Publications of Dimitris N. Politis
Books

D.N. Politis, MODELFREE PREDICTION AND REGRESSION:
A TRANSFORMATIONBASED APPROACH TO INFERENCE, Springer, New York,
2015.
(Preface and Table of contents)

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)

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

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

D.N. Politis, J.P. Romano, M. Wolf, SUBSAMPLING, Springer, New
York, 1999.
Working Papers
 D. N. Politis,
`Can the stock market be linearized?', 2006; available as
UCSD Dept. of Economics Discussion Paper 200603.
(revised paper Nov. 2008)
 A. Patton, D.N. Politis, and H. White,
`CORRECTION TO ``Automatic BlockLength Selection for the Dependent Bootstrap''
by D. Politis and H. White',
Econometric Reviews, Vol. 28, Issue 4, pp. 372375, July 2009.
(paper)
(R software for block choice)
(R software for simulation)
 N. Zou and D.N. Politis,
`HEGY test under seasonal heterogeneity', available as
UCSD Dept. of Economics Discussion Paper,
(9/1/2016 paper).
 S. Das and D.N. Politis,
`Predictive inference for locally stationary time series with an application to climate data',
(arXiv paper).
Journal Papers
 N. Zou and D.N. Politis,
`Linear Process Bootstrap Unit Root Test'
to appear in
Stat. Prob. Letters in 2019.
 D.N. Politis, V.A. Vasiliev and S.E. Vorobeychikov,
`Truncated estimation of ratio statistics with
application to heavy tail distributions',
to appear in Mathematical Methods in Statistics in 2018.
(paper 2018)
 S. Das and D.N. Politis,
`Nonparametric estimation of the conditional distribution at regression boundary points',
to appear in The American Statistician in 2018.
(arXiv paper).
 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)
 T. McMurry and D. N. Politis, `Estimating MA parameters through
factorization of the autocovariance matrix and an MAsieve bootstrap',
to appear in J. Time Ser. Analysis in 2018.
(paper)
(revised paper 2018)
 T. Zhu and D.N. Politis,
`Kernel estimates of firstorder nonparametric functional autoregression model and its bootstrap approximation'
Electronic Journal of Statistics,
vol. 11, no. 2,
pp. 28762906, 2017.
(paper)
 L. Fenga and D.N. Politis,
`LASSO Order Selection for Sparse Autoregression: a Bootstrap approach',
J. Statist. Comput. Simul., vol. 87, no. 14, pp.
26682688, 2017.
 W. Garner and D.N. Politis,
`Local Block Bootstrap for Inhomogeneous Poisson Marked Point
Processes',
to appear in Bernoulli.
(paper)
(technical supplement)
 E. Paparoditis, D. N. Politis, `The asymptotic size and power of
the Augmented DickeyFuller
test for a unit root',
Econometric Reviews, vol. 37, pp. 955973, 2018.
(2014 paper)
(revised paper
Feb. 2016).
 A. Dudek, E. Paparoditis and D. N. Politis,
`Generalized seasonal tapered block bootstrap',
Statist. Prob. Letters,
vol. 115, pp. 2735, 2016.
(paper)
 Li Pan and D.N. Politis,
`Bootstrap prediction intervals for Markov processes',
Comput. Statist. Data Anal., vol. 100, pp. 467494, 2016.
(working paper 2014)
(revised paper 2015)
 M. Meyer, T. McMurry and D. N. Politis, `Baxter's inequality for triangular arrays',
Math. Methods Statistics,
vol. 24, no. 2, pp. 135146, 2015.
(paper)
 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. 182194, 2016.
(working paper
)
(2015 revised paper)
 T. McMurry and D. N. Politis, `Highdimensional autocovariance matrices and optimal linear prediction' (with Discussion),
Electronic Journal of Statistics, vol. 9, pp. 753788, 2015.
Rejoinder, vol. 9, pp. 811822, 2015.
(paper)
(R functions)
(rejoinder)
 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. 11171140, 2015.
(paper,
supplement,
R software).
 Li Pan and D.N. Politis,
`Bootstrap prediction intervals for linear, nonlinear and nonparametric
autoregressions' (with
Discussion), J. Statist. Plann. Infer.,
vol. 177, pp. 127, 2016.
Rejoinder: pp. 4549.
