Publications of Dimitris N. Politis


Books

  1. D.N. Politis, MODEL-FREE PREDICTION AND REGRESSION: A TRANSFORMATION-BASED APPROACH TO INFERENCE, Springer, New York, 2015. (Preface and Table of contents)

  2. M.G. Akritas, S.N. Lahiri and D.N. Politis (Eds.), TOPICS IN NONPARAMETRIC STATISTICS: PROCEEDINGS OF THE FIRST CONFERENCE OF THE INTERNATIONAL SOCIETY FOR NONPARAMETRIC STATISTICS, Springer, New York, 2014. (Table of contents)

  3. R. Davis, K.-S. Lii and D.N. Politis (Eds.), SELECTED WORKS OF MURRAY ROSENBLATT, Springer, New York, 2011.

  4. M.G. Akritas and D.N. Politis (Eds.), RECENT ADVANCES AND TRENDS IN NONPARAMETRIC STATISTICS, Elsevier (North Holland), 2003. (Table of contents)

  5. D.N. Politis, J.P. Romano, M. Wolf, SUBSAMPLING, Springer, New York, 1999.

Working Papers

  1. D. N. Politis, `Can the stock market be linearized?', 2006; available as UCSD Dept. of Economics Discussion Paper 2006-03. (revised paper Nov. 2008)

  2. A. Patton, D.N. Politis, and H. White, `CORRECTION TO ``Automatic Block-Length Selection for the Dependent Bootstrap'' by D. Politis and H. White', Econometric Reviews, Vol. 28, Issue 4, pp. 372-375, July 2009. (paper) (R software for block choice) (R software for simulation)

  3. N. Zou and D.N. Politis, `HEGY test under seasonal heterogeneity', available as UCSD Dept. of Economics Discussion Paper, (9/1/2016 paper).

  4. S. Das and D.N. Politis, `Nonparametric estimation of the conditional distribution at regression boundary points', (arXiv paper).

Journal Papers

  1. J. Tewes, D. N. Politis and D. J. Nordman, `Convolved subsampling estimation with applications to block bootstrap', to appear in Annals of Statistics in 2018. (paper 2018) (supplement)

  2. T. McMurry and D. N. Politis, `Estimating MA parameters through factorization of the autocovariance matrix and an MA-sieve bootstrap', to appear in J. Time Ser. Analysis in 2018. (paper) (revised paper 2018)

  3. T. Zhu and D.N. Politis, `Kernel estimates of first-order nonparametric functional autoregression model and its bootstrap approximation' Electronic Journal of Statistics, vol. 11, no. 2, pp. 2876-2906, 2017. (paper)

  4. L. Fenga and D.N. Politis, `LASSO Order Selection for Sparse Autoregression: a Bootstrap approach', J. Statist. Comput. Simul., vol. 87, no. 14, pp. 2668-2688, 2017.

  5. W. Garner and D.N. Politis, `Local Block Bootstrap for Inhomogeneous Poisson Marked Point Processes', to appear in Bernoulli. (paper) (technical supplement)

  6. E. Paparoditis, D. N. Politis, `The asymptotic size and power of the Augmented Dickey-Fuller test for a unit root', to appear in Econometric Reviews. (2014 paper) (revised paper Feb. 2016).

  7. A. Dudek, E. Paparoditis and D. N. Politis, `Generalized seasonal tapered block bootstrap', Statist. Prob. Letters, vol. 115, pp. 27-35, 2016. (paper)

  8. Li Pan and D.N. Politis, `Bootstrap prediction intervals for Markov processes', Comput. Statist. Data Anal., vol. 100, pp. 467-494, 2016. (working paper 2014) (revised paper 2015)

  9. M. Meyer, T. McMurry and D. N. Politis, `Baxter's inequality for triangular arrays', Math. Methods Statistics, vol. 24, no. 2, pp. 135-146, 2015. (paper)

  10. E. Paparoditis and D.N. Politis, `A note on the behavior of nonparametric density and spectral density estimators at zero points of their support', J. Time Ser. Analysis, vol. 37, no. 2, pp. 182-194, 2016. (working paper ) (2015 revised paper)

  11. T. McMurry and D. N. Politis, `High-dimensional autocovariance matrices and optimal linear prediction' (with Discussion), Electronic Journal of Statistics, vol. 9, pp. 753-788, 2015. Rejoinder, vol. 9, pp. 811-822, 2015. (paper) (R functions) (rejoinder)

  12. C. Jentsch, D. N. Politis, `Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension', Annals of Statistics, vol. 43, no. 3, pp. 1117-1140, 2015. (paper, supplement, R software).

  13. Li Pan and D.N. Politis, `Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions' (with Discussion), J. Statist. Plann. Infer., vol. 177, pp. 1-27, 2016. Rejoinder: pp. 45-49. (working paper) (journal paper) (rejoinder) (R functions)

  14. C.C. Chang and D.N. Politis, `Robust Autocorrelation Estimation', J. Comp. Graph. Statist. vol. 25, no. 1, pp. 144-166, 2016. (pdf file) (other files and software).

