• Article  

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

      Politis, Dimitris Nicolas; Romano, J. P. (2010)
      The problem of subsampling in two-sample and K-sample settings is addressed where both the data and the statistics of interest take values in general spaces. We focus on the case where each sample is a stationary time ...
    • Article  

      Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation 

      Pedeli, Xanthi; Davison, A. C.; Fokianos, Konstantinos (2015)
      Saddlepoint techniques have been used successfully in many applications, owing to the high accuracy with which they can approximate intractable densities and tail probabilities. This article concerns their use for the ...
    • Article  

      Modelling interventions in INGARCH processes 

      Liboschik, T.; Kerschke, P.; Fokianos, Konstantinos; Fried, R. (2016)
      We study different approaches for modelling intervention effects in time series of counts, focusing on the so-called integer-valued GARCH models. A previous study treated a model where an intervention affects the non-observable ...
    • Article  

      Nonparametric resampling for homogeneous strong mixing random fields 

      Politis, Dimitris Nicolas; Romano, J. P. (1993)
      Künsch (1989, Ann. Statist.17 1217-1241) and Liu ane Singh (1992, in Exploring Limits of Bootstrap (R. Le Page and L. Billard, Eds.), pp. 225-248, Wiley, New York) have recently introduced a block resampling method that ...
    • Article  

      Particulate matter concentrations during desert dust outbreaks and daily mortality in Nicosia, Cyprus 

      Neophytou, A. M.; Yiallouros, Panayiotis K.; Coull, Brent A.; Kleanthous, Savvas; Pavlou, P.; Pashiardis, S.; Dockery, Douglas W.; Koutrakis, Petros; Laden, Francine (2013)
      Ambient particulate matter (PM) has been shown to have short- and long-term effects on cardiorespiratory mortality and morbidity. Most of the risk is associated with fine PM (PM 2.5); however, recent evidence suggests that ...
    • Article  

      Regression models with mixed sampling frequencies 

      Andreou, Elena; Ghysels, Eric; Kourtellos, Andros (2010)
      We study regression models that involve data sampled at different frequencies. We derive the asymptotic properties of the NLS estimators of such regression models and compare them with the LS estimators of a traditional ...
    • Article  

      Rejoinder: Bootstrap methods for dependent data: A review 

      Kreiss, J. -P; Paparoditis Efstathios, E. (2011)
    • Article  

      Short-term load forecasting: The similar shape functional time-series predictor 

      Paparoditis Efstathios, E.; Sapatinas, Theofanis (2013)
      A novel functional time-series methodology for shortterm load forecasting is introduced. The prediction is performed by means of a weighted average of past daily load segments, the shape of which is similar to the expected ...
    • Article  

      Spectral density ratio based clustering methods for the binary segmentation of protein sequences: A comparative study 

      Ioannou, Androulla; Fokianos, Konstantinos; Promponas, Vasilis J. (2010)
      We compare several spectral domain based clustering methods for partitioning protein sequence data. The main instrument for this exercise is the spectral density ratio model, which specifies that the logarithmic ratio of ...
    • Article  

      Spectral estimation 

      Fokianos, Konstantinos (2010)
      Wereview spectral analysis and its application in inference for stationary processes. As can be seen from the list of references, the practice of spectral analysis is widespread in diverse scientific and engineering fields, ...
    • Article  

      Subsampling confidence intervals for parameters of atmospheric time series: Block size choice and calibration 

      Gluhovsky, A.; Zihlbauer, M.; Politis, Dimitris Nicolas (2005)
      Problems of practical implementation of the computer intensive subsampling methodology are addressed by Monte Carlo simulations of a situation typical for atmospheric time series. The motivating data were collected under ...
    • Article  

      Subsampling for heteroskedastic time series 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (1997)
      In this article, a general theory for the construction of confidence intervals or regions in the context of heteroskedastic-dependent data is presented. The basic idea is to approximate the sampling distribution of a ...
    • Article  

      Tapered block bootstrap 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2001)
      We introduce and study tapered block bootstrap methodology that yields an improvement over the well-known block bootstrap for time series of Künsch (1989). The asymptotic validity and the favourable bias properties of the ...
    • Article  

      Testing Time Series Linearity. Traditional and Bootstrap Methods 

      Berg, A.; McMurry, T.; Politis, Dimitris Nicolas (2012)
      We review the notion of time series linearity and describe recent advances in linearity and Gaussianity testing via data resampling methodologies. Many advances have been made since the first published tests of linearity ...
    • Article  

      Valid resampling of higher-order statistics using the linear process bootstrap and autoregressive sieve bootstrap 

      Jentsch, C.; Politis, Dimitris Nicolas (2013)
      We show that the linear process bootstrap (LPB) and the autoregressive sieve bootstrap (AR sieve) are, in general, not valid for statistics whose large-sample distribution depends on moments of order higher than two, ...