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Signal extraction for nonstationary time series with diverse sampling rules
Trimbur, Thomas M.; McElroy, Tucker - In: Journal of time series econometrics 9 (2017) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10011671120
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Resampling and subsampling for financial time series
Paparoditis, Efstathios; Politis, Dimitris N. - In: Handbook of financial time series, (pp. 983-999). 2009
Persistent link: https://www.econbiz.de/10003834282
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Automatic block-length selection for the dependent bootstrap
Politis, Dimitris N.; White, Halbert - In: Econometric reviews 23 (2004) 1, pp. 53-70
Persistent link: https://www.econbiz.de/10001944765
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Undersampling continuous random fields and a Bernstein inequality
Bertail, Patrice; Politis, Dimitris N.; Rhomari, N. - 1996
Persistent link: https://www.econbiz.de/10000945838
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Subsampling for heteroskedastic time series
Politis, Dimitris N.; Romano, Joseph P.; Wolf, Michael - In: Journal of econometrics 81 (1997) 2, pp. 281-317
Persistent link: https://www.econbiz.de/10001229279
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The variance of sample autocorrelations : does Barlett's formula work with ARCH data?
Kokoszka, Piotr S. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003782412