  15. C. Parker, E. Paparoditis, D. N. Politis, `Tapered Block Bootstrap for Unit Root Testing', J. Time Ser. Econometrics, vol. 7, pp. 37-67, 2015. (paper)

  16. C. Jentsch, E. Paparoditis, D. N. Politis, `Block bootstrap theory for multivariate integrated and cointegrated processes', J. Time Ser. Anal., vol. 36, no. 3, pp. 416-441, 2015. (paper)

  17. C.C. Chang and D.N. Politis, `Aggregation of Spectral Density Estimators', Statist. Prob. Letters, vol. 94, pp. 204-213, 2014. (paper)

  18. T. McElroy and D.N. Politis, `Spectral Density and Spectral Distribution Inference for Long Memory Time Series via Fixed-b Asymptotics', J. of Econometrics, vol. 182, pp. 211-225, 2014. (paper)

  19. A. Dudek, J. Leskow, E. Paparoditis and D. N. Politis, `A generalized block bootstrap for seasonal time series', J. Time Series Analysis, vol. 35, no. 2, pp. 89-114, 2014. (Sept 2013 paper)

  20. T. McElroy and D.N. Politis, `Distribution theory for the studentized mean for long, short, and negative memory time series', J. of Econometrics, vol. 177, no. 1, pp. 60-74, 2013. Also available as UCSD Dept. of Economics Discussion Paper, May 2011; first revision: (May 2012 paper); final version: (June 2013 paper)

  21. D. N. Politis, `Model-free Model-fitting and Predictive Distributions', (with Discussion), Test, vol. 22, no. 2, pp. 183-221, 2013 (2013 paper) with rejoinder pp. 240-250 (rejoinder) (R functions) ; see also the preliminary version that was UCSD Dept. of Economics Discussion Paper, March 2010 (2010 paper).

  22. L. Fenga and D. N. Politis, `Bootstrap Order Selection for SETAR models', J. Statist. Comput. Simul., vol. 85, no. 2, 235-250, 2015. (paper).

  23. D. N. Politis and V. A. Vasiliev, `Non-parametric sequential estimation of a regression function based on dependent observations', to appear in Sequential Analysis, in 2015. (paper)

  24. W. Garner and D. N. Politis, `The correct asymptotic variance for the sample mean of a homogeneous Poisson marked point process', J. Applied Prob. vol 50, no. 3, 2013, pp. 889-892. (paper).

  25. A. Dowla, E. Paparoditis, and D. N. Politis, `Local block bootstrap inference for trending time series', Metrika, vol. 76, no. 6, pp. 733-764, 2013. (paper).

  26. R. Giacomini, D. N. Politis, and H. White, `A Warp-Speed method for conducting Monte Carlo experiments involving boostrap estimators', Econometric Theory, vol. 29, no. 3, pp. 567-589, 2013. (paper).

  27. C. Jentsch, D. N. Politis, `Valid resampling of higher order statistics using linear process bootstrap and autoregressive sieve bootstrap', Comm. Statist.---Theory and Methods, vol. 42, no. 7, 1277-1293, 2013. (paper).

  28. X. Shao, D. N. Politis, `Fixed-b Subsampling and Block Bootstrap: Improved Confidence Sets Based on P-value Calibration', J. Royal Statist. Soc., Ser. B, vol. 75, pp. 161-184, 2013. (paper).

  29. T. McMurry, D. N. Politis, and J.P. Romano. `Subsampling inference with K populations and a nonstandard Behrens-Fisher problem', International Statistical Review, vol. 80, no. 1, 149-175, 2012. (paper).

  30. E. Paparoditis, D. N. Politis, `Nonlinear spectral density estimation: thresholding the correlogram', J. Time Series Analysis, vol. 33, no. 3, pp. 386-397, May 2012. (paper). (R functions).

  31. J.-P. Kreiss, E. Paparoditis and D. N. Politis, `On the Range of Validity of the Autoregressive Sieve Bootstrap', Annals of Statistics, Vol. 39, No. 4, 2103-2130, 2011. (paper).

  32. T. McElroy and D.N. Politis, `Fixed-b asymptotics for the studentized mean from time series with short, long or negative memory ', Econometric Theory, vol. 28, pp. 471-481, 2012; also available as Discussion Paper at the UCSD Economics Department; (paper)

  33. A. Jach, T. McElroy and D.N. Politis, `Subsampling inference for the mean of heavy-tailed long memory time series', J. Time Ser. Anal., vol. 33, no. 1, pp. 96-111, 2012. Corrigendum, J. Time Ser. Anal., vol. 37, no. 5, pp. 713-720, 2016. (paper) (Corrigendum).

  34. C.C. Chang and D. N. Politis, `Bootstrap with larger resample size for root-n consistent density estimation with time series data', Statist. Prob. Letters, vol. 81, no. 6, pp. 652-661, 2011. (paper).

  35. C. Kirch and D. N. Politis, `TFT-Bootstrap: Resampling time series in the frequency domain to obtain replicates in the time domain', Annals of Statistics, vol. 39, no. 3, pp. 1427-1470, 2011. (paper).

  36. P. Kokoszka and D. N. Politis, `Nonlinearity of ARCH and stochastic volatility models and Bartlett's formula', Probability and Mathematical Statistics, vol. 31, pp. 47-59, 2011. (paper).

