D. Politis

发表

The stationary bootstrap

Joseph P. Romano, D. Politis, 1994 .

Automatic Block-Length Selection for the Dependent Bootstrap

H. White, D. Politis, 2004 .

The Impact of Bootstrap Methods on Time Series Analysis

D. Politis, 2003 .

Remarks on Some Nonparametric Estimates of a Density Function

Richard A. Davis, D. Politis, K. Lii, 2011 .

Nonparametric Resampling for Homogeneous Strong Mixing Random Fields

Joseph P. Romano, D. Politis, 1993 .

The local bootstrap for Markov processes

D. Politis, E. Paparoditis, 2002 .

Bootstrap hypothesis testing in regression models

D. Politis, E. Paparoditis, 2005 .

On the range of validity of the autoregressive sieve bootstrap

D. Politis, E. Paparoditis, Jens-Peter Kreiss, 2012, 1201.6211.

Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions

Joseph P. Romano, D. Politis, 1994 .

On flat-top kernel spectral density estimators for homogeneous random fields

Joseph P. Romano, Dimitris N. Politis, D. Politis, 1996 .

Semi-parametric estimation and prediction intervals in state space models.

D. Politis, Yunyi Zhang, Tingting Wang, 2020 .

Consistent bootstrap one-step prediction region for state-vector in state space model.

D. Politis, Yunyi Zhang, Tingting Wang, 2019, 1907.07915.

Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension

Carsten Jentsch, Dimitris N. Politis, D. Politis, 2015, 1506.00816.

Markov Chains in Many Dimensions

D. Politis, 1994, Advances in Applied Probability.

Nonlinear spectral density estimation: thresholding the correlogram

D. Politis, E. Paparoditis, 2012 .

HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES

D. Politis, 2005, Econometric Theory.

Estimation of the Bispectrum

Richard A. Davis, D. Politis, K. Lii, 2011 .

Rosenblatt’s Contributions to Deconvolution

Richard A. Davis, D. Politis, K. Lii, 2011 .

Linear Processes and Bispectra

Richard A. Davis, D. Politis, K. Lii, 2011 .

On the asymptotic theory of subsampling

Joseph P. Romano, D. Politis, Michael Wolf, 1999 .

On frequency estimation

Richard A. Davis, D. Politis, K. Lii, 2011 .

A Central Limit Theorem and a Strong Mixing Condition

Richard A. Davis, D. Politis, K. Lii, 2011 .

Rejoinder of “High-dimensional autocovariance matrices and optimal linear prediction”

D. Politis, T. McMurry, 2015 .

Full Bayesian Inference for GARCH and EGARCH Models

Ioannis D. Vrontos, D. Politis, P. Dellaportas, 2000 .

Convolved subsampling estimation with applications to block bootstrap

D. Politis, J. Tewes, D. Nordman, 2017, The Annals of Statistics.

Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions

D. Politis, Lingxue Pan, 2016 .

Rejoinder—Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions

D. Politis, Lingxue Pan, 2016 .

A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES

Anna E. Dudek, D. Politis, E. Paparoditis, 2014 .

Bootstrap confidence intervals in nonparametric regression with built-in bias correction

D. Politis, T. McMurry, 2008 .

The Local Bootstrap for Periodogram Statistics

D. Politis, E. Paparoditis, 1999 .

On Subsampling Estimators with Unknown Rate of Convergence

Joseph P. Romano, D. Politis, P. Bertail, 1999 .

Comments on “bootstrapping time series models”

D. Politis, 1996 .

Bootstrap technology and applications

Joseph P. Romano, D. Politis, C. Léger, 1992 .

Emanuel Parzen and a Tale of Two Kernels Prepared for the Journal of Time Series Analysis

D. Politis, S. Lahiri, Emanuel Parzen Memorial, 2017 .

Adaptive bandwidth choice

D. Politis, 2003 .

Financial time series

Dimitris N. Politis, D. Politis, 2009 .

Model-Free Versus Model-Based Volatility Prediction

Dimitris N. Politis, D. Politis, 2007 .

A heavy-tailed distribution for ARCH residuals with application to volatility prediction

Dimitris N. Politis, D. Politis, 2004 .

