditis, E. (2023): Bootstrapping Whittle Estimators. Biometrika, 110, 499-518.
Schmidt-Melchiors, T., Kreiss, J.-P. and Braumann, A. (2022): Adverse effects of vaccinations against the Corona-virus SARS-CoV-2: insights and hindsights from a statistical perspective.
Kreiss, J.-P. and Schmidt-Melchiors, T. (2021): Nebenwirkungen von Impftstoffen gegen das Corona-Virus SARS-CoV-2: Eine statistische Analyse.
Braumann, A., Krampe, J., Kreiss, J.-P. and Paparoditis, E. (2021): Estimation of the Distribution of the Reproduction Number: The Case of the COVID19-Pandemic.
Braumann, A., Kreiss, J.-P. and Meyer, M. (2021): Simultaneous Inference for Autocovariances based on Autoregressive Sieve Bootstrap. Journal of Time Series Analysis, 42, 534-553.
Krampe, J., Kreiss, J.-P. and Paparoditis, E. (2021): Bootstrap based inference for sparse high-dimensional time series models. Bernoulli, 27, 1441-1466.
Meyer, M., Paparaoditis, E. and Kreiss, J.-P. (2020): Extending the validity of frequency domain bootstrap methods to general stationary processes. The Annals of Statistics, 48, 2404-2427.
Krampe, J., Kreiss, J.-P. and Paparoditis, E. (2018): Estimated Wold representation and spectral-density-driven bootstrap for time series. Journal of the Roy. Statist. Soc. Ser. B, 80, 703-726.
Niebuhr, T., Kreiss, J.-P. and Paparoditis, E. (2017): Some properties of the autoregressive-aided block bootstrap. Electronic Journal of Statistics, 11, 725-751.
Meyer, M., Jentsch, C. and Kreiss, J.-P. (2017). Baxter's inequality and sieve bootstrap for random fields. Bernoulli, 23, 2988-3020.
Meister, A. and Kreiss, J.-P. (2016): Statistical Inference for Nonparametric of GARCH Models. Stochastic Processes and Their Applications, 126, 3009-3040.
Löwe, T., Förster, E.-C., Albuquerque, G., Kreiss, J.-P. and Magnor, M. (2016). Visual Analytics for Development and Evaluation of Order Selection Criteria for Autoregressive Processes. IEEE Transactions on Visualization & Computer Graphics (TVCG), 22, 151-159.
Kreiss, J.-P. (2016). Discussion to a paper on Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions by L. Pan and D.N. Politis. J. Statist. Plan. Inference, 177, 28-30.
Krampe, J., Kreiss, J.-P. and Paparoditis, E. (2015). Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series. Statistics and Probability Letters, 101, 54-63.
Kreiss, J.-P., Pastor, C., Dobberstein, J., Feng, G., Krampe, J., Meyer, M. and Niebuhr, T. (2015). Extrapolation of GIDAS accident data to Europe. 24th International Technical Conference on the Enhanced Safety of Vehicles (ESV), paper no. 15-0372 (Gothenburg, Sweden).
Leucht, A., Neumann, M.H. and Kreiss, J.-P. (2015). A model specification test for GARCH(1,1) processes. Scandinavian Journal of Statistics, 42, 1167-1193.
Meyer, M. and Kreiss, J.-P. (2015): On the Vector Autoregressive Sieve Bootstrap. Journal of Time Series Analysis, 36, 377-397.
Kreiss, J.-P., Feng, G., Krampe, J., Meyer, M. and Niebuhr, T. (2014). Methoden zur Hochrechnung von GIDAS-Daten auf Europa. Bericht der Bundesanstalt für Straßenwesen, to appear.
Kreiss, J.-P., Feng, G., Krampe, J., Meyer, M. and Niebuhr, T. (2014). Methoden zur Hochrechnung von GIDAS-Daten auf Deutschland. Bericht der Forschungsvereinigung Automobiltechnik (FAT) e.V., FAT 275.
Feng, G. and Kreiss, J.-P. (2014): Bootstrapping Realized Bipower Variation. In: Topics in Nonparametric Statistics, Springer Proceedings in Mathematics & Statistics, Vol. 74, 85-93.
Fink, T. and Kreiss, J.-P. (2014). Simultaneous Bootstrap for all three Parameters in Random Coefficient Autoregressive Models. J. of the Korean Statistical Society, 43, 425-438.
Brockwell, P.J., Kreiss, J.-P. and Niebuhr, T. (2014): Bootstrapping continuous-time autoregressive processes. Annals of the Institute of Statistical Mathematics, 66, 75-92.
Kreiss, J.-P. and Paparoditis, E. (2014): Bootstrapping Locally Stationary Time Series. Journal of the Roy. Statist. Soc. Ser. B, 77, 267-290.