  37. D. N. Politis, `Higher-order accurate, positive semi-definite estimation of large-sample covariance and spectral density matrices', Econometric Theory, vol. 27, no. 4, pp. 703-744, 2011; also available as UCSD Dept. of Economics Discussion Paper 2005-03. (original paper) (Revised paper-2007) (S+ functions)

  38. T. McMurry and D. N. Politis, `Banded and tapered estimates of autocovariance matrices and the linear process bootstrap', J. Time Ser. Anal., vol. 31, pp. 471-482, 2010. (paper). Corrigendum, J. Time Ser. Anal., vol. 33, 2012. (corrigendum). (R software)

  39. A. Berg, T. McMurry and D. N. Politis, `Subsampling p-values', Statistics Prob. Letters, no. 17-18, pp. 1358-1364, 2010; (paper).

  40. A. Berg, E. Paparoditis and D. N. Politis, `A bootstrap test for time series linearity', in E. Parzen Festschrift special issue of J. Statist. Plann. Infer., vol. 140, no. 12, pp. 3841-3857, 2010. (paper).

  41. A. Berg and D. N. Politis, `CDF and survival function estimation with infinite-order kernels', Electronic Journal of Statistics , Vol. 3, 1436-1454, 2009. (paper).

  42. L. Fenga and D. N. Politis, `Bootstrap based ARMA order selection', J. Statist. Comput. Simul., vol 81, no.7, pp. 799-814, 2011. (paper).

  43. D. N. Politis, `An algorithm for robust fitting of autoregressive models', Economics Letters, vol. 102, no. 2, 128--131, 2009. (paper)

  44. D. N. Politis and J.P. Romano, `K-sample subsampling in general spaces: the case of independent time series', J. Multivar. Analysis, vol. 101, pp. 316-326, 2010. (paper )

  45. T. McMurry and D. N. Politis, `Bootstrap confidence intervals in nonparametric regression with built-in bias correction', Statist. Prob. Letters, vol. 78, no. 15, 2463--2469, 2008. (paper)

  46. T. McMurry and D. N. Politis, `Minimally biased nonparametric regression and autoregression', REVSTAT, vol. 6, no. 2, 123-150, 2008. (paper)

  47. A. Berg and D. N. Politis, `Higher-order polyspectral estimation with flat-top lag-windows', Annals of the Institute of Statistical Mathematics, vol. 61, no. 2, 477-498, 2009. (paper) (graphs)

  48. T. McElroy and D. N. Politis, `A fine-tuned estimator of a general convergence rate', Australian/New Zealand J. Statistics, vol. 50, no. 1, pp. 1-12, 2008. (paper)

  49. D. N. Politis, `Model-free vs. model-based volatility prediction', J. Financial Econometrics, vol. 5, no. 3, pp. 358-389, 2007. (paper) (Oxford pdf) (DOI version). [See also the preliminary version: `Model-free volatility prediction', 2003; available as UCSD Dept. of Economics Discussion Paper 2003-16. (paper 2003-16) ]

  50. T. McElroy and D. N. Politis, `Computer-intensive rate estimation, diverging statistics, and scanning', Annals Statist. , vol. 35, no. 4, pp. 1827-1848, 2007. (paper) (Algorithms) (Appendix 1) (Appendix 2)

  51. B.S. Choi and D. N. Politis, `Modeling 2-D AR Processes with Various Regions of Support', IEEE Trans. Signal Proc. , vol. 55, no. 5, pp. 1696-1707, May 2007. (paper)

  52. T. McElroy and D. N. Politis, `Self-Normalization for Heavy-Tailed Time Series with Long Memory', Statist. Sinica, vol. 17, no. 1, pp. 199-220, 2007. (paper)

  53. D. N. Politis, `Volatility bands with predictive validity', J. of Technical Analysis, issue 64, pp. 7-11, 2006. (paper)

  54. T. McElroy and D. N. Politis, `Moment-Based Tail Index Estimation', J. Statist. Plan. Infer. , vol. 137, no. 4, pp. 1389-1406, 2007. (paper) (DOI version) [CORRECTION: the denominator of equation (6) should be multiplied by 2 (as done in equation (4)).]

  55. V. Venkatasubramanian, D. N. Politis, and P.R. Patkar, `Entropy maximization as a holistic design principle for complex optimal networks', AIChE journal (American Institute of Chemical Engineers) vol. 52, no. 3, pp. 1004-1009, 2006.

  56. T. McElroy and D. N. Politis, `Stable marked point processes', Annals Statist. , vol. 35, No. 1, pp. 393-419, 2007. (paper)

  57. D. N. Politis, `A multivariate heavy-tailed distribution for ARCH/GARCH residuals', Advances in Econometrics , vol. 20, part A, pp. 105-124, 2006. (paper) (software)

  58. C. Parker, E. Paparoditis, D. N. Politis, `Unit Root Testing via the Stationary Bootstrap', Journal of Econometrics, Vol. 133, pp. 601-638, 2006.

  59. D. N. Politis, `Complex-valued tapers', IEEE Signal Processing Letters , Volume 12, Issue 7, July 2005, pp. 512 - 515. (preprint with Figure 1.)