A normalizing and variance–stabilizing transformation for financial time series

Dimitris N. Politis, D. Politis, 2003 .

A dissertation submitted in partial satisfaction of the requirements for the degree Doctor of Philosophy in Computer Science

Dimitrios Gunopulos, Vagelis Hristidis, Victor Vianu, 2000 .

ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS

D. Politis, T. McElroy, 2002, Econometric Theory.

Self-Normalization for Heavy-Tailed Time Series with Long Memory

Tucker McElroy, Dimitris Politis, D. Politis, 2006 .

Moment-based tail index estimation

Tucker McElroy, Dimitris N. Politis, D. Politis, 2007 .

Computer-intensive rate estimation, diverging statistics and scanning

Tucker McElroy, Dimitris N. Politis, D. Politis, 2007, 0710.5004.

Subsampling inference for the mean of heavy‐tailed long‐memory time series

D. Politis, T. McElroy, A. Jach, 2012 .

Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White

Andrew J. Patton, Dimitris N. Politis, H. White, 2009 .

Subsampling for heteroskedastic time series

Michael Wolf, Joseph P. Romano, Dimitris N. Politis, 1997 .

Kernel estimates of nonparametric functional autoregression models and their bootstrap approximation

D. Politis, T. Zhu, Tingyi Zhu, 2017 .

Model-Based Prediction in Autoregression

D. Politis, 2015 .

Model-Free Inference for Markov Processes

D. Politis, 2015 .

Prediction: Some Heuristic Notions

D. Politis, 2015 .

Model-Free vs. Model-Based Confidence Intervals

D. Politis, 2015 .

Linear Time Series and Optimal Linear Prediction

D. Politis, 2015 .

Predictive Inference for Locally Stationary Time Series

D. Politis, 2015 .

Moment estimation for statistics from marked point processes

Dimitris N. Politis, M. Sherman, D. Politis, 2001 .

Bootstrap confidence intervals for conditional density function in Markov processes

D. Politis, R. Cao, Inés Barbeito, 2019, Commun. Stat. Simul. Comput..

TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain

Claudia Kirch, Dimitris N. Politis, D. Politis, 2011, 1211.4732.

Resampling methods for functional data

Timothy L. McMurry, Dimitris N. Politis, D. Politis, 2018, Oxford Handbooks Online.

Fixed b subsampling and the block bootstrap: improved confidence sets based on p‐value calibration

Xiaofeng Shao, Dimitris N. Politis, D. Politis, 2013 .

Fixed-b Subsampling and Block Bootstrap: Improved Condence Sets Based on P-value Calibration

Xiaofeng Shao, Dimitris N. Politis, D. Politis, 2012, 1204.1035.

Weak convergence of dependent empirical measures with application to subsampling in function spaces

Michael Wolf, Joseph P. Romano, Dimitris N. Politis, 1999 .

On the sample variance of linear statistics derived from mixing sequences

Joseph P. Romano, Dimitris N. Politis, D. Politis, 1993 .

BIAS‐CORRECTED NONPARAMETRIC SPECTRAL ESTIMATION

Joseph P. Romano, Dimitris N. Politis, D. Politis, 1995 .

Maximum Entropy Modelling of Mixture Distributions

Dimitris N. Politis, D. Politis, 1994 .

Bootstrap confidence bands for spectra and cross-spectra

Joseph P. Romano, Dimitris N. Politis, Tze-Leung Lai, 1992, IEEE Trans. Signal Process..

The Rosenblatt Process

Richard A. Davis, D. Politis, K. Lii, 2011 .

Inference for Some Multivariate ARCH and GARCH Models

D. Politis, P. Dellaportas, I. Vrontos, 2003 .

Testing Time Series Linearity: Traditional and Bootstrap Methods

D. Politis, Arthur Berg, T. McMurry, 2012 .

Scale Renormalization and Random Solutions of the Burgers Equation

Richard A. Davis, D. Politis, K. Lii, 2011 .

