Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "White, H."
Now showing items 1-4 of 4
-
Article
Automatic Block-Length Selection for the Dependent Bootstrap
Politis, Dimitris Nicolas; White, H. (2004)We review the different block bootstrap methods for time series, and present them in a unified framework. We then revisit a recent result of Lahiri [Lahiri, S. N. (1999b). Theoretical comparisons of block bootstrap methods, ...
-
Article
Correction to automatic block-length selection for the dependent bootstrap by D. Politis and H. White
Patton, A.; Politis, Dimitris Nicolas; White, H. (2009)A correction on the optimal block size algorithms of Politis and White (2004) is given following a correction of Lahiri's (Lahiri 1999) theoretical results by Nordman (2008).
-
Article
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice; Haefke, C.; Politis, Dimitris Nicolas; White, H. (2004)In this paper we propose a subsampling estimator for the distribution of statistics diverging at either known or unknown rates when the underlying time series is strictly stationary and strong mixing. Based on our results ...
-
Article
A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
Giacomini, R.; Politis, Dimitris Nicolas; White, H. (2013)We analyze fast procedures for conducting Monte Carlo experiments involving bootstrap estimators, providing formal results establishing the properties of these methods under general conditions. © 2012 Cambridge University Press.