McElroy, Tucker; Politis, Dimitris N. Estimating the spectral density at frequencies near zero. (English) Zbl 07820407 J. Am. Stat. Assoc. 119, No. 545, 612-624 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{T. McElroy} and \textit{D. N. Politis}, J. Am. Stat. Assoc. 119, No. 545, 612--624 (2024; Zbl 07820407) Full Text: DOI arXiv
Zhang, Yunyi; Politis, Dimitris N. Bootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees. (English) Zbl 07655455 Inf. Inference 12, No. 1, 157-209 (2023). MSC: 62Hxx PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{D. N. Politis}, Inf. Inference 12, No. 1, 157--209 (2023; Zbl 07655455) Full Text: DOI arXiv
Castro Morales, Fidel Ernesto; Politis, Dimitris N.; Leskow, Jacek; Paez, Marina Silva Student’s-\(t\) process with spatial deformation for spatio-temporal data. (English) Zbl 1504.62176 Stat. Methods Appl. 31, No. 5, 1099-1126 (2022). MSC: 62P12 62H11 PDFBibTeX XMLCite \textit{F. E. Castro Morales} et al., Stat. Methods Appl. 31, No. 5, 1099--1126 (2022; Zbl 1504.62176) Full Text: DOI
Wang, Liang; Politis, Dimitris N. Bias reduction by transformed flat-top Fourier series estimator of density on compact support. (English) Zbl 07622180 J. Nonparametric Stat. 34, No. 4, 831-858 (2022). MSC: 62G07 62F03 PDFBibTeX XMLCite \textit{L. Wang} and \textit{D. N. Politis}, J. Nonparametric Stat. 34, No. 4, 831--858 (2022; Zbl 07622180) Full Text: DOI
McElroy, Tucker S.; Politis, Dimitris N. Optimal linear interpolation of multiple missing values. (English) Zbl 07594029 Stat. Inference Stoch. Process. 25, No. 3, 471-483 (2022). MSC: 62Mxx PDFBibTeX XMLCite \textit{T. S. McElroy} and \textit{D. N. Politis}, Stat. Inference Stoch. Process. 25, No. 3, 471--483 (2022; Zbl 07594029) Full Text: DOI
Zhang, Yunyi; Politis, Dimitris N. Ridge regression revisited: debiasing, thresholding and bootstrap. (English) Zbl 07547935 Ann. Stat. 50, No. 3, 1401-1422 (2022). MSC: 62J05 62F40 PDFBibTeX XMLCite \textit{Y. Zhang} and \textit{D. N. Politis}, Ann. Stat. 50, No. 3, 1401--1422 (2022; Zbl 07547935) Full Text: DOI arXiv
Wang, Yiren; Politis, Dimitris N. Model-free bootstrap for a general class of stationary time series. (English) Zbl 07526564 Bernoulli 28, No. 2, 744-770 (2022). MSC: 62Mxx 62Gxx 60Fxx PDFBibTeX XMLCite \textit{Y. Wang} and \textit{D. N. Politis}, Bernoulli 28, No. 2, 744--770 (2022; Zbl 07526564) Full Text: DOI arXiv Link
Barbeito, Inés; Cao, Ricardo; Politis, Dimitris Bootstrap confidence intervals for conditional density function in Markov processes. (English) Zbl 07553338 Commun. Stat., Simulation Comput. 50, No. 12, 4315-4337 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{I. Barbeito} et al., Commun. Stat., Simulation Comput. 50, No. 12, 4315--4337 (2021; Zbl 07553338) Full Text: DOI
Wang, Jiang; Politis, Dimitris N. Consistent autoregressive spectral estimates: nonlinear time series and large autocovariance matrices. (English) Zbl 1476.62195 J. Time Ser. Anal. 42, No. 5-6, 580-596 (2021). MSC: 62M10 62M15 62G20 PDFBibTeX XMLCite \textit{J. Wang} and \textit{D. N. Politis}, J. Time Ser. Anal. 42, No. 5--6, 580--596 (2021; Zbl 1476.62195) Full Text: DOI
Bradley, Richard C. (ed.); Davis, Richard A. (ed.); Politis, Dimitris N. (ed.) Preface to the Murray Rosenblatt memorial special issue of JTSA. (English) Zbl 1475.00142 J. Time Ser. Anal. 42, No. 5-6, 495-498 (2021). MSC: 00B30 00B15 62-06 62M10 PDFBibTeX XMLCite \textit{R. C. Bradley} (ed.) et al., J. Time Ser. Anal. 42, No. 5--6, 495--498 (2021; Zbl 1475.00142)
Das, Srinjoy; Politis, Dimitris N. Predictive inference for locally stationary time series with an application to climate data. (English) Zbl 1464.62379 J. Am. Stat. Assoc. 116, No. 534, 919-934 (2021). MSC: 62M10 62M20 62P12 PDFBibTeX XMLCite \textit{S. Das} and \textit{D. N. Politis}, J. Am. Stat. Assoc. 116, No. 534, 919--934 (2021; Zbl 1464.62379) Full Text: DOI arXiv
Politis, D. N.; Vasiliev, V. A.; Vorobeychikov, S. E. Optimal index estimation of heavy-tailed distributions. (English) Zbl 1464.62364 Sequential Anal. 40, No. 1, 125-147 (2021). MSC: 62L12 62G32 60F10 PDFBibTeX XMLCite \textit{D. N. Politis} et al., Sequential Anal. 40, No. 1, 125--147 (2021; Zbl 1464.62364) Full Text: DOI
Wang, Liang; Politis, Dimitris N. Asymptotic validity of bootstrap confidence intervals in nonparametric regression without an additive model. (English) Zbl 1457.62121 Electron. J. Stat. 15, No. 1, 392-426 (2021). MSC: 62G08 62G09 62G15 PDFBibTeX XMLCite \textit{L. Wang} and \textit{D. N. Politis}, Electron. J. Stat. 15, No. 1, 392--426 (2021; Zbl 1457.62121) Full Text: DOI Euclid
