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Dimitris N. Politis
Dimitris N. Politis
Verified email at ucsd.edu
Title
Cited by
Cited by
Year
Remarks on some nonparametric estimates of a density function
RA Davis, KS Lii, DN Politis
Selected Works of Murray Rosenblatt, 95-100, 2011
67172011
The stationary bootstrap
DN Politis, JP Romano
Journal of the American Statistical association 89 (428), 1303-1313, 1994
30471994
Subsampling in the IID Case
DN Politis, JP Romano, M Wolf, DN Politis, JP Romano, M Wolf
Subsampling, 39-64, 1999
17651999
Large sample confidence regions based on subsamples under minimal assumptions
DN Politis, JP Romano
The Annals of Statistics, 2031-2050, 1994
9471994
Automatic block-length selection for the dependent bootstrap
DN Politis, H White
Econometric reviews 23 (1), 53-70, 2004
8422004
A circular block-resampling procedure for stationary data
DN Politis, JP Romano
Purdue University. Department of Statistics, 1991
5701991
Deconvolution and estimation of transfer function phase and coefficients for nongaussian linear processes
RA Davis, KS Lii, DN Politis
Selected Works of Murray Rosenblatt, 347-360, 2011
4802011
The impact of bootstrap methods on time series analysis
DN Politis
Statistical science, 219-230, 2003
4142003
Correction to “Automatic block-length selection for the dependent bootstrap” by D. Politis and H. White
A Patton, DN Politis, H White
Econometric Reviews 28 (4), 372-375, 2009
3922009
Bootstrap technology and applications
C Leger, DN Politis, OP Romano
Technometrics 34 (4), 378-398, 1992
2671992
A general resampling scheme for triangular arrays of α-mixing random variables with application to the problem of spectral density estimation
DN Politis, JP Romano
The Annals of Statistics, 1985-2007, 1992
2611992
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
R Giacomini, DN Politis, H White
Econometric theory 29 (3), 567-589, 2013
2182013
A full‐factor multivariate GARCH model
ID Vrontos, P Dellaportas, DN Politis
The Econometrics Journal 6 (2), 312-334, 2003
2132003
Bias‐corrected nonparametric spectral estimation
DN Politis, JP Romano
Journal of time series analysis 16 (1), 67-103, 1995
2051995
Computer-intensive methods in statistical analysis
DN Politis
IEEE signal processing magazine 15 (1), 39-55, 1998
1931998
Residual‐based block bootstrap for unit root testing
E Paparoditis, DN Politis
Econometrica 71 (3), 813-855, 2003
1792003
Tapered block bootstrap
E Paparoditis, DN Politis
Biometrika 88 (4), 1105-1119, 2001
1722001
Full Bayesian inference for GARCH and EGARCH models
ID Vrontos, P Dellaportas, DN Politis
Journal of Business & Economic Statistics 18 (2), 187-198, 2000
1652000
On the range of validity of the autoregressive sieve bootstrap
JP Kreiss, E Paparoditis, DN Politis
The Annals of Statistics, 2103-2130, 2011
1582011
Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices
DN Politis
Econometric Theory 27 (4), 703-744, 2011
1532011
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