| Publication | Date of Publication | Type |
|---|
Simultaneous statistical inference for second order parameters of time series under weak conditions
The Annals of Statistics | 2025-01-03 | Paper |
Scalable subsampling: computation, aggregation and inference
Biometrika | 2024-11-13 | Paper |
Bootstrap prediction inference of nonlinear autoregressive models
Journal of Time Series Analysis | 2024-09-12 | Paper |
Debiased and thresholded ridge regression for linear models with heteroskedastic and correlated errors
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-10 | Paper |
Studentization versus variance stabilization: a simple way out of an old dilemma
Statistical Science | 2024-07-25 | Paper |
A fine-tuned estimator of a general convergence rate
Australian & New Zealand Journal of Statistics | 2024-07-17 | Paper |
Estimating the Spectral Density at Frequencies Near Zero
Journal of the American Statistical Association | 2024-03-19 | Paper |
Bootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees
Information and Inference: A Journal of the IMA | 2023-02-20 | Paper |
Student's-\(t\) process with spatial deformation for spatio-temporal data
Statistical Methods and Applications | 2023-01-13 | Paper |
Bias reduction by transformed flat-top Fourier series estimator of density on compact support
Journal of Nonparametric Statistics | 2022-11-23 | Paper |
Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points
The American Statistician | 2022-09-28 | Paper |
Optimal linear interpolation of multiple missing values
Statistical Inference for Stochastic Processes | 2022-09-28 | Paper |
FixedbSubsampling and the Block Bootstrap: Improved Confidence Sets based onp-Value Calibration
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Bootstrap confidence intervals for conditional density function in Markov processes
Communications in Statistics. Simulation and Computation | 2022-07-05 | Paper |
Ridge regression revisited: debiasing, thresholding and bootstrap
The Annals of Statistics | 2022-06-24 | Paper |
Model-free bootstrap for a general class of stationary time series
Bernoulli | 2022-05-16 | Paper |
The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
Econometric Reviews | 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
Journal of Time Series Analysis | 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
Journal of the American Statistical Association | 2021-07-06 | Paper |
Optimal index estimation of heavy-tailed distributions
Sequential Analysis | 2021-04-29 | Paper |
Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals
Journal of Time Series Econometrics | 2021-04-22 | Paper |
Reduced bias nonparametric lifetime density and hazard estimation
Test | 2021-01-25 | Paper |
Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model
Electronic Journal of Statistics | 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
Journal of Time Series Analysis | 2020-05-27 | Paper |
LASSO order selection for sparse autoregression: a bootstrap approach
Journal of Statistical Computation and Simulation | 2020-04-22 | Paper |
Bootstrap order selection for SETAR models
Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
Model-free prediction with application to functional data analysis
| 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
Electronic Journal of Statistics | 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
International Statistical Review | 2019-06-20 | Paper |
Convolved subsampling estimation with applications to block bootstrap
The Annals of Statistics | 2019-03-14 | Paper |
Linear process bootstrap unit root test
Statistics & Probability Letters | 2019-02-20 | Paper |
Truncated estimation of ratio statistics with application to heavy tail distributions
Mathematical Methods of Statistics | 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
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
Monotone function estimator and its application
| 2018-08-03 | Paper |
Modeling 2-D AR Processes With Various Regions of Support
IEEE Transactions on Signal Processing | 2018-06-12 | Paper |
Estimating MA parameters through factorization of the autocovariance matrix and an MA-sieve bootstrap
Journal of Time Series Analysis | 2018-05-16 | Paper |
Tapered block bootstrap for unit root testing
Journal of Time Series Econometrics | 2018-02-07 | Paper |
Kernel estimates of nonparametric functional autoregression models and their bootstrap approximation
Electronic Journal of Statistics | 2017-10-12 | Paper |
Local block bootstrap for inhomogeneous Poisson marked point processes
Bernoulli | 2017-09-21 | Paper |
Comment
Journal of the American Statistical Association | 2017-08-07 | Paper |
Corrigendum to: ``Subsampling inference for the mean of heavy-tailed long-memory time series.