Das, Srinjoy; Politis, Dimitris N. Nonparametric estimation of the conditional distribution at regression boundary points. (English) Zbl 07593684 Am. Stat. 74, No. 3, 233-242 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{S. Das} and \textit{D. N. Politis}, Am. Stat. 74, No. 3, 233--242 (2020; Zbl 07593684) Full Text: DOI arXiv
Chen, Jie; Politis, Dimitris N. Time-varying NoVaS versus GARCH: point prediction, volatility estimation and prediction intervals. (English) Zbl 07336611 J. Time Ser. Econom. 12, No. 2, Article ID 20190044, 36 p. (2020). MSC: 62P20 PDFBibTeX XMLCite \textit{J. Chen} and \textit{D. N. Politis}, J. Time Ser. Econom. 12, No. 2, Article ID 20190044, 36 p. (2020; Zbl 07336611) Full Text: DOI
Berg, Arthur; Politis, Dimitris; Suaray, Kagba; Zeng, Hui Reduced bias nonparametric lifetime density and hazard estimation. (English) Zbl 1458.62086 Test 29, No. 3, 704-727 (2020). MSC: 62G07 62G20 62N05 62P10 PDFBibTeX XMLCite \textit{A. Berg} et al., Test 29, No. 3, 704--727 (2020; Zbl 1458.62086) Full Text: DOI arXiv
Zhu, Tingyi; Politis, Dimitris N. Higher-order accurate spectral density estimation of functional time series. (English) Zbl 1442.62207 J. Time Ser. Anal. 41, No. 1, 3-20 (2020). Reviewer: Denis Sidorov (Irkutsk) MSC: 62M10 62M15 62R10 62H12 62H30 62G10 PDFBibTeX XMLCite \textit{T. Zhu} and \textit{D. N. Politis}, J. Time Ser. Anal. 41, No. 1, 3--20 (2020; Zbl 1442.62207) Full Text: DOI arXiv
McElroy, Tucker S.; Politis, Dimitris N. Time series. A first course with bootstrap starter. (English) Zbl 1455.62002 Chapman & Hall/CRC Texts in Statistical Science Series. Boca Raton, FL: CRC Press (ISBN 978-1-4398-7651-0/hbk; 978-0-429-10955-3/ebook). xix, 566 p. (2020). Reviewer: Ludwig Paditz (Dresden) MSC: 62-01 62M10 62M20 62-04 PDFBibTeX XMLCite \textit{T. S. McElroy} and \textit{D. N. Politis}, Time series. A first course with bootstrap starter. Boca Raton, FL: CRC Press (2020; Zbl 1455.62002) Full Text: DOI
Zhang, Yunyi; Liu, Jiazheng; Pan, Zexin; Politis, Dimitris N. Estimating transformation function. (English) Zbl 1429.62120 Electron. J. Stat. 13, No. 2, 3095-3119 (2019). MSC: 62G05 62G09 62G10 62G08 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Electron. J. Stat. 13, No. 2, 3095--3119 (2019; Zbl 1429.62120) Full Text: DOI Euclid
Tewes, Johannes; Politis, Dimitris N.; Nordman, Daniel J. Convolved subsampling estimation with applications to block bootstrap. (English) Zbl 1415.62024 Ann. Stat. 47, No. 1, 468-496 (2019). MSC: 62G09 62G20 62J05 62M10 PDFBibTeX XMLCite \textit{J. Tewes} et al., Ann. Stat. 47, No. 1, 468--496 (2019; Zbl 1415.62024) Full Text: DOI arXiv Euclid
Zou, Nan; Politis, Dimitris N. Linear process bootstrap unit root test. (English) Zbl 1407.62337 Stat. Probab. Lett. 145, 74-80 (2019). MSC: 62M10 62G09 62G10 PDFBibTeX XMLCite \textit{N. Zou} and \textit{D. N. Politis}, Stat. Probab. Lett. 145, 74--80 (2019; Zbl 1407.62337) Full Text: DOI arXiv
Paparoditis, Efstathios; Politis, Dimitris N. The asymptotic size and power of the augmented Dickey-Fuller test for a unit root. (English) Zbl 1490.62216 Econom. Rev. 37, No. 9, 955-973 (2018). MSC: 62M07 62F05 62M10 62P20 PDFBibTeX XMLCite \textit{E. Paparoditis} and \textit{D. N. Politis}, Econom. Rev. 37, No. 9, 955--973 (2018; Zbl 1490.62216) Full Text: DOI
Politis, D. N.; Vasiliev, V. A.; Vorobeychikov, S. E. Truncated estimation of ratio statistics with application to heavy tail distributions. (English) Zbl 1409.62103 Math. Methods Stat. 27, No. 3, 226-243 (2018). Reviewer: Wiesław Dziubdziela (Miedziana Gora) MSC: 62G32 62G05 62G20 PDFBibTeX XMLCite \textit{D. N. Politis} et al., Math. Methods Stat. 27, No. 3, 226--243 (2018; Zbl 1409.62103) Full Text: DOI
McMurry, Timothy L.; Politis, Dimitris N. Estimating MA parameters through factorization of the autocovariance matrix and an MA-sieve bootstrap. (English) Zbl 1416.62511 J. Time Ser. Anal. 39, No. 3, 433-446 (2018). Reviewer: Miroslav M. Ristić (Niš) MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{T. L. McMurry} and \textit{D. N. Politis}, J. Time Ser. Anal. 39, No. 3, 433--446 (2018; Zbl 1416.62511) Full Text: DOI
Garner, William; Politis, Dimitris N. Local block bootstrap for inhomogeneous Poisson marked point processes. (English) Zbl 1381.60091 Bernoulli 24, No. 1, 592-615 (2018). Reviewer: Viktor Ohanyan (Erevan) MSC: 60G55 60D05 52A22 62G09 PDFBibTeX XMLCite \textit{W. Garner} and \textit{D. N. Politis}, Bernoulli 24, No. 1, 592--615 (2018; Zbl 1381.60091) Full Text: DOI Euclid
Fenga, Livio; Politis, Dimitris N. LASSO order selection for sparse autoregression: a bootstrap approach. (English) Zbl 1492.62134 J. Stat. Comput. Simulation 87, No. 14, 2668-2688 (2017). MSC: 62M10 62J07 PDFBibTeX XMLCite \textit{L. Fenga} and \textit{D. N. Politis}, J. Stat. Comput. Simulation 87, No. 14, 2668--2688 (2017; Zbl 1492.62134) Full Text: DOI
