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Higher-order accurate, positive semi-definite estimation of large-sample covariance and spectral density matrices
Politis, Dimitris N. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003761875
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HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
Politis, Dimitris N. - In: Econometric theory 27 (2011) 4, pp. 703-745
Persistent link: https://www.econbiz.de/10009177573
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Local block bootstrap inference for trending time series
Dowla, Arif; Paparoditis, Efstathios; Politis, Dimitris N. - In: Metrika : international journal for theoretical and … 76 (2013) 6, pp. 733-764
Persistent link: https://www.econbiz.de/10010152277
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Theory and Methods - Bootstrapping Unit Root Tests for Autoregressive Time Series
Paparoditis, Efstathios; Politis, Dimitris N. - In: Journal of the American Statistical Association : JASA 100 (2005) 470, pp. 545-553
Persistent link: https://www.econbiz.de/10006606918
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ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
Mcelroy, Tucker; Politis, Dimitris N. - In: Econometric theory 18 (2002) 5, pp. 1019-1039
Persistent link: https://www.econbiz.de/10006972588
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ARTICLES - A Markovian Local Resampling Scheme for Nonparametric Estimators in Time Series Analysis
Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometric theory 17 (2001) 3, pp. 540-566
Persistent link: https://www.econbiz.de/10006978679
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Theory and Methods - On Subsampling Estimators With Unknown Rate of Convergence
Bertail, Patrice; Politis, Dimitris N.; Romano, Joseph P. - In: Journal of the American Statistical Association : JASA 94 (1999) 446, pp. 569-579
Persistent link: https://www.econbiz.de/10006626718
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The Stationary Bootstrap
Politis, Dimitris N.; Romano, Joseph P. - In: Journal of the American Statistical Association : JASA 89 (1994) 428, pp. 1303-1313
Persistent link: https://www.econbiz.de/10006636513
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Higher-order accurate polyspectral estimation with flat-top lag-windows
Berg, Arthur; Politis, Dimitris N. - In: Annals of the Institute of Statistical Mathematics : AISM 61 (2009) 2, pp. 477-498
Persistent link: https://www.econbiz.de/10008248117
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An algorithm for robust fitting of autoregressive models
Politis, Dimitris N. - In: Economics letters 102 (2009) 2, pp. 128-131
Persistent link: https://www.econbiz.de/10008170727