1. A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES. (27th November 2013) Authors: Dudek, Anna E.; Leśkow, Jacek; Paparoditis, Efstathios; Politis, Dimitris N. Journal: Journal of time series analysis Issue: Volume 35:Number 2(2014:Mar.) Page Start: 89 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A Note on the Behaviour of Nonparametric Density and Spectral Density Estimators at Zero Points of their Support. (19th June 2015) Authors: Paparoditis, Efstathios; Politis, Dimitris N. Journal: Journal of time series analysis Issue: Volume 37:Number 2(2016:Mar.) Page Start: 182 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Bias reduction by transformed flat-top Fourier series estimator of density on compact support. Issue 4 (2nd October 2022) Authors: Wang, Liang; Politis, Dimitris N. Journal: Journal of nonparametric statistics Issue: Volume 34:Issue 4(2022) Page Start: 831 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes. (11th September 2014) Authors: Jentsch, Carsten; Politis, Dimitris N.; Paparoditis, Efstathios Other Names: Cavaliere Giuseppe guestEditor.; Politis Dimitris N. guestEditor.; Rahbek Anders guestEditor. Journal: Journal of time series analysis Issue: Volume 36:Number 3(2015:May) Page Start: 416 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Consistent autoregressive spectral estimates: Nonlinear time series and large autocovariance matrices. (19th January 2021) Authors: Wang, Jiang; Politis, Dimitris N. Other Names: Bradley Richard C. guestEditor.; Davis Richard A. guestEditor.; Politis Dimitris N. guestEditor. Journal: Journal of time series analysis Issue: Volume 42:Number 5/6(2021) Page Start: 580 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Corrigendum to 'Subsampling Inference for the Mean of Heavy‐Tailed Long‐Memory Time Series' by A. Jach, T. S. McElroy and D. N. Politis1. (23rd March 2016) Authors: Jach, Agnieszka; McElroy, Tucker S.; Politis, Dimitris N. Journal: Journal of time series analysis Issue: Volume 37:Number 5(2016:Sep.) Page Start: 713 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Editorial. (26th March 2018) Authors: Lahiri, Soumendra N.; Politis, Dimitris N.; Robinson, Peter M. Other Names: Lahiri Soumendra N. guestEditor.; Politis Dimitris N. guestEditor.; Robinson Peter M. guestEditor. Journal: Journal of time series analysis Issue: Volume 39:Number 3(2018) Page Start: 241 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Estimating MA Parameters through Factorization of the Autocovariance Matrix and an MA‐Sieve Bootstrap. (23rd March 2018) Authors: McMurry, Timothy L.; Politis, Dimitris N. Other Names: Lahiri Soumendra N. guestEditor.; Politis Dimitris N. guestEditor.; Robinson Peter M. guestEditor. Journal: Journal of time series analysis Issue: Volume 39:Number 3(2018) Page Start: 433 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Fixed b subsampling and the block bootstrap: improved confidence sets based on p‐value calibration. (26th July 2012) Authors: Shao, Xiaofeng; Politis, Dimitris N. Journal: Journal of the Royal Statistical Society Issue: Volume 75:Number 1(2013:Jan.) Page Start: 161 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Higher‐Order Accurate Spectral Density Estimation of Functional Time Series. (8th May 2019) Authors: Zhu, Tingyi; Politis, Dimitris N. Journal: Journal of time series analysis Issue: Volume 41:Number 1(2020) Page Start: 3 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