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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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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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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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The tapered block bootstrap for general statistics from stationary sequences
Paparoditis, Efstathios; Politis, Dimitris N. - In: The econometrics journal 5 (2002) 1, pp. 131-148
Persistent link: https://www.econbiz.de/10007477018
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Unit root testing via the stationary bootstrap
Parker, Cameron; Paparoditis, Efstathios; Politis, … - In: Journal of econometrics 133 (2006) 2, pp. 601-638
Persistent link: https://www.econbiz.de/10007287907
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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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Residual-Based Block Bootstrap for Unit Root Testing
Paparoditis, Efstathios; Politis, Dimitris N. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 3, pp. 813-856
Persistent link: https://www.econbiz.de/10006762022
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A Frequency Domain Bootstrap-Based Method for Checking the Fit of a Transfer Function Model
Paparoditis, Efstathios - In: Journal of the American Statistical Association : JASA 91 (1996) 436, pp. 1535-1550
Persistent link: https://www.econbiz.de/10006632753
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The Hybrid Wild Bootstrap for Time Series
Kreiss, Jens-peter; Paparoditis, Efstathios - In: Journal of the American Statistical Association : JASA 107 (2012) 499, pp. 1073-1085
Persistent link: https://www.econbiz.de/10010028420
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Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms
Paparoditis, Efstathios - In: Journal of the American Statistical Association : JASA 105 (2010) 490, pp. 839-852
Persistent link: https://www.econbiz.de/10008452535