Journal of Time Series Analysis | 2016-08-30 | Paper |
Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
Journal of Statistical Planning and Inference | 2016-06-30 | Paper |
Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
Journal of Statistical Planning and Inference | 2016-06-30 | Paper |
Generalized seasonal tapered block bootstrap
Statistics & Probability Letters | 2016-05-20 | Paper |
Unit root testing via the stationary bootstrap
Journal of Econometrics | 2016-04-25 | Paper |
Model-free prediction and regression. A transformation-based approach to inference
Frontiers in Probability and the Statistical Sciences | 2016-04-06 | Paper |
The impact of bootstrap methods on time series analysis
Statistical Science | 2016-03-02 | Paper |
A note on the behaviour of nonparametric density and spectral density estimators at zero points of their support
Journal of Time Series Analysis | 2016-02-29 | Paper |
Bootstrap confidence intervals in nonparametric regression without an additive model
Springer Proceedings in Mathematics & Statistics | 2016-02-25 | Paper |
Heteroskedastic linear regression: steps towards adaptivity, efficiency, and robustness
Springer Proceedings in Mathematics & Statistics | 2016-02-25 | Paper |
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
The Annals of Statistics | 2015-07-06 | Paper |
scientific article; zbMATH DE number 6445742 (Why is no real title available?)
| 2015-06-15 | Paper |
Block bootstrap theory for multivariate integrated and cointegrated processes
Journal of Time Series Analysis | 2015-05-20 | Paper |
High-dimensional autocovariance matrices and optimal linear prediction
Electronic Journal of Statistics | 2015-04-21 | Paper |
Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction
Electronic Journal of Statistics | 2015-04-21 | Paper |
A generalized block bootstrap for seasonal time series
Journal of Time Series Analysis | 2014-12-10 | Paper |
Nonlinear spectral density estimation: thresholding the correlogram
Journal of Time Series Analysis | 2014-11-26 | Paper |
Subsampling inference for the mean of heavy-tailed long-memory time series
Journal of Time Series Analysis | 2014-11-20 | Paper |
Aggregation of spectral density estimators
Statistics & Probability Letters | 2014-11-03 | Paper |
Minimally biased nonparametric regression and autoregression
REVSTAT | 2014-10-15 | Paper |
Discussion on: ``Bootstrap methods for dependent data: a review
Journal of the Korean Statistical Society | 2014-09-30 | Paper |
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics
Journal of Econometrics | 2014-06-04 | Paper |
Distribution theory for the Studentized mean for long, short, and negative memory time series
Journal of Econometrics | 2014-04-30 | Paper |
Subsampling the distribution of diverging statistics with applications to finance
Journal of Econometrics | 2014-03-07 | Paper |
Non-parametric sequential estimation of a regression function based on dependent observations
Sequential Analysis | 2013-10-18 | Paper |
The correct asymptotic variance for the sample mean of a homogeneous Poisson marked point process
Journal of Applied Probability | 2013-10-17 | Paper |
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Econometric Theory | 2013-08-22 | Paper |
Rejoinder on: Model-free model-fitting and predictive distributions
Test | 2013-08-05 | Paper |
Model-free model-fitting and predictive distributions
Test | 2013-08-05 | Paper |
Local block bootstrap inference for trending time series
Metrika | 2013-08-01 | Paper |
scientific article; zbMATH DE number 6193684 (Why is no real title available?)