(working paper)
(journal paper)
(rejoinder)
(R functions)
 C.C. Chang and D.N. Politis,
`Robust Autocorrelation Estimation',
J. Comp. Graph. Statist.
vol. 25, no. 1, pp. 144166, 2016.
(pdf file)
(other files and software).
 C. Parker, E. Paparoditis, D. N. Politis,
`Tapered Block Bootstrap for Unit Root Testing',
J. Time Ser. Econometrics, vol. 7, pp. 3767, 2015.
(paper)
 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. 416441, 2015.
(paper)
 C.C. Chang and D.N. Politis,
`Aggregation of Spectral Density Estimators',
Statist. Prob. Letters, vol. 94, pp. 204213, 2014.
(paper)
 T. McElroy and D.N. Politis,
`Spectral Density and Spectral Distribution Inference for Long Memory Time
Series via Fixedb Asymptotics',
J. of Econometrics, vol. 182, pp. 211225, 2014.
(paper)
 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. 89114, 2014.
(Sept 2013 paper)
 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. 6074, 2013. Also available as
UCSD Dept. of Economics Discussion Paper, May 2011; first revision:
(May 2012 paper);
final version:
(June 2013 paper)
 D. N. Politis,
`Modelfree Modelfitting and Predictive Distributions',
(with Discussion),
Test, vol. 22, no. 2, pp. 183221, 2013
(2013 paper)
with rejoinder pp. 240250
(rejoinder)
(R functions) ;
see also the preliminary version that was
UCSD Dept. of Economics Discussion Paper, March 2010
(2010 paper).
 L. Fenga and D. N. Politis,
`Bootstrap Order Selection for SETAR models',
J. Statist. Comput. Simul., vol. 85, no. 2, 235250, 2015.
(paper).
 D. N. Politis and V. A. Vasiliev, `Nonparametric sequential
estimation of a
regression function based on dependent observations',
to appear in Sequential
Analysis,
in 2015.
(paper)
 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. 889892.
(paper).
 A. Dowla, E. Paparoditis, and D. N. Politis, `Local block bootstrap inference for trending time series',
Metrika, vol. 76, no. 6, pp. 733764, 2013.
(paper).
 R. Giacomini, D. N. Politis, and H. White,
`A WarpSpeed method for conducting Monte Carlo experiments involving boostrap estimators',
Econometric Theory, vol. 29, no. 3, pp. 567589, 2013.
(paper).
 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, 12771293, 2013.
(paper).
 X. Shao, D. N. Politis,
`Fixedb Subsampling and Block Bootstrap:
Improved Confidence Sets Based on Pvalue Calibration',
J. Royal Statist. Soc., Ser. B, vol. 75, pp. 161184, 2013.
(paper).
 T. McMurry, D. N. Politis, and J.P. Romano. `Subsampling inference with K
populations and a nonstandard BehrensFisher problem',
International Statistical Review, vol. 80, no. 1, 149175, 2012.
(paper).
 E. Paparoditis, D. N. Politis, `Nonlinear spectral density estimation:
thresholding the correlogram',
J. Time Series Analysis, vol. 33, no. 3, pp. 386397, May 2012.
(paper).
(R functions).
 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, 21032130, 2011.
(paper).
 T. McElroy and D.N. Politis,
`Fixedb asymptotics for the studentized mean from time series with short, long or negative memory
',
Econometric Theory, vol. 28, pp. 471481, 2012; also available as
Discussion Paper at the UCSD Economics Department;
(paper)
 A. Jach, T. McElroy and D.N. Politis,
`Subsampling inference for the mean
of heavytailed long memory time series',
J. Time Ser. Anal.,
vol. 33, no. 1, pp. 96111, 2012.
Corrigendum, J. Time Ser. Anal.,
vol. 37, no. 5, pp. 713720, 2016.
(paper)
(Corrigendum).
 C.C. Chang and D. N. Politis,
`Bootstrap with larger resample size for rootn consistent density
estimation with time series data',
Statist. Prob. Letters,
vol. 81, no. 6, pp. 652661, 2011.
(paper).
 C. Kirch and D. N. Politis,
`TFTBootstrap: Resampling time series in the frequency domain
to obtain replicates in the time domain',
Annals of Statistics, vol. 39, no. 3, pp. 14271470, 2011.
(paper).
