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Politis, Dimitris Nicolas

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Author ID: politis.dimitris-nicolas Recent zbMATH articles by "Politis, Dimitris Nicolas"
Published as: Politis, Dimitris N.; Politis, Dimitris; Politis, D. N.; Politis, Dimitris Nicolas; Politis, Dimiotris N.; Politis, D.
Homepage: http://math.ucsd.edu/~politis/
External Links: MGP
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Serials

17 Journal of Time Series Analysis
8 The Annals of Statistics
7 Journal of Statistical Planning and Inference
7 Statistics & Probability Letters
6 Journal of the American Statistical Association
6 Electronic Journal of Statistics
5 Journal of Econometrics
5 Journal of Nonparametric Statistics
5 Econometric Theory
4 IEEE Transactions on Signal Processing
4 Journal of Statistical Computation and Simulation
4 Test
3 Journal of Multivariate Analysis
3 Econometric Reviews
3 Statistica Sinica
2 IEEE Transactions on Information Theory
2 Annals of the Institute of Statistical Mathematics
2 Sequential Analysis
2 Communications in Statistics. Theory and Methods
2 Mathematical Methods of Statistics
2 Bernoulli
2 The Econometrics Journal
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Journal of Time Series Econometrics
1 Advances in Applied Probability
1 The Canadian Journal of Statistics
1 Metrika
1 Biometrika
1 Econometrica
1 International Statistical Review
1 Journal of Applied Probability
1 Proceedings of the American Mathematical Society
1 Sankhyā. Series A. Methods and Techniques
1 Technometrics
1 Probability and Mathematical Statistics
1 Statistics
1 Statistical Science
1 Economics Letters
1 Stochastic Processes and their Applications
1 Computational Statistics and Data Analysis
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Applied Stochastic Models in Business and Industry
1 REVSTAT
1 Journal of the Korean Statistical Society
1 Springer Proceedings in Mathematics & Statistics
1 Springer Series in Statistics
1 Chapman & Hall/CRC Texts in Statistical Science Series
1 Frontiers in Probability and the Statistical Sciences

Publications by Year

Citations contained in zbMATH Open

107 Publications have been cited 1,926 times in 1,139 Documents Cited by Year
The stationary bootstrap. Zbl 0814.62023
Politis, Dimitris N.; Romano, Joseph P.
226
1994
Subsampling. Zbl 0931.62035
Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael
163
1999
Large sample confidence regions based on subsamples under minimal assumptions. Zbl 0828.62044
Politis, Dimitris N.; Romano, Joseph P.
146
1994
Automatic block-length selection for the dependent bootstrap. Zbl 1082.62076
Politis, Dimitris N.; White, Halbert
108
2004
Bias-corrected nonparametric spectral estimation. Zbl 0811.62088
Politis, Dimitris N.; Romano, Joseph P.
63
1995
A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation. Zbl 0776.62070
Politis, Dimitris N.; Romano, Joseph P.
60
1992
The impact of bootstrap methods on time series analysis. Zbl 1332.62340
Politis, Dimitris N.
57
2003
Tapered block bootstrap. Zbl 0987.62027
Paparoditis, Efstathios; Politis, Dimitris N.
50
2001
A circular block-resampling procedure for stationary data. Zbl 0845.62036
Politis, Dimitris N.; Romano, Joseph P.
50
1992
Correction to “automatic block-length selection for the dependent bootstrap” by D. Politis and H. White. Zbl 1400.62193
Patton, Andrew; Politis, Dimitris N.; White, Halbert
48
2009
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators. Zbl 1272.62033
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert
46
2013
Adaptive bandwidth choice. Zbl 1054.62038
Politis, Dimitris N.
44
2003
Residual-based block bootstrap for unit root testing. Zbl 1154.62365
Paparoditis, Efstathios; Politis, Dimitris N.
44
2003
Limit theorems for weakly dependent Hilbert space valued random variables with application to the stationary bootstrap. Zbl 0824.60006
Politis, Dimitris N.; Romano, Joseph P.
40
1994
On the range of validity of the autoregressive sieve bootstrap. Zbl 1227.62067
Kreiss, Jens-Peter; Paparoditis, Efstathios; Politis, Dimitris N.
38
2011
Banded and tapered estimates for autocovariance matrices and the linear process bootstrap. Zbl 1226.60052
McMurry, Timothy L.; Politis, Dimitris N.
34
2010
The local bootstrap for Markov processes. Zbl 1016.62041
Paparoditis, Efstathios; Politis, Dimitris N.
26
2002
Nonparametric resampling for homogeneous strong mixing random fields. Zbl 0795.62087
Politis, Dimitris N.; Romano, Joseph P.
26
1993
Multivariate density estimation with general flat-top kernels of infinite order. Zbl 0954.62042
Politis, Dimitris N.; Romano, Joseph P.
