| On the vector autoregressive sieve bootstrap M Meyer, JP Kreiss Journal of Time Series Analysis 36 (3), 377-397, 2015 | 37 | 2015 |
| Baxter’s inequality and sieve bootstrap for random fields M Meyer, C Jentsch, JP Kreiss Bernoulli 23 (4B), 2988-3020, 2017 | 20 | 2017 |
| Extending the validity of frequency domain bootstrap methods to general stationary processes M Meyer, E Paparoditis, JP Kreiss The Annals of Statistics 48 (4), 2404-2427, 2020 | 17 | 2020 |
| Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes C Jentsch, A Leucht, M Meyer, C Beering Journal of Time Series Analysis 41 (1), 110-133, 2020 | 13 | 2020 |
| Extrapolation of GIDAS accident data to Europe JP Kreiss, G Feng, J Krampe, M Meyer, T Niebuhr, C Pastor, ... 24th International Technical Conference on the Enhanced Safety of Vehicles (ESV), 2015 | 11 | 2015 |
| Baxter’s inequality for triangular arrays M Meyer, T McMurry, D Politis Mathematical Methods of Statistics 24 (2), 135-146, 2015 | 8 | 2015 |
| A Frequency Domain Bootstrap for General Multivariate Stationary Processes M Meyer, E Paparoditis arXiv preprint arXiv:2102.01943, 2021 | 4 | 2021 |
| A Frequency Domain Bootstrap for General Stationary Processes M Meyer, E Paparoditis, JP Kreiss arXiv preprint arXiv:1806.06523, 2018 | 4 | 2018 |
| Simultaneous inference for autocovariances based on autoregressive sieve bootstrap A Braumann, JP Kreiss, M Meyer Journal of Time Series Analysis 42 (5-6), 534-553, 2021 | 3 | 2021 |
| On the validity of Akaike’s identity for random fields C Jentsch, M Meyer Journal of Econometrics 222 (1), 676-687, 2021 | 2 | 2021 |
| Supplement to “Extending the validity of frequency domain bootstrap methods to general stationary processes.” M Meyer, E Paparoditis, JP KREISS | 2 | 2020 |
| Hochrechnung von GIDAS auf das Unfallgeschehen in Deutschland JP Kreiss, G Feng, J Krampe, M Meyer, T Niebuhr FAT-Schriftenreihe, 2015 | 1 | 2015 |
| Tucker S. McElroy, Dimitris N. Politis (2020): Time series: a first course with bootstrap starter M Meyer Statistical Papers 62 (2), 1087-1089, 2021 | | 2021 |
| The Autoregressive Sieve Bootstrap for Random Fields and Multivariate Stochastic Processes M Meyer Univ.-Bibl., 2015 | | 2015 |
| Supplement to the paper’Empirical characteristic functions-based estimation and distance correlation for locally stationary processes’ C Jentsch, A Leucht, M Meyer, C Beering | | |