  60. E. Paparoditis, D. N. Politis, `Bootstrap hypothesis testing in regression models', Statist. Prob. Letters , vol. 74, pp. 356-365, 2005. (paper)

  61. D. N. Politis, `A heavy-tailed distribution for ARCH residuals with application to volatility prediction', Annals of Economics and Finance , vol. 5, pp. 283-298, 2004; also available as UCSD Dept. of Economics Discussion Paper 2004-01. (paper) (software)

  62. S.G. Giakoumatos, P. Dellaportas and D.N. Politis, `Bayesian Analysis of the Unobserved ARCH Model', Statistics and Computing , vol. 15, pp. 103-111, 2005. (preprint)

  63. A. Gluhovsky, M. Zihlbauer and D.N. Politis, `Subsampling confidence intervals for parameters of atmospheric time series: block size choice and calibration', J. Statist. Computation and Simulation, vol. 75, no. 5, pp. 381-389, 2005.

  64. E. Paparoditis, D. N. Politis, `Bootstrapping Unit Root Tests for Autoregressive Time Series', J. Amer. Statist. Assoc., vol. 100, no. 470, pp. 545-553, 2005.

  65. I.D. Vrontos, P. Dellaportas, and D.N. Politis, `A full-factor multivariate GARCH model', Econometrics Journal, Vol. 6, No. 2, pp. 312-334, 2003.

  66. D. N. Politis, `Adaptive bandwidth choice', J. Nonparam. Statist., vol. 15, no. 4-5, 517-533, 2003. (pdf file)

  67. P. Bertail, C. Haefke, D. N. Politis, H. White, `Subsampling the distribution of diverging statistics with applications to finance', Journal of Econometrics, Volume 120, Issue 2, pp. 295-326, June 2004; (preliminary version available as UCSD Dept. of Economics Discussion Paper 2000-01.)

  68. T. McMurry and D. N. Politis, `Nonparametric regression with infinite order flat-top kernels', J. Nonparam. Statist., vol. 16, no. 3-4, 549--562, 2004. (pdf file)

  69. D. N. Politis and H. White, `Automatic block-length selection for the dependent bootstrap', Econometric Reviews, vol. 23, no. 1, pp. 53-70, 2004. (pdf file) (Matlab code) (Correction--Jan.4, 2008)

  70. T. McElroy and D. N. Politis, `Large-sample theory for statistics of stable moving averages', J. Nonparam. Statist., Vol. 16, 623-657, 2004. (pdf file)

  71. E. Paparoditis, D. N. Politis, `Local block bootstrap' C. R. Acad. Sci. Paris, Ser. I, 335, 959-962, 2002. (pdf file)

  72. D.N.Politis, J.P.Romano, M.Wolf, `Inference for Autocorrelations in the Possible Presence of a Unit Root', J. Time Ser. Anal., Vol. 25, No. 2, pp. 251-263, 2004. (pdf file)

  73. T. McElroy and D. N. Politis, `Limit Theorems for Heavy-Tailed Random Fields with Subsampling Applications', Math. Methods in Statistics, vol. 12, no. 3, 305--328, 2003. (pdf file)

  74. I.D. Vrontos, P. Dellaportas, and D.N. Politis, `Inference for some multivariate ARCH and GARCH models' J. Forecasting, vol. 22, 427-446, 2003.

  75. E. Paparoditis, D. N. Politis, `Residual-based Block Bootstrap for Unit Root Testing', Econometrica, Vol. 71, No. 3, pp. 813-855, 2003. (This is a revised version of the paper: `Unit Root Testing via the Continuous-Path Block Bootstrap', which is available as Discussion Paper 2001-06, Department of Economics, University of California, San Diego.)

  76. D. N. Politis, `The impact of bootstrap methods on time series analysis', Statistical Science , Vol. 18, No. 2, 219-230, 2003. (pdf file)

  77. D. N. Politis, `A new approach on estimation of the tail index', C. R. Acad. Sci. Paris, Ser. I, 335, 279--282, 2002. (pdf file) (Erratum)

  78. E. Paparoditis, D. N. Politis, `The tapered block bootstrap for general statistics from stationary sequences', Econometrics Journal, Vol. 5, no. 1, 131--148, 2002.

  79. D.N.Politis, J.P.Romano, M.Wolf, `On the asymptotic theory of subsampling', Statistica Sinica, vol. 11, No. 4, 1105-1124, 2001.

  80. T. McElroy and D. N. Politis, `Robust inference for the mean in the presence of serial correlation and heavy tailed distributions', Econometric Theory, Vol. 18, no. 5, 1019--1039, 2002.

  81. E. Paparoditis, D. N. Politis, `Tapered Block Bootstrap', Biometrika, vol. 88, No. 4, 2001, pp. 1105-1119.

  82. P. Bertail, D. N. Politis, `Extrapolation of subsampling distribution estimators: the i.i.d. and strong mixing cases', Canadian J. Statistics, vol. 29, No. 4, 2001, pp. 667-680.

  83. E. Paparoditis, D. N. Politis, `A Markovian local resampling scheme for nonparametric estimators in time series analysis', Econometric Theory, vol. 17, No. 3, 2001, pp. 540-566.

  84. D.N.Politis, M. Sherman, `General moment estimation for statistics from marked point processes', J. Royal Statist. Soc., Ser. B, vol. 63, No. 2, 2001, pp. 261-275.

  85. I.D. Vrontos, P. Dellaportas, D.N. Politis, `Full Bayesian inference for GARCH and EGARCH models', J. Business and Economic Statistics, vol. 18, 2000, pp. 187-198.