25
1999
A full-factor multivariate GARCH model. Zbl 1065.91553
Vrontos, I. D.; Dellaportas, P.; Politis, D. N.
24
2003
Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices. Zbl 1219.62144
Politis, Dimitris N.
24
2011
The local bootstrap for kernel estimators under general dependence conditions. Zbl 0959.62034
Paparoditis, Efstathios; Politis, Dimitris N.
23
2000
Unit root testing via the stationary bootstrap. Zbl 1345.62120
Parker, Cameron; Paparoditis, Efstathios; Politis, Dimitris N.
22
2006
The local bootstrap for periodogram statistics. Zbl 0938.62051
Paparoditis, Efstathios; Politis, Dimitris N.
21
1999
On subsampling estimators with unknown rate of convergence. Zbl 1072.62551
Bertail, Patrice; Politis, Dimitris N.; Romano, Joseph P.
21
1999
Subsampling for heteroskedastic time series. Zbl 0904.62059
Politis, D. N.; Romano, Joseph P.; Wolf, Michael
21
1997
Nonparametric regression with infinite order flat-top kernels. Zbl 1072.62029
McMurry, Timothy L.; Politis, Dimitris N.
19
2004
Moment estimation for statistics from marked point processes. Zbl 0979.62074
Politis, Dimitris N.; Sherman, Michael
19
2001
Bootstrapping unit root tests for autoregressive time series. Zbl 1117.62408
Paparoditis, Efstathios; Politis, Dimitris N.
19
2005
TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain. Zbl 1220.62107
Kirch, Claudia; Politis, Dimitris N.
16
2011
The tapered block bootstrap for general statistics from stationary sequences. Zbl 1009.62034
Paparoditis, Efstathios; Politis, Dimitris N.
15
2002
On flat-top kernel spectral density estimators for homogeneous random fields. Zbl 0847.62080
Politis, Dimitris N.; Romano, Joseph P.
15
1996
Weak convergence of dependent empirical measures with application to subsampling in function spaces. Zbl 0943.60003
Politis, Dimitris; Romano, Joseph P.; Wolf, Michael
15
1999
On the asymptotic theory of subsampling. Zbl 1006.62019
Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael
14
2001
Bootstrap technology and applications. Zbl 0850.62367
Léger, Christian; Politis, Dimitris N.; Romano, Joseph P.
14
1992
On the sample variance of linear statistics derived from mixing sequences. Zbl 0765.62085
Politis, Dimitris N.; Romano, Joseph P.
14
1993
Large sample inference for irregularly spaced dependent observations based on subsampling. Zbl 1058.62549
Politis, Dimitris N.; Paparoditis, Efstathios; Romano, Joseph P.
12
1998
A generalized block bootstrap for seasonal time series. Zbl 1301.62086
Dudek, Anna E.; Leśkow, Jacek; Paparoditis, Efstathios; Politis, Dimitris N.
11
2014
Local block bootstrap. Zbl 1023.62049
Paparoditis, Efstathios; Politis, Dimitris N.
11
2002
Self-normalization for heavy-tailed time series with long memory. Zbl 1145.62073
McElroy, Tucker; Politis, Dimitris
11
2007
CDF and survival function estimation with infinite-order kernels. Zbl 1326.62073
Berg, Arthur; Politis, Dimitris
10
2009
Model-free model-fitting and predictive distributions. Zbl 1367.62135
Politis, Dimitris N.
9
2013
Subsampling inference for the mean of heavy-tailed long-memory time series. Zbl 1300.62075
Jach, Agnieszka; McElroy, Tucker; Politis, Dimitris N.
9
2012
A Markovian local resampling scheme for nonparametric estimators in time series analysis. Zbl 1109.62345
Paparoditis, Efstathios; Politis, Dimitris N.
9
2001
A bootstrap test for time series linearity. Zbl 1327.62460
Berg, Arthur; Paparoditis, Efstathios; Politis, Dimitris N.
9
2010
Computer-intensive rate estimation, diverging statistics and scanning. Zbl 1209.62050
McElroy, Tucker; Politis, Dimitris N.
9
2007
Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions. Zbl 1353.62101
Pan, Li; Politis, Dimitris N.
9
2016
Moment-based tail index estimation. Zbl 1107.62039
McElroy, Tucker; Politis, Dimitris N.
9
2007
Fixed-\(b\) asymptotics for the Studentized mean from time series with short, long, or negative memory. Zbl 1292.62128
McElroy, Tucker; Politis, Dimitris N.
8
2012
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension. Zbl 1320.62099
Jentsch, Carsten; Politis, Dimitris N.
8
2015
Resampling marked point processes. Zbl 0946.62087
Politis, Dimitris N.; Paparoditis, Efstathios; Romano, Joseph P.
