Dimitris N. Politis

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Person:188351

Available identifiers

zbMath Open politis.dimitris-nicolasMaRDI QIDQ188351

List of research outcomes

PublicationDate of PublicationType
Estimating the Spectral Density at Frequencies Near Zero2024-03-19Paper
Bootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees2023-02-20Paper
Student's-\(t\) process with spatial deformation for spatio-temporal data2023-01-13Paper
Bias reduction by transformed flat-top Fourier series estimator of density on compact support2022-11-23Paper
Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points2022-09-28Paper
Optimal linear interpolation of multiple missing values2022-09-28Paper
FixedbSubsampling and the Block Bootstrap: Improved Confidence Sets based onp-Value Calibration2022-07-11Paper
Bootstrap confidence intervals for conditional density function in Markov processes2022-07-05Paper
Ridge regression revisited: debiasing, thresholding and bootstrap2022-06-24Paper
Model-free bootstrap for a general class of stationary time series2022-05-16Paper
The asymptotic size and power of the augmented Dickey–Fuller test for a unit root2022-03-04Paper
Scalable subsampling: computation, aggregation and inference2021-12-13Paper
Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices2021-11-25Paper
Debiased and threshold ridge regression for linear model with heteroskedastic and dependent error2021-10-26Paper
Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions2021-10-26Paper
Predictive Inference for Locally Stationary Time Series With an Application to Climate Data2021-07-06Paper
Optimal index estimation of heavy-tailed distributions2021-04-29Paper
Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals2021-04-22Paper
Reduced bias nonparametric lifetime density and hazard estimation2021-01-25Paper
Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model2021-01-19Paper
Ridge Regression Revisited: Debiasing, Thresholding and Bootstrap2020-09-17Paper
Higher‐Order Accurate Spectral Density Estimation of Functional Time Series2020-05-27Paper
LASSO order selection for sparse autoregression: a bootstrap approach2020-04-22Paper
Bootstrap order selection for SETAR models2020-03-27Paper
https://portal.mardi4nfdi.de/entity/Q52164002020-02-17Paper
Time Series2020-01-08Paper
Model-free Bootstrap for a General Class of Stationary Time Series2019-12-31Paper
Estimating transformation function2019-10-04Paper
Semi-parametric estimation and prediction intervals in state space models2019-07-18Paper
Subsampling Inference with K Populations and a Non‐standard Behrens–Fisher Problem2019-06-20Paper
Convolved subsampling estimation with applications to block bootstrap2019-03-14Paper
Linear process bootstrap unit root test2019-02-20Paper
Truncated estimation of ratio statistics with application to heavy tail distributions2018-12-05Paper
$L_p$ and almost sure convergence of estimation on heavy tail index under random censoring2018-08-24Paper
Bootstrap prediction intervals for Markov processes2018-08-15Paper
Monotone function estimator and its application2018-08-03Paper
Modeling 2-D AR Processes With Various Regions of Support2018-06-12Paper
Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA‐Sieve Bootstrap2018-05-16Paper
Tapered block bootstrap for unit root testing2018-02-07Paper
Kernel estimates of nonparametric functional autoregression models and their bootstrap approximation2017-10-12Paper
Local block bootstrap for inhomogeneous Poisson marked point processes2017-09-21Paper
Comment2017-08-07Paper
Corrigendum to ‘Subsampling Inference for the Mean of Heavy‐Tailed Long‐Memory Time Series’ by A. Jach, T. S. McElroy and D. N. Politis2016-08-30Paper
Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions2016-06-30Paper
Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions2016-06-30Paper
Generalized seasonal tapered block bootstrap2016-05-20Paper
Unit root testing via the stationary bootstrap2016-04-25Paper
Model-free prediction and regression. A transformation-based approach to inference2016-04-06Paper
The impact of bootstrap methods on time series analysis2016-03-02Paper
A Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support2016-02-29Paper
Bootstrap Confidence Intervals in Nonparametric Regression Without an Additive Model2016-02-25Paper
Heteroskedastic Linear Regression: Steps Towards Adaptivity, Efficiency, and Robustness2016-02-25Paper
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension2015-07-06Paper
https://portal.mardi4nfdi.de/entity/Q52553272015-06-15Paper
Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes2015-05-20Paper
High-dimensional autocovariance matrices and optimal linear prediction2015-04-21Paper
Rejoinder of ``High-dimensional autocovariance matrices and optimal linear prediction2015-04-21Paper
A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES2014-12-10Paper
Nonlinear spectral density estimation: thresholding the correlogram2014-11-26Paper
Subsampling inference for the mean of heavy-tailed long-memory time series2014-11-20Paper
Aggregation of spectral density estimators2014-11-03Paper
https://portal.mardi4nfdi.de/entity/Q29234182014-10-15Paper
Discussion on: ``Bootstrap methods for dependent data: a review2014-09-30Paper
Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics2014-06-04Paper
Distribution theory for the Studentized mean for long, short, and negative memory time series2014-04-30Paper
Subsampling the distribution of diverging statistics with applications to finance2014-03-07Paper
Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations2013-10-18Paper
The Correct Asymptotic Variance for the Sample Mean of a Homogeneous Poisson Marked Point Process2013-10-17Paper
A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS2013-08-22Paper
Model-free model-fitting and predictive distributions2013-08-05Paper
Rejoinder on: Model-free model-fitting and predictive distributions2013-08-05Paper