A REALITY CHECK FOR DATA SNOOPING BY HALBERT WHITE

H. White, D. Politis, Ryan Sullivan, 2005 .

Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations

V. A. Vasiliev, D. Politis, V. Vasiliev, 2013 .

Local block bootstrap inference for trending time series

D. Politis, E. Paparoditis, Arif Dowla, 2013 .

ARMA Models, Prewhitening , and Minimum Cross

D. Politis, 1993 .

Bootstrap order selection for SETAR models

D. Politis, L. Fenga, 2015 .

On Some Global Measures of the Deviations of Density Function Estimates

Richard A. Davis, D. Politis, K. Lii, 2011 .

SEQUENTIAL KERNEL ESTIMATION OF A MULTIVARIATE REGRESSION FUNCTION

V. A. Vasiliev, D. Politis, V. Vasiliev, 2012 .

Spectral Density and Spectral Distribution Inference for Long Memory Time Series via Fixed-b Asymptotics

D. Politis, T. McElroy, 2014 .

Title Spectral Density and Spectral Distribution Inference for Long Memory Time Series via Fixed-b Asymptotics Permalink

D. Politis, T. McElroy, 2013 .

Heteroskedastic Linear Regression: Steps Towards Adaptivity, Efficiency, and Robustness

D. Politis, Stefanos Poulis, 2014 .

Reduced bias nonparametric lifetime density and hazard estimation

D. Politis, Arthur Berg, Kagba Suaray, 2007, TEST.

Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap

D. Politis, C. Jentsch, 2013 .

Rejoinder of “High-dimensional autocovariance matrices and optimal linear prediction”

D. Politis, T. McMurry, 2015 .

An Introduction to Support Vector Machines

Bernhard Schölkopf, Michael G. Akritas, Dimitris N. Politis, 2003 .

NoVaS Transformations: Flexible Inference for Volatility Forecasting ⁄

D. Politis, D. Thomakos, 2008 .

Time-varying NoVaS vs . GARCH : robustness against structural breaks in financial returns

D. Politis, 2022 .

Statistical Spectral Analysis of Time Series Arising From Stationary Stochastic Processes

Richard A. Davis, D. Politis, K. Lii, 2011 .

Title Higher-Order Accurate , Positive Semi-definite Estimation of Large-Sample Covariance and Spectral Density Matrices Permalink

D. Politis, 2005 .

Time Series in the Frequency Domain

D. Politis, T. McElroy, 2019 .

Chapter 21 Asymptotic Behavior of Eigenvalues for a Class of Integral Equations with Translation Kernels

Richard A. Davis, D. Politis, K. Lii, 2011 .

Model-Free Prediction and Regression: A Transformation-Based Approach to Inference

D. Politis, 2015 .

Subsampling p-values

D. Politis, Arthur Berg, T. McMurry, 2010 .

Selected works of Murray Rosenblatt

M. Rosenblatt, D. Politis, K. Lii, 2011 .

Truncated Estimation of Ratio Statistics with Application to Heavy Tail Distributions

V. A. Vasiliev, D. Politis, S. Vorobeychikov, 2018, Mathematical Methods of Statistics.

Large sample theory for statistics of stable moving averages

D. Politis, T. McElroy, 2004 .

Model Free Inference on Multivariate Time Series with Conditional Correlations

D. Politis, D. Thomakos, J. Klepsch, 2020, Stats.

Characterizations, Sub and resampling, and goodness of fit

L. Brown, D. Politis, A. Dasgupta, 2004 .

Monotone function estimator and its application

D. Politis, Yunyi Zhang, Jiazheng Liu, 2018, 1808.01274.

Bagging Multiple Comparisons from Microarray Data

D. Politis, 2007, International Symposium on Bioinformatics Research and Applications.

Rejoinder on: Model-free model-fitting and predictive distributions

D. Politis, 2013 .

Model-free model-fitting and predictive distributions REJOINDER

D. Politis, 2022 .

Estimating the spectral density at frequencies near zero

D. Politis, T. McElroy, 2022, Journal of the American Statistical Association.

Bias reduction by transformed flat-top Fourier series estimator of density on compact support