7
1999
Robust inference for the mean in the presence of serial correlation and heavy-tailed distributions. Zbl 1023.62088
McElroy, Tucker; Politis, Dimitris N.
7
2002
Bootstrap confidence bands for spectra and cross-spectra. Zbl 0745.62041
Politis, Dimitris N.; Romano, Joseph P.; Lai, Tze-Leung
7
1992
Bootstrap hypothesis testing in regression models. Zbl 1076.62020
Paparoditis, Efstathios; Politis, Dimitris N.
7
2005
Subsampling the distribution of diverging statistics with applications to finance. Zbl 1282.62188
Bertail, Patrice; Haefke, Christian; Politis, Dimitris N.; White, Halbert
6
2004
Distribution theory for the Studentized mean for long, short, and negative memory time series. Zbl 1285.62108
McElroy, Tucker; Politis, Dimitris N.
6
2013
A new approach on estimation of the tail index. Zbl 1004.62052
Politis, Dimitris N.
6
2002
Non-parametric sequential estimation of a regression function based on dependent observations. Zbl 1294.62065
Politis, Dimitris N.; Vasiliev, Vyacheslav A.
6
2013
High-dimensional autocovariance matrices and optimal linear prediction. Zbl 1309.62154
McMurry, Timothy L.; Politis, Dimitris N.
6
2015
Kernel estimates of nonparametric functional autoregression models and their bootstrap approximation. Zbl 1373.62170
Zhu, Tingyi; Politis, Dimitris N.
6
2017
Resampling and subsampling for financial time series. Zbl 1178.62046
Paparoditis, Efstathios; Politis, Dimitris N.
6
2009
Recent advances and trends in nonparametric statistics. Papers based on the presentations at the international conference on recent advances and trends in nonparametric statistics, Crete, Greece, July 15–19, 2002. Zbl 1186.62044
6
2003
Model-free prediction and regression. A transformation-based approach to inference. Zbl 1397.62008
Politis, Dimitris N.
6
2015
Discussion on: “Bootstrap methods for dependent data: a review”. Zbl 1296.62166
Gonçalves, Sílvia; Politis, Dimitris
5
2011
Extrapolation of subsampling distribution estimators: The i. i. d. and strong mixing cases. Zbl 0998.62078
Bertail, Patrice; Politis, Dimitris N.
5
2001
Bootstrap prediction intervals for Markov processes. Zbl 1466.62172
Pan, Li; Politis, Dimitris N.
5
2016
Bootstrap confidence intervals in nonparametric regression with built-in bias correction. Zbl 1146.62029
McMurry, Timothy L.; Politis, Dimitris N.
5
2008
Bootstrap-based ARMA order selection. Zbl 1219.62136
Fenga, Livio; Politis, Dimitris N.
5
2011
Nonlinear spectral density estimation: thresholding the correlogram. Zbl 1301.62041
Paparoditis, Efstathios; Politis, Dimitris N.
4
2012
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics. Zbl 1311.62151
McElroy, Tucker S.; Politis, Dimitris N.
4
2014
Moving average processes and maximum entropy. Zbl 0753.60033
Politis, Dimitris Nicolas
4
1992
Subsampling continuous parameter random fields and a Bernstein inequality. Zbl 0970.62063
Bertail, Patrice; Politis, Dimitris N.; Rhomari, Nourheddine
3
2000
Valid resampling of higher-order statistics using the linear process bootstrap and autoregressive sieve bootstrap. Zbl 1347.62064
Jentsch, Carsten; Politis, Dimitris N.
3
2013
Nonlinearity of ARCH and stochastic volatility models and Bartlett’s formula. Zbl 1260.62068
Kokoszka, Piotr S.; Politis, Dimitris N.
3
2011
\(K\)-sample subsampling in general spaces: the case of independent time series. Zbl 1178.62047
Politis, Dimitris N.; Romano, Joseph P.
3
2010
Higher-order accurate polyspectral estimation with flat-top lag-windows. Zbl 1332.62354
Berg, Arthur; Politis, Dimitris N.
3
2009
Stable marked point processes. Zbl 1114.62101
McElroy, Tucker; Politis, Dimitris N.
3
2007
Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data. Zbl 1213.62138
Chang, Christopher C.; Politis, Dimitris N.
3
2011
Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration. Zbl 1061.62074
Gluhovsky, Alexander; Zihlbauer, Martin; Politis, Dimitris N.
2
2005
The backward local bootstrap for conditional predictive inference in nonlinear time series. Zbl 0943.62096
Paparoditis, Efstathios; Politis, Dimitris N.
2
1998
Local block bootstrap inference for trending time series. Zbl 1268.62111
Dowla, Arif; Paparoditis, Efstathios; Politis, Dimitris N.
