Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Politis, Dimitris Nicolas"
Now showing items 21-40 of 167
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Article
Bootstrap confidence bands for spectra and cross-spectra
Politis, Dimitris Nicolas; Romano, J. P.; Lai, T. -L (1992)A new nonparametric method for setting confidence intervals and confidence bands for spectra and cross-spectra of stationary weakly dependent time series is presented. The proposed methodology involves using a bootstrap ...
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Article
Bootstrap confidence intervals in nonparametric regression with built-in bias correction
McMurry, T. L.; Politis, Dimitris Nicolas (2008)The problem of estimating nonparametric regression with associated confidence intervals is addressed. It is shown that through appropriate choice of infinite order kernel, it is possible to construct bootstrap confidence ...
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Conference Object
Bootstrap confidence intervals in nonparametric regression without an additive model
Politis, Dimitris Nicolas (Springer New York LLC, 2014)The problem of confidence interval construction in nonparametric regression via the bootstrap is revisited. When an additive model holds true, the usual residual bootstrap is available but it often leads to confidence ...
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Article
Bootstrap Determination of the Co‐Integration Rank in VAR Models with Unrestricted Deterministic Components
Cavaliere, Giuseppe; Rahbek, Anders; Robert Taylor, A. M.; Cavaliere, Giuseppe; Politis, Dimitris Nicolas; Rahbek, Anders (2015)
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Article
Bootstrap hypothesis testing in regression models
Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2005)The paper investigates how the particular choice of residuals used in a bootstrap-based testing procedure affects the properties of the test. The properties of the tests are investigated both under the null and under the ...
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Article
Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation
Djogbenou, Antoine; Gonçalves, Sílvia; Perron, Benoit; Cavaliere, Giuseppe; Politis, Dimitris Nicolas; Rahbek, Anders (2015)
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Article
Bootstrap Joint Prediction Regions
Wolf, Michael; Wunderli, Dan; Cavaliere, Giuseppe; Politis, Dimitris Nicolas; Rahbek, Anders (2014)
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Article
Bootstrap order selection for SETAR models
Fenga, L.; Politis, Dimitris Nicolas (2015)In this paper, we investigate the selecting performances of a bootstrapped version of the Akaike information criterion for nonlinear self-exciting threshold autoregressive-type data generating processes. Empirical results ...
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Article
Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions
Pan, L.; Politis, Dimitris Nicolas (2016)In order to construct prediction intervals without the cumbersome-and typically unjustifiable-assumption of Gaussianity, some form of resampling is necessary. The regression set-up has been well-studied in the literature ...
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Article
Bootstrap prediction intervals for Markov processes
Pan, L.; Politis, Dimitris Nicolas (2014)Given time series data X1,…,Xn, the problem of optimal prediction of Xn+1 has been well-studied. The same is not true, however, as regards the problem of constructing a prediction interval with prespecified coverage ...
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Article
Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel
Smeekes, Stephan; Cavaliere, Giuseppe; Politis, Dimitris Nicolas; Rahbek, Anders (2014)
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Article
Bootstrap technology and applications
Lbger, C.; Politis, Dimitris Nicolas; Romano, J. P. (1992)Bootstrap resampling methods have emerged as powerful tools for constructing inferential procedures in modern statistical data analysis. Although these methods depend on the availability of fast, inexpensive computing, ...
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Article
A bootstrap test for time series linearity
Berg, A.; Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2010)A bootstrap algorithm is proposed for testing Gaussianity and linearity in stationary time series, and consistency of the relevant bootstrap approximations is proven rigorously for the first time. Subba Rao and Gabr (1980) ...
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Article
Bootstrap with larger resample size for root-n consistent density estimation with time series data
Chang, Christopher C.; Politis, Dimitris Nicolas (2011)We consider finite-order moving average and nonlinear autoregressive processes with no parametric assumption on the error distribution, and present a kernel density estimator of a bootstrap series that estimates their ...
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Article
Bootstrap-based ARMA order selection
Fenga, L.; Politis, Dimitris Nicolas (2011)Modelling the underlying stochastic process is one of the main goals in the study of many dynamic phenomena, such as signal processing, system identification and time series. The issue is often addressed within the framework ...
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Article
Bootstrapping Robust Statistics for Markovian Data Applications to Regenerative R‐Statistics and L‐Statistics
Bertail, Patrice; Clémençon, Stéphan; Tressou, Jessica; Cavaliere, Giuseppe; Politis, Dimitris Nicolas; Rahbek, Anders (2015)
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Article
Bootstrapping unit root tests for autoregressive time series
Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2005)The theory developed for bootstrapping unit root tests in an autoregressive (AR) context has been concerned mainly with the large-sample behavior of the methods proposed under the assumption that the null hypothesis is ...
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Article
Comment
Politis, Dimitris Nicolas (2014)
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Article
Complex-valued tapers
Politis, Dimitris Nicolas (2005)The spectral estimation method based on the average of short, tapered periodograms is re-examined. The bias of such estimators is typically O(1/b2), where b is the length of the short blocks. Much of the current researeh ...
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Article
Computer-intensive methods in statistical analysis: An introduction to the bootstrap, the jackknife, and other household items in a statistician's toolbox
Politis, Dimitris Nicolas (1998)