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Dimitris N. Politis
Dimitris N. Politis
Verified email at ucsd.edu
Title
Cited by
Cited by
Year
The stationary bootstrap
DN Politis, JP Romano
Journal of the American Statistical association 89 (428), 1303-1313, 1994
27931994
Subsampling
DN Politis, JP Romano, M Wolf
Springer Science & Business Media, 1999
16611999
Large sample confidence regions based on subsamples under minimal assumptions
DN Politis, JP Romano
The Annals of Statistics, 2031-2050, 1994
9001994
Automatic block-length selection for the dependent bootstrap
DN Politis, H White
Econometric reviews 23 (1), 53-70, 2004
7722004
A circular block-resampling procedure for stationary data
DN Politis, JP Romano
Purdue University. Department of Statistics, 1991
5251991
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
4602011
The impact of bootstrap methods on time series analysis
DN Politis
Statistical science, 219-230, 2003
3762003
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
3442009
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
2541992
Bootstrap technology and applications
C Léger, DN Politis, OP Romano
Technometrics 34 (4), 378-398, 1992
2471992
A full‐factor multivariate GARCH model
ID Vrontos, P Dellaportas, DN Politis
The Econometrics Journal 6 (2), 312-334, 2003
2042003
Bias‐corrected nonparametric spectral estimation
DN Politis, JP Romano
Journal of time series analysis 16 (1), 67-103, 1995
1901995
Computer-intensive methods in statistical analysis
DN Politis
IEEE signal processing magazine 15 (1), 39-55, 1998
1881998
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
1842013
Residual‐based block bootstrap for unit root testing
E Paparoditis, DN Politis
Econometrica 71 (3), 813-855, 2003
1682003
Tapered block bootstrap
E Paparoditis, DN Politis
Biometrika 88 (4), 1105-1119, 2001
1612001
Full Bayesian inference for GARCH and EGARCH models
ID Vrontos, P Dellaportas, DN Politis
Journal of Business & Economic Statistics 18 (2), 187-198, 2000
1562000
On the range of validity of the autoregressive sieve bootstrap
JP Kreiss, E Paparoditis, DN Politis
1442011
Subsampling for heteroskedastic time series
DN Politis, JP Romano, M Wolf
Journal of Econometrics 81 (2), 281-317, 1997
1401997
Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices
DN Politis
Econometric Theory 27 (4), 703-744, 2011
1392011
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