The following pages link to Dimitris N. Politis (Q188351):
Displayed 50 items.
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White (Q113794) (← links)
- (Q251597) (redirect page) (← links)
- Model-free prediction and regression. A transformation-based approach to inference (Q269798) (← links)
- Unit root testing via the stationary bootstrap (Q275254) (← links)
- Generalized seasonal tapered block bootstrap (Q286451) (← links)
- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301349) (← links)
- Rejoinder -- Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions (Q301354) (← links)
- (Q467025) (redirect page) (← links)
- Aggregation of spectral density estimators (Q467026) (← links)
- (Q534420) (redirect page) (← links)
- Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data (Q534421) (← links)
- (Q588055) (redirect page) (← links)
- TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain (Q638798) (← links)
- On the range of validity of the autoregressive sieve bootstrap (Q651026) (← links)
- Higher-order accurate polyspectral estimation with flat-top lag-windows (Q730764) (← links)
- Moment-based tail index estimation (Q872094) (← links)
- Bootstrap confidence intervals in nonparametric regression with built-in bias correction (Q951201) (← links)
- Subsampling \(p\)-values (Q988107) (← links)
- A bootstrap test for time series linearity (Q993830) (← links)
- Stable marked point processes (Q997384) (← links)
- An algorithm for robust fitting of autoregressive models (Q1036852) (← links)
- \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
- A general resampling scheme for triangular arrays of \(\alpha\)-mixing random variables with application to the problem of spectral density estimation (Q1208656) (← links)
- On the sample variance of linear statistics derived from mixing sequences (Q1208962) (← links)
- Multivariate density estimation with general flat-top kernels of infinite order (Q1283845) (← links)
- Weak convergence of dependent empirical measures with application to subsampling in function spaces (Q1297576) (← links)
- Subsampling (Q1304189) (← links)
- Nonparametric resampling for homogeneous strong mixing random fields (Q1321988) (← links)
- (Q1372915) (redirect page) (← links)
- Subsampling for heteroskedastic time series (Q1372916) (← links)
- Local block bootstrap (Q1565905) (← links)
- The local bootstrap for kernel estimators under general dependence conditions (Q1585876) (← links)
- Truncated estimation of ratio statistics with application to heavy tail distributions (Q1631209) (← links)
- Bootstrap prediction intervals for Markov processes (Q1659134) (← links)
- Tapered block bootstrap for unit root testing (Q1695661) (← links)
- Linear process bootstrap unit root test (Q1726769) (← links)
- Convolved subsampling estimation with applications to block bootstrap (Q1731767) (← links)
- A new approach on estimation of the tail index (Q1854706) (← links)
- The local bootstrap for Markov processes (Q1866238) (← links)
- Large sample confidence regions based on subsamples under minimal assumptions (Q1896250) (← links)
- On flat-top kernel spectral density estimators for homogeneous random fields (Q1918177) (← links)
- CDF and survival function estimation with infinite-order kernels (Q1952031) (← links)
- Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals (Q2019875) (← links)
- Student's-\(t\) process with spatial deformation for spatio-temporal data (Q2111313) (← links)
- Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
- Ridge regression revisited: debiasing, thresholding and bootstrap (Q2148980) (← links)
- Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model (Q2219232) (← links)
- Reduced bias nonparametric lifetime density and hazard estimation (Q2220798) (← links)
- Estimating transformation function (Q2326051) (← links)
- High-dimensional autocovariance matrices and optimal linear prediction (Q2340876) (← links)