D. Politis, Liangcheng Wang, 2022, Journal of Nonparametric Statistics.

ON THE BEHAVIOR OF NONPARAMETRIC DENSITY AND SPECTRAL DENSITY ESTIMATORS AT ZERO POINTS OF THEIR SUPPORT

D. Politis, 2012 .

Higher-Order estimation of s-th order spectra with flat-top lag-windows

D. Politis, Arthur Berg, 2006, math/0612681.

Generalized seasonal tapered block bootstrap

D. Politis, E. Paparoditis, A. Dudek, 2016 .

Model-Based and Model-Free point prediction algorithms for locally stationary random fields

D. Politis, Yiwen Zhang, Srinjoy Das, 2022, 2212.03079.

Local Quadratic Spectral and Covariance Matrix Estimation

D. Politis, T. McElroy, 2022, 2212.02584.

Local block bootstrap inference for trending time series

D. Politis, E. Paparoditis, Arif Dowla, 2012, Metrika.

Estimating Smoothness and Optimal Bandwidth for Probability Density Functions

D. Politis, P. Tarassenko, V. Vasiliev, 2022, Stats.

Topics in Nonparametric Statistics

Michael G. Akritas, Soumendra N. Lahiri, Dimitris N. Politis, 2014 .

The Local Bootstrap for Kernel Estimators under General Dependence Conditions

Efstathios Paparoditis, Dimitris N. Politis, D. Politis, 2000 .

The asymptotic size and power of the augmented Dickey–Fuller test for a unit root

D. Politis, E. Paparoditis, 2018 .

Density Estimation of Censored Data with Infinite-Order Kernels

D. Politis, Arthur Berg, Kagba Suaray, 2007, 0704.3281.

A Full-Factor Multivariate GARCH Model

Ioannis D. Vrontos, Petros Dellaportas, Dimitris N. Politis, 2003 .

Ridge regression revisited: Debiasing, thresholding and bootstrap

D. Politis, Yunyi Zhang, 2020, The Annals of Statistics.

Debiased and threshold ridge regression for linear model with heteroskedastic and dependent error

Dimitris N. Politis, Yunyi Zhang, D. Politis, 2021, 2110.13498.

The Model-Free Prediction Principle

Dimitris N. Politis, D. Politis, 2015 .

Model-Free Prediction in Regression

Dimitris N. Politis, D. Politis, 2015 .

Statistical Estimation

D. Politis, T. McElroy, Gary King, 2022 .

Computer-intensive methods in statistical analysis

Dimitris N. Politis, D. Politis, 1998, IEEE Signal Process. Mag..

Unit Root Testing via the Continuous-Path Block Bootstrap

D. Politis, E. Paparoditis, 2001 .

Case Report: Opioid Use Disorder Associated With Low/Moderate Dose of Loperamide in an Intellectual Disability Patient With CYP3A and P-Glycoprotein Reduced Activity

D. Politis, Y. Daali, C. Eap, 2022, Frontiers in Psychiatry.

Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices

Dimitris N. Politis, Jiang Wang, D. Politis, 2021, Journal of Time Series Analysis.

Statistical Spectral Analysis of Time Series Arising From Stationary Stochastic Processes

D. Politis, K. Lii, R. Davis, 2011 .

Model-free model-fitting and predictive distributions

Dimitris N. Politis, D. Politis, 2010 .

A new approach on estimation of the tail index

D. Politis, 2002 .

A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS

Raffaella Giacomini, Dimitris N. Politis, H. White, 2013, Econometric Theory.

Density Estimates and Markov Sequences

Richard A. Davis, Dimitris N. Politis, Keh-Shin Lii, 2011 .

Stationary Processes as Shifts of Functions of Independent Random Variables

D. Politis, K. Lii, R. Davis, 2011 .

Recurrence-Time Moments in Random Walks

D. Politis, K. Lii, R. Davis, 2011 .

Can the Stock Market be Linearized

D. Politis, 2006 .

Model-free model-fitting and predictive distributions

D. Politis, Dimitris N. Politis, 2013, TEST.

Entropy Maximization as a Holistic Design Principle for Complex Optimal Networks and the Emergence of Power Laws

Venkat Venkatasubramanian, Priyan R. Patkar, Dimitris Nicolas Politis, 2004, ArXiv.