| 2013-08-01 | Paper |
Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap
Communications in Statistics: Theory and Methods | 2013-06-13 | Paper |
CDF and survival function estimation with infinite-order kernels
Electronic Journal of Statistics | 2013-05-27 | Paper |
Nonlinearity of ARCH and stochastic volatility models and Bartlett's formula
| 2013-04-16 | Paper |
FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY
Econometric Theory | 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
The Annals of Statistics | 2011-12-08 | Paper |
Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
Journal of Time Series Analysis | 2011-11-26 | Paper |
TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain
The Annals of Statistics | 2011-09-14 | Paper |
Bootstrap-based ARMA order selection
Journal of Statistical Computation and Simulation | 2011-08-17 | Paper |
HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
Econometric Theory | 2011-08-16 | Paper |
Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data
Statistics & Probability Letters | 2011-05-17 | Paper |
A bootstrap test for time series linearity
Journal of Statistical Planning and Inference | 2010-09-20 | Paper |
Subsampling \(p\)-values
Statistics & Probability Letters | 2010-08-26 | Paper |
A multivariate heavy-tailed distribution for ARCH/GARCH residuals
Advances in Econometrics | 2010-06-30 | Paper |
\(K\)-sample subsampling in general spaces: the case of independent time series
Journal of Multivariate Analysis | 2010-01-12 | Paper |
Resampling and Subsampling for Financial Time Series
Handbook of Financial Time Series | 2009-11-27 | Paper |
An algorithm for robust fitting of autoregressive models
Economics Letters | 2009-11-13 | Paper |
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
Econometric Reviews | 2009-10-21 | Paper |
Higher-order accurate polyspectral estimation with flat-top lag-windows
Annals of the Institute of Statistical Mathematics | 2009-09-30 | Paper |
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
Econometric Reviews | 2009-01-30 | Paper |
Bootstrap confidence intervals in nonparametric regression with built-in bias correction
Statistics & Probability Letters | 2008-10-30 | Paper |
scientific article; zbMATH DE number 5224889 (Why is no real title available?)
| 2008-01-09 | Paper |
Computer-intensive rate estimation, diverging statistics and scanning
The Annals of Statistics | 2007-10-17 | Paper |
Bootstrapping Unit Root Tests for Autoregressive Time Series
Journal of the American Statistical Association | 2007-08-20 | Paper |
Stable marked point processes
The Annals of Statistics | 2007-07-23 | Paper |
Moment-based tail index estimation
Journal of Statistical Planning and Inference | 2007-03-27 | Paper |
Residual-Based Block Bootstrap for Unit Root Testing
Econometrica | 2006-06-19 | Paper |
Bootstrap hypothesis testing in regression models
Statistics & Probability Letters | 2005-11-07 | Paper |
Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration
Journal of Statistical Computation and Simulation | 2005-05-06 | Paper |
Nonparametric regression with infinite order flat-top kernels
Journal of Nonparametric Statistics | 2004-12-20 | Paper |
Large sample theory for statistics of stable moving averages
Journal of Nonparametric Statistics | 2004-12-20 | Paper |
Inference for Autocorrelations in the Possible Presence of a Unit Root
Journal of Time Series Analysis | 2004-11-24 | Paper |
Adaptive bandwidth choice
Journal of Nonparametric Statistics | 2004-06-22 | Paper |
A full-factor multivariate GARCH model
Econometrics Journal | 2004-03-17 | Paper |
Automatic Block-Length Selection for the Dependent Bootstrap
Econometric Reviews | 2004-02-26 | Paper |
Local block bootstrap
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-05-27 | Paper |
ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
Econometric Theory | 2003-05-18 | Paper |
A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
Econometric Theory | 2003-05-18 | Paper |
The tapered block bootstrap for general statistics from stationary sequences
Econometrics Journal | 2003-05-05 | Paper |
The local bootstrap for Markov processes
Journal of Statistical Planning and Inference | 2003-04-03 | Paper |
On the asymptotic theory of subsampling
Statistica Sinica | 2003-03-10 | Paper |
A new approach on estimation of the tail index
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-01-15 | Paper |
Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases
The Canadian Journal of Statistics | 2002-11-28 | Paper |
On Subsampling Estimators with Unknown Rate of Convergence
| 2002-07-30 | Paper |
Subsampling, symmetrization, and robust interpolation
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Tapered block bootstrap
Biometrika | 2002-06-30 | Paper |
Moment estimation for statistics from marked point processes
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2002-02-18 | Paper |
Large sample inference for irregularly spaced dependent observations based on subsampling.