  86. E. Paparoditis, D. N. Politis, `Large-sample inference in the general AR(1) model', Test, Vol. 9, No. 2, 2000, pp. 487-509. (paper)

  87. I.D. Vrontos, S.G. Giakoumatos, P. Dellaportas, D.N. Politis, `An application of three bivariate time-varying volatility models', Appl. Stoch. Models Bus. Ind. vol. 17, No. 1, 2001, pp. 121-133.

  88. D.N.Politis, J.P.Romano, M.Wolf, `Subsampling, symmetrization, and robust interpolation', Comm. Statist.--Theory and Methods, Vol. 92, No. 8, 2000, pp. 1741-1757.

  89. E. Paparoditis, D. N. Politis, `The local bootstrap for Markov processes', J. Statist. Plan. Infer., Vol. 108, no. 1-2, 301--328, 2002. (pdf file)

  90. P. Bertail, D.N.Politis, J.P.Romano, `On subsampling estimators with unknown rate of convergence', J. Amer. Statist. Assoc., Vol. 94, No. 446, June 1999, pp. 569-579.

  91. P. Bertail, A. Gamst, D.N. Politis, `Moderate Deviations in Subsampling Distribution Estimation', Proc. Amer. Math. Soc., Vol. 129, No. 2, 2000, pp. 551-557.

  92. P. Bertail, D. N. Politis, N. Rhomari, `Subsampling continuous parameter random fields and a Bernstein inequality', Statistics, Vol. 33, No.4, 2000, pp. 367-392.

  93. D.N.Politis, J.P.Romano, M.Wolf, `Weak convergence of dependent empirical measures with application to subsampling and confidence bands', J. Statist. Plan. Infer., Vol. 79, No. 2, pp. 179-190, 1999.

  94. S.G. Giakoumatos, I.D. Vrontos, P. Dellaportas, D.N. Politis, `An MCMC Convergence Diagnostic using Subsampling', J. Comput. Graph. Statistics, Vol. 8, No. 3, pp. 431-451, 1999.

  95. E. Paparoditis, D.N.Politis, `The Local Bootstrap for Kernel Estimators Under General Dependence Conditions', Annals of Instit. Statist. Math., Vol. 52, No.1, pp. 139-159, 2000.

  96. E. Paparoditis, D.N.Politis, `The local bootstrap for periodogram statistics', J. Time Ser. Anal., Vol. 20, No. 2, pp. 193-222, 1999.

  97. D.N.Politis, J.P.Romano, `Multivariate Density Estimation with General Flat-top Kernels of Infinite Order', J. Multivar. Anal., Vol. 68, pp. 1-25, January 1999.

  98. D.N.Politis, E. Paparoditis, J.P.Romano, `Large sample inference for irregularly spaced dependent observations based on subsampling', Sankhya, Ser. A, Vol. 60, No. 2, pp. 274-292, June 1998.

  99. D.N.Politis, `Computer-Intensive Methods in Statistical Analysis', IEEE Signal Proc. Magazine, Vol. 15, No. 1, pp. 39-55, January 1998. (pdf file)

  100. D.N.Politis, J.P.Romano, M.Wolf, `Subsampling for Heteroskedastic Time Series', J. Econometrics, Vol. 81, No. 2, December 1997, pp. 281-317. This paper has been the `Most requested article' from the Journal of Econometrics in 1998 (over 400 requests), as well as the `Most requested article' in years 1998-1999 combined (over 700 requests); see http://www.elsevier.nl/locate/econbase/

  101. D.N.Politis, J.P.Romano, `Subsampling for Econometric Models -- Comments on Bootstrapping Time Series Models', Econometric Rev., vol. 15, No. 2, 1996, pp. 169-176.

  102. D.N.Politis, J.P.Romano, `On Flat-top Kernel Spectral Density Estimators for Homogeneous Random Fields', J. Statist. Plan. Infer., vol. 51, 1996, pp. 41-53.

  103. D.N.Politis, J.P.Romano, `Bias-Corrected Nonparametric Spectral Estimation', J. Time Ser. Anal., vol. 16, No. 1, January 1995, pp. 67-104. (Techical report.)

  104. D.N.Politis, J.P.Romano, `Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions', Ann. Statist., vol. 22, No. 4, December 1994, pp. 2031-2050.

  105. D.N.Politis, J.P.Romano, `The Stationary Bootstrap', J. Amer. Statist. Assoc., vol. 89, No. 428, December 1994, pp. 1303-1313.

  106. D.N.Politis, `A Simple Information Theoretic Proof of the Maximum Entropy Property of Some Gaussian Random Fields', IEEE Trans. Image Proc., vol. 3, No. 6, November 1994, pp. 865-868.

  107. D.N.Politis, `Markov chains in many dimensions', Adv. Applied Prob., vol. 26, September 1994, pp. 756-774.

  108. D.N.Politis, `On the Maximum Entropy Property of Nonlinear Autoregressions', J. Time Ser. Anal., vol. 15, No. 5, September 1994, pp. 541-543.

  109. D.N.Politis, J.P.Romano, `Limit Theorems for Weakly Dependent Hilbert Space Valued Random Variables with Applications to the Stationary Bootstrap', Statistica Sinica, vol. 4, No. 2, July 1994, pp. 461-476. (Technical Report 92-49)

  110. D.N.Politis, `Maximum Entropy Modelling of Mixture Distributions', Kybernetes, vol. 23, No. 1, January 1994, pp. 49-54.

