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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, D.; Politis, D. N.; Politis, Dimitris; Politis, Dimitris N.; Politis, Dimitris Nicolas
Documents Indexed: 138 Publications since 1992, including 5 Books
all top 5

Serials

13 Journal of Time Series Analysis
8 The Annals of Statistics
7 Journal of Statistical Planning and Inference
7 Statistics & Probability Letters
6 Electronic Journal of Statistics
5 Journal of the American Statistical Association
5 Journal of Nonparametric Statistics
5 Econometric Theory
4 Journal of Econometrics
4 IEEE Transactions on Signal Processing
4 Journal of Statistical Computation and Simulation
4 Test
3 Journal of Multivariate Analysis
3 Statistica Sinica
2 IEEE Transactions on Information Theory
2 Annals of the Institute of Statistical Mathematics
2 Econometric Reviews
2 Communications in Statistics. Theory and Methods
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 Sequential Analysis
1 Statistical Science
1 Economics Letters
1 Stochastic Processes and their Applications
1 Computational Statistics and Data Analysis
1 Mathematical Methods of Statistics
1 Bernoulli
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

102 Publications have been cited 1,783 times in 1,067 Documents Cited by Year
The stationary bootstrap. Zbl 0814.62023
Politis, Dimitris N.; Romano, Joseph P.
206
1994
Subsampling. Zbl 0931.62035
Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael
170
1999
Large sample confidence regions based on subsamples under minimal assumptions. Zbl 0828.62044
Politis, Dimitris N.; Romano, Joseph P.
143
1994
Automatic block-length selection for the dependent bootstrap. Zbl 1082.62076
Politis, Dimitris N.; White, Halbert
96
2004
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.
58
1992
Bias-corrected nonparametric spectral estimation. Zbl 0811.62088
Politis, Dimitris N.; Romano, Joseph P.
57
1995
The impact of bootstrap methods on time series analysis. Zbl 1332.62340
Politis, Dimitris N.
52
2003
Tapered block bootstrap. Zbl 0987.62027
Paparoditis, Efstathios; Politis, Dimitris N.
49
2001
A circular block-resampling procedure for stationary data. Zbl 0845.62036
Politis, Dimitris N.; Romano, Joseph P.
49
1992
Residual-based block bootstrap for unit root testing. Zbl 1154.62365
Paparoditis, Efstathios; Politis, Dimitris N.
43
2003
Adaptive bandwidth choice. Zbl 1054.62038
Politis, Dimitris N.
41
2003
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators. Zbl 1272.62033
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert
40
2013
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
37
2009
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.
37
1994
On the range of validity of the autoregressive sieve bootstrap. Zbl 1227.62067
Kreiss, Jens-Peter; Paparoditis, Efstathios; Politis, Dimitris N.
30
2011
Banded and tapered estimates for autocovariance matrices and the linear process bootstrap. Zbl 1226.60052
McMurry, Timothy L.; Politis, Dimitris N.
30
2010
Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices. Zbl 1219.62144
Politis, Dimitris N.
25
2011
The local bootstrap for Markov processes. Zbl 1016.62041
Paparoditis, Efstathios; Politis, Dimitris N.
25
2002
Nonparametric resampling for homogeneous strong mixing random fields. Zbl 0795.62087
Politis, Dimitris N.; Romano, Joseph P.
25
1993
A full-factor multivariate GARCH model. Zbl 1065.91553
Vrontos, I. D.; Dellaportas, P.; Politis, D. N.
23
2003
The local bootstrap for kernel estimators under general dependence conditions. Zbl 0959.62034
Paparoditis, Efstathios; Politis, Dimitris N.
23
2000
Multivariate density estimation with general flat-top kernels of infinite order. Zbl 0954.62042
Politis, Dimitris N.; Romano, Joseph P.
23
1999
On subsampling estimators with unknown rate of convergence. Zbl 1072.62551
Bertail, Patrice; Politis, Dimitris N.; Romano, Joseph P.
21
1999
Unit root testing via the stationary bootstrap. Zbl 1345.62120
Parker, Cameron; Paparoditis, Efstathios; Politis, Dimitris N.
20
2006
Subsampling for heteroskedastic time series. Zbl 0904.62059
Politis, D. N.; Romano, Joseph P.; Wolf, Michael
20
1997
Bootstrapping unit root tests for autoregressive time series. Zbl 1117.62408
Paparoditis, Efstathios; Politis, Dimitris N.
19
2005
Moment estimation for statistics from marked point processes. Zbl 0979.62074
Politis, Dimitris N.; Sherman, Michael
18
2001
Nonparametric regression with infinite order flat-top kernels. Zbl 1072.62029
McMurry, Timothy L.; Politis, Dimitris N.