Niebuhr, T. and Kreiss, J.-P. (2014). Asymptotics for Autocovariances and Integrated Periodograms for Linear Processes Observed at Lower Frequencies. International Statistical Review, 82, 123-140.
Fink, T. and Kreiss, J.-P. (2013). Bootstrap for Random Coefficient Autoregressive Models. Journal of Time Series Analysis, 34, 646-667.
Jentsch, C., Kreiss, J.-P., Mantalos, P. and Paparoditis, E. (2012): Hybrid Bootstrap Aided Unit Root Testing. Computational Statistics, 27, 779-797.
Kreiss, J.-P. and Paparoditis, E. (2012): The Hybrid Wild Bootstrap for Time Series. J. American Statistical Association, 107, 1073-1084.
Kreiss, J.-P. and Lahiri, S.N. (2012): Bootstrap Methods for Time Series. In: Handbook of Statistics, Vol 30: Time Series-Methods and Applications, Elsevier-North Holland, 3-26.
Kreiss, J.-P. and Paparoditis, E. (2011): Bootstrap for Dependent Data: A Review (with Discussion). J. Korean Statistical Society, 40, 357-395.
Kreiss, J.-P., Paparoditis, E. and Politis, D.N. (2011): The Range of Vailidity of the Autoregressive Sieve Bootstrap. The Annals of Statistics, 39, 2103-2130.
Kreiss, J.-P. and Zangmeister, T. (2011): New Findings on the Usage of Logistic Regression in Accident Data Analysis. 22th International Technical Conference on the Enhanced Safety of Vehicles (ESV), paper no. 11-0192 (Washington D.C., USA).
Kreiss, J.-P., Stanzel, M. and Zobel, R. (2011): On the Use of Real-World Accident Data for Assessing the Effectiveness of Automotive Safety Features: Methodology, Timeline and Reliability. 22th International Technical Conference on the Enhanced Safety of Vehicles (ESV), paper no. 11-0054 (Washington D.C., USA).
Kreiss, J.-P. and Zangmeister, T. (2011): Quantification of the effectiveness of a safety function in passenger vehicles on the basis of real - world accidents. Fraunhofer ITWM, Bericht Nr. 203 (2011).
Jentsch, C. and Kreiss, J.-P. (2010): The Multiple Hybrid Bootstrap - Resampling Multivariate Linear Processes. J. Mult. Analysis, 101, 2320-2345.
Page, Y., Cuny, S., Zangmeister, T., Kreiss, J.-P. and Hermitte, T. (2009): The Evaluation of the Safety Benefits of Combined Passive and On-Board Active Safety Applications. Proceedings of the 53rd Annual Conference of the Association for the Advancement of Automotive Medicine (AAAM) (Baltimore, USA).
Zangmeister, T., Kreiss, J.-P., Page, Y. and Cuny, S. (2009): Evaluation of the Safety Benefits of Passive and/or On-Board Active Safety Applications with Mass Accident Data-Bases. 21th International Technical Conference on the Enhanced Safety of Vehicles (ESV) (Stuttgart, Germany).
Franke, J., Kreiss, J.-P. and Mammen, E. (2009): Nonparametric modelling of financial time series. In: Andersen, T.G., Davis, R.A., Kreiss, J.-P. and Mikosch, T. (Eds.): Handbook of Financial Time Series. Springer-Verlag, New York, 927-952.
Kreiss, J.-P., Neumann, M.H. and Yao, Q. (2008). Bootstrap tests for simple structures in nonparametric time series regression. Statistics And Its Interface, 1, 367-380.
Kreiss, J.-P. and Dürkes, A. (2007). Nonparametric modelling and estimation of stochastic volatility. Working paper, Technische Universität Braunschweig.
Kreiss, J.-P., Schüler, L. and Zangmeister, T. (2007). Simultaneous Evaluation of Multiple Safety Functions in Passenger Vehicles. 20th International Technical Conference on the Enhanced Safety of Vehicles (ESV) (Lyon, France).
Franke, J., Kreiss, J.-P. und Moser, M. (2006). Bootstrap Order Selection for Autoregressive Processes. Statistics and Decisions, 24, 305-325.
Hidalgo, J. and Kreiss, J.-P. (2005). Bootstrap specification tests for linear covariance stationary processes. Journal of Econometrics, 133, 807-839.
Kreiss, J.-P., Langwieder, K. and Schüler, L. (2005). The effectiveness of primary safety features in passenger cars in Germany. 19th International Technical Conference on the Enhanced Safety of Vehicles (ESV) (Washington D.C., USA).
Kreiss, J.-P., Zobel, R. and Busch, S. (2003). Essential components of a statistically valid crashworthiness rating. 18th International Technical Conference on the Enhanced Safety of Vehicles (ESV) (Nagoya, Japan).
Kreiss, J.-P. and Paparoditis, E. (2003). Autoregressive aided periodogram bootstrap. Annals of Statistics, 31, 1923-1955.
