| Publication | Date of Publication | Type |
|---|
| Simultaneous statistical inference for second order parameters of time series under weak conditions | 2025-01-03 | Paper |
| Scalable subsampling: computation, aggregation and inference | 2024-11-13 | Paper |
| Bootstrap prediction inference of nonlinear autoregressive models | 2024-09-12 | Paper |
| Debiased and thresholded ridge regression for linear models with heteroskedastic and correlated errors | 2024-09-10 | Paper |
| Studentization versus variance stabilization: a simple way out of an old dilemma | 2024-07-25 | Paper |
| A fine-tuned estimator of a general convergence rate | 2024-07-17 | Paper |
| Estimating the Spectral Density at Frequencies Near Zero | 2024-03-19 | Paper |
| Bootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees | 2023-02-20 | Paper |
| Student's-\(t\) process with spatial deformation for spatio-temporal data | 2023-01-13 | Paper |
| Bias reduction by transformed flat-top Fourier series estimator of density on compact support | 2022-11-23 | Paper |
| Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points | 2022-09-28 | Paper |
| Optimal linear interpolation of multiple missing values | 2022-09-28 | Paper |
| FixedbSubsampling and the Block Bootstrap: Improved Confidence Sets based onp-Value Calibration | 2022-07-11 | Paper |
| Bootstrap confidence intervals for conditional density function in Markov processes | 2022-07-05 | Paper |
| Ridge regression revisited: debiasing, thresholding and bootstrap | 2022-06-24 | Paper |
| Model-free bootstrap for a general class of stationary time series | 2022-05-16 | Paper |
| The asymptotic size and power of the augmented Dickey–Fuller test for a unit root | 2022-03-04 | Paper |
| Scalable subsampling: computation, aggregation and inference | 2021-12-13 | Paper |
| Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices | 2021-11-25 | Paper |
| Debiased and threshold ridge regression for linear model with heteroskedastic and dependent error | 2021-10-26 | Paper |
| Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions | 2021-10-26 | Paper |
| Predictive Inference for Locally Stationary Time Series With an Application to Climate Data | 2021-07-06 | Paper |
| Optimal index estimation of heavy-tailed distributions | 2021-04-29 | Paper |
| Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals | 2021-04-22 | Paper |
| Reduced bias nonparametric lifetime density and hazard estimation | 2021-01-25 | Paper |
| Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model | 2021-01-19 | Paper |
| Ridge Regression Revisited: Debiasing, Thresholding and Bootstrap | 2020-09-17 | Paper |
| Higher‐Order Accurate Spectral Density Estimation of Functional Time Series | 2020-05-27 | Paper |
| LASSO order selection for sparse autoregression: a bootstrap approach | 2020-04-22 | Paper |
| Bootstrap order selection for SETAR models | 2020-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5216400 | 2020-02-17 | Paper |
| Time Series | 2020-01-08 | Paper |
| Model-free Bootstrap for a General Class of Stationary Time Series | 2019-12-31 | Paper |
| Estimating transformation function | 2019-10-04 | Paper |
| Semi-parametric estimation and prediction intervals in state space models | 2019-07-18 | Paper |
| Subsampling Inference with K Populations and a Non‐standard Behrens–Fisher Problem | 2019-06-20 | Paper |
| Convolved subsampling estimation with applications to block bootstrap | 2019-03-14 | Paper |
| Linear process bootstrap unit root test | 2019-02-20 | Paper |
| Truncated estimation of ratio statistics with application to heavy tail distributions | 2018-12-05 | Paper |
| $L_p$ and almost sure convergence of estimation on heavy tail index under random censoring | 2018-08-24 | Paper |
| Bootstrap prediction intervals for Markov processes | 2018-08-15 | Paper |
| Monotone function estimator and its application | 2018-08-03 | Paper |
| Modeling 2-D AR Processes With Various Regions of Support | 2018-06-12 | Paper |
| Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA‐Sieve Bootstrap | 2018-05-16 | Paper |
| Tapered block bootstrap for unit root testing | 2018-02-07 | Paper |
| Kernel estimates of nonparametric functional autoregression models and their bootstrap approximation | 2017-10-12 | Paper |
| Local block bootstrap for inhomogeneous Poisson marked point processes | 2017-09-21 | Paper |
| Comment | 2017-08-07 | Paper |
| Corrigendum to ‘Subsampling Inference for the Mean of Heavy‐Tailed Long‐Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis | 2016-08-30 | Paper |
| Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions | 2016-06-30 | Paper |
| Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions | 2016-06-30 | Paper |
| Generalized seasonal tapered block bootstrap | 2016-05-20 | Paper |
| Unit root testing via the stationary bootstrap | 2016-04-25 | Paper |
| Model-free prediction and regression. A transformation-based approach to inference | 2016-04-06 | Paper |
| The impact of bootstrap methods on time series analysis | 2016-03-02 | Paper |
| A Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support | 2016-02-29 | Paper |
| Bootstrap Confidence Intervals in Nonparametric Regression Without an Additive Model | 2016-02-25 | Paper |
| Heteroskedastic Linear Regression: Steps Towards Adaptivity, Efficiency, and Robustness | 2016-02-25 | Paper |
| Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension | 2015-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5255327 | 2015-06-15 | Paper |
| Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes | 2015-05-20 | Paper |
| High-dimensional autocovariance matrices and optimal linear prediction | 2015-04-21 | Paper |
| Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction | 2015-04-21 | Paper |
| A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES | 2014-12-10 | Paper |
| Nonlinear spectral density estimation: thresholding the correlogram | 2014-11-26 | Paper |
| Subsampling inference for the mean of heavy-tailed long-memory time series | 2014-11-20 | Paper |
| Aggregation of spectral density estimators | 2014-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2923418 | 2014-10-15 | Paper |
| Discussion on: ``Bootstrap methods for dependent data: a review | 2014-09-30 | Paper |
| Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics | 2014-06-04 | Paper |
| Distribution theory for the Studentized mean for long, short, and negative memory time series | 2014-04-30 | Paper |
| Subsampling the distribution of diverging statistics with applications to finance | 2014-03-07 | Paper |
| Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations | 2013-10-18 | Paper |
| The Correct Asymptotic Variance for the Sample Mean of a Homogeneous Poisson Marked Point Process | 2013-10-17 | Paper |
| A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS | 2013-08-22 | Paper |
| Model-free model-fitting and predictive distributions | 2013-08-05 | Paper |
| Rejoinder on: Model-free model-fitting and predictive distributions | 2013-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326937 | 2013-08-01 | Paper |
| Local block bootstrap inference for trending time series | 2013-08-01 | Paper |
| Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap | 2013-06-13 | Paper |
| CDF and survival function estimation with infinite-order kernels | 2013-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4915057 | 2013-04-16 | Paper |
| FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY | 2012-04-24 | Paper |
| Fixed-b Subsampling and Block Bootstrap: Improved Confidence Sets Based on P-value Calibration | 2012-04-04 | Paper |
| On the range of validity of the autoregressive sieve bootstrap | 2011-12-08 | Paper |
| Banded and tapered estimates for autocovariance matrices and the linear process bootstrap | 2011-11-26 | Paper |
| TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain | 2011-09-14 | Paper |
| Bootstrap-based ARMA order selection | 2011-08-17 | Paper |
| HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES | 2011-08-16 | Paper |
| Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data | 2011-05-17 | Paper |
| A bootstrap test for time series linearity | 2010-09-20 | Paper |
| Subsampling \(p\)-values | 2010-08-26 | Paper |
| A Multivariate Heavy-Tailed Distribution for ARCH/GARCH Residuals | 2010-06-30 | Paper |
| \(K\)-sample subsampling in general spaces: the case of independent time series | 2010-01-12 | Paper |
| Resampling and Subsampling for Financial Time Series | 2009-11-27 | Paper |
| An algorithm for robust fitting of autoregressive models | 2009-11-13 | Paper |
| Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White | 2009-10-21 | Paper |
| Higher-order accurate polyspectral estimation with flat-top lag-windows | 2009-09-30 | Paper |
| Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White | 2009-01-30 | Paper |
| Bootstrap confidence intervals in nonparametric regression with built-in bias correction | 2008-10-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434018 | 2008-01-09 | Paper |
| Computer-intensive rate estimation, diverging statistics and scanning | 2007-10-17 | Paper |
