Existenz und Konstruktion von adaptiven Schätzfolgen in ARMA(p,q)-Modellen. - Jens-Peter Kreiss (1984)

Bootstrapping autoregressions with infinite order. - Jens-Peter Kreiss; Gordon Lien (ICASSP (6), 1994)

The multiple hybrid bootstrap - Resampling multivariate linear processes. - Carsten Jentsch; Jens-Peter Kreiss (J. Multivar. Anal., 2010)

Hybrid bootstrap aided unit root testing. - Carsten Jentsch; Jens-Peter Kreiss; Panagiotis Mantalos; Efstathios Paparoditis (Comput. Stat., 2012)

Visual Analytics for Development and Evaluation of Order Selection Criteria for Autoregressive Processes. - Thomas Löwe; Emmy-Charlotte Förster; Georgia Albuquerque; Jens-Peter Kreiss; Marcus A. Magnor (IEEE Trans. Vis. Comput. Graph., 2016)