Zhu, Tingyi; Politis, Dimitris N. Kernel estimates of nonparametric functional autoregression models and their bootstrap approximation. (English) Zbl 1373.62170 Electron. J. Stat. 11, No. 2, 2876-2906 (2017). MSC: 62G08 62G09 62M10 60G25 PDFBibTeX XMLCite \textit{T. Zhu} and \textit{D. N. Politis}, Electron. J. Stat. 11, No. 2, 2876--2906 (2017; Zbl 1373.62170) Full Text: DOI Euclid
Pan, Li; Politis, Dimitris N. Bootstrap prediction intervals for Markov processes. (English) Zbl 1466.62172 Comput. Stat. Data Anal. 100, 467-494 (2016). MSC: 62-08 62P05 PDFBibTeX XMLCite \textit{L. Pan} and \textit{D. N. Politis}, Comput. Stat. Data Anal. 100, 467--494 (2016; Zbl 1466.62172) Full Text: DOI
Jach, Agnieszka; McElroy, Tucker S.; Politis, Dimitris N. Corrigendum to: “Subsampling inference for the mean of heavy-tailed long-memory time series”. (English) Zbl 1416.62499 J. Time Ser. Anal. 37, No. 5, 713-720 (2016). MSC: 62M10 62M09 62G32 62P30 PDFBibTeX XMLCite \textit{A. Jach} et al., J. Time Ser. Anal. 37, No. 5, 713--720 (2016; Zbl 1416.62499) Full Text: DOI
Pan, Li; Politis, Dimitris N. Rejoinder – Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions. (English) Zbl 1353.62102 J. Stat. Plann. Inference 177, 45-49 (2016). MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{L. Pan} and \textit{D. N. Politis}, J. Stat. Plann. Inference 177, 45--49 (2016; Zbl 1353.62102) Full Text: DOI
Pan, Li; Politis, Dimitris N. Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions. (English) Zbl 1353.62101 J. Stat. Plann. Inference 177, 1-27 (2016). MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{L. Pan} and \textit{D. N. Politis}, J. Stat. Plann. Inference 177, 1--27 (2016; Zbl 1353.62101) Full Text: DOI
Dudek, Anna E.; Paparoditis, Efstathios; Politis, Dimitris N. Generalized seasonal tapered block bootstrap. (English) Zbl 1338.62124 Stat. Probab. Lett. 115, 27-35 (2016). MSC: 62G09 62M10 PDFBibTeX XMLCite \textit{A. E. Dudek} et al., Stat. Probab. Lett. 115, 27--35 (2016; Zbl 1338.62124) Full Text: DOI
Paparoditis, Efstathios; Politis, Dimitris N. A note on the behaviour of nonparametric density and spectral density estimators at zero points of their support. (English) Zbl 1383.62101 J. Time Ser. Anal. 37, No. 2, 182-194 (2016). MSC: 62G07 62M10 62M15 PDFBibTeX XMLCite \textit{E. Paparoditis} and \textit{D. N. Politis}, J. Time Ser. Anal. 37, No. 2, 182--194 (2016; Zbl 1383.62101) Full Text: DOI
Fenga, Livio; Politis, Dimitris N. Bootstrap order selection for SETAR models. (English) Zbl 1457.62261 J. Stat. Comput. Simulation 85, No. 2, 235-250 (2015). MSC: 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{L. Fenga} and \textit{D. N. Politis}, J. Stat. Comput. Simulation 85, No. 2, 235--250 (2015; Zbl 1457.62261) Full Text: DOI
Parker, Cameron C.; Paparoditis, Efstathios; Politis, Dimitris Tapered block bootstrap for unit root testing. (English) Zbl 1499.62290 J. Time Ser. Econom. 7, No. 1, 37-67 (2015). MSC: 62M07 62M10 62M15 62G09 PDFBibTeX XMLCite \textit{C. C. Parker} et al., J. Time Ser. Econom. 7, No. 1, 37--67 (2015; Zbl 1499.62290) Full Text: DOI
Politis, Dimitris N. Model-free prediction and regression. A transformation-based approach to inference. (English) Zbl 1397.62008 Frontiers in Probability and the Statistical Sciences. Cham: Springer (ISBN 978-3-319-21346-0/hbk; 978-3-319-21347-7/ebook). xvii, 246 p. (2015). Reviewer: Pavel Stoynov (Sofia) MSC: 62-02 62G08 62J02 62J05 62M02 62M10 62M20 62P20 PDFBibTeX XMLCite \textit{D. N. Politis}, Model-free prediction and regression. A transformation-based approach to inference. Cham: Springer (2015; Zbl 1397.62008) Full Text: DOI
Meyer, M.; McMurry, T.; Politis, D. Baxter’s inequality for triangular arrays. (English) Zbl 1327.62480 Math. Methods Stat. 24, No. 2, 135-146 (2015). MSC: 62M20 62M10 60G10 PDFBibTeX XMLCite \textit{M. Meyer} et al., Math. Methods Stat. 24, No. 2, 135--146 (2015; Zbl 1327.62480) Full Text: DOI
Jentsch, Carsten; Politis, Dimitris N. Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension. (English) Zbl 1320.62099 Ann. Stat. 43, No. 3, 1117-1140 (2015). MSC: 62G09 62M10 62H12 62M15 PDFBibTeX XMLCite \textit{C. Jentsch} and \textit{D. N. Politis}, Ann. Stat. 43, No. 3, 1117--1140 (2015; Zbl 1320.62099) Full Text: DOI arXiv Euclid
Jentsch, Carsten; Politis, Dimitris N.; Paparoditis, Efstathios Block bootstrap theory for multivariate integrated and cointegrated processes. (English) Zbl 1325.62066 J. Time Ser. Anal. 36, No. 3, 416-441 (2015). MSC: 62F40 62F12 62M05 62M10 PDFBibTeX XMLCite \textit{C. Jentsch} et al., J. Time Ser. Anal. 36, No. 3, 416--441 (2015; Zbl 1325.62066) Full Text: DOI