  111. D.N.Politis, J.P.Romano, `Nonparametric Resampling for Homogeneous Strong Mixing Random Fields', J. Multivar. Anal., vol. 47, No. 2, November 1993, pp. 301-328.

  112. D.N.Politis, `Nonparametric Maximum Entropy', IEEE Trans. Inform. Theory, vol. 39, No. 4, July 1993, pp. 1409-1413.

  113. D.N.Politis, `On the Maximum Entropy Problem with Autocorrelations Specified on a Lattice', IEEE Trans. Signal Proc., vol. 41, No. 4, April 1993, pp. 1715-1716.

  114. D.N.Politis, J.P.Romano, `On the Sample Variance of Linear Statistics Derived from Mixing Sequences', Stochastic Process. Appl., vol. 45, March 1993, pp. 155-167.

  115. D.N.Politis, `ARMA Models, Prewhitening, and Minimum Cross Entropy', IEEE Trans. Signal Proc., vol. 41, No. 2, February 1993, pp. 781-787.

  116. D.N.Politis, J.P.Romano, `A General Resampling Scheme for Triangular Arrays of alpha-mixing Random Variables with Application to the Problem of Spectral Density Estimation', Ann. Statist., vol. 20, No. 4, December 1992, pp. 1985-2007.

  117. C. Leger, D.N.Politis, J.P.Romano, `Bootstrap Technology and Applications', Technometrics, vol. 34, No. 4, November 1992, pp. 378-399.

  118. D.N.Politis, J.P.Romano, T.-L.Lai, `Bootstrap Confidence Bands for Spectra and Cross-Spectra', IEEE Trans. Signal Proc., vol. 40, No. 5, May 1992, pp. 1206-1215.

  119. D.N.Politis, `Moving Average Processes and Maximum Entropy', IEEE Trans. Inform. Theory, vol. 38, No. 3, May 1992, pp. 1174-1177.

  120. M.A.Tzannes, D.N.Politis, N.S.Tzannes, `A General Method of Minimum Cross Entropy Spectral Estimation', IEEE Trans. Acoust., Speech, Signal Proc., vol. 33, No. 3, June 1985, pp. 748-752.


Discussions, Reviews, etc.

  1. D.N.Politis, t and chi-square: revisiting the classical tests for the 21st century classroom, IMS Bulletin, vol. 45, no. 4, pp. 10-11, 2016. (pdf)

  2. D.N.Politis, Model-free inference in statistics: how and why, IMS Bulletin, vol. 44, no. 8, pp. 4-7, Dec. 2015. (pdf)

  3. D.N.Politis, Time-varying NoVaS vs. GARCH: robustness against structural breaks in financial returns. Extended abstract for GOF DAYS 2015: 2nd Workshop on Goodness-of-fit and Change-Point Problems, University of Athens, Greece, Sept. 4-6, 2015 (abstract).

  4. D.N.Politis, Discussion on Brad Efron's paper: Estimation and accuracy after model selection, J. Amer. Statist. Assoc., vol. 109, no. 507, pp. 1010-1013, 2014. (paper)

  5. S. Goncalves and D.N.Politis, Discussion: Bootstrap methods for dependent data, Korean J. Statist., vol. 40, no. 4, pp. 383-386, 2011. (paper)

  6. D.N.Politis, Review of `The Science of Bradley Efron: Selected Papers' (Springer 2008), C.N.Morris and R. Tibshirani (Eds.), J. Amer. Statist. Assoc., vol. 105, no. 490, pp. 877-878, 2010.

  7. D.N.Politis, Letter: Three thoughts on the editorial process in statistical journals, IMS Bulletin, vol. 39, no. 2, p. 18, 2010. (letter)

  8. M.G.Akritas and D.N.Politis, Preface of Special Issue: The International Conference on Recent Trends and Directions in Nonparametric Statistics, J. Nonparam. Statist., Vol. 16, No. 1-2, 2004, pp. 1-2.

  9. D.N.Politis, Discussion on `Sieve bootstrap with variable length Markov chains for stationary categorical time series' by Peter Buehlmann, J. Amer. Statist. Assoc., Vol. 97, No. 458, pp. 463-465, 2002.

  10. D.N.Politis, Review of `Bootstrap Methods: A Practitioner's Guide' (Wiley, 1999) by Michael R. Chernick, SIAM Review, Vol. 43, No. 3, 2001, p. 568.

  11. D.N.Politis, Discussion on `Testing for Mixtures: a Bayesian Entropic Approach' by K. Mengersen and C. Robert, in Bayesian Statistics 5, J.M. Bernardo et al. (Eds.), Oxford University Press, 1996, p. 271.