https://portal.mardi4nfdi.de/entity/Q53269372013-08-01Paper
Local block bootstrap inference for trending time series2013-08-01Paper
Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap2013-06-13Paper
CDF and survival function estimation with infinite-order kernels2013-05-27Paper
https://portal.mardi4nfdi.de/entity/Q49150572013-04-16Paper
FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY2012-04-24Paper
Fixed-b Subsampling and Block Bootstrap: Improved Confidence Sets Based on P-value Calibration2012-04-04Paper
On the range of validity of the autoregressive sieve bootstrap2011-12-08Paper
Banded and tapered estimates for autocovariance matrices and the linear process bootstrap2011-11-26Paper
TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain2011-09-14Paper
Bootstrap-based ARMA order selection2011-08-17Paper
HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES2011-08-16Paper
Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data2011-05-17Paper
A bootstrap test for time series linearity2010-09-20Paper
Subsampling \(p\)-values2010-08-26Paper
A Multivariate Heavy-Tailed Distribution for ARCH/GARCH Residuals2010-06-30Paper
\(K\)-sample subsampling in general spaces: the case of independent time series2010-01-12Paper
Resampling and Subsampling for Financial Time Series2009-11-27Paper
An algorithm for robust fitting of autoregressive models2009-11-13Paper
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White2009-10-21Paper
Higher-order accurate polyspectral estimation with flat-top lag-windows2009-09-30Paper
Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White2009-01-30Paper
Bootstrap confidence intervals in nonparametric regression with built-in bias correction2008-10-30Paper
https://portal.mardi4nfdi.de/entity/Q54340182008-01-09Paper
Computer-intensive rate estimation, diverging statistics and scanning2007-10-17Paper
Bootstrapping Unit Root Tests for Autoregressive Time Series2007-08-20Paper
Stable marked point processes2007-07-23Paper
Moment-based tail index estimation2007-03-27Paper
Residual-Based Block Bootstrap for Unit Root Testing2006-06-19Paper
Bootstrap hypothesis testing in regression models2005-11-07Paper
Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration2005-05-06Paper
Nonparametric regression with infinite order flat-top kernels2004-12-20Paper
Large sample theory for statistics of stable moving averages2004-12-20Paper
Inference for Autocorrelations in the Possible Presence of a Unit Root2004-11-24Paper
Adaptive bandwidth choice2004-06-22Paper
A full-factor multivariate GARCH model2004-03-17Paper
Automatic Block-Length Selection for the Dependent Bootstrap2004-02-26Paper
Local block bootstrap2003-05-27Paper
A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS2003-05-18Paper
ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS2003-05-18Paper
The tapered block bootstrap for general statistics from stationary sequences2003-05-05Paper
The local bootstrap for Markov processes2003-04-03Paper
https://portal.mardi4nfdi.de/entity/Q27703612003-03-10Paper
A new approach on estimation of the tail index2003-01-15Paper
Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases2002-11-28Paper
On Subsampling Estimators with Unknown Rate of Convergence2002-07-30Paper
Subsampling, symmetrization, and robust interpolation2002-07-28Paper
Tapered block bootstrap2002-06-30Paper
https://portal.mardi4nfdi.de/entity/Q27367812001-09-11Paper
Large-sample inference in the general AR(1) model2001-09-02Paper
An application of three bivariate time-varying volatility models2001-07-11Paper
The local bootstrap for kernel estimators under general dependence conditions2001-05-02Paper
Multivariate density estimation with general flat-top kernels of infinite order2001-02-18Paper
Moderate deviations in subsampling distribution estimation2000-11-22Paper
https://portal.mardi4nfdi.de/entity/Q49390772000-10-29Paper
https://portal.mardi4nfdi.de/entity/Q49456202000-09-10Paper
Weak convergence of dependent empirical measures with application to subsampling in function spaces2000-08-30Paper
https://portal.mardi4nfdi.de/entity/Q49456232000-06-07Paper
https://portal.mardi4nfdi.de/entity/Q49456252000-06-07Paper
The Local Bootstrap for Periodogram Statistics2000-05-24Paper
Subsampling Continuous Parameter Random Fields and a Bernstein Inequality2000-04-26Paper
https://portal.mardi4nfdi.de/entity/Q49456192000-03-23Paper
Subsampling1999-10-12Paper
Subsampling for heteroskedastic time series1997-11-04Paper
https://portal.mardi4nfdi.de/entity/Q43570201997-10-05Paper
https://portal.mardi4nfdi.de/entity/Q43570211997-10-05Paper
On flat-top kernel spectral density estimators for homogeneous random fields1996-07-18Paper
https://portal.mardi4nfdi.de/entity/Q48695591996-04-22Paper
Large sample confidence regions based on subsamples under minimal assumptions1996-01-02Paper
https://portal.mardi4nfdi.de/entity/Q48393881995-10-31Paper
BIAS-CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION1995-05-04Paper
ON THE MAXIMUM ENTROPY PROPERTY OF NONLINEAR AUTOREGRESSIONS1995-03-01Paper
The Stationary Bootstrap1995-02-23Paper
Markov Chains in Many Dimensions1995-02-14Paper
Nonparametric maximum entropy1994-10-04Paper
Nonparametric resampling for homogeneous strong mixing random fields1994-09-18Paper
On the maximum entropy problem with autocorrelations specified on a lattice1993-08-16Paper
A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation1993-05-16Paper
On the sample variance of linear statistics derived from mixing sequences1993-05-16Paper
ARMA models, prewhitening, and minimum cross entropy1993-05-16Paper
Bootstrap Technology and Applications1993-04-01Paper
Moving average processes and maximum entropy1992-09-27Paper
Bootstrap confidence bands for spectra and cross-spectra1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q40114581992-09-27Paper

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