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
48232011
The stationary bootstrap
DN Politis, JP Romano
Journal of the American Statistical association 89 (428), 1303-1313, 1994
23341994
Subsampling
DN Politis, JP Romano, M Wolf
Springer Science & Business Media, 1999
14351999
Large sample confidence regions based on subsamples under minimal assumptions
DN Politis, JP Romano
The Annals of Statistics, 2031-2050, 1994
7481994
Automatic block-length selection for the dependent bootstrap
DN Politis, H White
Econometric reviews 23 (1), 53-70, 2004
6102004
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
4382011
A circular block-resampling procedure for stationary data
DN Politis, JP Romano
Exploring the limits of bootstrap 2635270, 1992
4231992
The impact of bootstrap methods on time series analysis
DN Politis
Statistical science, 219-230, 2003
3322003
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
2592009
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
2341992
Bootstrap technology and applications
C Léger, DN Politis, OP Romano
Technometrics 34 (4), 378-398, 1992
2121992
A full‐factor multivariate GARCH model
ID Vrontos, P Dellaportas, DN Politis
The Econometrics Journal 6 (2), 312-334, 2003
1772003
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
1522003
Full Bayesian inference for GARCH and EGARCH models
ID Vrontos, P Dellaportas, DN Politis
Journal of Business & Economic Statistics 18 (2), 187-198, 2000
1402000
Tapered block bootstrap
E Paparoditis, DN Politis
Biometrika 88 (4), 1105-1119, 2001
1362001
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
R Giacomini, DN Politis, H White
Econometric theory, 567-589, 2013
1232013
Subsampling for heteroskedastic time series
DN Politis, JP Romano, M Wolf
Journal of Econometrics 81 (2), 281-317, 1997
1221997
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
1201994
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