Cavaliere, Giuseppe (ed.); Politis, Dimitris N. (ed.); Rahbek, Anders (ed.) Recent developments in bootstrap methods for dependent data. (English) Zbl 1315.00084 J. Time Ser. Anal. 36, No. 3, 269-271 (2015). MSC: 00B25 62-06 PDFBibTeX XMLCite \textit{G. Cavaliere} (ed.) et al., J. Time Ser. Anal. 36, No. 3, 269--271 (2015; Zbl 1315.00084) Full Text: DOI
McMurry, Timothy L.; Politis, Dimitris N. Rejoinder of “High-dimensional autocovariance matrices and optimal linear prediction”. (English) Zbl 1309.62155 Electron. J. Stat. 9, 811-822 (2015). MSC: 62M20 62M10 62M15 PDFBibTeX XMLCite \textit{T. L. McMurry} and \textit{D. N. Politis}, Electron. J. Stat. 9, No. 1, 811--822 (2015; Zbl 1309.62155) Full Text: DOI Euclid
McMurry, Timothy L.; Politis, Dimitris N. High-dimensional autocovariance matrices and optimal linear prediction. (English) Zbl 1309.62154 Electron. J. Stat. 9, 753-788 (2015). MSC: 62M20 62M10 62M15 PDFBibTeX XMLCite \textit{T. L. McMurry} and \textit{D. N. Politis}, Electron. J. Stat. 9, No. 1, 753--788 (2015; Zbl 1309.62154) Full Text: DOI Euclid
Politis, Dimitris N. Model-free prediction with application to functional data analysis. (English) Zbl 1430.62080 Bongiorno, Enea G. (ed.) et al., Contributions in infinite-dimensional statistics and related topics. Selected papers from the 3rd international workshop on functional and operatorial statistics (IWFOS’2014), Stresa, Italy, June 19–21, 2014. Bologna: Società Editrice Esculapio. 221-226 (2014). MSC: 62G08 62R10 PDFBibTeX XMLCite \textit{D. N. Politis}, in: Contributions in infinite-dimensional statistics and related topics. Selected papers from the 3rd international workshop on functional and operatorial statistics (IWFOS'2014), Stresa, Italy, June 19--21, 2014. Bologna: Società Editrice Esculapio. 221--226 (2014; Zbl 1430.62080)
Politis, Dimitris N. Comment on: “Estimation and accuracy after model selection”. (English) Zbl 1368.62076 J. Am. Stat. Assoc. 109, No. 507, 1010-1013 (2014). MSC: 62F40 62G09 62P10 PDFBibTeX XMLCite \textit{D. N. Politis}, J. Am. Stat. Assoc. 109, No. 507, 1010--1013 (2014; Zbl 1368.62076) Full Text: DOI
Politis, Dimitris N.; Poulis, Stefanos Heteroskedastic linear regression: steps towards adaptivity, efficiency, and robustness. (English) Zbl 1331.62341 Akritas, Michael G. (ed.) et al., Topics in nonparametric statistics. Proceedings of the first conference of the International Society for Nonparametric Statistics, ISNPS, Chalkidiki, Greece, June 15–19, 2012. New York, NY: Springer (ISBN 978-1-4939-0568-3/hbk; 978-1-4939-0569-0/ebook). Springer Proceedings in Mathematics & Statistics 74, 283-297 (2014). MSC: 62J05 62G35 PDFBibTeX XMLCite \textit{D. N. Politis} and \textit{S. Poulis}, Springer Proc. Math. Stat. 74, 283--297 (2014; Zbl 1331.62341) Full Text: DOI
Politis, Dimitris N. Bootstrap confidence intervals in nonparametric regression without an additive model. (English) Zbl 1331.62239 Akritas, Michael G. (ed.) et al., Topics in nonparametric statistics. Proceedings of the first conference of the International Society for Nonparametric Statistics, ISNPS, Chalkidiki, Greece, June 15–19, 2012. New York, NY: Springer (ISBN 978-1-4939-0568-3/hbk; 978-1-4939-0569-0/ebook). Springer Proceedings in Mathematics & Statistics 74, 271-282 (2014). MSC: 62G08 62G09 62G15 PDFBibTeX XMLCite \textit{D. N. Politis}, Springer Proc. Math. Stat. 74, 271--282 (2014; Zbl 1331.62239) Full Text: DOI
Dudek, Anna E.; Leśkow, Jacek; Paparoditis, Efstathios; Politis, Dimitris N. A generalized block bootstrap for seasonal time series. (English) Zbl 1301.62086 J. Time Ser. Anal. 35, No. 2, 89-114 (2014). MSC: 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{A. E. Dudek} et al., J. Time Ser. Anal. 35, No. 2, 89--114 (2014; Zbl 1301.62086) Full Text: DOI
Chang, Christopher; Politis, Dimitris Aggregation of spectral density estimators. (English) Zbl 1333.62220 Stat. Probab. Lett. 94, 204-213 (2014). MSC: 62M15 62G07 65C60 PDFBibTeX XMLCite \textit{C. Chang} and \textit{D. Politis}, Stat. Probab. Lett. 94, 204--213 (2014; Zbl 1333.62220) Full Text: DOI
McElroy, Tucker S.; Politis, Dimitris N. Spectral density and spectral distribution inference for long memory time series via fixed-b asymptotics. (English) Zbl 1311.62151 J. Econom. 182, No. 1, 211-225 (2014). MSC: 62M10 62M15 62G07 PDFBibTeX XMLCite \textit{T. S. McElroy} and \textit{D. N. Politis}, J. Econom. 182, No. 1, 211--225 (2014; Zbl 1311.62151) Full Text: DOI Link