17
2004
The tapered block bootstrap for general statistics from stationary sequences. Zbl 1009.62034
Paparoditis, Efstathios; Politis, Dimitris N.
15
2002
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
TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain. Zbl 1220.62107
Kirch, Claudia; Politis, Dimitris N.
14
2011
On flat-top kernel spectral density estimators for homogeneous random fields. Zbl 0847.62080
Politis, Dimitris N.; Romano, Joseph P.
14
1996
On the sample variance of linear statistics derived from mixing sequences. Zbl 0765.62085
Politis, Dimitris N.; Romano, Joseph P.
14
1993
On the asymptotic theory of subsampling. Zbl 1006.62019
Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael
13
2001
Bootstrap technology and applications. Zbl 0850.62367
Léger, Christian; Politis, Dimitris N.; Romano, Joseph P.
12
1992
A generalized block bootstrap for seasonal time series. Zbl 1301.62086
Dudek, Anna E.; Leśkow, Jacek; Paparoditis, Efstathios; Politis, Dimitris N.
11
2014
Self-normalization for heavy-tailed time series with long memory. Zbl 1145.62073
McElroy, Tucker; Politis, Dimitris
11
2007
Large sample inference for irregularly spaced dependent observations based on subsampling. Zbl 1058.62549
Politis, Dimitris N.; Paparoditis, Efstathios; Romano, Joseph P.
11
1998
Subsampling inference for the mean of heavy-tailed long-memory time series. Zbl 1300.62075
Jach, Agnieszka; McElroy, Tucker; Politis, Dimitris N.
10
2012
Local block bootstrap. Zbl 1023.62049
Paparoditis, Efstathios; Politis, Dimitris N.
10
2002
CDF and survival function estimation with infinite-order kernels. Zbl 1326.62073
Berg, Arthur; Politis, Dimitris
9
2009
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
A Markovian local resampling scheme for nonparametric estimators in time series analysis. Zbl 1109.62345
Paparoditis, Efstathios; Politis, Dimitris N.
9
2001
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
Model-free model-fitting and predictive distributions. Zbl 1367.62135
Politis, Dimitris N.
7
2013
A bootstrap test for time series linearity. Zbl 1327.62460
Berg, Arthur; Paparoditis, Efstathios; Politis, Dimitris N.
7
2010
Bootstrap hypothesis testing in regression models. Zbl 1076.62020
Paparoditis, Efstathios; Politis, Dimitris N.
7
2005
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
Resampling marked point processes. Zbl 0946.62087
Politis, Dimitris N.; Paparoditis, Efstathios; Romano, Joseph P.
7
1999
Bootstrap confidence bands for spectra and cross-spectra. Zbl 0745.62041
Politis, Dimitris N.; Romano, Joseph P.; Lai, Tze-Leung
7
1992
Kernel estimates of nonparametric functional autoregression models and their bootstrap approximation. Zbl 1373.62170
Zhu, Tingyi; Politis, Dimitris N.
6
2017
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension. Zbl 1320.62099
Jentsch, Carsten; Politis, Dimitris N.
6
2015
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
Subsampling the distribution of diverging statistics with applications to finance. Zbl 1282.62188
Bertail, Patrice; Haefke, Christian; Politis, Dimitris N.; White, Halbert
6
2004
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
Akritas, Michael G. (ed.); Politis, Dimitris N. (ed.)
6
2003
A new approach on estimation of the tail index. Zbl 1004.62052
Politis, Dimitris N.
6
2002
Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions. Zbl 1353.62101
Pan, Li; Politis, Dimitris N.
5
2016
Model-free prediction and regression. A transformation-based approach to inference. Zbl 1397.62008
Politis, Dimitris N.
5
2015
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics. Zbl 1311.62151
McElroy, Tucker S.; Politis, Dimitris N.
5
2014
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
Resampling and subsampling for financial time series. Zbl 1178.62046
Paparoditis, Efstathios; Politis, Dimitris N.
5
2009
Bootstrap confidence intervals in nonparametric regression with built-in bias correction. Zbl 1146.62029
McMurry, Timothy L.; Politis, Dimitris N.
5
2008
Nonlinear spectral density estimation: thresholding the correlogram. Zbl 1301.62041
Paparoditis, Efstathios; Politis, Dimitris N.
4
2012
\(K\)-sample subsampling in general spaces: the case of independent time series. Zbl 1178.62047
Politis, Dimitris N.; Romano, Joseph P.