2
2013
Recent developments in bootstrap methods for dependent data. Zbl 1315.00084
2
2015
Block bootstrap theory for multivariate integrated and cointegrated processes. Zbl 1325.62066
Jentsch, Carsten; Politis, Dimitris N.; Paparoditis, Efstathios
2
2015
Inference for autocorrelations in the possible presence of a unit root. Zbl 1051.62085
Politis, Dimiotris N.; Romano, Joseph P.; Wolf, Michael
2
2004
Convolved subsampling estimation with applications to block bootstrap. Zbl 1415.62024
Tewes, Johannes; Politis, Dimitris N.; Nordman, Daniel J.
2
2019
A nonparametric resampling procedure for multivariate confidence regions in time series analysis. Zbl 0744.62066
Politis, Dimitris N.; Romano, Joseph P.
2
1992
Large-sample inference in the general AR(1) model. Zbl 0967.62069
Paparoditis, Efstathios; Politis, Dimitris N.
2
2000
On the maximum entropy problem with autocorrelations specified on a lattice. Zbl 0775.62250
Politis, Dimitris N.
2
1993
An algorithm for robust fitting of autoregressive models. Zbl 1175.62096
Politis, Dimitris N.
2
2009
Selected Works of Murray Rosenblatt. Edited by Richard A. Davis, Keh-Shin Lii and Dimitris N. Politis. Zbl 1232.60004
Rosenblatt, Murray
2
2011
Generalized seasonal tapered block bootstrap. Zbl 1338.62124
Dudek, Anna E.; Paparoditis, Efstathios; Politis, Dimitris N.
2
2016
Minimally biased nonparametric regression and autoregression. Zbl 1297.62090
McMurry, Timothy L.; Politis, Dimitris N.
1
2008
Large sample theory for statistics of stable moving averages. Zbl 1074.62059
McElroy, Tucker; Politis, Dimitris N.
1
2004
Estimating transformation function. Zbl 1429.62120
Zhang, Yunyi; Liu, Jiazheng; Pan, Zexin; Politis, Dimitris N.
1
2019
Tapered block bootstrap for unit root testing. Zbl 06835908
Parker, Cameron C.; Paparoditis, Efstathios; Politis, Dimitris
1
2015
Moderate deviations in subsampling distribution estimation. Zbl 0959.62015
Bertail, Patrice; Gamst, Anthony; Politis, Dimitris N.
1
2001
An application of three bivariate time-varying volatility models. Zbl 0967.91064
Vrontos, I. D.; Giakoumatos, S. G.; Dellaportas, P.; Politis, D. N.
1
2001
Nonparametric maximum entropy. Zbl 0804.62006
Politis, Dimitris Nicolas
1
1993
Markov chains in many dimensions. Zbl 0806.60056
Politis, Dimitris N.
1
1994
Truncated estimation of ratio statistics with application to heavy tail distributions. Zbl 1409.62103
Politis, D. N.; Vasiliev, V. A.; Vorobeychikov, S. E.
1
2018
Predictive inference for locally stationary time series with an application to climate data. Zbl 1464.62379
Das, Srinjoy; Politis, Dimitris N.
1
2021
Convolved subsampling estimation with applications to block bootstrap. Zbl 1415.62024
Tewes, Johannes; Politis, Dimitris N.; Nordman, Daniel J.
2
2019
Estimating transformation function. Zbl 1429.62120
Zhang, Yunyi; Liu, Jiazheng; Pan, Zexin; Politis, Dimitris N.
1
2019
Truncated estimation of ratio statistics with application to heavy tail distributions. Zbl 1409.62103
Politis, D. N.; Vasiliev, V. A.; Vorobeychikov, S. E.
1
2018
Estimating MA parameters through factorization of the autocovariance matrix and an MA-sieve bootstrap. Zbl 1416.62511
McMurry, Timothy L.; Politis, Dimitris N.
1
2018
Kernel estimates of nonparametric functional autoregression models and their bootstrap approximation. Zbl 1373.62170
Zhu, Tingyi; Politis, Dimitris N.
6
2017
Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions. Zbl 1353.62101
Pan, Li; Politis, Dimitris N.
9
2016
Bootstrap prediction intervals for Markov processes. Zbl 1466.62172
Pan, Li; Politis, Dimitris N.
5
2016
Generalized seasonal tapered block bootstrap. Zbl 1338.62124
Dudek, Anna E.; Paparoditis, Efstathios; Politis, Dimitris N.
2
2016
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension. Zbl 1320.62099
Jentsch, Carsten; Politis, Dimitris N.
8
2015
High-dimensional autocovariance matrices and optimal linear prediction. Zbl 1309.62154
McMurry, Timothy L.; Politis, Dimitris N.
6
2015
Model-free prediction and regression. A transformation-based approach to inference. Zbl 1397.62008
Politis, Dimitris N.
