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Publications by Dimitris N. Politis

Fixed-B Asymptotics for the Studentized Mean From Time Series With Short, Long, or Negative Memory

Econometric Theory

Social Sciences

English

Subsampling Inference for the Mean of Heavy-Tailed Long-Memory Time Series

Journal of Time Series Analysis

Applied Mathematics

English

Optimal Multi-Step-Ahead Prediction of ARCH/GARCH Models and NoVaS Transformation

English

Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations

Sequential Analysis

English

NoVaS Transformations: Flexible Inference for Volatility Forecasting

English

A Class of Stationary Processes and a Central Limit Theorem

English

Modeling 2-D AR Processes With Various Regions of Support

IEEE Transactions on Signal Processing

Electronic Engineering

Signal Processing

English

The Local Bootstrap for Markov Processes

Journal of Statistical Planning and Inference

Applied Mathematics

English

Resampling and Subsampling for Financial Time Series

English