### ** Software related to publications of Dimitris N. Politis**

* As usual, R functions are provided with absolutely no
warranty whatsoever!
*

** **

**R Package **

Smoothing with infinite-order * flat-top* kernels;
R package
iosmooth
(by courtesy of Tim McMurry).

** **

**Model-free Prediction and Regression: a
Transformation-based Approach to Inference
(Springer, 2015)**

Chapters 3, 4 and 5.
Model-based vs. model-free inference in regression.
R functions (updated and corrected by Srinjoy Das and Liang Wang in 2015).

Chapter 6.
Linear time series and optimal linear prediction.
R functions (by courtesy of Tim McMurry).

Chapter 7.
Model-based prediction in
autoregression.
R functions (by courtesy of Li Pan).

Chapter 8.
Model-free inference for
Markov processes.
R functions (by courtesy of Li Pan).

Chapter 10.
Model-free vs. model-based volatility prediction.
R functions for NoVaS (by courtesy of
Dimitrios Thomakos; with updates and additions by
Johannes Klepsch and Jie Chen).
R functions for the Figures and Tables of Chapter 10 (by courtesy of Jie Chen).

** **

**Time Series: A First Course with Bootstrap Starter,
by Tucker S. McElroy and Dimitris N. Politis, Chapman and Hall/CRC Press, 2019.
**

R functions and Datasets for Time Series.

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