Härdle, W., Horowitz, J. and Kreiss, J.-P. (2003). Bootstrap for Time Series. International Statistical Review, 71, 435-459.
Franke, J., Härdle, W. and Kreiss, J.-P. (2003). Nonparametric estimation in a stochastic volatility model. Recent Advances and Trends in Nonparametric Statistics (Akritas, M.G. and Politis, D.N. (Eds.)), 303-313.
Franke, J., Kreiss, J.-P., Mammen, E. and Neumann, M. H. (2002). Properties of the nonparametric autoregressive bootstrap. Journal of Time Series Analysis, 23, 555-585.
Franke, J., Kreiss, J.-P., Mammen, E. (2002). Bootstrap of kernel smoothing in nonlinear time series. Bernoulli, 8, 1-37.
Busch, S., Kreiss, J.-P. and Zobel, R. (2002). Determination of risk factors of accident causation. Proceedings of the conference on Vehicle Safety 2002 of the Institution of Mechanical Engineers (I MECH E)}, London.
Kreiss, J.-P. (2000). Nonparametric Estimation and Bootstrap for Financial Time Series. In: Statistics and Finance: An Interface (W.S. Chan, W.K. Li and H. Tong (Eds.)). Imperial College Press, London, 2000.
Kreiss, J.-P. und Neumann, M.H. (1999). Bootstrap Tests for Parametric Volatility Structure in Nonparametric Autoregression. In: Prob. Theory and Math. Stat. (B. Grigelionis et al. (Eds.)), 1999, 393-404.
Neumann, M.H. und Kreiss, J.-P. (1998). Regression-Type Inference in Nonparametric Autoregression. The Annals of Statistics, Vol. 26, No. 4, 1998, 1570-1613.
Kreiss, J.-P. (1997). Asymptotical Properties of Residual Bootstrap for Autoregression. Technical Report, TU Braunschweig. pdf
Kreiss, J.-P. und Neumann, M.H. (1996). Bootstrap Confidence Bands for the Autoregression Function. Discussion Paper No. 75, 1996, SFB 373.
Heimann, G. und Kreiss, J.-P. (1996). Bootstrapping General First Order Autoregression. Statistics and Probability Letters, Vol. 30, 1996, 87-98.
Kreiss, J.-P. (1992). Bootstrap Procedures for AR(∞)-Processes. Lecture Notes in Economics and Mathematical Systems No. 376 (Proc. Bootstrapping and Related Techniques, Trier), 1992, 107-113.
Franke, J. und Kreiss, J.-P. (1992). Bootstrapping Stationary Autoregressive Moving-Average Models. Journal of Time Series Analysis, Vol. 13, 1992, 297-317.
Kreiss, J.-P. (1991). Estimation of the Distribution Function of Noise in Stationary Linear Processes. Metrika, Vol. 38, 1991, 285-297.
Kreiss, J.-P. (1990). Local Asymptotic Normality for Autoregression with Infinite Order. Journal of Statistical Planning and Inference, Vol. 26, 1990, 185-219.
Kreiss, J.-P. (1990). Testing Linear Hypotheses in Autoregressions. The Annals of Statistics, Vol. 18, 1990, 1470-1482.
Kreiss, J.-P. (1988). Asymptotic Statistical Inference for a Class of Stochastic Processes. Habilitationsschrift, Fachbereich Mathematik der Universität Hamburg.
Kreiss, J.-P. (1988). On Stochastic Estimation. The Annals of the Institute of Statistical Mathematics, Vol. 40, 1988, 507-520.
Kreiss, J.-P. (1987). On adaptive Estimation in Stationary ARMA Processes. The Annals of Statistics, Vol. 15, 1987, 112-133.
Kreiss, J.-P. (1987). On adaptive Estimation in Autoregressive Models when there are Nuisance Functions. Statistics and Decisions, Vol. 5, 1987, 59-76.
Kreiss, J.-P. (1986). Repeated Significance Tests for Stationary ARMA Processes. Sequential Analysis, Vol. 5, 1986, 103-126.
Kreiss, J.-P. (1985). A Note on M-Estimation in Stationary ARMA Processes. Statistics and Decisions, Vol. 3, 1985, 317-336.
Neuhaus. G. und Kreiss, J.-P. (1985). Einführung in die Zeitreihenanalyse. Skripten zur Mathematischen Statistik Nr. 10 der Gesellschaft zur Förderung der Mathematischen Statistik, Münster.
Kreiss, J.-P. (1984). Adaptive Estimation and Testing in ARMA-Models (the multivariate case). Preprint No. 84-5, Institut für Mathematische Stochastik der Universität Hamburg.
Kreiss, J.-P. (1984). Existenz und Konstruktion von adaptiven Schätzfolgen in ARMA(p,q)-Modellen. Dissertation, Fachbereich Mathematik der Universität Hamburg.