 P. Kokoszka and D. N. Politis, `Nonlinearity of ARCH and stochastic
volatility models and Bartlett's formula',
Probability and Mathematical Statistics,
vol. 31, pp. 4759, 2011.
(paper).
 D. N. Politis, `Higherorder accurate, positive semidefinite estimation
of largesample covariance and spectral density matrices',
Econometric Theory,
vol. 27, no. 4, pp. 703744, 2011; also available as
UCSD Dept. of Economics Discussion Paper 200503.
(original paper)
(Revised paper2007)
(S+ functions)
 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. 471482, 2010.
(paper).
Corrigendum, J. Time Ser. Anal., vol. 33, 2012.
(corrigendum).
(R software)
 A. Berg, T. McMurry and D. N. Politis, `Subsampling pvalues',
Statistics Prob. Letters, no. 1718, pp. 13581364, 2010;
(paper).
 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. 38413857, 2010.
(paper).
 A. Berg and D. N. Politis, `CDF and survival function
estimation with infiniteorder kernels',
Electronic Journal of Statistics , Vol. 3, 14361454, 2009.
(paper).
 L. Fenga and D. N. Politis,
`Bootstrap based ARMA order selection',
J. Statist. Comput. Simul., vol 81, no.7, pp. 799814, 2011.
(paper).
 D. N. Politis,
`An algorithm for robust fitting of autoregressive models',
Economics Letters, vol. 102, no. 2, 128131, 2009.
(paper)
 D. N. Politis and J.P. Romano,
`Ksample subsampling in general spaces: the case of
independent time series',
J. Multivar. Analysis, vol. 101, pp. 316326, 2010.
(paper
)
 T. McMurry and D. N. Politis,
`Bootstrap confidence intervals in nonparametric regression
with builtin bias correction',
Statist. Prob. Letters, vol. 78, no. 15, 24632469, 2008.
(paper)
 T. McMurry and D. N. Politis,
`Minimally biased nonparametric regression and autoregression',
REVSTAT, vol. 6, no. 2, 123150, 2008.
(paper)
 A. Berg and D. N. Politis, `Higherorder polyspectral estimation with
flattop lagwindows', Annals of the Institute of Statistical
Mathematics, vol. 61, no. 2, 477498, 2009.
(paper)
(graphs)
 T. McElroy and D. N. Politis,
`A finetuned estimator of a general convergence rate',
Australian/New Zealand J. Statistics,
vol. 50, no. 1, pp. 112, 2008.
(paper)
 D. N. Politis, `Modelfree vs. modelbased
volatility prediction',
J. Financial Econometrics, vol. 5, no. 3, pp. 358389, 2007.
(paper)
(Oxford pdf)
(DOI version).
[See also the preliminary version: `Modelfree volatility prediction', 2003; available as
UCSD Dept. of Economics Discussion Paper 200316.
(paper 200316)
]
 T. McElroy and D. N. Politis,
`Computerintensive rate estimation, diverging statistics, and scanning',
Annals Statist. , vol. 35, no. 4, pp. 18271848, 2007.
(paper)
(Algorithms)
(Appendix 1)
(Appendix 2)
 B.S. Choi and D. N. Politis,
`Modeling 2D AR Processes with Various
Regions of
Support',
IEEE Trans. Signal Proc. , vol. 55, no. 5, pp.
16961707, May 2007.
(paper)
 T. McElroy and D. N. Politis,
`SelfNormalization for HeavyTailed Time Series with Long Memory',
Statist. Sinica, vol. 17, no. 1, pp. 199220, 2007.
(paper)
 D. N. Politis,
`Volatility bands with predictive validity',
J. of Technical Analysis, issue 64, pp. 711, 2006.
(paper)
 T. McElroy and D. N. Politis,
`MomentBased Tail Index Estimation',
J. Statist. Plan. Infer. ,
vol. 137, no. 4, pp. 13891406, 2007.
(paper)
(DOI version)
[CORRECTION: the denominator of
equation (6) should be multiplied by 2 (as done in equation (4)).]
 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.
10041009, 2006.
 T. McElroy and D. N. Politis,
`Stable marked point processes',
Annals Statist. , vol. 35, No. 1, pp. 393419, 2007.