Sankhyā. Series A. Methods and Techniques | 2001-09-11 | Paper |
Large-sample inference in the general AR(1) model
Test | 2001-09-02 | Paper |
An application of three bivariate time-varying volatility models
Applied Stochastic Models in Business and Industry | 2001-07-11 | Paper |
The local bootstrap for kernel estimators under general dependence conditions
Annals of the Institute of Statistical Mathematics | 2001-05-02 | Paper |
Multivariate density estimation with general flat-top kernels of infinite order
Journal of Multivariate Analysis | 2001-02-18 | Paper |
Moderate deviations in subsampling distribution estimation
Proceedings of the American Mathematical Society | 2000-11-22 | Paper |
scientific article; zbMATH DE number 1406063 (Why is no real title available?)
| 2000-10-29 | Paper |
scientific article; zbMATH DE number 1424397 (Why is no real title available?)
| 2000-09-10 | Paper |
Weak convergence of dependent empirical measures with application to subsampling in function spaces
Journal of Statistical Planning and Inference | 2000-08-30 | Paper |
scientific article; zbMATH DE number 1424399 (Why is no real title available?)
| 2000-06-07 | Paper |
scientific article; zbMATH DE number 1424401 (Why is no real title available?)
| 2000-06-07 | Paper |
The Local Bootstrap for Periodogram Statistics
Journal of Time Series Analysis | 2000-05-24 | Paper |
Subsampling Continuous Parameter Random Fields and a Bernstein Inequality
Statistics | 2000-04-26 | Paper |
scientific article; zbMATH DE number 1424396 (Why is no real title available?)
| 2000-03-23 | Paper |
Subsampling
Springer Series in Statistics | 1999-10-12 | Paper |
Subsampling for heteroskedastic time series
Journal of Econometrics | 1997-11-04 | Paper |
scientific article; zbMATH DE number 1070514 (Why is no real title available?)
| 1997-10-05 | Paper |
scientific article; zbMATH DE number 1070513 (Why is no real title available?)
| 1997-10-05 | Paper |
On flat-top kernel spectral density estimators for homogeneous random fields
Journal of Statistical Planning and Inference | 1996-07-18 | Paper |
scientific article; zbMATH DE number 854587 (Why is no real title available?)
| 1996-04-22 | Paper |
Large sample confidence regions based on subsamples under minimal assumptions
The Annals of Statistics | 1996-01-02 | Paper |
scientific article; zbMATH DE number 774870 (Why is no real title available?)
| 1995-10-31 | Paper |
BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION
Journal of Time Series Analysis | 1995-05-04 | Paper |
ON THE MAXIMUM ENTROPY PROPERTY OF NONLINEAR AUTOREGRESSIONS
Journal of Time Series Analysis | 1995-03-01 | Paper |
The Stationary Bootstrap
| 1995-02-23 | Paper |
Markov Chains in Many Dimensions
Advances in Applied Probability | 1995-02-14 | Paper |
Nonparametric maximum entropy
IEEE Transactions on Information Theory | 1994-10-04 | Paper |
Nonparametric resampling for homogeneous strong mixing random fields
Journal of Multivariate Analysis | 1994-09-18 | Paper |
On the maximum entropy problem with autocorrelations specified on a lattice
IEEE Transactions on Signal Processing | 1993-08-16 | Paper |
ARMA models, prewhitening, and minimum cross entropy
IEEE Transactions on Signal Processing | 1993-05-16 | Paper |
A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation
The Annals of Statistics | 1993-05-16 | Paper |
On the sample variance of linear statistics derived from mixing sequences
Stochastic Processes and their Applications | 1993-05-16 | Paper |
Bootstrap Technology and Applications
| 1993-04-01 | Paper |
Bootstrap confidence bands for spectra and cross-spectra
IEEE Transactions on Signal Processing | 1992-09-27 | Paper |
Moving average processes and maximum entropy
IEEE Transactions on Information Theory | 1992-09-27 | Paper |
scientific article; zbMATH DE number 66818 (Why is no real title available?)
| 1992-09-27 | Paper |