Minimally biased nonparametric regression and autoregression

D. Politis, T. McMurry, 2007 .

Subsampling Continuous Parameter Random Fields and a Bernstein Inequality

D. Politis, P. Bertail, Nourheddine Rhomari, 2000 .

Bootstrap seasonal unit root test under periodic variation

Nan Zou, Dimitris Politis, D. Politis, 2016, Econometrics and Statistics.

HEGY test under seasonal heterogeneity

D. Politis, Nan Zou, 2016, 1608.04039.

Bootstrap with larger resample size for root-n consistent density estimation with time series data

D. Politis, Christopher C. Chang, 2011 .

Murray Rosenblatt’s Contributions to Strong Mixing

D. Politis, K. Lii, R. Davis, 2011 .

Student’s-t process with spatial deformation for spatio-temporal data

D. Politis, M. Paez, J. Leskow, 2022, Statistical Methods & Applications.

An algorithm for robust fitting of autoregressive models

D. Politis, 2009 .

LASSO order selection for sparse autoregression: a bootstrap approach

Livio Fenga, Dimitris N. Politis, D. Politis, 2017 .

A bootstrap test for time series linearity

D. Politis, Arthur Berg, E. Paparoditis, 2010 .

Complex-valued tapers

D. N. Politis, D. Politis, 2005, IEEE Signal Processing Letters.

The Tapered Block Bootstrap for General Statistics from Stationary Sequences

Efstathios Paparoditis, Dimitris N. Politis, D. Politis, 2002 .

Tapered block bootstrap

Efstathios Paparoditis, Dimitris N. Politis, D. Politis, 2001 .

On Nonparametric Function Estimation with Infinite-Order Flat-Top Kernels

D. Politis, 2000 .

Remarks on the Burgers Equation

D. Politis, K. Lii, R. Davis, 2011 .

Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order

Joseph P. Romano, Dimitris N. Politis, D. Politis, 1999 .

Model-free Bootstrap and Conformal Prediction in Regression: Conditionality, Conjecture Testing, and Pertinent Prediction Intervals

Dimitris N. Politis, Yiren Wang, D. Politis, 2021, 2109.12156.

Optimal linear interpolation of multiple missing values

D. Politis, T. McElroy, 2022, Statistical Inference for Stochastic Processes.

Preface to the Murray Rosenblatt memorial special issue of JTSA

Richard C. Bradley, Dimitris N. Politis, Richard A. Davis, 2021, Journal of Time Series Analysis.

Distribution Theory for the Studentized Mean for Long, Short, and Negative Memory Time Series

D. Politis, T. McElroy, 2011 .

Time Series: A First Course with Bootstrap Starter

D. Politis, T. McElroy, 2019 .

Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA‐Sieve Bootstrap

D. Politis, T. McMurry, 2018 .

Tapered Block Bootstrap for Unit Root Testing

Efstathios Paparoditis, Cameron Parker, Dimitris N. Politis, 2014 .

FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY

D. Politis, T. McElroy, 2009, Econometric Theory.

Multivariate NoVaS and Inference on Conditional Correlations

D. Politis, D. Thomakos, 2016 .

Residual‐Based Block Bootstrap for Unit Root Testing

Efstathios Paparoditis, Dimitris N. Politis, D. Politis, 2003 .

ARMA models, prewhitening, and minimum cross entropy

Dimitris N. Politis, D. Politis, 1993, IEEE Trans. Signal Process..

Work Title The Asymptotic Size and Power of the Augmented Dickey-Fuller Test for a Unit Root Permalink

D. Politis, E. Paparoditis, 2022 .

Banded and tapered estimates for autocovariance matrices and the linear process bootstrap

D. Politis, T. McMurry, Timothy L. McMurry, 2010 .

Bayesian analysis of the unobserved ARCH model

Petros Dellaportas, Dimitris Nicolas Politis, Stefanos G. Giakoumatos, 2005, Stat. Comput..

An application of three bivariate time‐varying volatility models

D. Politis, P. Dellaportas, I. Vrontos, 2001 .

On a family of smoothing kernels of in nite order

Dimitris N. Politis, D. Politis, 2022 .

The Variance of Sample Autocorrelations: Does Barlett's Formula Work With ARCH Data?

