| The stationary bootstrap DN Politis, JP Romano Journal of the American Statistical association 89 (428), 1303-1313, 1994 | 2977 | 1994 |
| Subsampling DN Politis, JP Romano, M Wolf Springer Science & Business Media, 1999 | 1739 | 1999 |
| Large sample confidence regions based on subsamples under minimal assumptions DN Politis, JP Romano The Annals of Statistics, 2031-2050, 1994 | 940 | 1994 |
| Automatic block-length selection for the dependent bootstrap DN Politis, H White Econometric reviews 23 (1), 53-70, 2004 | 818 | 2004 |
| A circular block-resampling procedure for stationary data DN Politis, JP Romano Purdue University. Department of Statistics, 1991 | 563 | 1991 |
| Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes RA Davis, KS Lii, DN Politis Selected Works of Murray Rosenblatt, 347-360, 2011 | 478 | 2011 |
| The impact of bootstrap methods on time series analysis DN Politis Statistical science, 219-230, 2003 | 399 | 2003 |
| Correction to “Automatic block-length selection for the dependent bootstrap” by D. Politis and H. White A Patton, DN Politis, H White Econometric Reviews 28 (4), 372-375, 2009 | 382 | 2009 |
| A general resampling scheme for triangular arrays of α-mixing random variables with application to the problem of spectral density estimation DN Politis, JP Romano The Annals of Statistics, 1985-2007, 1992 | 258 | 1992 |
| Bootstrap technology and applications C Leger, DN Politis, OP Romano Technometrics 34 (4), 378-398, 1992 | 254 | 1992 |
| A full‐factor multivariate GARCH model ID Vrontos, P Dellaportas, DN Politis The Econometrics Journal 6 (2), 312-334, 2003 | 214 | 2003 |
| A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators R Giacomini, DN Politis, H White Econometric theory 29 (3), 567-589, 2013 | 206 | 2013 |
| Bias‐corrected nonparametric spectral estimation DN Politis, JP Romano Journal of time series analysis 16 (1), 67-103, 1995 | 197 | 1995 |
| Computer-intensive methods in statistical analysis DN Politis IEEE signal processing magazine 15 (1), 39-55, 1998 | 195 | 1998 |
| Residual‐based block bootstrap for unit root testing E Paparoditis, DN Politis Econometrica 71 (3), 813-855, 2003 | 178 | 2003 |
| Tapered block bootstrap E Paparoditis, DN Politis Biometrika 88 (4), 1105-1119, 2001 | 171 | 2001 |
| Full Bayesian inference for GARCH and EGARCH models ID Vrontos, P Dellaportas, DN Politis Journal of Business & Economic Statistics 18 (2), 187-198, 2000 | 164 | 2000 |
| On the range of validity of the autoregressive sieve bootstrap JP Kreiss, E Paparoditis, DN Politis | 157 | 2011 |
| Remarks on some nonparametric estimates of a density function RA Davis, KS Lii, DN Politis Selected Works of Murray Rosenblatt, 95-100, 2011 | 149 | 2011 |
| Subsampling for heteroskedastic time series DN Politis, JP Romano, M Wolf Journal of Econometrics 81 (2), 281-317, 1997 | 147 | 1997 |