(paper)
 D. N. Politis, `A multivariate heavytailed distribution for ARCH/GARCH
residuals',
Advances in Econometrics , vol. 20, part A, pp. 105124, 2006.
(paper)
(software)
 C. Parker, E. Paparoditis, D. N. Politis, `Unit Root
Testing via the Stationary Bootstrap', Journal of
Econometrics, Vol. 133, pp. 601638, 2006.
 D. N. Politis, `Complexvalued tapers',
IEEE Signal Processing
Letters , Volume 12, Issue 7, July 2005, pp. 512  515.
(preprint with Figure 1.)
 E. Paparoditis, D. N. Politis, `Bootstrap hypothesis testing in regression models',
Statist. Prob. Letters , vol. 74, pp. 356365, 2005.
(paper)
 D. N. Politis, `A heavytailed distribution for ARCH residuals
with application to volatility prediction',
Annals of Economics and Finance , vol. 5, pp. 283298, 2004; also available as
UCSD Dept. of Economics Discussion Paper 200401.
(paper)
(software)
 S.G. Giakoumatos, P. Dellaportas and D.N. Politis,
`Bayesian Analysis of the Unobserved ARCH Model',
Statistics and Computing , vol. 15, pp. 103111, 2005.
(preprint)
 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. 381389, 2005.
 E. Paparoditis, D. N. Politis, `Bootstrapping Unit Root Tests for Autoregressive Time Series',
J. Amer. Statist. Assoc., vol. 100, no. 470, pp. 545553, 2005.
 I.D. Vrontos, P. Dellaportas, and D.N. Politis,
`A fullfactor multivariate GARCH model', Econometrics Journal, Vol. 6, No. 2,
pp. 312334, 2003.
 D. N. Politis, `Adaptive bandwidth choice',
J. Nonparam. Statist., vol. 15, no. 45, 517533, 2003.
(pdf file)
 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. 295326, June 2004;
(preliminary version available as
UCSD Dept. of Economics Discussion Paper 200001.)
 T. McMurry and D. N. Politis, `Nonparametric regression with infinite order flattop kernels',
J. Nonparam. Statist., vol. 16, no. 34, 549562, 2004.
(pdf file)
 D. N. Politis and H. White, `Automatic blocklength selection
for the dependent bootstrap',
Econometric Reviews, vol. 23, no. 1, pp. 5370, 2004.
(pdf file)
(Matlab code)
(CorrectionJan.4, 2008)
 T. McElroy and D. N. Politis,
`Largesample theory for statistics
of stable moving averages',
J. Nonparam. Statist., Vol. 16,
623657, 2004.
(pdf file)
 E. Paparoditis, D. N. Politis, `Local block bootstrap'
C. R. Acad. Sci. Paris, Ser. I, 335, 959962, 2002.
(pdf file)
 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. 251263, 2004.
(pdf file)
 T. McElroy and D. N. Politis,
`Limit Theorems for HeavyTailed Random Fields with Subsampling Applications',
Math. Methods in Statistics, vol. 12, no. 3, 305328, 2003.
(pdf file)
 I.D. Vrontos, P. Dellaportas, and D.N. Politis,
`Inference for some
multivariate ARCH and GARCH models'
J. Forecasting, vol. 22, 427446, 2003.
 E. Paparoditis, D. N. Politis, `Residualbased Block Bootstrap for
Unit Root Testing',
Econometrica, Vol. 71, No. 3, pp. 813855,
2003. (This is a revised
version of the paper: `Unit Root Testing via the
ContinuousPath Block Bootstrap',
which is available as Discussion Paper 200106,
Department of Economics,
University of California,
San Diego.)
 D. N. Politis, `The impact of bootstrap methods on time series analysis',
Statistical Science , Vol. 18, No. 2, 219230, 2003.
(pdf file)
 D. N. Politis, `A new approach on estimation of the tail index',
C. R. Acad. Sci. Paris, Ser. I, 335, 279282, 2002.
(pdf file)
(Erratum)
 E. Paparoditis, D. N. Politis, `The tapered block bootstrap for general statistics
from stationary sequences',
Econometrics Journal, Vol. 5, no. 1, 131148, 2002.
 D.N.Politis, J.P.Romano, M.Wolf,
`On the asymptotic theory of subsampling',
Statistica Sinica, vol. 11, No. 4, 11051124, 2001.