D. Politis, P. Kokoszka, 2008 .

NONLINEARITY OF ARCH AND STOCHASTIC VOLATILITY MODELS AND BARTLETT'S FORMULA

D. Politis, P. Kokoszka, 2011 .

Fractional Integrals of Stationary Processes and the Central Limit Theorem

D. Politis, K. Lii, R. Davis, 2011 .

Asymptotic Normality, Strong Mixing and Spectral Density Estimates

D. Politis, K. Lii, R. Davis, 2011 .

Resampling and Subsampling for Financial Time Series

Efstathios Paparoditis, Dimitris N. Politis, D. Politis, 2009 .

Subsampling in the I.I.D. Case

Joseph P. Romano, D. Politis, Michael Wolf, 1999 .

$L_p$ and almost sure convergence of estimation on heavy tail index under random censoring

D. Politis, Yunyi Zhang, Jiazheng Liu, 2018, 1808.08320.

Truncated Estimation of Ratio Statistics with Application to Heavy Tail Distributions

D. Politis, S. Vorobeychikov, V. Vasiliev, 2018, Mathematical Methods of Statistics.

Adaptive Estimation of Heavy Tail Distributions with Application to Hall Model

D. Politis, V. Vasiliev, Sergey E. Vorobeychikov, 2016 .

Subsampling the distribution of diverging statistics with applications to finance

Halbert White, Christian Haefke, Patrice Bertail, 2004 .

A Subsampling Approach to Estimating the Distribution of Diversing Statistics with Application to Assessing Financial Market Risks

Christian Haefke, Patrice Bertail, Halbert L. White, Jr., 2001 .

Subsampling Inference with K Populations and a Non‐standard Behrens–Fisher Problem

Joseph P. Romano, Timothy L. McMurry, Dimitris N. Politis, 2012 .

Extrapolation of subsampling distribution estimators: The i.i.d. and strong mixing cases

Patrice Bertail, Dimitris N. Politis, D. Politis, 2001 .

A General Resampling Scheme for Triangular Arrays of $\alpha$-Mixing Random Variables with Application to the Problem of Spectral Density Estimation

Joseph P. Romano, Dimitris N. Politis, D. Politis, 1992 .

Subsampling for Stationary Time Series

Joseph P. Romano, D. Politis, Michael Wolf, 1999 .

Title Higher-Order Accurate , Positive Semi-definite Estimation of Large-Sample Covariance and Spectral Density Matrices Permalink

D. Politis, 2005 .

Robust Autocorrelation Estimation

Dimitris N. Politis, D. Politis, Christopher C. Chang, 2016 .

Discussion: Bootstrap methods for dependent data: A review

D. Politis, Sı́lvia Gonçalves, Sílvia Gonçalves, 2011 .

Linear process bootstrap unit root test

D. Politis, Nan Zou, 2016, Statistics & Probability Letters.

Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions

D. Politis, Yunyi Zhang, E. Paparoditis, 2021, 2110.14067.

Bootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees

D. Politis, Yunyi Zhang, 2020, 2005.09145.

Statistical inference on AR(p) models with non-i.i.d. innovations

Dimitris N. Politis, Yunyi Zhang, D. Politis, 2021 .

Bootstrap-based ARMA order selection

Livio Fenga, Dimitris N. Politis, D. Politis, 2011 .

Nonparametric regression with infinite order flat-top kernels

D. Politis, T. McMurry, 2004 .

Predictive Inference for Locally Stationary Time Series With an Application to Climate Data

Srinjoy Das, Dimitris N. Politis, D. Politis, 2017, Journal of the American Statistical Association.

Optimal Multi-Step-Ahead Prediction of ARCH/GARCH Models and NoVaS Transformation

D. Politis, Jie Chen, 2019, Econometrics.

Unit root testing via the stationary bootstrap

D. Politis, E. Paparoditis, Cameron Parker, 2006 .

Local block bootstrap

Efstathios Paparoditis, Dimitris N. Politis, D. Politis, 2002 .