Book Contributions and Conference Proceedings

  1. Politis, D.N., Vasiliev, V.A. and Vorobeychikov, S.E., `Adaptive estimation of Heavy Tail Distributions with application to Hall model', submitted to Proceedings of the First Conference of the International Society for NonParametric Statistics, June 9-15, 2016, Avignon, France. (paper)

  2. Li Pan and D.N. Politis, `Model-Free Bootstrap for Markov processes', in Proceedings of the 60th World Statistics Congress--ISI2015, Rio de Janeiro, Brazil, 26-31 July 2015, pp. 316-321. (paper) (simulations) (additional simulations with LMF)

  3. Politis, D.N., Vasiliev, V.A. and Tarassenko, P.F. `Adaptive estimation of density function derivative', to appear in Proceedings of the Third International Workshop on Applied Methods of Statistical Analysis---Nonparametric Approach, Sept. 14-19, 2015, Novosibirsk, Russia. (paper)

  4. D.N. Politis, `Model-free prediction with application to functional data analysis', in Contributions in Infinite-Dimensional Statistics and Related Topics, E.G. Bongiorno, E. Salinelli, A. Goia, and Ph. Vieu (Eds.), Societa Editrice Esculapio, Bologna, 2014, pp. 221-226. (paper)

  5. D. N. Politis and S. Poulis, `Heteroskedastic linear regression: steps towards adaptivity, efficiency, and robustness', Topics in NonParametric Statistics: Proceedings of the First Conference of the International Society for NonParametric Statistics, M.G. Akritas, S.N. Lahiri and D.N. Politis (Eds.), Springer, New York, pp. 283--298, 2014. (paper)

  6. D. N. Politis, `Bootstrap confidence intervals in nonparametric regression without an additive model', Topics in NonParametric Statistics: Proceedings of the First Conference of the International Society for NonParametric Statistics, M.G. Akritas, S.N. Lahiri and D.N. Politis (Eds.), Springer, New York, pp. 271--282, 2014. (paper)

  7. D. N. Politis and V. A. Vasiliev, `Sequential kernel estimation of a multivariate regression function', in Proceedings of the IX International Conference on System Identification and Control Problems, SICPRO'12, Moscow, Jan. 30---Feb. 2, 2012, V.A. Tapeznikov Institute of Control Sciences, pp. 996--1009. (paper)

  8. D. N. Politis and D. D. Thomakos, `NoVaS Transformations: Flexible Inference for Volatility Forecasting', in Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr. , X. Chen and N. Swanson (Eds.), Springer, 2012. pp. 489--528. (revised paper)

  9. A. Berg, T. McMurry and D. N. Politis, `Testing time series linearity: traditional and bootstrap methods', Handbook of Statistics--vol. 30: Time Series Analysis: Methods and Applications , (T. Subba Rao, S. Subba Rao, and C.R. Rao, Eds.), Elsevier, North Holland, pp. 27-42, 2012. (paper)

  10. T. McMurry and D. N. Politis, `Resampling methods for functional data', The Oxford Handbook of Functional Data Analysis , (F. Ferraty and Y. Romain, Eds.), Oxford Univ. Press, pp. 189-209, 2011. (paper)

  11. D. N. Politis, `Financial Time Series', Wiley Interdisciplinary Reviews: Computational Statistics , (E. Wegman, Y. Said and D. Scott, Eds.), vol. 1, issue 2, pp. 157-166, 2009. (paper) (1st draft)

  12. E. Paparoditis, D.N.Politis, `Resampling and subsampling for financial time series', in Handbook of Financial Time Series, (Andersen, T., Davis, R., Kreiss, J.-P., and Mikosch, T., Eds.), Springer, Berlin-Heidelberg, 2009, pp. 983-999. (paper)

  13. D. N. Politis, `Bagging multiple comparisons from microarray data', in Bioinformatics Research and Applications---ISBRA 2008, (I. Mandoiu, R. Sunderraman and A. Zelikovsky, Eds.), Springer Lecture Notes in Bioinformatics LNBI 4983, Springer Verlag, Berlin/Heidelberg, pp. 492-503, 2008. (paper with simulation)

  14. D.N.Politis and J.P. Romano, `K-sample subsampling', in Functional and Operatorial Statistics, (S. Dabo-Niang and F. Ferraty, Eds.), Physica-Verlag (Springer), Heidelberg, 2008, pp. 247-254. (Paper)

  15. D.N.Politis and D.D. Thomakos, `Financial Time Series and Volatility Prediction using NoVas Transformations', in "Forecasting in the Presence of Structural Breaks and Model Uncertainty", (David Rapach and Mark Wohar, Eds.), Emerald Group Publishing, United Kingdom, 2008, pp. 417-447. (Paper)

  16. D.N.Politis, `Model-free prediction', in Bulletin of the International Statistical Institute--Volume LXII , Lisbon, 2007, pp. 1391-1397. (Paper)

  17. L. Brown, A. DasGupta, J. Marden and D.N.Politis, `Characterizations, Sub and Resampling, and Goodness of Fit', in A Festschrift for Herman Rubin, (A. DasGupta, Ed.), Lecture Notes in Statistics vol. 45, Institute of Mathematical Statistics, Beachwood, Ohio, 2004, pp. 180-206.

  18. D.N.Politis, `A normalizing and variance-stabilizing transformation for financial time series', in Recent Advances and Trends in Nonparametric Statistics, (M.G. Akritas and D.N. Politis, Eds.), Elsevier (North Holland), 2003, pp. 335-347.

  19. A. Dowla, E. Paparoditis, D.N.Politis, `Locally stationary processes and the Local Block Bootstrap', in Recent Advances and Trends in Nonparametric Statistics, (M.G. Akritas and D.N. Politis, Eds.), Elsevier (North Holland), 2003, pp. 437-444. (paper)

  20. A. Gluhovsky, D.N.Politis, `Subsampling-based inference for parameters of the atmospheric boundary layer', in Geoscience and Remote Sensing: Proceedings of the 34th Symposium on the Interface of Computing Science and Statistics, Montreal, April 17-20, 2002.