4
2010
Extrapolation of subsampling distribution estimators: The i. i. d. and strong mixing cases. Zbl 0998.62078
Bertail, Patrice; Politis, Dimitris N.
4
2001
Moving average processes and maximum entropy. Zbl 0753.60033
Politis, Dimitris Nicolas
4
1992
High-dimensional autocovariance matrices and optimal linear prediction. Zbl 1309.62154
McMurry, Timothy L.; Politis, Dimitris N.
3
2015
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
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
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
Subsampling continuous parameter random fields and a Bernstein inequality. Zbl 0970.62063
Bertail, Patrice; Politis, Dimitris N.; Rhomari, Nourheddine
3
2000
Convolved subsampling estimation with applications to block bootstrap. Zbl 1415.62024
Tewes, Johannes; Politis, Dimitris N.; Nordman, Daniel J.
2
2019
Bootstrap prediction intervals for Markov processes. Zbl 06918346
Pan, Li; Politis, Dimitris N.
2
2016
Generalized seasonal tapered block bootstrap. Zbl 1338.62124
Dudek, Anna E.; Paparoditis, Efstathios; Politis, Dimitris N.
2
2016
Block bootstrap theory for multivariate integrated and cointegrated processes. Zbl 1325.62066
Jentsch, Carsten; Politis, Dimitris N.; Paparoditis, Efstathios
2
2015
Recent developments in bootstrap methods for dependent data. Zbl 1315.00084
Cavaliere, Giuseppe (ed.); Politis, Dimitris N. (ed.); Rahbek, Anders (ed.)
2
2015
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
Large-sample inference in the general AR(1) model. Zbl 0967.62069
Paparoditis, Efstathios; Politis, Dimitris N.
2
2000
The backward local bootstrap for conditional predictive inference in nonlinear time series. Zbl 0943.62096
Paparoditis, Efstathios; Politis, Dimitris N.
2
1998
On the maximum entropy problem with autocorrelations specified on a lattice. Zbl 0775.62250
Politis, Dimitris N.
2
1993
A nonparametric resampling procedure for multivariate confidence regions in time series analysis. Zbl 0744.62066
Politis, Dimitris N.; Romano, Joseph P.
2
1992
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
Rejoinder – Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions. Zbl 1353.62102
Pan, Li; Politis, Dimitris N.
1
2016
Tapered block bootstrap for unit root testing. Zbl 06835908
Parker, Cameron C.; Paparoditis, Efstathios; Politis, Dimitris
1
2015
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
Local block bootstrap inference for trending time series. Zbl 1268.62111
Dowla, Arif; Paparoditis, Efstathios; Politis, Dimitris N.
1
2013
Subsampling \(p\)-values. Zbl 1196.62045
Berg, Arthur; McMurry, Timothy L.; Politis, Dimitris N.
1
2010
An algorithm for robust fitting of autoregressive models. Zbl 1175.62096
Politis, Dimitris N.
1
2009
Minimally biased nonparametric regression and autoregression. Zbl 1297.62090
McMurry, Timothy L.; Politis, Dimitris N.
1
2008
Modeling 2-D AR processes with various regions of support. Zbl 1391.62182
Choi, ByoungSeon; Politis, Dimitris N.
1
2007
Large sample theory for statistics of stable moving averages. Zbl 1074.62059
McElroy, Tucker; Politis, Dimitris N.
1
2004
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
Moderate deviations in subsampling distribution estimation. Zbl 0959.62015
Bertail, Patrice; Gamst, Anthony; Politis, Dimitris N.
1
2001
Markov chains in many dimensions. Zbl 0806.60056
Politis, Dimitris N.
1
1994
Convolved subsampling estimation with applications to block bootstrap. Zbl 1415.62024
Tewes, Johannes; Politis, Dimitris N.; Nordman, Daniel J.
2
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
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.
5
2016
Bootstrap prediction intervals for Markov processes. Zbl 06918346
Pan, Li; Politis, Dimitris N.
2
2016
Generalized seasonal tapered block bootstrap. Zbl 1338.62124
Dudek, Anna E.; Paparoditis, Efstathios; Politis, Dimitris N.
2
2016
Rejoinder – Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions. Zbl 1353.62102
Pan, Li; Politis, Dimitris N.
1
2016
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension. Zbl 1320.62099
Jentsch, Carsten; Politis, Dimitris N.
6
2015
Model-free prediction and regression. A transformation-based approach to inference. Zbl 1397.62008
Politis, Dimitris N.
5
2015
High-dimensional autocovariance matrices and optimal linear prediction. Zbl 1309.62154
McMurry, Timothy L.; Politis, Dimitris N.