 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, 10191039, 2002.
 E. Paparoditis, D. N. Politis, `Tapered Block Bootstrap',
Biometrika, vol. 88, No. 4, 2001, pp. 11051119.
 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. 667680.
 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. 540566.
 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. 261275.
 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. 187198.
 E. Paparoditis, D. N. Politis, `Largesample
inference in the general AR(1) model',
Test, Vol. 9, No. 2, 2000, pp. 487509.
(paper)
 I.D. Vrontos, S.G. Giakoumatos, P. Dellaportas, D.N. Politis,
`An application
of three bivariate timevarying volatility models',
Appl. Stoch. Models Bus. Ind.
vol. 17, No. 1, 2001, pp. 121133.
 D.N.Politis, J.P.Romano, M.Wolf,
`Subsampling, symmetrization, and robust
interpolation',
Comm. Statist.Theory and Methods,
Vol. 92, No. 8, 2000, pp. 17411757.
 E. Paparoditis, D. N. Politis, `The local bootstrap for Markov processes',
J. Statist. Plan. Infer.,
Vol. 108, no. 12, 301328, 2002.
(pdf file)
 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. 569579.
 P. Bertail, A. Gamst, D.N. Politis,
`Moderate Deviations in Subsampling Distribution Estimation',
Proc. Amer. Math. Soc., Vol. 129, No. 2, 2000, pp. 551557.
 P. Bertail, D. N. Politis, N. Rhomari,
`Subsampling continuous parameter random fields
and a Bernstein inequality',
Statistics,
Vol. 33, No.4, 2000, pp. 367392.
 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. 179190, 1999.
 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. 431451, 1999.
 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. 139159, 2000.
 E. Paparoditis, D.N.Politis,
`The local bootstrap for periodogram statistics',
J. Time Ser. Anal., Vol. 20, No. 2, pp. 193222, 1999.
 D.N.Politis, J.P.Romano,
`Multivariate Density Estimation with General Flattop
Kernels of Infinite Order',
J. Multivar. Anal., Vol. 68, pp. 125, January 1999.
 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. 274292, June 1998.
 D.N.Politis,
`ComputerIntensive Methods in Statistical Analysis',
IEEE Signal Proc. Magazine, Vol. 15, No. 1, pp. 3955,
January 1998.
(pdf file)
 D.N.Politis, J.P.Romano, M.Wolf,
`Subsampling for Heteroskedastic Time Series',
J. Econometrics,
Vol. 81, No. 2, December 1997, pp. 281317. 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 19981999 combined (over 700 requests);
see
http://www.elsevier.nl/locate/econbase/
 D.N.Politis, J.P.Romano,
`Subsampling for Econometric Models  Comments on
Bootstrapping Time Series Models',
Econometric Rev., vol. 15, No. 2, 1996, pp. 169176.
 D.N.Politis, J.P.Romano,
`On Flattop Kernel Spectral Density Estimators for Homogeneous Random Fields',
J. Statist. Plan. Infer., vol. 51, 1996, pp. 4153.
 D.N.Politis, J.P.Romano,
`BiasCorrected Nonparametric Spectral Estimation',
J. Time Ser. Anal.,
vol. 16, No. 1,
January 1995, pp. 67104.
(Techical report.)
 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. 20312050.
 D.N.Politis, J.P.Romano,
`The Stationary Bootstrap',
J. Amer. Statist. Assoc., vol. 89, No. 428, December 1994, pp. 13031313.
 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. 865868.
 D.N.Politis,
`Markov chains in many dimensions',
Adv. Applied Prob., vol. 26, September 1994, pp. 756774.
 D.N.Politis,
`On the Maximum Entropy Property of Nonlinear Autoregressions',
J. Time Ser. Anal., vol. 15, No. 5, September 1994, pp. 541543.
 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. 461476.
(Technical Report 9249)
 D.N.Politis,
`Maximum Entropy Modelling of Mixture Distributions',
Kybernetes, vol. 23, No. 1, January 1994, pp. 4954.
 D.N.Politis, J.P.Romano,
`Nonparametric Resampling for
Homogeneous Strong Mixing Random Fields',
J. Multivar. Anal., vol. 47, No. 2, November 1993, pp. 301328.
 D.N.Politis,
`Nonparametric Maximum Entropy',
IEEE Trans. Inform. Theory, vol. 39, No. 4, July 1993, pp. 14091413.
