Dimitris N. Politis
Dimitris N. Politis
Verified email at ucsd.edu
TitleCited byYear
Remarks on some nonparametric estimates of a density function
RA Davis, KS Lii, DN Politis
Selected Works of Murray Rosenblatt, 95-100, 2011
46152011
The stationary bootstrap
DN Politis, JP Romano
Journal of the American Statistical association 89 (428), 1303-1313, 1994
22271994
Subsampling
DN Politis, JP Romano, M Wolf
Springer Science & Business Media, 1999
13681999
Large sample confidence regions based on subsamples under minimal assumptions
DN Politis, JP Romano
The Annals of Statistics, 2031-2050, 1994
7191994
Automatic block-length selection for the dependent bootstrap
DN Politis, H White
Econometric Reviews 23 (1), 53-70, 2004
5782004
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
4362011
A circular block-resampling procedure for stationary data
DN Politis, JP Romano
Exploring the limits of bootstrap 2635270, 1992
3991992
The impact of bootstrap methods on time series analysis
DN Politis
Statistical Science, 219-230, 2003
3142003
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
2382009
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
2331992
Bootstrap technology and applications
C Léger, DN Politis, OP Romano
Technometrics 34 (4), 378-398, 1992
2091992
A full‐factor multivariate GARCH model
ID Vrontos, P Dellaportas, DN Politis
The Econometrics Journal 6 (2), 312-334, 2003
1712003
Computer-intensive methods in statistical analysis
DN Politis
IEEE signal processing magazine 15 (1), 39-55, 1998
1701998
Bias‐corrected nonparametric spectral estimation
DN Politis, JP Romano
Journal of time series analysis 16 (1), 67-103, 1995
1631995
Residual‐based block bootstrap for unit root testing
E Paparoditis, DN Politis
Econometrica 71 (3), 813-855, 2003
1502003
Full Bayesian inference for GARCH and EGARCH models
ID Vrontos, P Dellaportas, DN Politis
Journal of Business & Economic Statistics 18 (2), 187-198, 2000
1372000
Tapered block bootstrap
E Paparoditis, DN Politis
Biometrika 88 (4), 1105-1119, 2001
1322001
Subsampling for heteroscedastic time series
DN Politis, JP Romano, M Wolf
1201996
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
1172013
Limit theorems for weakly dependent Hilbert space valued random variables with application to the stationary bootstrap
DN Politis, JP Romano
Statistica Sinica, 461-476, 1994
1121994
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Articles 1–20