3
2015
Block bootstrap theory for multivariate integrated and cointegrated processes. Zbl 1325.62066
Jentsch, Carsten; Politis, Dimitris N.; Paparoditis, Efstathios
2
2015
Recent developments in bootstrap methods for dependent data. Zbl 1315.00084
Cavaliere, Giuseppe (ed.); Politis, Dimitris N. (ed.); Rahbek, Anders (ed.)
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.
5
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
40
2013
Model-free model-fitting and predictive distributions. Zbl 1367.62135
Politis, Dimitris N.
7
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.
1
2013
Subsampling inference for the mean of heavy-tailed long-memory time series. Zbl 1300.62075
Jach, Agnieszka; McElroy, Tucker; Politis, Dimitris N.
10
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.
30
2011
Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices. Zbl 1219.62144
Politis, Dimitris N.
25
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.
14
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
Banded and tapered estimates for autocovariance matrices and the linear process bootstrap. Zbl 1226.60052
McMurry, Timothy L.; Politis, Dimitris N.
30
2010
A bootstrap test for time series linearity. Zbl 1327.62460
Berg, Arthur; Paparoditis, Efstathios; Politis, Dimitris N.
7
2010
\(K\)-sample subsampling in general spaces: the case of independent time series. Zbl 1178.62047
Politis, Dimitris N.; Romano, Joseph P.
4
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
37
2009
CDF and survival function estimation with infinite-order kernels. Zbl 1326.62073
Berg, Arthur; Politis, Dimitris
9
2009
Resampling and subsampling for financial time series. Zbl 1178.62046
Paparoditis, Efstathios; Politis, Dimitris N.
5
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.
1
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.
20
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
96
2004
Nonparametric regression with infinite order flat-top kernels. Zbl 1072.62029
McMurry, Timothy L.; Politis, Dimitris N.
17
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
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.
52
2003
Residual-based block bootstrap for unit root testing. Zbl 1154.62365
Paparoditis, Efstathios; Politis, Dimitris N.
43
2003
Adaptive bandwidth choice. Zbl 1054.62038
Politis, Dimitris N.
41
2003
A full-factor multivariate GARCH model. Zbl 1065.91553
Vrontos, I. D.; Dellaportas, P.; Politis, D. N.
23
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
Akritas, Michael G. (ed.); Politis, Dimitris N. (ed.)
6
2003
The local bootstrap for Markov processes. Zbl 1016.62041
Paparoditis, Efstathios; Politis, Dimitris N.
25
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.
10
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.
49
2001
Moment estimation for statistics from marked point processes. Zbl 0979.62074
Politis, Dimitris N.; Sherman, Michael
18
2001
On the asymptotic theory of subsampling. Zbl 1006.62019
Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael
13
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.
4
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
Moderate deviations in subsampling distribution estimation. Zbl 0959.62015
Bertail, Patrice; Gamst, Anthony; Politis, Dimitris 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
170
1999
Multivariate density estimation with general flat-top kernels of infinite order. Zbl 0954.62042
Politis, Dimitris N.; Romano, Joseph P.
23
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.
11
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
20
1997
On flat-top kernel spectral density estimators for homogeneous random fields. Zbl 0847.62080
Politis, Dimitris N.; Romano, Joseph P.
14
1996
Bias-corrected nonparametric spectral estimation. Zbl 0811.62088
Politis, Dimitris N.; Romano, Joseph P.
57
1995
The stationary bootstrap. Zbl 0814.62023
Politis, Dimitris N.; Romano, Joseph P.
206
1994
Large sample confidence regions based on subsamples under minimal assumptions. Zbl 0828.62044
Politis, Dimitris N.; Romano, Joseph P.
143
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.
37
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.
25
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
ARMA models, prewhitening, and minimum cross entropy. Zbl 0766.62057
Politis, Dimitris N.
1
1993
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.
58
1992
A circular block-resampling procedure for stationary data. Zbl 0845.62036
Politis, Dimitris N.; Romano, Joseph P.
49
1992
Bootstrap technology and applications. Zbl 0850.62367
Léger, Christian; Politis, Dimitris N.; Romano, Joseph P.