 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. 17151716.
 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. 155167.
 D.N.Politis,
`ARMA Models, Prewhitening, and Minimum Cross
Entropy', IEEE Trans. Signal Proc., vol. 41,
No. 2, February 1993, pp. 781787.
 D.N.Politis, J.P.Romano,
`A General Resampling Scheme for
Triangular Arrays of alphamixing Random
Variables with Application to the Problem of
Spectral Density Estimation',
Ann. Statist., vol. 20, No. 4, December 1992, pp. 19852007.
 C. Leger, D.N.Politis, J.P.Romano,
`Bootstrap Technology and Applications',
Technometrics, vol. 34, No. 4, November 1992,
pp. 378399.
 D.N.Politis, J.P.Romano, T.L.Lai,
`Bootstrap Confidence Bands for Spectra and CrossSpectra',
IEEE Trans. Signal Proc., vol. 40, No. 5, May 1992, pp. 12061215.
 D.N.Politis,
`Moving Average Processes and Maximum Entropy',
IEEE Trans. Inform. Theory, vol. 38, No. 3, May 1992, pp. 11741177.
 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. 748752.
Discussions, Reviews, etc.
 D.N.Politis,
t and chisquare: revisiting the classical tests
for the 21st century classroom,
IMS Bulletin, vol. 45, no. 4, pp. 1011, 2016.
(pdf)
 D.N.Politis,
Modelfree inference in statistics: how and why,
IMS Bulletin, vol. 44, no. 8, pp. 47, Dec. 2015.
(pdf)
 D.N.Politis,
Timevarying NoVaS vs. GARCH: robustness against structural breaks in
financial returns. Extended abstract for
GOF DAYS 2015: 2nd Workshop on Goodnessoffit and ChangePoint
Problems, University of Athens, Greece, Sept. 46, 2015
(abstract).
 D.N.Politis,
Discussion on Brad Efron's paper: Estimation and accuracy after model selection,
J. Amer. Statist. Assoc.,
vol. 109, no. 507, pp. 10101013, 2014.
(paper)
 S. Goncalves and D.N.Politis,
Discussion: Bootstrap methods for dependent data,
Korean J. Statist.,
vol. 40, no. 4, pp. 383386, 2011.
(paper)
 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. 877878, 2010.
 D.N.Politis, Letter: Three thoughts on the editorial process
in statistical journals, IMS Bulletin, vol. 39, no. 2, p. 18, 2010.
(letter)
 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. 12, 2004, pp. 12.
 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. 463465, 2002.
 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.
 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
 Politis, D.N., Vasiliev, V.A. and Vorobeychikov, S.E.,
`Adaptive estimation of Heavy Tail Distributions with application to Hall model',
in Proceedings of the Third Conference of the
International Society for NonParametric Statistics,
P. Bertail et al. (Eds.), Springer, New York, 2018.
(paper)
(revised paper)
 Li Pan and D.N. Politis,
`ModelFree Bootstrap for Markov processes',
in Proceedings of the 60th World Statistics CongressISI2015,
Rio de Janeiro, Brazil, 2631 July 2015,
pp. 316321.
(paper)
(simulations)
(additional simulations with LMF)
 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 AnalysisNonparametric Approach,
Sept. 1419, 2015, Novosibirsk, Russia.
(paper)
 D.N. Politis, `Modelfree prediction with application to
functional data analysis', in Contributions in InfiniteDimensional
Statistics and Related Topics,
E.G. Bongiorno, E. Salinelli, A. Goia, and Ph. Vieu (Eds.),
Societa Editrice Esculapio,
Bologna, 2014, pp. 221226.
(paper)
 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. 283298, 2014.
(paper)
 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. 271282, 2014.
(paper)
 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. 30Feb. 2, 2012, V.A. Tapeznikov Institute of Control Sciences,
pp. 9961009.
(paper)
 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. 489528.
(revised paper)
 A. Berg, T. McMurry and D. N. Politis,
`Testing time series linearity: traditional and bootstrap methods',
Handbook of Statisticsvol. 30: Time Series Analysis: Methods
and Applications
,
(T. Subba Rao, S. Subba Rao, and C.R. Rao, Eds.), Elsevier, North Holland, pp. 2742, 2012.