6
2015
Recent developments in bootstrap methods for dependent data. Zbl 1315.00084
2
2015
Block bootstrap theory for multivariate integrated and cointegrated processes. Zbl 1325.62066
Jentsch, Carsten; Politis, Dimitris N.; Paparoditis, Efstathios
2
2015
Tapered block bootstrap for unit root testing. Zbl 06835908
Parker, Cameron C.; Paparoditis, Efstathios; Politis, Dimitris
1
2015
A generalized block bootstrap for seasonal time series. Zbl 1301.62086
Dudek, Anna E.; Leśkow, Jacek; Paparoditis, Efstathios; Politis, Dimitris N.
11
2014
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics. Zbl 1311.62151
McElroy, Tucker S.; Politis, Dimitris N.
4
2014
Model-free prediction with application to functional data analysis. Zbl 1430.62080
Politis, Dimitris N.
1
2014
Bootstrap confidence intervals in nonparametric regression without an additive model. Zbl 1331.62239
Politis, Dimitris N.
1
2014
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators. Zbl 1272.62033
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert
46
2013
Model-free model-fitting and predictive distributions. Zbl 1367.62135
Politis, Dimitris N.
9
2013
Distribution theory for the Studentized mean for long, short, and negative memory time series. Zbl 1285.62108
McElroy, Tucker; Politis, Dimitris N.
6
2013
Non-parametric sequential estimation of a regression function based on dependent observations. Zbl 1294.62065
Politis, Dimitris N.; Vasiliev, Vyacheslav A.
6
2013
Valid resampling of higher-order statistics using the linear process bootstrap and autoregressive sieve bootstrap. Zbl 1347.62064
Jentsch, Carsten; Politis, Dimitris N.
3
2013
Local block bootstrap inference for trending time series. Zbl 1268.62111
Dowla, Arif; Paparoditis, Efstathios; Politis, Dimitris N.
2
2013
Subsampling inference for the mean of heavy-tailed long-memory time series. Zbl 1300.62075
Jach, Agnieszka; McElroy, Tucker; Politis, Dimitris N.
9
2012
Fixed-\(b\) asymptotics for the Studentized mean from time series with short, long, or negative memory. Zbl 1292.62128
McElroy, Tucker; Politis, Dimitris N.
8
2012
Nonlinear spectral density estimation: thresholding the correlogram. Zbl 1301.62041
Paparoditis, Efstathios; Politis, Dimitris N.
4
2012
On the range of validity of the autoregressive sieve bootstrap. Zbl 1227.62067
Kreiss, Jens-Peter; Paparoditis, Efstathios; Politis, Dimitris N.
38
2011
Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices. Zbl 1219.62144
Politis, Dimitris N.
24
2011
TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain. Zbl 1220.62107
Kirch, Claudia; Politis, Dimitris N.
16
2011
Discussion on: “Bootstrap methods for dependent data: a review”. Zbl 1296.62166
Gonçalves, Sílvia; Politis, Dimitris
5
2011
Bootstrap-based ARMA order selection. Zbl 1219.62136
Fenga, Livio; Politis, Dimitris N.
5
2011
Nonlinearity of ARCH and stochastic volatility models and Bartlett’s formula. Zbl 1260.62068
Kokoszka, Piotr S.; Politis, Dimitris N.
3
2011
Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data. Zbl 1213.62138
Chang, Christopher C.; Politis, Dimitris N.
3
2011
Selected Works of Murray Rosenblatt. Edited by Richard A. Davis, Keh-Shin Lii and Dimitris N. Politis. Zbl 1232.60004
Rosenblatt, Murray
2
2011
Banded and tapered estimates for autocovariance matrices and the linear process bootstrap. Zbl 1226.60052
McMurry, Timothy L.; Politis, Dimitris N.
34
2010
A bootstrap test for time series linearity. Zbl 1327.62460
Berg, Arthur; Paparoditis, Efstathios; Politis, Dimitris N.
9
2010
\(K\)-sample subsampling in general spaces: the case of independent time series. Zbl 1178.62047
Politis, Dimitris N.; Romano, Joseph P.
3
2010
Subsampling \(p\)-values. Zbl 1196.62045
Berg, Arthur; McMurry, Timothy L.; Politis, Dimitris N.
1
2010
Correction to “automatic block-length selection for the dependent bootstrap” by D. Politis and H. White. Zbl 1400.62193
Patton, Andrew; Politis, Dimitris N.; White, Halbert
48
2009
CDF and survival function estimation with infinite-order kernels. Zbl 1326.62073
Berg, Arthur; Politis, Dimitris
10
2009
Resampling and subsampling for financial time series. Zbl 1178.62046
Paparoditis, Efstathios; Politis, Dimitris N.
6
2009
Higher-order accurate polyspectral estimation with flat-top lag-windows. Zbl 1332.62354
Berg, Arthur; Politis, Dimitris N.
3
2009
An algorithm for robust fitting of autoregressive models. Zbl 1175.62096
Politis, Dimitris N.