Akritas, Michael G. (ed.); Lahiri, S. N. (ed.); Politis, Dimitris N. (ed.) Topics in nonparametric statistics. Proceedings of the first conference of the International Society for Nonparametric Statistics, ISNPS, Chalkidiki, Greece, June 15–19, 2012. (English) Zbl 1307.62007 Springer Proceedings in Mathematics & Statistics 74. New York, NY: Springer (ISBN 978-1-4939-0568-3/hbk; 978-1-4939-0569-0/ebook). xvi, 367 p. (2014). MSC: 62-06 62Gxx 62F40 62Pxx 00B25 PDFBibTeX XMLCite \textit{M. G. Akritas} (ed.) et al., Topics in nonparametric statistics. Proceedings of the first conference of the International Society for Nonparametric Statistics, ISNPS, Chalkidiki, Greece, June 15--19, 2012. New York, NY: Springer (2014; Zbl 1307.62007) Full Text: DOI
Shao, Xiaofeng; Politis, Dimitris N. Fixed \(b\) subsampling and the block bootstrap: improved confidence sets based on \(p\)-value calibration. (English) Zbl 07555443 J. R. Stat. Soc., Ser. B, Stat. Methodol. 75, No. 1, 161-184 (2013). MSC: 62-XX PDFBibTeX XMLCite \textit{X. Shao} and \textit{D. N. Politis}, J. R. Stat. Soc., Ser. B, Stat. Methodol. 75, No. 1, 161--184 (2013; Zbl 07555443) Full Text: DOI arXiv
McElroy, Tucker; Politis, Dimitris N. Distribution theory for the Studentized mean for long, short, and negative memory time series. (English) Zbl 1285.62108 J. Econom. 177, No. 1, 60-74 (2013). MSC: 62M10 62G05 62G20 91B84 PDFBibTeX XMLCite \textit{T. McElroy} and \textit{D. N. Politis}, J. Econom. 177, No. 1, 60--74 (2013; Zbl 1285.62108) Full Text: DOI
Politis, Dimitris N.; Vasiliev, Vyacheslav A. Non-parametric sequential estimation of a regression function based on dependent observations. (English) Zbl 1294.62065 Sequential Anal. 32, No. 3, 243-266 (2013). MSC: 62G05 62G08 62G20 62J20 62L12 PDFBibTeX XMLCite \textit{D. N. Politis} and \textit{V. A. Vasiliev}, Sequential Anal. 32, No. 3, 243--266 (2013; Zbl 1294.62065) Full Text: DOI
Giacomini, Raffaella; Politis, Dimitris N.; White, Halbert A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators. (English) Zbl 1272.62033 Econom. Theory 29, No. 3, 567-589 (2013). MSC: 62G09 65C05 62F40 PDFBibTeX XMLCite \textit{R. Giacomini} et al., Econom. Theory 29, No. 3, 567--589 (2013; Zbl 1272.62033) Full Text: DOI
Politis, Dimitris N. Rejoinder on: Model-free model-fitting and predictive distributions. (English) Zbl 1367.62136 Test 22, No. 2, 240-250 (2013). MSC: 62G09 62G07 62G08 62A01 PDFBibTeX XMLCite \textit{D. N. Politis}, Test 22, No. 2, 240--250 (2013; Zbl 1367.62136) Full Text: DOI
Politis, Dimitris N. Model-free model-fitting and predictive distributions. (English) Zbl 1367.62135 Test 22, No. 2, 183-221 (2013). MSC: 62G09 62G07 62G08 62A01 PDFBibTeX XMLCite \textit{D. N. Politis}, Test 22, No. 2, 183--221 (2013; Zbl 1367.62135) Full Text: DOI
Dowla, Arif; Paparoditis, Efstathios; Politis, Dimitris N. Local block bootstrap inference for trending time series. (English) Zbl 1268.62111 Metrika 76, No. 6, 733-764 (2013). MSC: 62M10 62G09 62G20 65C60 PDFBibTeX XMLCite \textit{A. Dowla} et al., Metrika 76, No. 6, 733--764 (2013; Zbl 1268.62111) Full Text: DOI
Jentsch, Carsten; Politis, Dimitris N. Valid resampling of higher-order statistics using the linear process bootstrap and autoregressive sieve bootstrap. (English) Zbl 1347.62064 Commun. Stat., Theory Methods 42, No. 7, 1277-1293 (2013). MSC: 62G09 62M10 PDFBibTeX XMLCite \textit{C. Jentsch} and \textit{D. N. Politis}, Commun. Stat., Theory Methods 42, No. 7, 1277--1293 (2013; Zbl 1347.62064) Full Text: DOI
McMurry, Timothy L.; Politis, Dimitris N.; Romano, Joseph P. Subsampling inference with \(K\) populations and a non-standard Behrens-Fisher problem. (English. French summary) Zbl 1418.62187 Int. Stat. Rev. 80, No. 1, 149-175 (2012). MSC: 62G09 62G10 62G15 62G20 PDFBibTeX XMLCite \textit{T. L. McMurry} et al., Int. Stat. Rev. 80, No. 1, 149--175 (2012; Zbl 1418.62187) Full Text: DOI
Paparoditis, Efstathios; Politis, Dimitris N. Nonlinear spectral density estimation: thresholding the correlogram. (English) Zbl 1301.62041 J. Time Ser. Anal. 33, No. 3, 386-397 (2012). MSC: 62G07 62M15 62M10 PDFBibTeX XMLCite \textit{E. Paparoditis} and \textit{D. N. Politis}, J. Time Ser. Anal. 33, No. 3, 386--397 (2012; Zbl 1301.62041) Full Text: DOI
Jach, Agnieszka; McElroy, Tucker; Politis, Dimitris N. Subsampling inference for the mean of heavy-tailed long-memory time series. (English) Zbl 1300.62075 J. Time Ser. Anal. 33, No. 1, 96-111 (2012); corrigendum ibid. 37, No. 5, 713-720 (2016). MSC: 62M10 62M09 62G32 62P30 PDFBibTeX XMLCite \textit{A. Jach} et al., J. Time Ser. Anal. 33, No. 1, 96--111 (2012; Zbl 1300.62075) Full Text: DOI
McElroy, Tucker; Politis, Dimitris N. Fixed-\(b\) asymptotics for the Studentized mean from time series with short, long, or negative memory. (English) Zbl 1292.62128 Econom. Theory 28, No. 2, 471-481 (2012). MSC: 62M10 62G05 62M09 62P20 91B84 PDFBibTeX XMLCite \textit{T. McElroy} and \textit{D. N. Politis}, Econom. Theory 28, No. 2, 471--481 (2012; Zbl 1292.62128) Full Text: DOI