Discussion on the review by

D. Politis, E. Paparoditis, Jens-Peter Kreiss, 2011 .

An Introduction to Support Vector Machines

D. Politis, M. Akritas, B. Scholkopf, 2003 .

Time-varying NoVaS Versus GARCH: Point Prediction, Volatility Estimation and Prediction Intervals

D. Politis, Jie Chen, 2020 .

NoVaS Transformations: Flexible Inference for Volatility Forecasting ⁄

D. Politis, D. Thomakos, 2008 .

Financial Time Series and Volatility Prediction using NoVaS Transformations

D. Politis, D. Thomakos, 2008 .

Model-free vs . Model-based Volatility Prediction ∗

D. Politis, 2006 .

Recent Advances and Trends in Nonparametric Statistics

Michael G. Akritas, Dimitris N. Politis, D. Politis, 2003 .

Some Regression Problems in Time Series Analysis

D. Politis, K. Lii, R. Davis, 2011 .

Financial time series

D. Politis, 2009 .

Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model

Dimitris N. Politis, Liang Wang, D. Politis, 2021, Electronic Journal of Statistics.

Local block bootstrap for inhomogeneous Poisson marked point processes

D. Politis, William Garner, 2018 .

Large-sample inference in the general AR(1) model

D. Politis, E. Paparoditis, 2000 .

Studentization vs. variance stabilization: a simple way out of an old dilemma

D. Politis, 2022 .

Bootstrap Confidence Intervals in Nonparametric Regression Without an Additive Model

D. Politis, 2014 .

Scalable subsampling: computation, aggregation and inference

Dimitris N. Politis, D. Politis, 2021, 2112.06434.

Functions of a Markov Process that are Markovian

D. Politis, K. Lii, R. Davis, 2011 .

Some Purely Deterministic Processes

Richard A. Davis, Dimitris N. Politis, Keh-Shin Lii, 2011 .

The Correct Asymptotic Variance for the Sample Mean of a Homogeneous Poisson Marked Point Process

William Garner, Dimitris N. Politis, D. Politis, 2013, Journal of Applied Probability.

STABLE MARKED POINT PROCESSES

D. Politis, T. McElroy, 2007, 0708.0536.

LARGE SAMPLE INFERENCE FOR IRREGULARLY SPACED DEPENDENT OBSERVATIONS BASEDON SUBSAMPLING

Efstathios Paparoditis, Joseph P. Romano, Dimitris N. Politis, 1998 .

An Introduction to Support Vector Machines

D. Politis, M. Akritas, B. Scholkopf, 2003 .

Murray Rosenblatt and cumulant/higher-order/poly spectra

D. Politis, K. Lii, R. Davis, 2011 .

Reduced bias nonparametric lifetime density and hazard estimation

D. Politis, Arthur Berg, Huifang Zeng, 2007, TEST.

A Class of Stationary Processes and a Central Limit Theorem

D. Politis, K. Lii, R. Davis, 2011 .

Nonparametric Estimation of the Conditional Distribution at Regression Boundary Points

D. Politis, Srinjoy Das, 2017, The American Statistician.

Subsampling p-values

D. Politis, T. McMurry, Gdse, 2010 .

A general method of minimum cross-entropy spectral estimation

Michael A. Tzannes, Dimitris Politis, N. S. Tzannes, 1985, IEEE Trans. Acoust. Speech Signal Process..

Estimating transformation function

D. Politis, Yunyi Zhang, Jiazheng Liu, 2019, Electronic Journal of Statistics.

Discussion of Bickel and Rosenblatt’s work on Global Measures of Deviations for Density Estimates

D. Politis, K. Lii, R. Davis, 2011 .

Choice of the Block Size

Joseph P. Romano, D. Politis, Michael Wolf, 1999 .

K-sample subsampling in general spaces: The case of independent time series

Joseph P. Romano, Dimitris N. Politis, D. Politis, 2010, J. Multivar. Anal..

A FINE‐TUNED ESTIMATOR OF A GENERAL CONVERGENCE RATE

Tucker McElroy, Dimitris N. Politis, D. Politis, 2008 .

A new approach on estimation of the tail index

D. Politis, 2002 .

Baxter’s inequality for triangular arrays

D. Politis, M. Meyer, T. McMurry, 2015, Mathematical Methods of Statistics.