2026 Efstathios Paparoditis: Mathematics Researcher – H-Index, Publications & Awards

Overview

Efstathios Paparoditis is affiliated with the University of Cyprus in Cyprus. Their research is mainly situated at the intersection of Mathematics and Economics, Econometrics and Finance, with a focus on Statistics and Probability, Financial Risk and Volatility Modeling, and related fields.

Their main fields of study include:

Mathematics
Economics, Econometrics and Finance

In subfields, their work primarily covers:

Statistics and Probability
Finance
Economics and Econometrics
Management Science and Operations Research
Control and Systems Engineering

The scientific topics frequently addressed in their publications encompass:

Statistical Methods and Inference
Financial Risk and Volatility Modeling
Advanced Statistical Methods and Models
Monetary Policy and Economic Impact
Forecasting Techniques and Applications
Spectroscopy and Chemometric Analyses
Control Systems and Identification

Efstathios Paparoditis has published numerous articles, with recent papers including:

"Bootstrap Prediction Bands for Functional Time Series" (2021) in Journal of the American Statistical Association
"Extending the validity of frequency domain bootstrap methods to general stationary processes" (2020) in The Annals of Statistics
"Bootstrap based inference for sparse high-dimensional time series models" (2021) in Bernoulli
"Sparsity concepts and estimation procedures for high-dimensional vector autoregressive models" (2021) in Journal of Time Series Analysis
"Structural inference in sparse high-dimensional vector autoregressions" (2022) in Journal of Econometrics

Among the frequent coauthors appearing in their collaborations are:

Jonas Krampe
Jens-Peter Kreiß
Anne Leucht
Han Lin Shang
Theofanis Sapatinas

Common publication venues for their research output include:

arXiv (Cornell University)
Journal of Time Series Analysis
Journal of the American Statistical Association
The Annals of Statistics
Bernoulli

Best Publications

On the range of validity of the autoregressive sieve bootstrap

Jens-Peter Kreiss;Efstathios Paparoditis;Dimitris N. Politis

188
Citations
Residual‐Based Block Bootstrap for Unit Root Testing

Efstathios Paparoditis;Dimitris N. Politis

178
Citations
Tapered block bootstrap

Efstathios Paparoditis;Dimitris N. Politis

175
Citations
A functional wavelet–kernel approach for time series prediction

Anestis Antoniadis;Efstathios Paparoditis;Theofanis Sapatinas

154
Citations
Bootstrap methods for dependent data: A review

Jens-Peter Kreiss;Efstathios Paparoditis

142
Citations
Short-Term Load Forecasting: The Similar Shape Functional Time-Series Predictor

Efstathios Paparoditis;Theofanis Sapatinas

123
Citations
The local bootstrap for Markov processes

Efstathios Paparoditis;Dimitris N. Politis

105
Citations
Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes

Efstathios Paparoditis

99
Citations
Spectral Density Based Goodness-of-Fit Tests for Time Series Models

Efstathios Paparoditis

96
Citations
The Asymptotic Size and Power of the Augmented Dickey-Fuller Test for a Unit Root

Efstathios Paparoditis;Dimitris N. Politis

91
Citations
Autoregressive-aided periodogram bootstrap for time series

Jens-Peter Kreiss;Efstathios Paparoditis

84
Citations
The local bootstrap for kernel estimators under general dependence conditions

Efstathios Paparoditis;Dimitris N. Politis

83
Citations
Unit root testing via the stationary bootstrap

Cameron Parker;Efstathios Paparoditis;Dimitris N. Politis

76
Citations
The Local Bootstrap for Periodogram Statistics

Efstathios Paparoditis;Dimitris N. Politis

73
Citations
Testing temporal constancy of the spectral structure of a time series

Efstathios Paparoditis

70
Citations
Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities

Holger Dette;Efstathios Paparoditis

67
Citations
Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms

Efstathios Paparoditis

66
Citations
Bootstrapping Unit Root Tests for Autoregressive Time Series

Efstathios Paparoditis;Dimitris N Politis

64
Citations
Local block bootstrap

Efstathios Paparoditis;Dimitris N. Politis

60
Citations
Wavelet Methods in Statistics with R

Efstathios Paparoditis

12
Citations

Frequent Co-Authors

Dimitris N. Politis University of California, San Diego

Michael H. Neumann Friedrich Schiller University Jena

Holger Dette Ruhr University Bochum

Stavros A. Zenios University of Cyprus

Joseph P. Romano Stanford University

External Links

Personal website of Efstathios Paparoditis

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