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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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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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Theory and Methods - Comment - Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
Politis, Dimitris N. - In: Journal of the American Statistical Association : JASA 97 (2002) 458, pp. 463-465
Persistent link: https://www.econbiz.de/10006616707
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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/10002929370
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Theory and Methods - Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing
Romano, Joseph P.; Wolf, Michael - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 94-108
Persistent link: https://www.econbiz.de/10006607869
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Inference for Autocorrelations Under Weak Assumptions
Romano, Joseph P.; Thombs, Lori A. - In: Journal of the American Statistical Association : JASA 91 (1996) 434, pp. 590-600
Persistent link: https://www.econbiz.de/10006631765
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Exact and approximate stepdown methods for multiple hypothesis testing
Romano, Joseph P.; Wolf, Michael - In: Journal of the American Statistical Association : JASA 100 (2005) 469, pp. 94-108
Persistent link: https://www.econbiz.de/10002702912