2
2009
Bootstrap confidence intervals in nonparametric regression with built-in bias correction. Zbl 1146.62029
McMurry, Timothy L.; Politis, Dimitris N.
5
2008
Minimally biased nonparametric regression and autoregression. Zbl 1297.62090
McMurry, Timothy L.; Politis, Dimitris N.
1
2008
Self-normalization for heavy-tailed time series with long memory. Zbl 1145.62073
McElroy, Tucker; Politis, Dimitris
11
2007
Computer-intensive rate estimation, diverging statistics and scanning. Zbl 1209.62050
McElroy, Tucker; Politis, Dimitris N.
9
2007
Moment-based tail index estimation. Zbl 1107.62039
McElroy, Tucker; Politis, Dimitris N.
9
2007
Stable marked point processes. Zbl 1114.62101
McElroy, Tucker; Politis, Dimitris N.
3
2007
Modeling 2-D AR processes with various regions of support. Zbl 1391.62182
Choi, ByoungSeon; Politis, Dimitris N.
1
2007
Unit root testing via the stationary bootstrap. Zbl 1345.62120
Parker, Cameron; Paparoditis, Efstathios; Politis, Dimitris N.
22
2006
Bootstrapping unit root tests for autoregressive time series. Zbl 1117.62408
Paparoditis, Efstathios; Politis, Dimitris N.
19
2005
Bootstrap hypothesis testing in regression models. Zbl 1076.62020
Paparoditis, Efstathios; Politis, Dimitris N.
7
2005
Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration. Zbl 1061.62074
Gluhovsky, Alexander; Zihlbauer, Martin; Politis, Dimitris N.
2
2005
Automatic block-length selection for the dependent bootstrap. Zbl 1082.62076
Politis, Dimitris N.; White, Halbert
108
2004
Nonparametric regression with infinite order flat-top kernels. Zbl 1072.62029
McMurry, Timothy L.; Politis, Dimitris N.
19
2004
Subsampling the distribution of diverging statistics with applications to finance. Zbl 1282.62188
Bertail, Patrice; Haefke, Christian; Politis, Dimitris N.; White, Halbert
6
2004
Inference for autocorrelations in the possible presence of a unit root. Zbl 1051.62085
Politis, Dimiotris N.; Romano, Joseph P.; Wolf, Michael
2
2004
Large sample theory for statistics of stable moving averages. Zbl 1074.62059
McElroy, Tucker; Politis, Dimitris N.
1
2004
The impact of bootstrap methods on time series analysis. Zbl 1332.62340
Politis, Dimitris N.
57
2003
Adaptive bandwidth choice. Zbl 1054.62038
Politis, Dimitris N.
44
2003
Residual-based block bootstrap for unit root testing. Zbl 1154.62365
Paparoditis, Efstathios; Politis, Dimitris N.
44
2003
A full-factor multivariate GARCH model. Zbl 1065.91553
Vrontos, I. D.; Dellaportas, P.; Politis, D. N.
24
2003
Recent advances and trends in nonparametric statistics. Papers based on the presentations at the international conference on recent advances and trends in nonparametric statistics, Crete, Greece, July 15–19, 2002. Zbl 1186.62044
6
2003
The local bootstrap for Markov processes. Zbl 1016.62041
Paparoditis, Efstathios; Politis, Dimitris N.
26
2002
The tapered block bootstrap for general statistics from stationary sequences. Zbl 1009.62034
Paparoditis, Efstathios; Politis, Dimitris N.
15
2002
Local block bootstrap. Zbl 1023.62049
Paparoditis, Efstathios; Politis, Dimitris N.
11
2002
Robust inference for the mean in the presence of serial correlation and heavy-tailed distributions. Zbl 1023.62088
McElroy, Tucker; Politis, Dimitris N.
7
2002
A new approach on estimation of the tail index. Zbl 1004.62052
Politis, Dimitris N.
6
2002
Tapered block bootstrap. Zbl 0987.62027
Paparoditis, Efstathios; Politis, Dimitris N.
50
2001
Moment estimation for statistics from marked point processes. Zbl 0979.62074
Politis, Dimitris N.; Sherman, Michael
19
2001
On the asymptotic theory of subsampling. Zbl 1006.62019
Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael
14
2001
A Markovian local resampling scheme for nonparametric estimators in time series analysis. Zbl 1109.62345
Paparoditis, Efstathios; Politis, Dimitris N.
9
2001
Extrapolation of subsampling distribution estimators: The i. i. d. and strong mixing cases. Zbl 0998.62078
Bertail, Patrice; Politis, Dimitris N.
5
2001
Moderate deviations in subsampling distribution estimation. Zbl 0959.62015
Bertail, Patrice; Gamst, Anthony; Politis, Dimitris N.
1
2001
An application of three bivariate time-varying volatility models. Zbl 0967.91064
Vrontos, I. D.; Giakoumatos, S. G.; Dellaportas, P.; Politis, D. N.
