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Bayesian forecasting of mortality rates by using latent Gaussian models
Alexopoulos, Angelos; Dellaportas, Petros; Forster, … - In: Journal of the Royal Statistical Society: Series A … 182 (2018) 2, pp. 689-711
Persistent link: https://www.econbiz.de/10012097180
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Sample size determination for risk‐based tax auditing
Dellaportas, Petros; Ioannidis, Evangelos; … - In: Journal of the Royal Statistical Society: Series A … 184 (2021) 2, pp. 479-493
Persistent link: https://www.econbiz.de/10012538847
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Interview with Professor Adrian FM Smith
Dellaportas, Petros; Stephens, David A. - In: International Statistical Review 88 (2020) 2, pp. 265-279
Persistent link: https://www.econbiz.de/10012282289
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Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA‐Sieve Bootstrap
McMurry, Timothy L.; Politis, Dimitris N. - In: Journal of Time Series Analysis 39 (2018) 3, pp. 433-446
Persistent link: https://www.econbiz.de/10012094928
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Higher‐Order Accurate Spectral Density Estimation of Functional Time Series
Zhu, Tingyi; Politis, Dimitris N. - In: Journal of Time Series Analysis 41 (2019) 1, pp. 3-20
Persistent link: https://www.econbiz.de/10012094997
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Preface to the Murray Rosenblatt memorial special issue of JTSA
Bradley, Richard C.; Davis, Richard A.; Politis, Dimitris N. - In: Journal of Time Series Analysis 42 (2021) 5-6, pp. 495-498
Persistent link: https://www.econbiz.de/10012636177
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Consistent autoregressive spectral estimates : Nonlinear time series and large autocovariance matrices
Wang, Jiang; Politis, Dimitris N. - In: Journal of Time Series Analysis 42 (2021) 5-6, pp. 580-596
Persistent link: https://www.econbiz.de/10012410074