Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Author "Wolf, M."

Now showing items 1-5 of 5

    • Article  

      Inference for autocorrelations in the possible presence of a unit root 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (2004)
      We consider the problem of making inference for the autocorrelations of a time series in the possible presence of a unit root. Even when the underlying series is assumed to be strictly stationary, the robustness against a ...
    • Article  

      On the asymptotic theory of subsampling 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (2001)
      A general approach to constructing confidence intervals by subsampling was presented in Politis and Romano (1994). The crux of the method is recomputing a statistic over subsamples of the data, and these recomputed values ...
    • 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  

      Subsampling, symmetrization, and robust interpolation 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (2000)
      The recently developed subsampling methodology has been shown to be valid for the construction of large-sample confidence regions for a general unknown parameter θ under very minimal conditions. Nevertheless, in some ...
    • Article  

      Weak convergence of dependent empirical measures with application to subsampling in function spaces 

      Politis, Dimitris Nicolas; Romano, J. P.; Wolf, M. (1999)
      Consider the problem of inference for a parameter of a stationary time series, where the parameter takes values in a metric space (such as a function space). In this paper, we develop asymptotic theory based on subsampling ...