  21. D.N.Politis, `Resampling time series with seasonal components', in Frontiers in Data Mining and Bioinformatics: Proceedings of the 33rd Symposium on the Interface of Computing Science and Statistics, Orange County, California, June 13-17, 2001, pp. 619-621. (Proceedings)

  22. T. McElroy, D.N.Politis `Inference for sample maxima in the presence of serial correlation and heavy tailed distributions', in Frontiers in Data Mining and Bioinformatics: Proceedings of the 33rd Symposium on the Interface of Computing Science and Statistics, Orange County, California, June 13-17, 2001, pp. 637-650. (Proceedings)

  23. T. McElroy, D.N.Politis `A Central Limit Theorem for an Array of Strong Mixing Random Fields', in Asymptotics in Statistics and Probability. Papers in honor of George Roussas, (Madan Puri, Ed.), VSP publications, Zeist (The Netherlands), 2001, pp. 285-303.

  24. E. Paparoditis, D.N.Politis `The Continuous-Path Block-Bootstrap', in Asymptotics in Statistics and Probability. Papers in honor of George Roussas, (Madan Puri, Ed.), VSP publications, Zeist (The Netherlands), 2001, pp. 305-320. (paper)

  25. D.N.Politis `On nonparametric function estimation with infinite-order flat-top kernels', in Probability and Statistical Models with applications, Ch. Charalambides et al. (Eds.), Chapman and Hall/CRC, Boca Raton, 2001, pp. 469-483. (paper)

  26. D.N.Politis, E. Paparoditis, J.P.Romano, `Resampling Marked Point Processes', in Multivariate Analysis, Design of Experiments, and Survey Sampling: a Tribute to J. N. Srivastava, Subir Ghosh (Ed.), Marcel Dekker, Inc., New York, 1999, pp. 163-185. (paper)

  27. E. Paparoditis, D.N.Politis, `The Backward local bootstrap for conditional predictive inference in nonlinear time series', in 4th Hellenic-European Conference on Computer Mathematics and its Applications (HERCMA'98), E. A. Lipitakis (Ed.), Lea Publishing, Athens, Greece, 1998, pp. 467-470. (paper)

  28. S.G. Giakoumatos, P. Dellaportas and D.N. Politis, `Auxiliary variables in time-varying volatility models', in 4th Hellenic-European Conference on Computer Mathematics and its Applications (HERCMA'98), E. A. Lipitakis (Ed.), Lea Publishing, Athens, Greece, 1998, pp. 479-486.

  29. I.D. Vrontos, P. Dellaportas and D.N. Politis, `Bayesian analysis of bivariate ARCH and GARCH models', in 4th Hellenic-European Conference on Computer Mathematics and its Applications (HERCMA'98), E. A. Lipitakis (Ed.), Lea Publishing, Athens, Greece, 1998, pp. 459-466.

  30. E. Paparoditis, D.N.Politis, `The local bootstrap for time series data", in HERMIS 96 Proceedings of the Third Hellenic-European Conference on Mathematics and Informatics, Sept. 26-28, Athens, Greece, E. A. Lipitakis (Ed.), Lea Publishing, Athens, Greece, 1996, pp. 515-521.

  31. A. Bose, D.N.Politis, `A review of the bootstrap for dependent samples', in Stochastic Processes and Statistical Inference, B.R. Bhat and B. L. S. Prakasa Rao (Eds.), New Age International Publishers, New Delhi, 1995, pp. 39-51.

  32. D.N.Politis, J.P.Romano, `Estimating the Distribution of a Studentized Statistic by Subsampling', Bulletin of the International Statistical Institute, 49th Session, Firenze, August 25 - September 2, 1993, Book 2, pp.315-316. (paper).

  33. D.N.Politis, J.P.Romano, `On a Family of Smoothing Kernels of Infinite Order', in Computing Science and Statistics, Proceedings of the 25th Symposium on the Interface, San Diego, California, April 14-17, 1993, (M. Tarter and M. Lock, eds.), The Interface Foundation of North America, pp. 141-145. (paper)

  34. D.N.Politis, J.P.Romano, L.You, `Uniform confidence bands for the spectrum based on subsamples', in Computing Science and Statistics, Proceedings of the 25th Symposium on the Interface, San Diego, California, April 14-17, 1993, (M. Tarter and M. Lock, eds.), The Interface Foundation of North America, pp. 346-351. (paper).

  35. D.N.Politis, J.P.Romano, `A Circular Block-Resampling Procedure for Stationary Data', in Exploring the Limits of Bootstrap, (Raoul LePage and Lynne Billard, eds.), John Wiley, 1992, pp. 263-270.

  36. D.N.Politis, J.P.Romano, `A Nonparametric Resampling Procedure for Multivariate Confidence Regions in Time Series Analysis', in Computing Science and Statistics, Proceedings of the 22nd Symposium on the Interface, (Connie Page and Raoul LePage, eds.), Springer Verlag, 1992, pp. 98-103.

  37. D.N.Politis, M.A.Tzannes, N.S.Tzannes, `The Mutual Information Principle in Spectral Estimation', Methods of Application of Measurement and Control, (S. Tzafestas, ed.), Acta Press Publishing Company, 1984, pp. 187-190.

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