• Article  

      AAA Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2015)
      The asymptotic behaviour of nonparametric estimators of the stationary density and of the spectral density function of a stationary process have been studied in some detail in the last 50-60years. Nevertheless, less is ...
    • Article  

      Bootstrapping the local periodogram of locally stationary processes 

      Sergides, M.; Paparoditis Efstathios, E. (2008)
      Locally stationary processes are non-stationary stochastic processes the second-order structure of which varies smoothly over time. In this paper, we develop a method to bootstrap the local periodogram of a locally stationary ...
    • Article  

      Higher-order accurate polyspectral estimation with flat-top lag-windows 

      Berg, A.; Politis, Dimitris Nicolas (2009)
      Improved performance in higher-order spectral density estimation is achieved using a general class of infinite-order kernels. These estimates are asymptotically less biased but with the same order of variance as compared ...
    • Article  

      The Impact of Bootstrap Methods on Time Series Analysis 

      Politis, Dimitris Nicolas (2003)
      Sparked by Efron's seminal paper, the decade of the 1980s was a period of active research on bootstrap methods for independent data - mainly i.i.d. or regression set-ups. By contrast, in the 1990s much research was directed ...
    • Article  

      Model-free model-fitting and predictive distributions 

      Politis, Dimitris Nicolas (2013)
      The problem of prediction is revisited with a view towards going beyond the typical nonparametric setting and reaching a fully model-free environment for predictive inference, i.e., point predictors and predictive intervals. ...
    • Article  

      Moment estimation for statistics from marked point processes 

      Politis, Dimitris Nicolas; Sherman, M. (2001)
      In spatial statistics the data typically consist of measurements of some quantity at irregularly scattered locations
    • Article  

      Multichannel boxcar deconvolution with growing number of channels 

      Pensky, M.; Sapatinas, Theofanis (2011)
      We consider the problem of estimating the unknown response function in the multichannel deconvolution model with a boxcar-like ker-nel which is of particular interest in signal processing. It is known that, when the number ...
    • Article  

      Nonparametric Maximum Entropy 

      Politis, Dimitris Nicolas (1993)
      The standard maximum entropy method of Burg and the resulting autoregressive model has been widely applied for spectrum estimation and prediction. A generalization of the maximum entropy formalism in a nonparametric setting ...
    • 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  

      On Subsampling Estimators with Unknown Rate of Convergence 

      Bertail, Patrice; Politis, Dimitris Nicolas; Romano, J. P. (1999)
      Politis and Romano have put forth a general subsampling methodology for the construction of large-sample confidence regions for a general unknown parameter θ associated with the probability distribution generating the ...
    • 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  

      Testing the rank of Engel curves with endogenous expenditure 

      Lyssiotou, Panayiota Flori; Pashardes, Panos; Stengos, Thanasis (1999)
      We find that the endogeneity of consumer expenditure tends to increase the estimated rank of Engel curves. This result, based on nonparametric procedure, is in line with previous results obtained in the context of parametric ...