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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/10006883461
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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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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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Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice; Haefke, Christian; Politis, Dimitris N.; … - In: Journal of econometrics 120 (2004) 2, pp. 295-326
Persistent link: https://www.econbiz.de/10006757388
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Bootstrap method - The local bootstrap for kernel estimators under general dependence conditions
Paparoditis, Efstathios; Politis, Dimitris N. - In: Annals of the Institute of Statistical Mathematics : AISM 52 (2000) 1, pp. 139-159
Persistent link: https://www.econbiz.de/10006568966
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FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY
McElroy, Tucker; Politis, Dimitris N. - In: Econometric theory 28 (2011) 2, pp. 471-482
Persistent link: https://www.econbiz.de/10009847396
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A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert - In: Econometric theory 29 (2013) 3, pp. 567-589
Persistent link: https://www.econbiz.de/10010120926
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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