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
51742011
The stationary bootstrap
DN Politis, JP Romano
Journal of the American Statistical association 89 (428), 1303-1313, 1994
24671994
Subsampling
DN Politis, JP Romano, M Wolf
Springer Science & Business Media, 1999
14781999
Large sample confidence regions based on subsamples under minimal assumptions
DN Politis, JP Romano
The Annals of Statistics, 2031-2050, 1994
7821994
Automatic block-length selection for the dependent bootstrap
DN Politis, H White
Econometric reviews 23 (1), 53-70, 2004
6452004
A circular block-resampling procedure for stationary data
DN Politis, JP Romano
Exploring the limits of bootstrap 2635270, 1992
4581992
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
4332011
The impact of bootstrap methods on time series analysis
DN Politis
Statistical science, 219-230, 2003
3432003
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
2832009
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
2351992
Bootstrap technology and applications
C Léger, DN Politis, OP Romano
Technometrics 34 (4), 378-398, 1992
2161992
A full‐factor multivariate GARCH model
ID Vrontos, P Dellaportas, DN Politis
The Econometrics Journal 6 (2), 312-334, 2003
1862003
Computer-intensive methods in statistical analysis
DN Politis
IEEE signal processing magazine 15 (1), 39-55, 1998
1751998
Bias‐corrected nonparametric spectral estimation
DN Politis, JP Romano
Journal of time series analysis 16 (1), 67-103, 1995
1721995
Residual‐based block bootstrap for unit root testing
E Paparoditis, DN Politis
Econometrica 71 (3), 813-855, 2003
1552003
Full Bayesian inference for GARCH and EGARCH models
ID Vrontos, P Dellaportas, DN Politis
Journal of Business & Economic Statistics 18 (2), 187-198, 2000
1442000
Tapered block bootstrap
E Paparoditis, DN Politis
Biometrika 88 (4), 1105-1119, 2001
1432001
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
R Giacomini, DN Politis, H White
Econometric theory, 567-589, 2013
1382013
Subsampling for heteroskedastic time series
DN Politis, JP Romano, M Wolf
Journal of Econometrics 81 (2), 281-317, 1997
1311997
Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices
DN Politis
Econometric Theory, 703-744, 2011
1232011
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Articles 1–20