| Bootstrapping Unit Root Tests for Autoregressive Time Series | 2007-08-20 | Paper |
| Stable marked point processes | 2007-07-23 | Paper |
| Moment-based tail index estimation | 2007-03-27 | Paper |
| Residual-Based Block Bootstrap for Unit Root Testing | 2006-06-19 | Paper |
| Bootstrap hypothesis testing in regression models | 2005-11-07 | Paper |
| Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration | 2005-05-06 | Paper |
| Nonparametric regression with infinite order flat-top kernels | 2004-12-20 | Paper |
| Large sample theory for statistics of stable moving averages | 2004-12-20 | Paper |
| Inference for Autocorrelations in the Possible Presence of a Unit Root | 2004-11-24 | Paper |
| Adaptive bandwidth choice | 2004-06-22 | Paper |
| A full-factor multivariate GARCH model | 2004-03-17 | Paper |
| Automatic Block-Length Selection for the Dependent Bootstrap | 2004-02-26 | Paper |
| Local block bootstrap | 2003-05-27 | Paper |
| A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS | 2003-05-18 | Paper |
| ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS | 2003-05-18 | Paper |
| The tapered block bootstrap for general statistics from stationary sequences | 2003-05-05 | Paper |
| The local bootstrap for Markov processes | 2003-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2770361 | 2003-03-10 | Paper |
| A new approach on estimation of the tail index | 2003-01-15 | Paper |
| Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases | 2002-11-28 | Paper |
| On Subsampling Estimators with Unknown Rate of Convergence | 2002-07-30 | Paper |
| Subsampling, symmetrization, and robust interpolation | 2002-07-28 | Paper |
| Tapered block bootstrap | 2002-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2736781 | 2001-09-11 | Paper |
| Large-sample inference in the general AR(1) model | 2001-09-02 | Paper |
| An application of three bivariate time-varying volatility models | 2001-07-11 | Paper |
| The local bootstrap for kernel estimators under general dependence conditions | 2001-05-02 | Paper |
| Multivariate density estimation with general flat-top kernels of infinite order | 2001-02-18 | Paper |
| Moderate deviations in subsampling distribution estimation | 2000-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4939077 | 2000-10-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945620 | 2000-09-10 | Paper |
| Weak convergence of dependent empirical measures with application to subsampling in function spaces | 2000-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945623 | 2000-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945625 | 2000-06-07 | Paper |
| The Local Bootstrap for Periodogram Statistics | 2000-05-24 | Paper |
| Subsampling Continuous Parameter Random Fields and a Bernstein Inequality | 2000-04-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945619 | 2000-03-23 | Paper |
| Subsampling | 1999-10-12 | Paper |
| Subsampling for heteroskedastic time series | 1997-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357020 | 1997-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357021 | 1997-10-05 | Paper |
| On flat-top kernel spectral density estimators for homogeneous random fields | 1996-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4869559 | 1996-04-22 | Paper |
| Large sample confidence regions based on subsamples under minimal assumptions | 1996-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839388 | 1995-10-31 | Paper |
| BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION | 1995-05-04 | Paper |
| ON THE MAXIMUM ENTROPY PROPERTY OF NONLINEAR AUTOREGRESSIONS | 1995-03-01 | Paper |
| The Stationary Bootstrap | 1995-02-23 | Paper |
| Markov Chains in Many Dimensions | 1995-02-14 | Paper |
| Nonparametric maximum entropy | 1994-10-04 | Paper |
| Nonparametric resampling for homogeneous strong mixing random fields | 1994-09-18 | Paper |
| On the maximum entropy problem with autocorrelations specified on a lattice | 1993-08-16 | Paper |
| A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation | 1993-05-16 | Paper |
| On the sample variance of linear statistics derived from mixing sequences | 1993-05-16 | Paper |
| ARMA models, prewhitening, and minimum cross entropy | 1993-05-16 | Paper |
| Bootstrap Technology and Applications | 1993-04-01 | Paper |
| Moving average processes and maximum entropy | 1992-09-27 | Paper |
| Bootstrap confidence bands for spectra and cross-spectra | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4011458 | 1992-09-27 | Paper |