(paper)
 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. 189209, 2011.
(paper)
 D. N. Politis, `Financial Time Series',
Wiley Interdisciplinary Reviews: Computational Statistics
, (E. Wegman, Y. Said and D. Scott, Eds.), vol. 1, issue 2, pp. 157166, 2009.
(paper)
(1st draft)
 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, BerlinHeidelberg, 2009, pp. 983999.
(paper)
 D. N. Politis, `Bagging multiple comparisons
from microarray data',
in Bioinformatics Research and ApplicationsISBRA 2008,
(I. Mandoiu, R. Sunderraman and A. Zelikovsky, Eds.),
Springer Lecture Notes in Bioinformatics LNBI 4983,
Springer Verlag, Berlin/Heidelberg, pp. 492503, 2008.
(paper
with simulation)
 D.N.Politis and J.P. Romano, `Ksample subsampling',
in Functional and Operatorial Statistics,
(S. DaboNiang and F. Ferraty, Eds.),
PhysicaVerlag (Springer), Heidelberg,
2008,
pp. 247254.
(Paper)
 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. 417447.
(Paper)
 D.N.Politis, `Modelfree prediction', in
Bulletin of the
International Statistical InstituteVolume LXII , Lisbon, 2007,
pp. 13911397.
(Paper)
 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. 180206.
 D.N.Politis,
`A normalizing and variancestabilizing 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. 335347.
 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. 437444.
(paper)
 A. Gluhovsky, D.N.Politis, `Subsamplingbased 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 1720, 2002.
 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 1317, 2001, pp. 619621.
(Proceedings)
 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 1317, 2001, pp. 637650.
(Proceedings)
 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. 285303.
 E. Paparoditis, D.N.Politis
`The ContinuousPath BlockBootstrap',
in
Asymptotics in Statistics and Probability. Papers in honor of George Roussas,
(Madan Puri, Ed.), VSP publications, Zeist (The Netherlands), 2001, pp. 305320.
(paper)
 D.N.Politis
`On nonparametric function estimation with infiniteorder
flattop kernels',
in
Probability and Statistical Models with applications, Ch. Charalambides et al. (Eds.),
Chapman and Hall/CRC, Boca Raton, 2001, pp. 469483.
(paper)
 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. 163185.
(paper)
 E. Paparoditis, D.N.Politis,
`The Backward local bootstrap for conditional predictive inference in nonlinear time series',
in 4th HellenicEuropean Conference on Computer
Mathematics and
its Applications (HERCMA'98), E. A. Lipitakis (Ed.),
Lea Publishing, Athens, Greece,
1998, pp. 467470.
(paper)

S.G. Giakoumatos, P. Dellaportas and D.N. Politis, `Auxiliary variables in timevarying volatility models',
in 4th HellenicEuropean Conference on Computer
Mathematics and
its Applications (HERCMA'98), E. A. Lipitakis (Ed.),
Lea Publishing, Athens, Greece,
1998, pp. 479486.
 I.D. Vrontos, P. Dellaportas and D.N. Politis, `Bayesian analysis of
bivariate ARCH and GARCH models',
in 4th HellenicEuropean Conference on Computer
Mathematics and
its Applications (HERCMA'98), E. A. Lipitakis (Ed.),
Lea Publishing, Athens, Greece,
1998, pp. 459466.
 E. Paparoditis, D.N.Politis,
`The local bootstrap for time series data",
in HERMIS 96 Proceedings of the Third HellenicEuropean Conference on
Mathematics and Informatics, Sept. 2628, Athens, Greece, E. A. Lipitakis (Ed.),
Lea Publishing, Athens, Greece, 1996, pp.
515521.
 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. 3951.
 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.315316.
(paper).
 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 1417, 1993,
(M. Tarter and M. Lock, eds.),
The Interface Foundation of North America,
pp. 141145.
(paper)
 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 1417, 1993,
(M. Tarter and M. Lock, eds.),
The Interface Foundation of North America,
pp. 346351.
(paper).
 D.N.Politis, J.P.Romano,
`A Circular BlockResampling Procedure for
Stationary Data',
in Exploring the Limits of Bootstrap,
(Raoul LePage and Lynne Billard, eds.),
John Wiley, 1992, pp. 263270.
 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. 98103.
 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. 187190.
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