Gonçalves, Sílvia; Politis, Dimitris Discussion on: “Bootstrap methods for dependent data: a review”. (English) Zbl 1296.62166 J. Korean Stat. Soc. 40, No. 4, 383-386 (2011). MSC: 62M10 62M15 62G09 62-02 PDFBibTeX XMLCite \textit{S. Gonçalves} and \textit{D. Politis}, J. Korean Stat. Soc. 40, No. 4, 383--386 (2011; Zbl 1296.62166) Full Text: DOI
Kokoszka, Piotr S.; Politis, Dimitris N. Nonlinearity of ARCH and stochastic volatility models and Bartlett’s formula. (English) Zbl 1260.62068 Probab. Math. Stat. 31, No. 1, 47-59 (2011). MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{P. S. Kokoszka} and \textit{D. N. Politis}, Probab. Math. Stat. 31, No. 1, 47--59 (2011; Zbl 1260.62068) Full Text: Link
Kreiss, Jens-Peter; Paparoditis, Efstathios; Politis, Dimitris N. On the range of validity of the autoregressive sieve bootstrap. (English) Zbl 1227.62067 Ann. Stat. 39, No. 4, 2103-2130 (2011). MSC: 62M10 62M15 62G09 62G20 PDFBibTeX XMLCite \textit{J.-P. Kreiss} et al., Ann. Stat. 39, No. 4, 2103--2130 (2011; Zbl 1227.62067) Full Text: DOI arXiv
Kirch, Claudia; Politis, Dimitris N. TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain. (English) Zbl 1220.62107 Ann. Stat. 39, No. 3, 1427-1470 (2011). MSC: 62M10 62G09 60F17 62M15 PDFBibTeX XMLCite \textit{C. Kirch} and \textit{D. N. Politis}, Ann. Stat. 39, No. 3, 1427--1470 (2011; Zbl 1220.62107) Full Text: DOI arXiv
Fenga, Livio; Politis, Dimitris N. Bootstrap-based ARMA order selection. (English) Zbl 1219.62136 J. Stat. Comput. Simulation 81, No. 7, 799-814 (2011). MSC: 62M10 62G09 62B10 62E20 65C60 PDFBibTeX XMLCite \textit{L. Fenga} and \textit{D. N. Politis}, J. Stat. Comput. Simulation 81, No. 7, 799--814 (2011; Zbl 1219.62136) Full Text: DOI
Politis, Dimitris N. Higher-order accurate, positive semidefinite estimation of large-sample covariance and spectral density matrices. (English) Zbl 1219.62144 Econom. Theory 27, No. 4, 703-744 (2011). MSC: 62M15 65C60 62H12 62M10 PDFBibTeX XMLCite \textit{D. N. Politis}, Econom. Theory 27, No. 4, 703--744 (2011; Zbl 1219.62144) Full Text: DOI
Chang, Christopher C.; Politis, Dimitris N. Bootstrap with larger resample size for root-\(n\) consistent density estimation with time series data. (English) Zbl 1213.62138 Stat. Probab. Lett. 81, No. 6, 652-661 (2011). MSC: 62M10 62G07 62G09 65C60 PDFBibTeX XMLCite \textit{C. C. Chang} and \textit{D. N. Politis}, Stat. Probab. Lett. 81, No. 6, 652--661 (2011; Zbl 1213.62138) Full Text: DOI
Rosenblatt, Murray Davis, Richard A. (ed.); Lii, Keh-Shin (ed.); Politis, Dimitris N. (ed.) Selected Works of Murray Rosenblatt. Edited by Richard A. Davis, Keh-Shin Lii and Dimitris N. Politis. (English) Zbl 1232.60004 Selected Works in Probability and Statistics. Berlin: Springer (ISBN 978-1-4419-8338-1/hbk; 978-1-4419-8339-8/ebook). xxxv, 496 p. (2011). Reviewer: Italo Simonelli (Westminster) MSC: 60-03 01A75 00B60 01A60 60B15 60Fxx 60G10 60Jxx 62G05 62M15 PDFBibTeX XMLCite \textit{M. Rosenblatt} et al., Selected Works of Murray Rosenblatt. Edited by Richard A. Davis, Keh-Shin Lii and Dimitris N. Politis. Berlin: Springer (2011; Zbl 1232.60004) Full Text: DOI
Politis, Dimitris N. Book review of: B. Efron, The science of Bradley Efron. Selected Papers. (English) Zbl 1392.00035 J. Am. Stat. Assoc. 105, No. 490, 877 (2010). MSC: 00A17 62-06 01A70 PDFBibTeX XMLCite \textit{D. N. Politis}, J. Am. Stat. Assoc. 105, No. 490, 877 (2010; Zbl 1392.00035)
McMurry, Timothy L.; Politis, Dimitris N. Banded and tapered estimates for autocovariance matrices and the linear process bootstrap. (English) Zbl 1226.60052 J. Time Ser. Anal. 31, No. 6, 471-482 (2010). MSC: 60G10 62M10 62G09 62G20 62H12 PDFBibTeX XMLCite \textit{T. L. McMurry} and \textit{D. N. Politis}, J. Time Ser. Anal. 31, No. 6, 471--482 (2010; Zbl 1226.60052) Full Text: DOI Link
Berg, Arthur; Paparoditis, Efstathios; Politis, Dimitris N. A bootstrap test for time series linearity. (English) Zbl 1327.62460 J. Stat. Plann. Inference 140, No. 12, 3841-3857 (2010). MSC: 62M10 91B84 PDFBibTeX XMLCite \textit{A. Berg} et al., J. Stat. Plann. Inference 140, No. 12, 3841--3857 (2010; Zbl 1327.62460) Full Text: DOI
Berg, Arthur; McMurry, Timothy L.; Politis, Dimitris N. Subsampling \(p\)-values. (English) Zbl 1196.62045 Stat. Probab. Lett. 80, No. 17-18, 1358-1364 (2010). MSC: 62G10 62G15 62G09 65C60 62D05 PDFBibTeX XMLCite \textit{A. Berg} et al., Stat. Probab. Lett. 80, No. 17--18, 1358--1364 (2010; Zbl 1196.62045) Full Text: DOI
Politis, Dimitris N.; Romano, Joseph P. \(K\)-sample subsampling in general spaces: the case of independent time series. (English) Zbl 1178.62047 J. Multivariate Anal. 101, No. 2, 316-326 (2010). MSC: 62G09 62M10 62G15 62G10 62G20 PDFBibTeX XMLCite \textit{D. N. Politis} and \textit{J. P. Romano}, J. Multivariate Anal. 101, No. 2, 316--326 (2010; Zbl 1178.62047) Full Text: DOI
