112 citations · 277 across the 35 of their papers we have counts for
5 papers · 1 filter
Model-free Bootstrap Prediction Regions for Multivariate Time Series
Yiren Wang, Dimitris N. Politis
In Das and Politis(2020), a model-free bootstrap(MFB) paradigm was proposed for generating prediction intervals of univariate, (locally) stationary time series. Theoretical guarant…
Scalable subsampling: computation, aggregation and inference
Dimitris N. Politis
Subsampling is a general statistical method developed in the 1990s aimed at estimating the sampling distribution of a statistic in order to conduct nonparametric inferen…
Debiased and threshold ridge regression for linear model with heteroskedastic and dependent error
Yunyi Zhang, Dimitris N. Politis
Focusing on a high dimensional linear model with dependent, non-stationary, and heteroskedastic errors, this paper applies the debiased and threshold ridge regression m…
Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions
Yunyi Zhang, Efstathios Paparoditis, Dimitris N. Politis
Strict stationarity is a common assumption used in the time series literature in order to derive asymptotic distributional results for second-order statistics, like sample autocova…
Model-free Bootstrap and Conformal Prediction in Regression: Conditionality, Conjecture Testing, and Pertinent Prediction Intervals
Yiren Wang, Dimitris N. Politis
Predictive inference under a general regression setting is gaining more interest in the big-data era. In terms of going beyond point prediction to develop prediction intervals, two…