dimitris politis
23 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-0574-3685
Department of Mathematics and Halicioglu Data Science Institute, University of California, San Diego
Publications
- Simultaneous statistical inference for second order parameters of time series under weak conditions — The Annals of Statistics 2024
- Estimating the Spectral Density at Frequencies Near Zero — Journal of the American Statistical Association 2024
- Scalable subsampling: computation, aggregation and inference — Biometrika 2024
- Skip sampling: subsampling in the frequency domain — Biometrika 2024
- Debiased and thresholded ridge regression for linear models with heteroskedastic and correlated errors — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2023
- Ridge regression revisited: Debiasing, thresholding and bootstrap — The Annals of Statistics 2022
- Predictive Inference for Locally Stationary Time Series With an Application to Climate Data — Journal of the American Statistical Association 2021
- Convolved subsampling estimation with applications to block bootstrap — The Annals of Statistics 2019
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension — The Annals of Statistics 2015
- Comment — Journal of the American Statistical Association 2014
- Fixedbsubsampling and the block bootstrap: improved confidence sets based onp-value calibration — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2013
- On the range of validity of the autoregressive sieve bootstrap — The Annals of Statistics 2011 (name-matched, not ORCID-linked)
- TFT-bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain — The Annals of Statistics 2011
- Stable marked point processes — The Annals of Statistics 2007
- Computer-intensive rate estimation, diverging statistics and scanning — The Annals of Statistics 2007 (name-matched, not ORCID-linked)
- Bootstrapping Unit Root Tests for Autoregressive Time Series — Journal of the American Statistical Association 2005
- Residual-Based Block Bootstrap for Unit Root Testing — Econometrica 2003
- Moment estimation for statistics from marked point processes — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2001
- Tapered block bootstrap — Biometrika 2001
- On Subsampling Estimators with Unknown Rate of Convergence — Journal of the American Statistical Association 1999
- The Stationary Bootstrap — Journal of the American Statistical Association 1994
- Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions — The Annals of Statistics 1994
- A General Resampling Scheme for Triangular Arrays of $\alpha$-Mixing Random Variables with Application to the Problem of Spectral Density Estimation — The Annals of Statistics 1992