1
2001
The local bootstrap for kernel estimators under general dependence conditions. Zbl 0959.62034
Paparoditis, Efstathios; Politis, Dimitris N.
23
2000
Subsampling continuous parameter random fields and a Bernstein inequality. Zbl 0970.62063
Bertail, Patrice; Politis, Dimitris N.; Rhomari, Nourheddine
3
2000
Large-sample inference in the general AR(1) model. Zbl 0967.62069
Paparoditis, Efstathios; Politis, Dimitris N.
2
2000
Subsampling. Zbl 0931.62035
Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael
163
1999
Multivariate density estimation with general flat-top kernels of infinite order. Zbl 0954.62042
Politis, Dimitris N.; Romano, Joseph P.
25
1999
The local bootstrap for periodogram statistics. Zbl 0938.62051
Paparoditis, Efstathios; Politis, Dimitris N.
21
1999
On subsampling estimators with unknown rate of convergence. Zbl 1072.62551
Bertail, Patrice; Politis, Dimitris N.; Romano, Joseph P.
21
1999
Weak convergence of dependent empirical measures with application to subsampling in function spaces. Zbl 0943.60003
Politis, Dimitris; Romano, Joseph P.; Wolf, Michael
15
1999
Resampling marked point processes. Zbl 0946.62087
Politis, Dimitris N.; Paparoditis, Efstathios; Romano, Joseph P.
7
1999
Large sample inference for irregularly spaced dependent observations based on subsampling. Zbl 1058.62549
Politis, Dimitris N.; Paparoditis, Efstathios; Romano, Joseph P.
12
1998
The backward local bootstrap for conditional predictive inference in nonlinear time series. Zbl 0943.62096
Paparoditis, Efstathios; Politis, Dimitris N.
2
1998
Subsampling for heteroskedastic time series. Zbl 0904.62059
Politis, D. N.; Romano, Joseph P.; Wolf, Michael
21
1997
On flat-top kernel spectral density estimators for homogeneous random fields. Zbl 0847.62080
Politis, Dimitris N.; Romano, Joseph P.
15
1996
Bias-corrected nonparametric spectral estimation. Zbl 0811.62088
Politis, Dimitris N.; Romano, Joseph P.
63
1995
The stationary bootstrap. Zbl 0814.62023
Politis, Dimitris N.; Romano, Joseph P.
226
1994
Large sample confidence regions based on subsamples under minimal assumptions. Zbl 0828.62044
Politis, Dimitris N.; Romano, Joseph P.
146
1994
Limit theorems for weakly dependent Hilbert space valued random variables with application to the stationary bootstrap. Zbl 0824.60006
Politis, Dimitris N.; Romano, Joseph P.
40
1994
Markov chains in many dimensions. Zbl 0806.60056
Politis, Dimitris N.
1
1994
Nonparametric resampling for homogeneous strong mixing random fields. Zbl 0795.62087
Politis, Dimitris N.; Romano, Joseph P.
26
1993
On the sample variance of linear statistics derived from mixing sequences. Zbl 0765.62085
Politis, Dimitris N.; Romano, Joseph P.
14
1993
On the maximum entropy problem with autocorrelations specified on a lattice. Zbl 0775.62250
Politis, Dimitris N.
2
1993
Nonparametric maximum entropy. Zbl 0804.62006
Politis, Dimitris Nicolas
1
1993
...and 7 more Documents
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Cited by 1,495 Authors