Berg, Arthur; Politis, Dimitris CDF and survival function estimation with infinite-order kernels. (English) Zbl 1326.62073 Electron. J. Stat. 3, 1436-1454 (2009). MSC: 62G05 62N02 62P10 PDFBibTeX XMLCite \textit{A. Berg} and \textit{D. Politis}, Electron. J. Stat. 3, 1436--1454 (2009; Zbl 1326.62073) Full Text: DOI arXiv Euclid
Paparoditis, Efstathios; Politis, Dimitris N. Resampling and subsampling for financial time series. (English) Zbl 1178.62046 Andersen, Torben G. (ed.) et al., Handbook of financial time series. With a foreword by Robert Engle. Berlin: Springer (ISBN 978-3-540-71296-1/hbk; 978-3-540-71297-8/ebook). 983-999 (2009). MSC: 62G09 62P05 62F40 PDFBibTeX XMLCite \textit{E. Paparoditis} and \textit{D. N. Politis}, in: Handbook of financial time series. With a foreword by Robert Engle. Berlin: Springer. 983--999 (2009; Zbl 1178.62046) Full Text: DOI
Politis, Dimitris N. An algorithm for robust fitting of autoregressive models. (English) Zbl 1175.62096 Econ. Lett. 102, No. 2, 128-131 (2009). MSC: 62M10 65C60 62J05 62F35 PDFBibTeX XMLCite \textit{D. N. Politis}, Econ. Lett. 102, No. 2, 128--131 (2009; Zbl 1175.62096) Full Text: DOI
Patton, Andrew; Politis, Dimitris N.; White, Halbert Correction to “automatic block-length selection for the dependent bootstrap” by D. Politis and H. White. (English) Zbl 1400.62193 Econom. Rev. 28, No. 4, 372-375 (2009). MSC: 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{A. Patton} et al., Econom. Rev. 28, No. 4, 372--375 (2009; Zbl 1400.62193) Full Text: DOI
Berg, Arthur; Politis, Dimitris N. Higher-order accurate polyspectral estimation with flat-top lag-windows. (English) Zbl 1332.62354 Ann. Inst. Stat. Math. 61, No. 2, 477-498 (2009). MSC: 62M15 62G07 62M10 PDFBibTeX XMLCite \textit{A. Berg} and \textit{D. N. Politis}, Ann. Inst. Stat. Math. 61, No. 2, 477--498 (2009; Zbl 1332.62354) Full Text: DOI arXiv
McMurry, Timothy L.; Politis, Dimitris N. Minimally biased nonparametric regression and autoregression. (English) Zbl 1297.62090 REVSTAT 6, No. 2, 123-150 (2008). MSC: 62G08 62M10 PDFBibTeX XMLCite \textit{T. L. McMurry} and \textit{D. N. Politis}, REVSTAT 6, No. 2, 123--150 (2008; Zbl 1297.62090) Full Text: Link
McMurry, Timothy L.; Politis, Dimitris N. Bootstrap confidence intervals in nonparametric regression with built-in bias correction. (English) Zbl 1146.62029 Stat. Probab. Lett. 78, No. 15, 2463-2469 (2008). MSC: 62G08 62G15 62G09 PDFBibTeX XMLCite \textit{T. L. McMurry} and \textit{D. N. Politis}, Stat. Probab. Lett. 78, No. 15, 2463--2469 (2008; Zbl 1146.62029) Full Text: DOI
Choi, ByoungSeon; Politis, Dimitris N. Modeling 2-D AR processes with various regions of support. (English) Zbl 1391.62182 IEEE Trans. Signal Process. 55, No. 5, Part 1, 1696-1707 (2007). MSC: 62M30 94A08 94A12 PDFBibTeX XMLCite \textit{B. Choi} and \textit{D. N. Politis}, IEEE Trans. Signal Process. 55, No. 5, Part 1, 1696--1707 (2007; Zbl 1391.62182) Full Text: DOI
McElroy, Tucker; Politis, Dimitris Self-normalization for heavy-tailed time series with long memory. (English) Zbl 1145.62073 Stat. Sin. 17, No. 1, 199-220 (2007). MSC: 62M10 62G32 PDFBibTeX XMLCite \textit{T. McElroy} and \textit{D. Politis}, Stat. Sin. 17, No. 1, 199--220 (2007; Zbl 1145.62073)
McElroy, Tucker; Politis, Dimitris N. Computer-intensive rate estimation, diverging statistics and scanning. (English) Zbl 1209.62050 Ann. Stat. 35, No. 4, 1827-1848 (2007). MSC: 62G05 62G32 65C60 PDFBibTeX XMLCite \textit{T. McElroy} and \textit{D. N. Politis}, Ann. Stat. 35, No. 4, 1827--1848 (2007; Zbl 1209.62050) Full Text: DOI arXiv
McElroy, Tucker; Politis, Dimitris N. Stable marked point processes. (English) Zbl 1114.62101 Ann. Stat. 35, No. 1, 393-419 (2007). MSC: 62M40 62M30 62M10 62G32 PDFBibTeX XMLCite \textit{T. McElroy} and \textit{D. N. Politis}, Ann. Stat. 35, No. 1, 393--419 (2007; Zbl 1114.62101) Full Text: DOI arXiv
McElroy, Tucker; Politis, Dimitris N. Moment-based tail index estimation. (English) Zbl 1107.62039 J. Stat. Plann. Inference 137, No. 4, 1389-1406 (2007). MSC: 62G32 62G20 65C60 PDFBibTeX XMLCite \textit{T. McElroy} and \textit{D. N. Politis}, J. Stat. Plann. Inference 137, No. 4, 1389--1406 (2007; Zbl 1107.62039) Full Text: DOI
Parker, Cameron; Paparoditis, Efstathios; Politis, Dimitris N. Unit root testing via the stationary bootstrap. (English) Zbl 1345.62120 J. Econom. 133, No. 2, 601-638 (2006). MSC: 62M07 62G09 62M10 PDFBibTeX XMLCite \textit{C. Parker} et al., J. Econom. 133, No. 2, 601--638 (2006; Zbl 1345.62120) Full Text: DOI
