- Nonparametric Statistics, 2003, Vol. 00, pp. 135 LARGE SAMPLE THEORY FOR STATISTICS OF
- Volatility bands with predictive validity Dimitris N. Politis
- INFERENCE FOR AUTOCORRELATIONS IN THE POSSIBLE PRESENCE OF A UNIT ROOT
- Supplement to "Higher-Order Polyspectral Estimation with Flat-Top Lag-Windows" by A. Berg and D. Politis
- Scanning Algorithms and some of their properties Tucker McElroy
- A new approach on estimation of the tail index Dimitris N. Politis a
- Fixed-b asymptotics for the studentized mean from time series with short, long or negative memory
- Self-Normalization for Heavy-Tailed Time Series with Long Memory
- RESAMPLING METHODS FOR FUNCTIONAL DATA Timothy McMurrya and Dimitris N. Politisb
- A Bootstrap Test for Time Series Linearity$ Arthur Berg,a
- Can the stock market be linearised? Dimitris N. Politis
- ON THE RANGE OF VALIDITY OF THE AUTOREGRESSIVE SIEVE BOOTSTRAP
- TFT-Bootstrap: Resampling time series in the frequency domain to obtain replicates
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
- Subsampling p-values Arthur Berg
- CDF and Survival Function Estimation with Infinite-Order Kernels
- An algorithm for robust fitting of autoregressive models Dimitris N. Politis
- Bootstrap confidence intervals in nonparametric regression with built-in bias correction
- Minimally biased nonparametric regression and autoregression Timothy L. McMurry
- Higher-Order Polyspectral Estimation with Flat-Top Lag-Windows Arthur Berg Dimitris N. Politis
- A fine-tuned estimator of a general convergence rate Tucker McElroy
- Model-free vs. Model-based Volatility Prediction
- Proof of Proposition 5.1 from the paper `Computer-intensive rate estimation,
- A multivariate heavy-tailed distribution for ARCH/GARCH residuals
- Nonparametric Regression with Infinite Order Flat-Top Kernels Timothy L. McMurry
- Automatic Block-Length Selection for the Dependent Bootstrap
- Statistical Science 2003, Vol. 18, No. 2, 219230
- Discussion on the review by J.-P. Kreiss and E. Paparoditis by Silvia Goncalves and Dimitris N. Politis
- 18.IMsBulletin Volume39. Issue 2 DimitrisN.PolitisisProfessorofMathematicsandAdjunctProfessorofEconomicsatthe
- Testing time series linearity: traditional and bootstrap Arthur Berg
- Resampling and Subsampling for Financial Time Series
- First International Workshop on Functional and Operatorial Statistics.
- Financial Time Series and Volatility Prediction using NoVaS Transformations
- Model-free prediction Politis, Dimitris
- Johann Bernoulli Basel, 1694
- Limit Theorems for Heavy-Tailed Random Fields With Subsampling Applications
- The Local Bootstrap for Markov processes Efstathios Paparoditis
- Bagging multiple comparisons from microarray data
- CORRECTION TO "Automatic Block-Length Selection for the Dependent Bootstrap"
- Higher-order accurate, positive semi-definite estimation of large-sample covariance and spectral density matrices
- The Continuous-Path Block-Bootstrap E. PAPARODITIS and D. N. POLITIS
- Bootstrap with Larger Resample Size for Root-n Consistent Density Estimation with Time Series Data
- Modeling 2-D AR Processes with Various Regions Dimitris N. Politis and ByoungSeon Choi
- Local Block Bootstrap Efstathios Paparoditis a
- Computer-intensive rate estimation, diverging statistics, and scanning
- Stable Marked Point Processes Tucker McElroy
- K-sample subsampling in general spaces: the case of independent time series
- Complex-valued tapers Dimitris N. Politis1
- Moment-Based Tail Index Estimation Tucker McElroy
- Nonlinear spectral density estimation: thresholding the correlogram
- First conference of the International Society for NonParametric Statistics (ISNPS) Chalkidiki, Northern Greece, June 15-19 2012 [Registration/reception on June 14th
- Correction to "Banded and tapered estimates of autocovariance matrices and the linear process bootstrap", J. Time Ser. Anal., vol.
- 'Sampling-Based Approa.ches sian Statistics 4, Bernardo J.
- NoVaS Transformations: Flexible Inference for Volatility Forecasting