Dimitris N. Politis | DeepAI

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Featured Co-authors

Srinjoy Das
18 publications
Yunyi Zhang
17 publications
Yiwen Zhang
16 publications
Yiren Wang
10 publications
Zexin Pan
8 publications
Tucker S. McElroy
4 publications
Tingting Wang
4 publications
Jiazheng Liu
4 publications
Kejin Wu
3 publications
Tingyi Zhu
1 publication

∙ 06/07/2023

Bootstrap Prediction Inference of Non-linear Autoregressive Models

The non-linear autoregressive (NLAR) model plays an important role in mo...

0 Kejin Wu, et al. ∙

∙ 12/06/2022

Model-Based and Model-Free point prediction algorithms for locally stationary random fields

The Model-free Prediction Principle has been successfully applied to gen...

0 Srinjoy Das, et al. ∙

∙ 12/05/2022

Local Quadratic Spectral and Covariance Matrix Estimation

The problem of estimating the spectral density matrix f(w) of a multivar...

0 Tucker S. McElroy, et al. ∙

∙ 12/16/2021

Model-free Bootstrap Prediction Regions for Multivariate Time Series

In Das and Politis(2020), a model-free bootstrap(MFB) paradigm was propo...

0 Yiren Wang, et al. ∙

∙ 12/13/2021

Scalable subsampling: computation, aggregation and inference

Subsampling is a general statistical method developed in the 1990s aimed...

0 Dimitris N. Politis, et al. ∙

∙ 10/26/2021

Statistical inference on AR(p) models with non-i.i.d. innovations

The autoregressive process is one of the fundamental and most important ...

0 Yunyi Zhang, et al. ∙

∙ 10/26/2021

Debiased and threshold ridge regression for linear model with heteroskedastic and dependent error

Focusing on a high dimensional linear model y = Xβ + ϵ with dependent, n...

0 Yunyi Zhang, et al. ∙

∙ 09/24/2021

Model-free Bootstrap and Conformal Prediction in Regression: Conditionality, Conjecture Testing, and Pertinent Prediction Intervals

Predictive inference under a general regression setting is gaining more ...

0 Yiren Wang, et al. ∙

∙ 09/17/2020

Ridge Regression Revisited: Debiasing, Thresholding and Bootstrap

In high dimensional setting, the facts that the classical ridge regressi...

0 Yunyi Zhang, et al. ∙

∙ 05/19/2020

Bootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees

Focus on linear regression model, in this paper we introduce a bootstrap...

0 Yunyi Zhang, et al. ∙

∙ 12/31/2019

Model-free Bootstrap for a General Class of Stationary Time Series

A model-free bootstrap procedure for a general class of stationary time ...

0 Yiren Wang, et al. ∙

∙ 07/18/2019

Consistent bootstrap one-step prediction region for state-vector in state space model

In this paper, we propose a bootstrap algorithm to construct non-paramet...

0 Yunyi Zhang, et al. ∙

∙ 12/07/2018

Higher-order Accurate Spectral Density Estimation of Functional Time Series

Under the frequency domain framework for weakly dependent functional tim...

0 Tingyi Zhu, et al. ∙

∙ 08/24/2018

L_p and almost sure convergence of estimation on heavy tail index under random censoring

In this paper, we prove L_p, p≥ 2 and almost sure convergence of tail in...

0 Yunyi Zhang, et al. ∙

∙ 08/03/2018

Monotone function estimator and its application

In this paper, the model Y_i=g(Z_i), i=1,2,...,n with Z_i being random v...

0 Yunyi Zhang, et al. ∙

∙ 12/06/2017

Predictive inference for locally stationary time series with an application to climate data

The Model-free Prediction Principle of Politis (2015) has been successfu...

0 Srinjoy Das, et al. ∙

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