Politis, Dimitris N. A multivariate heavy-tailed distribution for ARCH/GARCH residuals. (English) Zbl 1190.62163 Terrell, Dek (ed.) et al., Econometric analysis of financial and economic time series. Part A. Amsterdam: Elsevier/JAI (ISBN 978-0-76-231274-0). Advances in Econometrics 20A, Article ID 1771266, 105-124 (2006). MSC: 62M10 62H10 65C60 PDFBibTeX XMLCite \textit{D. N. Politis}, Adv. Econom. 20, Article ID 1771266, 105--124 (2006; Zbl 1190.62163) Full Text: DOI
Paparoditis, Efstathios; Politis, Dimitris N. Bootstrapping unit root tests for autoregressive time series. (English) Zbl 1117.62408 J. Am. Stat. Assoc. 100, No. 470, 545-553 (2005). MSC: 62-XX PDFBibTeX XMLCite \textit{E. Paparoditis} and \textit{D. N. Politis}, J. Am. Stat. Assoc. 100, No. 470, 545--553 (2005; Zbl 1117.62408) Full Text: DOI
Paparoditis, Efstathios; Politis, Dimitris N. Bootstrap hypothesis testing in regression models. (English) Zbl 1076.62020 Stat. Probab. Lett. 74, No. 4, 356-365 (2005). MSC: 62F03 62F40 62J05 PDFBibTeX XMLCite \textit{E. Paparoditis} and \textit{D. N. Politis}, Stat. Probab. Lett. 74, No. 4, 356--365 (2005; Zbl 1076.62020) Full Text: DOI
Gluhovsky, Alexander; Zihlbauer, Martin; Politis, Dimitris N. Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration. (English) Zbl 1061.62074 J. Stat. Comput. Simulation 75, No. 5, 381-389 (2005). MSC: 62G15 62P12 86A10 65C05 PDFBibTeX XMLCite \textit{A. Gluhovsky} et al., J. Stat. Comput. Simulation 75, No. 5, 381--389 (2005; Zbl 1061.62074) Full Text: DOI
Bertail, Patrice; Haefke, Christian; Politis, Dimitris N.; White, Halbert Subsampling the distribution of diverging statistics with applications to finance. (English) Zbl 1282.62188 J. Econom. 120, No. 2, 295-326 (2004). MSC: 62M10 62F40 62P05 91B84 91G10 PDFBibTeX XMLCite \textit{P. Bertail} et al., J. Econom. 120, No. 2, 295--326 (2004; Zbl 1282.62188) Full Text: DOI
Brown, L.; DasGupta, Anirban; Marden, John; Politis, Dimitris Characterizations, sub and resampling, and goodness of fit. (English) Zbl 1268.62042 Dasgupta, Anirban (ed.), A Festschrift for Herman Rubin. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 0-940600-61-7/pbk). Institute of Mathematical Statistics Lecture Notes - Monograph Series 45, 180-206 (2004). MSC: 62G09 62E10 62A09 PDFBibTeX XMLCite \textit{L. Brown} et al., IMS Lect. Notes, Monogr. Ser. 45, 180--206 (2004; Zbl 1268.62042)
Akritas, Michael (ed.); Politis, Dimitris (ed.) Special issue: The international conference on recent trends and directions in nonparametric statistics. Part II. Papers based on the presentation at the conference, Crete, Greece, July 15–19, 2002. (English) Zbl 1076.62502 J. Nonparametric Stat. 16, No. 3-4, 311-670 (2004). MSC: 62-06 00B25 62Gxx PDFBibTeX XMLCite \textit{M. Akritas} (ed.) and \textit{D. Politis} (ed.), J. Nonparametric Stat. 16, No. 3--4, 311--670 (2004; Zbl 1076.62502) Full Text: DOI
Akritas, Michael (ed.); Politis, Dimitris (ed.) Special issue: The international conference on recent trends and directions in nonparametric statistics. Part I. Papers based on the presentation at the conference, Crete, Greece, July 15–19, 2002. (English) Zbl 1076.62501 J. Nonparametric Stat. 16, No. 1-2, 309 p. (2004). MSC: 62-06 00B25 62Gxx PDFBibTeX XMLCite \textit{M. Akritas} (ed.) and \textit{D. Politis} (ed.), J. Nonparametric Stat. 16, No. 1--2, 309~p. (2004; Zbl 1076.62501) Full Text: DOI
McElroy, Tucker; Politis, Dimitris N. Large sample theory for statistics of stable moving averages. (English) Zbl 1074.62059 J. Nonparametric Stat. 16, No. 3-4, 623-657 (2004). MSC: 62M10 62E20 60F05 62G20 62M15 PDFBibTeX XMLCite \textit{T. McElroy} and \textit{D. N. Politis}, J. Nonparametric Stat. 16, No. 3--4, 623--657 (2004; Zbl 1074.62059) Full Text: DOI
McMurry, Timothy L.; Politis, Dimitris N. Nonparametric regression with infinite order flat-top kernels. (English) Zbl 1072.62029 J. Nonparametric Stat. 16, No. 3-4, 549-562 (2004). MSC: 62G08 62G20 62G07 PDFBibTeX XMLCite \textit{T. L. McMurry} and \textit{D. N. Politis}, J. Nonparametric Stat. 16, No. 3--4, 549--562 (2004; Zbl 1072.62029) Full Text: DOI
Politis, Dimiotris N.; Romano, Joseph P.; Wolf, Michael Inference for autocorrelations in the possible presence of a unit root. (English) Zbl 1051.62085 J. Time Ser. Anal. 25, No. 2, 251-263 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 PDFBibTeX XMLCite \textit{D. N. Politis} et al., J. Time Ser. Anal. 25, No. 2, 251--263 (2004; Zbl 1051.62085) Full Text: DOI
Politis, Dimitris N.; White, Halbert Automatic block-length selection for the dependent bootstrap. (English) Zbl 1082.62076 Econom. Rev. 23, No. 1, 53-70 (2004); correction ibid. 28, No. 4, 372-375 (2009). MSC: 62M10 62G09 62G20 PDFBibTeX XMLCite \textit{D. N. Politis} and \textit{H. White}, Econom. Rev. 23, No. 1, 53--70 (2004; Zbl 1082.62076) Full Text: DOI