| Publication | Date of Publication | Type |
|---|
Model-free bootstrap and conformal prediction in regression: conditionality, conjecture testing, and pertinent prediction intervals
Journal of Nonparametric Statistics | 2026-03-05 | Paper |
Limit theorems for heavy-tailed random fields with subsampling applications
Mathematical Methods of Statistics | 2026-01-26 | Paper |
Inverse autocovariance estimates
Journal of Time Series Analysis | 2026-01-07 | Paper |
Local quadratic spectral and covariance matrix estimation
Journal of Time Series Analysis | 2025-07-09 | Paper |
Skip sampling: subsampling in the frequency domain
Biometrika | 2025-03-19 | Paper |
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 |
Optimal linear interpolation of multiple missing values
Statistical Inference for Stochastic Processes | 2022-09-28 | Paper |
Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points
The American Statistician | 2022-09-28 | Paper |
Fixed<i>b</i>Subsampling and the Block Bootstrap: Improved Confidence Sets based on<i>p</i>-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 |
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
(available as arXiv preprint) | 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
(available as arXiv preprint) | 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 |
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 |
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 |
Model-free model-fitting and predictive distributions
Test | 2013-08-05 | Paper |
Rejoinder on: 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 |
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
(available as arXiv preprint) | 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 |
