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7/27/2019 Politis 8-10-2013
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The impact of bootstrap methods on time series analysismath.ucsd.edu/~politis/impactBOOT.pdf · is achieved via the family of flat-top lag-windows de ned in Politis and Romano (1995)
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The local bootstrap for Markov processesbhansen/718/PaparoditisPolitisNP.pdfblocks-of-blocks bootstrap (cf. Politis and Romano, 1992), the stationary bootstrap (cf. Politis and Romano,
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OFFICIAL OPENING | PLENARY | ARTEMIS HALL€¦ · Intervention: Vangelis Politis, Managing Partner, Politis & Partners Law Firm, Greece Chair: Nikos Porfyris, Chief Post-Trading &
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A multivariate heavy-tailed distribution for …politis/PAPER/NoVaS2003distrADVANCESrev2.pdfA multivariate heavy-tailed distribution for ARCH/GARCH residuals Dimitris N. Politis∗
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[XLS] · Web view145.4 8/31/2013 30.61 8/31/2013 61.22 8/31/2013 61.22 8/31/2013 53.57 8/31/2013 30.61 8/31/2013 61.22 8/31/2013 53.57 8/31/2013 61.22 8/31/2013 38.57 8/31/2013 38.57
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