ΕΥΣΤΑΘΙΟΣ ΠΑΠΑΡΟΔΙΤΗΣ
ΠΑΠΑΡΟΔΙΤΗΣ ΕΥΣΤΑΘΙΟΣ
PAPARODITIS EFSTATHIOS
...
PROFESSOR
Department of Mathematics and Statistics
FST 01 - Faculty of Pure and Applied Sciences
University Campus
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22892643
22892600
www.mas.ucy.ac.cy/~stathisp/

Προσωπικό Προφίλ

Προπτυχιακές και Μεταπτυχιακές σπουδές στο Freie Universiaet Berlin, Ομοσπονδιακή Δημοκρατία της Γερμανίας, (M.A. 1985, Ph.D. 1990). Δίδαξε στο Technische Universitaet Berlin, Ομοσπονδιακή Δημοκρατία της Γερμανίας (Wissensch. Assistent, 1990-1993) και Πανεπιστήμιο Κύπρου (Επίκουρος Καθηγητής, 1993-1997, Αναπληρωτής Καθηγητής 1997-2004, Καθηγητής από 2004).
Ανάλυση Χρονοσειρών, Στατιστική Συμπερασματολογία Στοχαστικών Ανελίξεων, Μέθοδοι Αναδειγματοληψίας και Μεθοδολογία Bootstrap, Απαραμετρική  Στατιστική, Ελεγχοι καλής Προσαρμογής
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,  Kreiss J-P., E. Paparoditis and D.N. Politis (2011), `On the Range of Validity of the Autoregressive-Sieve Bootstrap', The Annals of Statistics, 39, 2103-2130,  Kreiss, J-P. and E. Paparoditis (2012), `The Hybrid-Wild Bootstrap for Time Series', Journal of the American Statistical Association, 107, 1073-1084, Kreiss, J-P. and E. Paparoditis (2015), `Bootstrapping Locally Stationary Processes', Journal of the Royal Statistical Society, Series B, 77, 267-290.

Profile Information

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.