12
1992
Bootstrap confidence bands for spectra and cross-spectra. Zbl 0745.62041
Politis, Dimitris N.; Romano, Joseph P.; Lai, Tze-Leung
7
1992
...and 2 more Documents
all top 5

Cited by 1,448 Authors

74 Politis, Dimitris Nicolas
26 Paparoditis, Efstathios
24 Lahiri, Soumendra Nath
18 McElroy, Tucker S.
16 Romano, Joseph P.
14 Nordman, Daniel J.
13 White, Halbert Lynn jun.
12 Jentsch, Carsten
12 Kreiss, Jens-Peter
11 Horváth, Lajos
11 Shin, Dongwan
10 Dudek, Anna E.
10 Wendler, Martin
9 Bertail, Patrice
9 Hwang, Eunju
9 Meintanis, Simos G.
9 Shao, Xiaofeng
8 Bücher, Axel
8 Guan, Yongtao
8 Hidalgo, Javier
8 Kirch, Claudia
8 Patton, Andrew J.
8 Wolf, Michael
7 Cavaliere, Giuseppe
7 Corradi, Valentina
7 Hall, Peter Gavin
7 Hušková, Marie
7 Lin, Lu
7 Linton, Oliver Bruce
7 McMurry, Timothy L.
7 Rice, Gregory
7 Smeekes, Stephan
7 Taylor, A. M. Robert
7 Wu, Wei Biao
6 Andrews, Donald Wilfrid Kao
6 Bravo, Francesco
6 Dette, Holger
6 Forsyth, Peter A.
6 Gonçalves, Sílvia
6 Guggenberger, Patrik
6 Jiménez-Gamero, María Dolores
6 Kojadinovic, Ivan
6 Preuß, Philip
6 Swanson, Norman Rasmus
6 Velasco, Carlos I. Hoyos
5 Berg, Arthur
5 Bickel, Peter John
5 Frahm, Gabriel
5 Horowitz, Joel L.
5 Kokoszka, Piotr S.
5 Leśkow, Jacek
5 Neumann, Michael H.
5 Seo, Myunghwan
5 Sharipov, Olimjon Sh.
5 Su, Liangjun
5 Vieu, Philippe
5 Zhang, Xianyang
5 Zhou, Zhou
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 Gel, Yulia R.
4 Hafner, Christian Matthias
4 Hounyo, Ulrich
4 Jach, Agnieszka E.
4 Kapetanios, George
4 Kato, Kengo
4 Kim, Youngmin
4 Kuan, Chung-Ming
4 Li, Bo
4 Palm, Franz C.
4 Paulauskas, Vygantas Ionovič
4 Pourahmadi, Mohsen
4 Psaradakis, Zacharias
4 Radulović, Dragan
4 Rahbek, Anders
4 Shaikh, Azeem M.
4 Shang, Han Lin
4 Sherman, Michael A.
4 Sherman, Michael D.
4 Simar, Léopold
4 Urbain, Jean-Pierre
4 Vaičiulis, Marijus
4 Vasil’iev, Vyacheslav A.
4 Vrontos, Ioannis D.
4 Weiß, Christian H.
4 Whang, Yoon-Jae
3 Allison, James S.
3 Arlot, Sylvain
3 Aue, Alexander
3 Bagkavos, Dimitrios
3 Balakrishna, Narayana
3 Boshnakov, Georgi N.
...and 1,348 more Authors
all top 5

Cited in 133 Serials

156 Journal of Econometrics
61 The Annals of Statistics
57 Computational Statistics and Data Analysis
56 Journal of Statistical Planning and Inference
54 Econometric Theory
53 Journal of Time Series Analysis
38 Journal of Multivariate Analysis
37 Electronic Journal of Statistics
35 Statistics & Probability Letters
28 Test
28 Journal of Nonparametric Statistics
23 Bernoulli
20 Economics Letters
20 Journal of Statistical Computation and Simulation
18 Communications in Statistics. Theory and Methods
15 Quantitative Finance
11 Annals of the Institute of Statistical Mathematics
11 Communications in Statistics. Simulation and Computation
10 Metrika
10 Statistical Science
10 Journal of Economic Dynamics & Control
10 European Journal of Operational Research
10 Stochastic Processes and their Applications
9 Biometrics
9 Econometric Reviews
9 Journal of the Korean Statistical Society
8 Scandinavian Journal of Statistics
8 Journal of the American Statistical Association
8 Statistics and Computing
7 Statistical Papers
7 Statistical Inference for Stochastic Processes
7 The Annals of Applied Statistics
7 Journal of Time Series Econometrics
6 Journal of Applied Statistics
6 AStA. Advances in Statistical Analysis
5 The Canadian Journal of Statistics
5 Lithuanian Mathematical Journal
5 Insurance Mathematics & Economics
5 Annals of Operations Research
5 Computational Statistics
5 Mathematical Methods of Statistics
5 The Econometrics Journal
5 Journal of the Royal Statistical Society. Series B. Statistical Methodology
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3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
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2 Advances in Applied Probability
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2 International Journal of Approximate Reasoning
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1 Computers & Operations Research
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1 The Annals of Applied Probability
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1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
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1 Economic Theory
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