79 Politis, Dimitris Nicolas
29 Paparoditis, Efstathios
24 Lahiri, Soumendra Nath
18 McElroy, Tucker S.
16 Romano, Joseph P.
15 Nordman, Daniel J.
13 Kreiß, Jens-Peter
13 Shin, Dongwan
13 White, Halbert Lynn jun.
12 Jentsch, Carsten
12 Meintanis, Simos G.
11 Hwang, Eunju
10 Dudek, Anna E.
10 Hidalgo, Javier
10 Horváth, Lajos
10 Shao, Xiaofeng
10 Wendler, Martin
9 Bertail, Patrice
9 Forsyth, Peter A.
9 Hušková, Marie
9 Kirch, Claudia
8 Bücher, Axel
8 Dette, Holger
8 Guan, Yongtao
8 Linton, Oliver Bruce
8 Patton, Andrew J.
8 Smeekes, Stephan
8 Wolf, Michael
8 Wu, Wei Biao
7 Cavaliere, Giuseppe
7 Corradi, Valentina
7 Hall, Peter Gavin
7 Kojadinovic, Ivan
7 Lin, Lu
7 McMurry, Timothy L.
7 Rice, Gregory
7 Taylor, A. M. Robert
6 Andrews, Donald Wilfrid Kao
6 Bickel, Peter John
6 Bravo, Francesco
6 Gonçalves, Sílvia
6 Guggenberger, Patrik
6 Jiménez-Gamero, María Dolores
6 Preuß, Philip
6 Shang, Han Lin
6 Swanson, Norman Rasmus
6 Vasil’iev, Vyacheslav A.
6 Velasco, Carlos I. Hoyos
6 Vieu, Philippe
5 Berg, Arthur
5 Frahm, Gabriel
5 Gel, Yulia R.
5 Horowitz, Joel L.
5 Leśkow, Jacek
5 Neumann, Michael H.
5 Psaradakis, Zacharias
5 Seo, Myunghwan
5 Sharipov, Olimjon Shukurovich
5 Su, Liangjun
5 Vetzal, Kenneth R.
5 Zhang, Xianyang
5 Zhou, Zhou
4 Allison, James S.
4 Banerjee, Moulinath
4 Bissantz, Nicolai
4 Bühlmann, Peter
4 Cao, Ricardo
4 Carbon, Michel
4 Chen, Xiaohong
4 Coeurjolly, Jean-François
4 Doukhan, Paul
4 Escanciano, Juan Carlos
4 Fenga, Livio
4 Francq, Christian
4 Götze, Friedrich
4 Hafner, Christian Matthias
4 Hounyo, Ulrich
4 Jach, Agnieszka E.
4 Kapetanios, George
4 Kato, Kengo
4 Kim, Youngmin
4 Kokoszka, Piotr S.
4 Kuan, Chung-Ming
4 Li, Bo
4 Palm, Franz C.
4 Paulauskas, Vygantas Ionovič
4 Perna, Cira
4 Pourahmadi, Mohsen
4 Radulović, Dragan
4 Rahbek, Anders
4 Shaikh, Azeem M.
4 Simar, Léopold
4 Subba Rao, Suhasini
4 Urbain, Jean-Pierre
4 Vaičiulis, Marijus
4 Vrontos, Ioannis D.
4 Weiß, Christian H.
4 Whang, Yoon-Jae
3 Arlot, Sylvain
3 Arteche, Josu
...and 1,395 more Authors
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Cited in 143 Serials

159 Journal of Econometrics
66 The Annals of Statistics
61 Computational Statistics and Data Analysis
55 Econometric Theory
54 Journal of Statistical Planning and Inference
54 Journal of Time Series Analysis
44 Journal of Multivariate Analysis
40 Electronic Journal of Statistics
34 Statistics & Probability Letters
30 Test
28 Journal of Nonparametric Statistics
24 Bernoulli
21 Journal of Statistical Computation and Simulation
19 Economics Letters
19 Communications in Statistics. Theory and Methods
17 Quantitative Finance
14 Econometric Reviews
13 Journal of Economic Dynamics & Control
13 Journal of the Korean Statistical Society
12 Annals of the Institute of Statistical Mathematics
12 Communications in Statistics. Simulation and Computation
11 Metrika
11 Statistical Science
10 European Journal of Operational Research
10 Stochastic Processes and their Applications
9 Biometrics
9 Journal of the American Statistical Association
9 Computational Statistics
9 Journal of Applied Statistics
8 Scandinavian Journal of Statistics
8 Statistical Papers
8 The Annals of Applied Statistics
8 Statistics and Computing
7 Statistical Inference for Stochastic Processes
7 Journal of Time Series Econometrics
6 Insurance Mathematics & Economics
6 Statistics
6 Journal of the Royal Statistical Society. Series B. Statistical Methodology
6 AStA. Advances in Statistical Analysis
5 The Canadian Journal of Statistics
5 Lithuanian Mathematical Journal
5 Annals of Operations Research
5 Mathematical Methods of Statistics
5 The Econometrics Journal
5 Extremes
4 Automatica
4 Mathematics and Computers in Simulation
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4 Statistica Sinica
4 Sankhyā. Series A
3 Lifetime Data Analysis
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3 International Journal of Theoretical and Applied Finance
3 Methodology and Computing in Applied Probability
3 Statistical Modelling
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3 Journal of Forecasting
2 Advances in Applied Probability
2 Computer Physics Communications
2 Psychometrika
2 The Annals of Probability
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2 Physica D
2 Probability Theory and Related Fields
2 International Journal of Approximate Reasoning
2 Signal Processing
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2 Applied Mathematics. Series B (English Edition)
2 Journal of Computational Neuroscience
2 Applied Mathematical Finance
2 Mathematical Problems in Engineering
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 ASTIN Bulletin
2 North American Actuarial Journal
2 Statistical Methodology
2 Journal of Statistical Theory and Practice
2 Journal of Computational and Graphical Statistics
2 Sankhyā. Series B
2 Journal of Theoretical Biology
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1 Proceedings of the American Mathematical Society
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1 Chinese Annals of Mathematics. Series B
1 Acta Applicandae Mathematicae
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1 Computers & Operations Research
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