Daniel J. Nordman

16 catalog papers. Name-matched publications do not establish a verified researcher identity.

Department of Statistics, Iowa State University, Ames, IA

Publications

• A Practical Interval Estimation Method for Spectral Density Function — Journal of the American Statistical Association 2026
• A blockwise empirical likelihood method for time series in frequency domain inference — The Annals of Statistics 2024
• Predicting the Number of Future Events — Journal of the American Statistical Association 2022
• On optimal block resampling for Gaussian-subordinated long-range dependent processes — The Annals of Statistics 2022
• Convolved subsampling estimation with applications to block bootstrap — The Annals of Statistics 2019
• A smooth block bootstrap for quantile regression with time series — The Annals of Statistics 2018
• A frequency domain empirical likelihood method for irregularly spaced spatial data — The Annals of Statistics 2015
• A nonstandard empirical likelihood for time series — The Annals of Statistics 2013
• A Progressive Block Empirical Likelihood Method for Time Series — Journal of the American Statistical Association 2013
• Block Bootstraps for Time Series With Fixed Regressors — Journal of the American Statistical Association 2012
• Goodness of fit tests for a class of Markov random field models — The Annals of Statistics 2012
• Modeling and Inference for Measured Crystal Orientations and a Tractable Class of Symmetric Distributions for Rotations in Three Dimensions — Journal of the American Statistical Association 2009
• A note on the stationary bootstrap’s variance — The Annals of Statistics 2009
• Tapered empirical likelihood for time series data in time and frequency domains — Biometrika 2009
• A frequency domain empirical likelihood for short- and long-range dependence — The Annals of Statistics 2006
• On optimal spatial subsample size for variance estimation — The Annals of Statistics 2004